Q02 - s2.q4cdn.coms2.q4cdn.com/240635966/files/doc_downloads/2016/3Q... · Statement for September...

Statement for September 30, 2016 of the GENWORTH MORTGAGE INSURANCE CORPORATION

Q02

ASSETSCurrent Statement Date 4

1 2 3Net Admitted December 31

Nonadmitted Assets Prior Year NetAssets Assets (Cols. 1 - 2) Admitted Assets

1. Bonds............................................................................................................................................ ...........2,080,436,720 .................................... ...........2,080,436,720 ...........1,720,265,375

2. Stocks:

2.1 Preferred stocks................................................................................................................. .................................... .................................... .................................0 ....................................

2.2 Common stocks.................................................................................................................. ..............399,446,757 .........................3,000 ..............399,443,757 ..............414,394,572

3. Mortgage loans on real estate:

3.1 First liens............................................................................................................................ .................................... .................................... .................................0 ....................................

3.2 Other than first liens........................................................................................................... .................................... .................................... .................................0 ....................................

4. Real estate:

4.1 Properties occupied by the company (less $..........0encumbrances)................................................................................................................... .................................... .................................... .................................0 ....................................

4.2 Properties held for the production of income (less $..........0encumbrances)................................................................................................................... .................................... .................................... .................................0 ....................................

4.3 Properties held for sale (less $..........0 encumbrances).................................................... ..................2,856,140 .................................... ..................2,856,140 ..................3,103,915

5. Cash ($.....(143,382)), cash equivalents ($..........0)and short-term investments ($.....122,659,030)........................................................................... ..............122,515,648 .................................... ..............122,515,648 ..............203,466,580

6. Contract loans (including $..........0 premium notes).................................................................... .................................... .................................... .................................0 ....................................

7. Derivatives.................................................................................................................................... .................................... .................................... .................................0 ....................................

8. Other invested assets................................................................................................................... ..................2,245,262 .................................... ..................2,245,262 ..................2,246,013

9. Receivables for securities............................................................................................................. .................................... .................................... .................................0 ....................................

10. Securities lending reinvested collateral assets............................................................................ .................................... .................................... .................................0 ....................................

11. Aggregate write-ins for invested assets....................................................................................... .................................0 .................................0 .................................0 .................................0

12. Subtotals, cash and invested assets (Lines 1 to 11)................................................................... ...........2,607,500,527 .........................3,000 ...........2,607,497,527 ...........2,343,476,455

13. Title plants less $..........0 charged off (for Title insurers only)..................................................... .................................... .................................... .................................0 ....................................

14. Investment income due and accrued........................................................................................... ................12,439,618 .................................... ................12,439,618 ................10,813,335

15. Premiums and considerations:

15.1 Uncollected premiums and agents' balances in the course of collection.......................... ................29,583,422 .................................... ................29,583,422 ................26,902,188

15.2 Deferred premiums, agents' balances and installments booked but deferredand not yet due (including $..........0 earned but unbilled premiums)................................ .................................... .................................... .................................0 ....................................

15.3 Accrued retrospective premiums ($..........0) and contracts subject toredetermination ($..........0)................................................................................................. .................................... .................................... .................................0 ....................................

16. Reinsurance:

16.1 Amounts recoverable from reinsurers................................................................................ ................10,758,499 .................................... ................10,758,499 ................22,196,485

16.2 Funds held by or deposited with reinsured companies..................................................... .................................... .................................... .................................0 ....................................

16.3 Other amounts receivable under reinsurance contracts................................................... .................................... .................................... .................................0 ....................................

17. Amounts receivable relating to uninsured plans.......................................................................... .................................... .................................... .................................0 ....................................

18.1 Current federal and foreign income tax recoverable and interest thereon.................................. .................................... .................................... .................................0 ................21,367,182

18.2 Net deferred tax asset.................................................................................................................. ..............724,451,800 ..............522,849,044 ..............201,602,756 ..............198,712,456

19. Guaranty funds receivable or on deposit..................................................................................... .................................... .................................... .................................0 ....................................

20. Electronic data processing equipment and software................................................................... ................15,550,296 ................15,515,231 .......................35,065 .....................106,784

21. Furniture and equipment, including health care delivery assets ($..........0)................................ ..................2,262,907 ..................2,262,907 .................................0 ....................................

22. Net adjustment in assets and liabilities due to foreign exchange rates....................................... .................................... .................................... .................................0 ....................................

23. Receivables from parent, subsidiaries and affiliates.................................................................... ..................1,172,583 .................................... ..................1,172,583 ..................1,045,244

24. Health care ($..........0) and other amounts receivable................................................................. .................................... .................................... .................................0 ....................................

25. Aggregate write-ins for other than invested assets...................................................................... ..................2,037,080 ..................1,658,900 .....................378,180 ..................2,520,838

26. Total assets excluding Separate Accounts, Segregated Accounts and ProtectedCell Accounts (Lines 12 through 25)............................................................................................ ...........3,405,756,732 ..............542,289,082 ...........2,863,467,650 ...........2,627,140,967

27. From Separate Accounts, Segregated Accounts and Protected Cell Accounts......................... .................................... .................................... .................................0 ....................................

28. Total (Lines 26 and 27)................................................................................................................ ...........3,405,756,732 ..............542,289,082 ...........2,863,467,650 ...........2,627,140,967

DETAILS OF WRITE-INS

1101. ...................................................................................................................................................... .................................... .................................... .................................0 ....................................

1102. ...................................................................................................................................................... .................................... .................................... .................................0 ....................................

1103. ...................................................................................................................................................... .................................... .................................... .................................0 ....................................

1198. Summary of remaining write-ins for Line 11 from overflow page................................................ .................................0 .................................0 .................................0 .................................0

1199. Totals (Lines 1101 thru 1103 plus 1198) (Line 11 above)........................................................... .................................0 .................................0 .................................0 .................................0

2501. Amounts receivable...................................................................................................................... .....................525,769 .....................147,589 .....................378,180 ..................2,520,838

2502. Prepaid expenses......................................................................................................................... ..................1,511,311 ..................1,511,311 .................................0 ....................................

2503. ...................................................................................................................................................... .................................... .................................... .................................0 ....................................

2598. Summary of remaining write-ins for Line 25 from overflow page................................................ .................................0 .................................0 .................................0 .................................0

2599. Totals (Lines 2501 thru 2503 plus 2598) (Line 25 above)........................................................... ..................2,037,080 ..................1,658,900 .....................378,180 ..................2,520,838


Q03

LIABILITIES, SURPLUS AND OTHER FUNDS1 2

Current December 31Statement Date Prior Year

1. Losses (current accident year $.....118,444,237).......................................................................................................................... .........................561,364,124 .........................721,795,919

2. Reinsurance payable on paid losses and loss adjustment expenses.......................................................................................... ................................229,480 ................................506,335

3. Loss adjustment expenses............................................................................................................................................................ ...........................12,395,354 ...........................16,119,625

4. Commissions payable, contingent commissions and other similar charges................................................................................. ..................................13,081 ..................................21,221

5. Other expenses (excluding taxes, licenses and fees)................................................................................................................... ...........................25,665,071 ...........................24,948,738

6. Taxes, licenses and fees (excluding federal and foreign income taxes)...................................................................................... .............................4,714,665 .............................4,710,462

7.1 Current federal and foreign income taxes (including $.....13,991,956 on realized capital gains (losses))................................... ...........................22,574,035 ...............................................

7.2 Net deferred tax liability.................................................................................................................................................................. ............................................... ...............................................

8. Borrowed money $..........0 and interest thereon $..........0............................................................................................................ ............................................... ...............................................9. Unearned premiums (after deducting unearned premiums for ceded reinsurance of $.....11,862,919 and including

warranty reserves of $..........0 and accrued accident and health experience rating refundsincluding $..........0 for medical loss ratio rebate per the Public Health Service Act).................................................................... .........................316,979,935 .........................248,810,592

10. Advance premium.......................................................................................................................................................................... ..................................51,246 ................................225,647

11. Dividends declared and unpaid:

11.1 Stockholders.......................................................................................................................................................................... ............................................... ...............................................

11.2 Policyholders......................................................................................................................................................................... ............................................... ...............................................

12. Ceded reinsurance premiums payable (net of ceding commissions)........................................................................................... ...........................21,810,638 .............................8,373,336

13. Funds held by company under reinsurance treaties..................................................................................................................... ............................................... ...............................................

14. Amounts withheld or retained by company for account of others................................................................................................. ...........................41,286,501 ...........................52,049,656

15. Remittances and items not allocated............................................................................................................................................. .............................2,283,193 .............................1,384,467

16. Provision for reinsurance (including $..........0 certified)................................................................................................................. ............................................... ...............................................

17. Net adjustments in assets and liabilities due to foreign exchange rates...................................................................................... ............................................... ...............................................

18. Drafts outstanding.......................................................................................................................................................................... ............................................... ...............................................

19. Payable to parent, subsidiaries and affiliates................................................................................................................................ .............................9,609,355 ...........................19,048,104

20. Derivatives...................................................................................................................................................................................... ............................................... ...............................................

21. Payable for securities..................................................................................................................................................................... .............................9,000,000 .............................5,000,000

22. Payable for securities lending........................................................................................................................................................ ............................................... ...............................................

23. Liability for amounts held under uninsured plans.......................................................................................................................... ............................................... ...............................................

24. Capital notes $..........0 and interest thereon $..........0.................................................................................................................. ............................................... ...............................................

25. Aggregate write-ins for liabilities.................................................................................................................................................... .........................681,906,038 .........................451,029,713

26. Total liabilities excluding protected cell liabilities (Lines 1 through 25)......................................................................................... ......................1,709,882,716 ......................1,554,023,815

27. Protected cell liabilities................................................................................................................................................................... ............................................... ...............................................

28. Total liabilities (Lines 26 and 27)................................................................................................................................................... ......................1,709,882,716 ......................1,554,023,815

29. Aggregate write-ins for special surplus funds................................................................................................................................ ............................................0 ............................................0

30. Common capital stock.................................................................................................................................................................... .............................4,288,747 .............................4,288,747

31. Preferred capital stock.................................................................................................................................................................... ............................................... ...............................................

32. Aggregate write-ins for other than special surplus funds.............................................................................................................. ............................................0 ............................................0

33. Surplus notes................................................................................................................................................................................. ............................................... ...............................................

34. Gross paid in and contributed surplus........................................................................................................................................... ......................1,111,220,983 ......................1,111,220,983

35. Unassigned funds (surplus)........................................................................................................................................................... ...........................38,075,204 ..........................(42,392,578)

36. Less treasury stock, at cost:

36.1 ..........0.000 shares common (value included in Line 30 $..........0)................................................................................... ............................................... ...............................................

36.2 ..........0.000 shares preferred (value included in Line 31 $..........0).................................................................................. ............................................... ...............................................

37. Surplus as regards policyholders (Lines 29 to 35, less 36)........................................................................................................... ......................1,153,584,934 ......................1,073,117,152

38. Totals (Page 2, Line 28, Col. 3)..................................................................................................................................................... ......................2,863,467,650 ......................2,627,140,967

DETAILS OF WRITE-INS2501. Statutory contingency reserve....................................................................................................................................................... .........................681,084,043 .........................450,451,0272502. Checks pending escheatment....................................................................................................................................................... ................................821,995 ................................578,6862503. ........................................................................................................................................................................................................ ............................................... ...............................................2598. Summary of remaining write-ins for Line 25 from overflow page.................................................................................................. ............................................0 ............................................02599. Totals (Lines 2501 thru 2503 plus 2598) (Line 25 above)............................................................................................................ .........................681,906,038 .........................451,029,7132901. ........................................................................................................................................................................................................ ............................................... ...............................................2902. ........................................................................................................................................................................................................ ............................................... ...............................................2903. ........................................................................................................................................................................................................ ............................................... ...............................................2998. Summary of remaining write-ins for Line 29 from overflow page.................................................................................................. ............................................0 ............................................02999. Totals (Lines 2901 thru 2903 plus 2998) (Line 29 above)............................................................................................................ ............................................0 ............................................03201. ........................................................................................................................................................................................................ ............................................... ...............................................3202. ........................................................................................................................................................................................................ ............................................... ...............................................3203. ........................................................................................................................................................................................................ ............................................... ...............................................3298. Summary of remaining write-ins for Line 32 from overflow page.................................................................................................. ............................................0 ............................................03299. Totals (Lines 3201 thru 3203 plus 3298) (Line 32 above)............................................................................................................ ............................................0 ............................................0


Q04

STATEMENT OF INCOME1 2 3

Current Year Prior Year Prior Year Endedto Date to Date December 31

UNDERWRITING INCOME1. Premiums earned:

1.1 Direct............... (written $.....578,938,630)............................................................................................................... ..............508,530,939 ..............458,964,873 ..............618,804,0661.2 Assumed......... (written $.....2,284,928)................................................................................................................... ...................2,320,857 ...................3,858,243 ...................9,137,2601.3 Ceded............. (written $.....72,286,224)................................................................................................................. .................70,083,069 .................56,423,623 .................84,107,9891.4 Net................... (written $.....508,937,334)............................................................................................................... ..............440,768,727 ..............406,399,493 ..............543,833,337DEDUCTIONS:

2. Losses incurred (current accident year $.....121,390,664):2.1 Direct.......................................................................................................................................................................... ..............107,392,106 ..............156,380,233 ..............213,531,2892.2 Assumed.................................................................................................................................................................... ...................1,314,925 ....................(429,891) .................(1,109,408)2.3 Ceded........................................................................................................................................................................ .................14,148,224 .................17,138,291 .................25,675,5752.4 Net.............................................................................................................................................................................. .................94,558,807 ..............138,812,051 ..............186,746,306

3. Loss adjustment expenses incurred................................................................................................................................ ...................4,807,955 ...................6,264,460 ...................8,374,0724. Other underwriting expenses incurred............................................................................................................................ ..............135,338,943 ..............123,548,228 ..............168,566,6035. Aggregate write-ins for underwriting deductions............................................................................................................. .................................0 .................................0 .................................06. Total underwriting deductions (Lines 2 through 5).......................................................................................................... ..............234,705,705 ..............268,624,739 ..............363,686,9817. Net income of protected cells.......................................................................................................................................... .................................... .................................... ....................................8. Net underwriting gain (loss) (Line 1 minus Line 6 + Line 7)........................................................................................... ..............206,063,022 ..............137,774,754 ..............180,146,356

INVESTMENT INCOME9. Net investment income earned........................................................................................................................................ .................53,031,523 .................69,381,860 ..............101,894,799

10. Net realized capital gains (losses) less capital gains tax of $.....373,372...................................................................... .................(4,059,287) ...............(64,575,576) ...............(68,599,244)11. Net investment gain (loss) (Lines 9 + 10)........................................................................................................................ .................48,972,236 ...................4,806,284 .................33,295,555

OTHER INCOME12. Net gain or (loss) from agents' or premium balances charged off

(amount recovered $..........0 amount charged off $..........0).......................................................................................... .................................0 .................................... ....................................13. Finance and service charges not included in premiums................................................................................................. .................................... .................................... ....................................14. Aggregate write-ins for miscellaneous income............................................................................................................... ........................94,402 ......................652,092 ......................749,89415. Total other income (Lines 12 through 14)....................................................................................................................... ........................94,402 ......................652,092 ......................749,89416. Net income before dividends to policyholders, after capital gains tax and before all other federal and

foreign income taxes (Lines 8 + 11 + 15)........................................................................................................................ ..............255,129,660 ..............143,233,130 ..............214,191,80517. 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)................................................................................................................ ..............255,129,660 ..............143,233,130 ..............214,191,80519. Federal and foreign income taxes incurred..................................................................................................................... ...............(17,505,835) ...............(29,568,216) ...............(47,532,330)20. Net income (Line 18 minus Line 19) (to Line 22)............................................................................................................ ..............272,635,495 ..............172,801,346 ..............261,724,135

CAPITAL AND SURPLUS ACCOUNT21. Surplus as regards policyholders, December 31 prior year............................................................................................ ...........1,073,117,152 ...........1,395,827,533 ...........1,395,827,53322. Net income (from Line 20)............................................................................................................................................... ..............272,635,495 ..............172,801,346 ..............261,724,13523. Net transfers (to) from Protected Cell accounts.............................................................................................................. .................................... .................................... ....................................24. Change in net unrealized capital gains or (losses) less capital gains tax of $.....234,140............................................. .................40,960,014 ...............(73,076,127) ...............(78,784,373)25. Change in net unrealized foreign exchange capital gain (loss)...................................................................................... ......................535,335 .......................(49,320) .......................(72,085)26. Change in net deferred income tax................................................................................................................................. ...............(23,092,051) ...............(11,003,950) ...............(40,105,137)27. Change in nonadmitted assets........................................................................................................................................ .................20,062,005 .................22,058,167 .................36,084,77828. Change in provision for reinsurance............................................................................................................................... .................................... .................................... ........................44,00029. Change in surplus notes.................................................................................................................................................. .................................... .................................... ....................................30. Surplus (contributed to) withdrawn from protected cells................................................................................................. .................................... .................................... ....................................31. Cumulative effect of changes in accounting principles................................................................................................... .................................... .................................... ....................................32. Capital changes:

32.1 Paid in..................................................................................................................................................................... .................................... .................................... ....................................32.2 Transferred from surplus (Stock Dividend)............................................................................................................ .................................... .................................... ....................................32.3 Transferred to surplus............................................................................................................................................ .................................... .................................... ....................................

33. Surplus adjustments:33.1 Paid in..................................................................................................................................................................... .................................... .................................... .............(225,000,000)33.2 Transferred to capital (Stock Dividend).................................................................................................................. .................................... .................................... ....................................33.3 Transferred from capital......................................................................................................................................... .................................... .................................... ....................................

34. Net remittances from or (to) Home Office....................................................................................................................... .................................... .................................... ....................................35. Dividends to stockholders................................................................................................................................................ .................................... .................................... ....................................36. Change in treasury stock................................................................................................................................................. .................................... .................................... ....................................37. Aggregate write-ins for gains and losses in surplus........................................................................................................ .............(230,633,016) .............(198,783,248) .............(276,601,699)38. Change in surplus as regards policyholders (Lines 22 through 37)............................................................................... .................80,467,782 ...............(88,053,132) .............(322,710,381)39. Surplus as regards policyholders, as of statement date (Lines 21 plus 38)................................................................... ...........1,153,584,934 ...........1,307,774,401 ...........1,073,117,152

DETAILS OF WRITE-INS0501. ......................................................................................................................................................................................... .................................... .................................... ....................................0502. ......................................................................................................................................................................................... .................................... .................................... ....................................0503. ......................................................................................................................................................................................... .................................... .................................... ....................................0598. Summary of remaining write-ins for Line 5 from overflow page..................................................................................... .................................0 .................................0 .................................00599. Totals (Lines 0501 thru 0503 plus 0598) (Line 5 above)................................................................................................ .................................0 .................................0 .................................01401. Miscellaneous income..................................................................................................................................................... ........................94,402 ........................80,210 ......................101,9511402. Realized foreign exchange gain...................................................................................................................................... .................................... ......................571,882 ......................647,9431403. ......................................................................................................................................................................................... .................................... .................................... ....................................1498. Summary of remaining write-ins for Line 14 from overflow page................................................................................... .................................0 .................................0 .................................01499. Totals (Lines 1401 thru 1403 plus 1498) (Line 14 above).............................................................................................. ........................94,402 ......................652,092 ......................749,8943701. Increase in statutory contingency reserve....................................................................................................................... .............(230,633,016) .............(205,245,418) .............(276,601,699)3702. Extraordinary release of statutory contingency reserve.................................................................................................. .................................... ...................6,462,170 ....................................3703. ......................................................................................................................................................................................... .................................... .................................... ....................................3798. Summary of remaining write-ins for Line 37 from overflow page................................................................................... .................................0 .................................0 .................................03799. Totals (Lines 3701 thru 3703 plus 3798) (Line 37 above).............................................................................................. .............(230,633,016) .............(198,783,248) .............(276,601,699)


Q05

CASH FLOW1 2 3

Current Year Prior Year Prior Year Endedto Date To Date December 31

CASH FROM OPERATIONS1. Premiums collected net of reinsurance............................................................................................................................... .............501,843,425 .............453,650,707 .............610,725,8932. Net investment income........................................................................................................................................................ ...............50,204,521 ...............66,876,189 ...............98,380,9343. Miscellaneous income......................................................................................................................................................... ......................94,402 ....................652,092 ....................749,8944. Total (Lines 1 through 3)..................................................................................................................................................... .............552,142,348 .............521,178,988 .............709,856,7215. Benefit and loss related payments...................................................................................................................................... .............243,393,716 .............306,761,000 .............453,567,8766. Net transfers to Separate Accounts, Segregated Accounts and Protected Cell Accounts................................................ ................................... ................................... ...................................7. Commissions, expenses paid and aggregate write-ins for deductions.............................................................................. .............143,158,773 .............139,791,930 .............182,755,8828. Dividends paid to policyholders........................................................................................................................................... ................................... ................................... ...................................9. Federal and foreign income taxes paid (recovered) net of $.....17,031,078 tax on capital gains (losses)........................ ..............(61,073,680) ................(2,937,591) ..............(37,127,884)10. Total (Lines 5 through 9)..................................................................................................................................................... .............325,478,809 .............443,615,339 .............599,195,87411. Net cash from operations (Line 4 minus Line 10)............................................................................................................... .............226,663,539 ...............77,563,649 .............110,660,847

CASH FROM INVESTMENTS12. Proceeds from investments sold, matured or repaid:

12.1 Bonds........................................................................................................................................................................ .............212,434,074 .............259,544,829 .............331,981,74612.2 Stocks........................................................................................................................................................................ ...............50,576,773 .............186,471,924 .............186,471,92412.3 Mortgage loans......................................................................................................................................................... ................................... ................................... ...................................12.4 Real estate................................................................................................................................................................ .................3,951,714 .................1,286,345 .................2,079,99912.5 Other invested assets............................................................................................................................................... ................................... ................................... ....................611,07012.6 Net gains or (losses) on cash, cash equivalents and short-term investments......................................................... ....................249,331 ...................(113,049) ...................(146,900)12.7 Miscellaneous proceeds........................................................................................................................................... .................1,184,524 .................2,372,594 .................2,418,01812.8 Total investment proceeds (Lines 12.1 to 12.7)....................................................................................................... .............268,396,416 .............449,562,643 .............523,415,857

13. Cost of investments acquired (long-term only):13.1 Bonds........................................................................................................................................................................ .............570,420,188 .............576,424,271 .............751,190,50813.2 Stocks........................................................................................................................................................................ ................................... ................................... ...................................13.3 Mortgage loans......................................................................................................................................................... ................................... ................................... ...................................13.4 Real estate................................................................................................................................................................ .................4,139,694 .................2,629,843 .................4,924,53413.5 Other invested assets............................................................................................................................................... ................................... ................................... ...................................13.6 Miscellaneous applications....................................................................................................................................... ................(4,000,000) ................................... ................(5,000,000)13.7 Total investments acquired (Lines 13.1 to 13.6)...................................................................................................... .............570,559,882 .............579,054,114 .............751,115,042

14. Net increase or (decrease) in contract loans and premium notes...................................................................................... ................................... ................................... ...................................15. Net cash from investments (Line 12.8 minus Line 13.7 and Line 14)................................................................................ ............(302,163,466) ............(129,491,471) ............(227,699,185)

CASH FROM FINANCING AND MISCELLANEOUS SOURCES16. 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).................................................................................................................................. ................(5,451,005) ................(1,774,261) .................2,799,968

17. Net cash from financing and miscellaneous sources (Lines 16.1 through 16.4 minus Line 16.5 plus Line 16.6)............ ................(5,451,005) ................(1,774,261) .................2,799,968

RECONCILIATION OF CASH, CASH EQUIVALENTS AND SHORT-TERM INVESTMENTS18. Net change in cash, cash equivalents and short-term investments (Line 11 plus Line 15 plus Line 17).......................... ..............(80,950,932) ..............(53,702,083) ............(114,238,370)19. Cash, cash equivalents and short-term investments:

19.1 Beginning of year...................................................................................................................................................... .............203,466,580 .............317,704,950 .............317,704,95019.2 End of period (Line 18 plus Line 19.1)..................................................................................................................... .............122,515,648 .............264,002,867 .............203,466,580

Note: Supplemental disclosures of cash flow information for non-cash transactions:20.0001 Cancellation of surplus notes issued by Genworth Mortgage Insurance Corp of NC............................................. ................................... ................................... ............(225,000,000)

NOTES TO FINANCIAL STATEMENTS

Note 1. - Summary of Significant Accounting PoliciesA. Accounting Practices

The accompanying financial statements of Genworth Mortgage Insurance Corporation (the "Company") have been prepared on the basis of accounting practices prescribed by the NorthCarolina Department of Insurance (“NCDOI”). The state of North Carolina requires insurance companies domiciled in the state of North Carolina to prepare their statutory financial statements in accordance with the National Association of Insurance Commissioners’ (“NAIC”) Accounting Practices and Procedures Manual subject to any deviations prescribed or permitted by the NCDOI.

STATE OFDOMICILE 2016 2015

NET INCOME1. State Basis (Page 4, Line 20, Columns 1&2) NC $ 272,635,495 $ 261,724,1352. State Prescribed Practices that increase/(decrease) NAIC SAP3. State Permitted Practices that increase/(decrease) NAIC SAP4. NAIC SAP (1-2-3=4) NC $ 272,635,495 $ 261,724,135SURPLUS5. State Basis (Page 3, Line 37, Columns 1&2) NC $1,153,584,934 $1,073,117,1526. State Prescribed Practices that increase/(decrease) NAIC SAP7. State Permitted Practices that increase/(decrease) NAIC SAP8. NAIC SAP (5-6-7=8) NC $1,153,584,934 $1,073,117,152

B. No significant change

C. Loan-backed bonds and structured securities (“LBaSS”) other than non-agency residential mortgage-backed securities are stated at amortized cost using the modified scientific method, except where NAIC designation has fallen to 3 or below and the fair value has fallen below amortized cost, in which case they are stated at fair value. Amortization of LBaSS is based on prepayment assumptions that are updated at least annually. Significant changes of estimated cash flows from original purchase assumptions are accounted for using the retrospective adjustment method for all such securities, except for securities for which the Company recorded other-than-temporary impairment charges. In such instances, the prospective method is used.

Note 2. - Accounting Changes and Corrections of ErrorsNo significant change

Note 3. - Business Combinations and GoodwillNo significant change.

Note 4. - Discontinued OperationsNo significant change.

Note 5. - InvestmentsA. - C. No significant change.

D. Loan-Backed Securities 1. Prepayment assumptions for single-class and multi-class mortgage-backed/asset-backed securities were obtained from broker dealer survey values or internal estimates.2. The Company does not hold any securities for which other-than-temporary impairment has been recognized. 3. The Company does not hold any securities for which other-than-temporary impairment has been recognized. 4. All impaired securities (fair value is less than cost or amortized cost) for which an other-than-temporary impairment has not been recognized in earnings as a realized loss (including

securities with a recognized other-than-temporary impairment for non-interest related declines when a non-recognized interest related impairment remains):

a. The aggregate amount of unrealized losses:

1. Less than 12 Months $ 263,253

2. 12 Months or Longer $ 439,534

b. The aggregate related fair value of securities with unrealized losses:

1. Less than 12 Months $ 23,804,665

2. 12 Months or Longer $ 29,288,261

E. Repurchase Agreements and/or Security Lending Transactions None

F. - H. No significant change.

I. Working Capital Finance Investments None

J. Offsetting and Netting of Assets and Liabilities None

K. No significant change.

Note 6. - Joint Ventures, Partnerships and Limited Liability CompaniesNo significant change.

Note 7. - Investment IncomeNo significant change.

Note 8. - Derivative InstrumentsNo significant change.

Note 9. - Income TaxesNo significant change.

Note 10. - Information Concerning Parent, Subsidiaries, Affiliates and Other Related PartiesA. No significant change.


Q06


B. Detail of Transactions Greater Than 1/2 of 1% of Admitted Assets As previously disclosed, in October 2015, the Company entered into an agreement to sell Genworth Financial Mortgage Insurance Limited (“MI Europe”), a wholly-owned direct subsidiary,

to AmTrust Financial Services, Inc. During the first quarter of 2016, the Company’s carrying value of MI Europe was impaired by $5,000,000 to reflect the expected net proceeds of $50,476,000 as of March 31, 2016. The sale of MI Europe was completed on May 9, 2016.

C. - L. No significant change.

Note 11. - DebtNone

Note 12. - Retirement Plans, Deferred Compensation, Postemployment Benefits and Compensated Absences and Other Postretirement Benefit PlansA. Defined Benefit Plans

The ultimate parent sponsors a defined contribution pension plan and a postretirement health care benefit plan covering substantially all employees of the Company.

B. - I. No significant change.

Note 13. - Capital and Surplus, Dividend Restrictions and Quasi-ReorganizationsNo significant change.

Note 14. - Liabilities, Contingencies and AssessmentsA. As of September 30, 2016, the Company had no commitments to purchase non-affiliated, private placement securities.

B. - F. No significant change.

G. Other Contingencies As of September 30, 2016, the Company had admitted assets of $29,583,422 in uncollected premiums. The portion due from controlled or controlling persons is $0. The Company routinely assesses the collectability of these receivables and provides an allowance for anticipated uncollectible premiums. This allowance is reflected in the admitted asset balance as of September 30, 2016.

The Company had no material noninsurance contingencies as of September 30, 2016.

Note 15. - LeasesNo significant change.

Note 16. - Information About Financial Instruments with Off-Balance Sheet Risk and Financial Instruments with Concentrations of Credit RiskNo significant change.

Note 17. - Sale, Transfer and Servicing of Financial Assets and Extinguishments of LiabilitiesA. No significant change.

B. Transfers and Servicing of Financial Assets None

C. Wash Sales None

Note 18. - Gain or Loss to the Reporting Entity from Uninsured Plans and the Uninsured Portion of Partially Insured PlansNo significant change

Note 19. - Direct Premiums Written / Produced by Managing General Agents/Third Party AdministratorsNo significant change.

Note 20. - Fair Value MeasurementsA. Fair Value Classifications

1. The following table sets forth the Company’s assets and liabilities that were measured at fair value as of September 30, 2016:

Description Level 1 Level 2 Level 3 TotalAssets

Bonds:1) U.S. government and U.S. government agencies $ $ $ $2) All other governments3) States, territories and possessions4) Special revenue and special assessment obligations 18,689,400 18,689,4005) Industrial and miscellaneous 13,687,175 6,320,403 20,007,5786) Residential mortgage-backed7) Commercial mortgage-backed8) HybridsTotal bonds 32,376,575 6,320,403 38,696,978

Total assets at fair value $ 0 $ 32,376,575 $ 6,320,403 $ 38,696,978


Q06.1


2. The following table presents additional information about assets and liabilities measured at fair value for which the Company has utilized significant unobservable (Level 3) inputs to determine fair value as of September 30, 2016:

Assets Measured atFair Value on a

Recurring Basisusing Significant

Unobservable Inputs

Balanceat July 1,

2016Transfersin Level 3

Transfersout of

Level 3

Total Gainsand (Losses)

included in NetIncome

Total Gains and(Losses)

included inSurplus Purchases Issuances Sales Settlements

Balance atSeptember

30, 2016Industrial andMiscellaneous $ $ 6,320,403 $ $ $ $ $ $ $ $ 6,320,403

Total Bonds 6,320,403 6,320,403Fair Value AssetsMeasurements inLevel 3 $ 0 $ 6,320,403 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 $ 6,320,403

3. Transfers Between Levels:The Company reviews the fair value hierarchy classifications each reporting period. Changes in the observability of the valuation attributes may result in a reclassification of certain financial assets or liabilities. Such reclassifications are reported as transfers in and out of Level 3 at the beginning fair value for the reporting period.

4. Valuation Techniques and Inputs:The vast majority of long-term bonds use Level 2 inputs for the determination of fair value. These fair values are obtained primarily from industry-standard pricing methodologies based on market observable information. Certain structured securities valued using industry-standard pricing methodologies utilize significant unobservable inputs to estimate fair value, resulting in the fair value measurements being classified as Level 3. The Company also utilizes internally developed pricing models to produce estimates of fair value primarily utilizing Level 2 inputs along with certain Level 3 inputs. The internally developed models include matrix pricing where the Company discounts expected cash flows utilizing market interest rates obtained from market sources based on the credit quality and duration of the instrument to determine fair value. For securities that may not be reliably priced using internally developed pricing models, fair value is estimated using indicative market prices. These prices are indicative of an exit price, but the assumptions used to establish the fair value may not be observable, or corroborated by market observable information, and represent Level 3 inputs.

B. Other Fair Value DisclosuresNone

C. Aggregate Fair Value for All Financial InstrumentsThe following tables set forth the Company’s assets' Fair Value, Admitted Amount and Level of Fair Value Amounts as of September 30, 2016:

DescriptionAggregate Fair

ValueAdmitted Assets Level 1 Level 2 Level 3

Not Practicable (CV)

AssetsBonds:1) U.S. government and U.S. government agencies $ 27,824,630 $ 26,996,535 $ $ 27,824,630 $ $2) All other governments 13,349,359 13,121,147 13,349,3593) States, territories and possessions 108,741,139 88,774,017 108,741,1394) Special revenue and special assessment obligations 247,244,116 249,986,957 247,244,1165) Industrial and miscellaneous 1,311,623,687 1,281,556,500 1,228,030,054 83,593,6336) Residential mortgage-backed7) Commercial mortgage-backed8) Other loan-backed and structured 416,648,304 414,350,164 416,648,3049) Hybrids 10,975,000 5,651,400 10,975,000Total bonds 2,136,406,235 2,080,436,720 2,052,812,602 83,593,633

Surplus notes nonaffiliates 3,180,076 2,245,262 3,180,076Short-term investments 122,659,030 122,659,030 122,659,030

Total assets $ 2,262,245,341 $ 2,205,341,012 $ 122,659,030 $ 2,055,992,678 $ 83,593,633 $ 0

The following tables set forth the Company’s assets' Fair Value, Admitted Amount and Level of Fair Value Amounts as of December 31, 2015:

DescriptionAggregate Fair

ValueAdmitted Assets Level 1 Level 2 Level 3

Not Practicable (CV)

AssetsBonds:1) U.S. government and U.S. government agencies $ 26,783,857 $ 26,409,210 $ $ 26,783,857 $ $2) All other governments 8,489,267 8,532,074 8,489,2673) States, territories and possessions 108,459,685 94,669,935 108,459,6854) Special revenue and special assessment obligations 222,810,834 227,483,343 222,810,8345) Industrial and miscellaneous 1,024,152,680 1,028,126,462 964,235,269 59,917,4116) Residential mortgage-backed7) Commercial mortgage-backed8) Other loan-backed and structured 326,311,892 329,392,951 271,336,942 54,974,9509) Hybrids 10,895,000 5,651,400 10,895,000Total bonds 1,727,903,215 1,720,265,375 1,613,010,854 114,892,361

Surplus notes nonaffiliates 2,905,814 2,246,013 2,905,814

Short-term investments 204,776,000 204,776,000 204,776,000

Total Assets $ 1,935,585,029 $ 1,927,287,388 $ 204,776,000 $ 1,615,916,668 $ 114,892,361 $ 0


Q06.2


D. Financial Instruments Where Fair Value Not Practical None

Note 21. - Other ItemsEffective July 1, 2016, the Company executed two excess of loss reinsurance transactions with a panel of reinsurers covering current and expected new insurance written for the 2016 and 2017 book years.

Note 22. - Events SubsequentOn October 21, 2016, Genworth Financial, Inc. ("Genworth") entered into a definitive agreement with China Oceanwide Holdings Group Co., Ltd. ("China Oceanwide") under which China Oceanwide has agreed to acquire all of Genworth's outstanding common stock for a total transaction value of approximately $2.7 billion, or $5.43 per share in cash. The acquisition will be completed through Asia Pacific Global Capital Co. Ltd., one of China Oceanwide's investment platforms. The transaction is subject to approval by Genworth's stockholders as well as other closing conditions, including the receipt of required regulatory approvals.

Note 23. - ReinsuranceNo significant change.

Note 24. - Retrospectively Rated Contracts and Contracts Subject to RedeterminationNone

Note 25. - Changes in Incurred Losses and Loss Adjustment ExpensesReserves as of December 31, 2015, were $737,915,544. For the nine months ended September 30, 2016, $259,317,365 was paid for incurred loss and loss adjustment expenses attributable to insured events of prior years. Prior year reserves also increased $374,738 due to foreign currency translations. Reserves remaining for prior years are now $453,430,858 as a result of re-estimation of unpaid loss and loss adjustment expenses. Therefore, there was a $25,542,059 favorable prior year development from December 31, 2015, to September 30, 2016. The change is generally the result of ongoing analysis of recent loss development trends. Original estimates are increased or decreased as additional information becomes known regarding individual claims.

Note 26. - Intercompany Pooling ArrangementsNo significant change.

Note 27. - Structured SettlementsNo significant change.

Note 28. - Health Care ReceivablesNo significant change.

Note 29. - Participating PoliciesNo significant change.

Note 30. - Premium Deficiency ReservesNo significant change.

Note 31. - High DeductiblesNo significant change.

Note 32. - DIscounting of LIabilities for Unpaid Losses or Unpaid Loss Adjustment ExpensesNo significant change.

Note 33. - Asbestos/Environmental ReservesNo significant change.

Note 34. - Subscriber Savings AccountsNo significant change.

Note 35. - Multiple Peril Corp InsuranceNo significant change.

Note 36. - Financial Guaranty InsuranceNone


Q06.3


Q07

GENERAL INTERROGATORIESPART 1 - COMMON INTERROGATORIES

GENERAL1.1 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 thereporting entity? Yes [ ] No [ X ]

2.2 If yes, date of change:

3.1 Is the reporting entity a member of an Insurance Holding Company System consisting of two or more affiliated persons, one or more of which is an insurer? Yes [ X ] No [ ]If yes, complete Schedule Y, Parts 1 and 1A.

3.2 Have there been any substantial changes in the organizational chart since the prior quarter end? Yes [ ] No [ X ]

3.3 If the response to 3.2 is yes, provide a brief description of those changes.

4.1 Has the reporting entity been a party to a merger or consolidation during the period covered by this statement? Yes [ ] No [ X ]

4.2 If yes, provide name of entity, NAIC Company Code, and state of domicile (use two letter state abbreviation) for any entity that has ceased to exist as aresult of the merger or consolidation.

1

Name of Entity

2NAIC

CompanyCode

3

State ofDomicile

5. If the reporting entity is subject to a management agreement, including third-party administrator(s), managing general agent(s), attorney-in-fact, orsimilar agreement, have there been any significant changes regarding the terms of the agreement or principals involved?If yes, attach an explanation. Yes [ ] No [X ] N/A [ ]

6.1 State as of what date the latest financial examination of the reporting entity was made or is being made. 12/31/2011

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 dateshould be the date of the examined balance sheet and not the date the report was completed or released. 12/31/2011

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 thereporting entity. This is the release date or completion date of the examination report and not the date of the examination (balance sheet date). 06/12/2013

6.4 By what department or departments?North Carolina Department of Insurance

6.5 Have all financial statement adjustments within the latest financial examination report been accounted for in a subsequent financial statement filedwith Departments? Yes [ X ] No [ ] N/A [ ]

6.6 Have all of the recommendations within the latest financial examination report been complied with? Yes [ X ] No [ ] N/A [ ]

7.1 Has this reporting entity had any Certificates of Authority, licenses or registrations (including corporate registration, if applicable) suspended or revokedby any governmental entity during the reporting period? Yes [ ] No [ X ]

7.2 If yes, give full information:

8.1 Is the company a subsidiary of a bank holding company regulated with the Federal Reserve Board? Yes [ ] No [ X ]

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? Yes [ ] No [ X ]

8.4 If the 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 federalregulatory services agency [i.e. the Federal Reserve Board (FRB), the Office of the Comptroller of the Currency (OCC), the Federal Deposit InsuranceCorporation (FDIC) and the Securities Exchange Commission (SEC)] and identify the affiliate’s primary federal regulator].

1Affiliate Name

2Location (City, State)

3FRB

4OCC

5FDIC

6SEC

9.1 Are the senior officers (principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similarfunctions) 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 Has the code of ethics for senior managers been amended? Yes [ ] No [ X ]

9.21 If the response to 9.2 is Yes, provide information related to amendment(s).

9.3 Have any provisions of the code of ethics been waived for any of the specified officers? Yes [ ] No [ X ]

9.31 If the response to 9.3 is Yes, provide the nature of any waiver(s).


Q07.1

GENERAL INTERROGATORIESPART 1 - COMMON INTERROGATORIES

FINANCIAL10.1 Does the reporting entity report any amounts due from parent, subsidiaries or affiliates on Page 2 of this statement? Yes [ X ] No [ ]

10.2 If yes, indicate any amounts receivable from parent included in the Page 2 amount: $ 2,365

INVESTMENT11.1 Were any of the stocks, bonds, or other assets of the reporting entity loaned, placed under option agreement, or otherwise made available for

use by another person? (Exclude securities under securities lending agreements.) Yes [ ] No [ X ]

11.2 If yes, give full and complete information relating thereto:

12. Amount of real estate and mortgages held in other invested assets in Schedule BA: $ 0

13. Amount of real estate and mortgages held in short-term investments: $ 0

14.1 Does the reporting entity have any investments in parent, subsidiaries and affiliates? Yes [ X ] No [ ]

14.2 If yes, please complete the following:1 2

Prior Year-End Current QuarterBook/Adjusted Carrying Value Book/Adjusted Carrying Value

14.21 Bonds $ 0 $ 014.22 Preferred Stock 0 014.23 Common Stock 414,397,572 399,446,75714.24 Short-Term Investments 0 014.25 Mortgage Loans on Real Estate 0 014.26 All Other 0 014.27 Total Investment in Parent, Subsidiaries and Affiliates (Subtotal Lines 14.21 to 14.26) $ 414,397,572 $ 399,446,75714.28 Total Investment in Parent included in Lines 14.21 to 14.26 above $ 0 $ 0

15.1 Has the reporting entity entered into any hedging transactions reported on Schedule DB? Yes [ ] No [ X ]

15.2 If yes, has a comprehensive description of the hedging program been made available to the domiciliary state? Yes [ ] No [ ]

If no, attach a description with this statement.

16. For the reporting entity's security lending program, state the amount of the following as of current statement date:

16.1 Total fair value of reinvested collateral assets reported on Schedule DL, Parts 1 and 2: $ 0

16.2 Total book adjusted/carrying value of reinvested collateral assets reported on Schedule DL, Parts 1 and 2: $ 0

16.3 Total payable for securities lending reported on the liability page: $ 0

17. Excluding items in Schedule E-Part 3-Special Deposits, real estate, mortgage loans and investments held physically in the reporting entity'soffices, vaults or safety deposit boxes, were all stocks, bonds and other securities, owned throughout the current year held pursuant to acustodial agreement with a qualified bank or trust company in accordance with Section 1, III - General Examination Considerations, F. Outsourcingof Critical Functions, 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:

1Name of Custodian(s)

2Custodian Address

The Bank of New York Mellon One Wall Street, New York, NY 10286Canadian Stock Transfer Trust Company PO Box 4202, Postal Station A, Toronto, ON M5W 0E4

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:

1Name(s)

2Location(s)

3Complete 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:

1Old Custodian

2New Custodian

3Date ofChange

4Reason

17.5 Identify all investment advisors, broker/dealers or individuals acting on behalf of broker/dealers that have access to the investmentaccounts, handle securities and have authority to make investments on behalf of the reporting entity:

1Central Registration Depository

2Name(s)

3Address

18.1 Have all the filing requirements of the Purposes and Procedures Manual of the NAIC Investment Analysis Office been followed? Yes [ X ] No [ ]

18.2 If no, list exceptions:


Q08

GENERAL INTERROGATORIES (continued)PART 2 – PROPERTY & CASUALTY INTERROGATORIES

1. If the reporting entity is a member of a pooling arrangement, did the agreement or the reporting entity’s participation change? Yes [ ] No [ ] N/A [ X ]

If yes, attach an explanation.

2. Has the reporting entity reinsured any risk with any other reporting 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 ]

If yes, attach an explanation.

3.1 Have any of the reporting entity’s primary reinsurance contracts been canceled? Yes [ ] No [ X ]

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 (seeAnnual Statement Instructions pertaining to disclosure of discounting for definition of “tabular reserves,”) discounted at a rate of interestgreater than zero? Yes [ ] No [ X ]

4.2 If yes, complete the following schedule:1 2 3 Total Discount Discount Taken During Period

4 5 6 7 8 9 10 11

Line of BusinessMaximumInterest

Disc.Rate

UnpaidLosses

UnpaidLAE IBNR Total

UnpaidLosses

UnpaidLAE IBNR Total

0.000 0.000 0 0 0 0 0 0 0 0Total XXX XXX 0 0 0 0 0 0 0 0

5.1 Operating Percentages:

5.1 A&H loss percent 0.000%

5.2 A&H cost containment percent 0.000%

5.3 A&H expense percent excluding cost containment expenses 0.000%

6.1 Do you act as a custodian for health savings accounts? Yes [ ] No [ X ]

6.2 If yes, please provide the amount of custodial funds held as of the reporting date. $ 0

6.3 Do you act as an administrator for health savings accounts? Yes [ ] No [ X ]

6.4 If yes, please provide the amount of funds administered as of the reporting date. $ 0


Q09

SCHEDULE F - CEDED REINSURANCE Showing All New Reinsurers - Current Year to Date

1 2 3 4 5 6 7NAIC Certified Effective Date

Company ID Domiciliary Type of Reinsurer Rating of CertifiedCode Number Name of Reinsurer Jurisdiction Reinsurer (1 through 6) Reinsurer Rating

U.S. Insurers20370............ 51-0434766.......... Axis Reinsurance Company..................................................................................................... NY............. Authorized........ ........................... ..........................All Other Insurers00000............ AA-3191179......... Third Point Reinsurance Company Ltd.................................................................................... BMU.......... Unauthorized.... ........................... ..........................00000............ AA-3190870......... Validus Reinsurance, Ltd.......................................................................................................... BMU.......... Unauthorized.... ........................... ..........................


Q10

SCHEDULE T - EXHIBIT OF PREMIUMS WRITTEN Current Year to Date - Allocated by States and Territories

1 Direct Premiums Written Direct Losses Paid (Deducting Salvage) Direct Losses Unpaid2 3 4 5 6 7

Active Current Year Prior Year Current Year Prior Year Current Year Prior YearStates, Etc. Status to Date to Date to Date to Date to Date to Date

1. Alabama...................................AL .......L..... ..................9,721,514 ................12,003,905 ..................3,892,684 ..................4,433,238 ..................6,701,585 ..................9,807,7532. Alaska......................................AK .......L..... ..................1,247,774 ..................1,276,752 .....................265,699 .....................186,382 .....................758,464 .....................985,2623. Arizona.....................................AZ .......L..... ................18,030,278 ................14,728,593 ..................6,049,491 ..................6,907,534 ..................7,956,501 ................17,574,9344. Arkansas..................................AR .......L..... ..................2,592,214 ..................2,618,806 ..................1,846,282 ..................1,779,395 ..................2,627,960 ..................3,593,6465. California..................................CA .......L..... ................49,274,006 ................42,620,417 ..................8,817,668 ................17,637,604 ................19,432,692 ................31,281,7366. Colorado..................................CO .......L..... ..................9,721,396 ..................9,301,242 ..................1,193,266 ..................1,941,343 ..................3,458,530 ..................4,845,2967. Connecticut..............................CT .......L..... ..................9,015,201 ..................8,139,359 ..................6,852,689 ..................7,308,312 ................13,697,036 ................16,637,8838. Delaware.................................DE .......L..... ..................2,381,629 ..................1,919,777 ..................1,169,585 ..................1,590,649 ..................3,250,788 ..................4,412,8579. District of Columbia.................DC .......L..... ..................1,363,212 ..................1,143,439 .....................316,597 .....................266,987 ..................1,133,131 ..................1,777,676

10. Florida.......................................FL .......L..... ................33,172,718 ................27,834,540 ................44,814,869 ................83,637,481 ................78,466,923 ..............140,876,66511. Georgia....................................GA .......L..... ................18,140,361 ................17,561,709 ..................8,090,712 ................10,802,306 ................17,556,883 ................24,868,94512. Hawaii.......................................HI .......L..... ..................1,270,895 ..................1,334,850 ..................1,174,801 .....................937,239 ..................4,227,048 ..................5,251,09713. Idaho.........................................ID .......L..... ..................3,028,201 ..................2,616,564 ..................1,663,688 ..................2,432,322 ..................2,169,161 ..................5,055,42014. Illinois.........................................IL .......L..... ................32,434,464 ................28,897,148 ................20,837,871 ................29,966,011 ................33,451,879 ................53,451,14515. Indiana......................................IN .......L..... ................12,722,867 ................11,763,041 ..................3,642,101 ..................5,511,301 ..................8,488,043 ................12,405,60416. Iowa...........................................IA .......L..... ..................4,087,376 ..................4,114,191 ..................1,701,207 ..................1,820,496 ..................2,779,489 ..................4,472,89517. Kansas.....................................KS .......L..... ..................7,538,040 ..................6,758,245 ..................2,071,696 ..................2,379,386 ..................3,925,781 ..................5,523,29818. Kentucky..................................KY .......L..... ..................4,091,973 ..................4,140,328 .....................773,111 ..................1,684,907 ..................3,347,419 ..................4,263,35519. Louisiana..................................LA .......L..... ..................8,846,463 ..................7,848,549 ..................2,768,314 ..................2,817,744 ..................7,719,101 ..................8,212,50220. Maine.......................................ME .......L..... ..................1,465,037 ..................1,218,093 .....................767,555 .....................923,553 ..................2,280,597 ..................2,805,40021. Maryland.................................MD .......L..... ................15,089,373 ................11,017,121 ..................9,760,991 ................13,822,180 ................18,618,456 ................26,562,79522. Massachusetts........................MA .......L..... ................17,078,419 ................15,208,303 ..................6,269,481 ..................5,381,069 ................16,959,559 ................22,603,22623. Michigan...................................MI .......L..... ................19,876,993 ................17,082,008 ..................4,897,636 ..................6,226,860 ..................7,427,244 ................11,946,62124. Minnesota...............................MN .......L..... ................13,489,521 ................12,663,192 ..................3,844,048 ..................5,225,770 ..................6,161,853 ................10,099,63425. Mississippi...............................MS .......L..... ..................3,591,674 ..................3,719,393 ..................1,822,318 ..................1,697,170 ..................3,100,445 ..................4,019,11226. Missouri...................................MO .......L..... ................11,500,542 ................10,633,735 ..................3,923,187 ..................5,197,723 ..................6,109,292 ................10,341,51627. Montana..................................MT .......L..... ..................1,340,315 ..................1,335,352 .....................415,054 .....................743,271 ..................1,080,553 ..................1,231,04528. Nebraska.................................NE .......L..... ..................2,099,534 ..................2,037,828 .....................400,514 .....................537,098 .....................953,890 ..................1,278,89529. Nevada....................................NV .......L..... ..................5,330,665 ..................4,368,965 ..................5,593,658 ..................8,181,040 ................11,262,432 ................20,580,27830. New Hampshire.......................NH .......L..... ..................3,365,008 ..................3,051,238 ..................1,054,028 ..................1,312,708 ..................1,729,215 ..................2,855,02431. New Jersey...............................NJ .......L..... ................17,930,918 ................17,491,375 ................37,085,342 ................25,561,062 ................85,137,988 ..............114,602,68032. New Mexico............................NM .......L..... ..................2,831,359 ..................2,773,890 ..................2,767,279 ..................2,307,786 ..................5,395,143 ..................7,130,32533. New York.................................NY .......L..... ................31,126,155 ................29,703,040 ................30,007,458 ................19,803,854 ..............107,733,997 ..............134,656,46534. North Carolina.........................NC .......L..... ................20,683,290 ................18,033,437 ..................5,871,008 ..................8,599,955 ................15,328,019 ................20,384,63835. North Dakota...........................ND .......L..... ..................1,612,218 ..................1,526,714 .......................97,712 .......................94,968 .....................802,171 .....................446,04036. Ohio.........................................OH .......L..... ................20,677,981 ................18,524,636 ..................7,046,013 ..................8,429,075 ................16,267,003 ................21,865,73537. Oklahoma................................OK .......L..... ..................6,067,571 ..................5,066,350 ..................1,350,224 ..................1,305,189 ..................3,903,802 ..................4,430,28438. Oregon....................................OR .......L..... ..................5,606,837 ..................5,236,085 ..................2,556,925 ..................5,446,289 ..................5,216,761 ..................8,897,36839. Pennsylvania...........................PA .......L..... ................23,686,853 ................20,792,474 ................12,659,460 ................13,695,812 ................28,817,261 ................38,331,72840. Rhode Island.............................RI .......L..... ..................2,138,084 ..................2,051,734 ..................1,725,122 ..................1,757,393 ..................2,574,620 ..................4,690,21541. South Carolina.........................SC .......L..... ..................7,321,592 ..................7,211,088 ..................4,321,555 ..................5,066,233 ..................7,504,764 ................11,444,94242. South Dakota...........................SD .......L..... .....................765,997 .....................780,121 .....................233,525 .....................253,649 .....................470,120 .....................698,01943. Tennessee...............................TN .......L..... ................12,178,338 ................11,379,559 ..................3,595,392 ..................4,755,608 ..................6,089,221 ..................9,396,03744. Texas.......................................TX .......L..... ................38,920,710 ................35,748,516 ..................5,375,302 ..................7,056,296 ................19,893,200 ................24,787,56545. Utah.........................................UT .......L..... ................10,070,110 ..................7,992,911 ..................1,379,218 ..................3,439,091 ..................4,313,588 ..................6,101,91146. Vermont....................................VT .......L..... ..................2,268,008 ..................1,937,317 .....................532,502 .....................926,559 ..................1,448,769 ..................1,805,15647. Virginia.....................................VA .......L..... ................15,599,657 ................14,146,754 ..................4,776,579 ..................6,153,034 ..................9,304,877 ................12,436,27048. Washington.............................WA .......L..... ................21,710,151 ................16,569,147 ..................6,659,925 ................10,161,913 ................11,261,695 ................19,059,11649. West Virginia...........................WV .......L..... ..................1,793,979 ..................1,733,345 .....................676,785 .....................625,443 ..................1,553,485 ..................1,819,79750. Wisconsin.................................WI .......L..... ................10,909,949 ................10,114,140 ..................4,655,174 ..................6,842,846 ..................7,539,323 ................11,780,31551. Wyoming.................................WY .......L..... ..................1,200,233 ..................1,419,204 .....................536,721 .....................949,480 ..................1,807,298 ..................1,406,06452. American Samoa.....................AS .......N.... .................................... .................................... .................................... .................................... .................................... ....................................53. Guam.......................................GU .......N.... .................................... .................................... .................................... .................................... .................................... ....................................54. Puerto Rico..............................PR .......N.... .................................... .................................... .................................... .................................... .................................... ....................................55. US Virgin Islands.......................VI .......L..... .......................87,676 .......................93,899 .....................279,930 .....................380,348 .....................477,535 .....................606,08356. Northern Mariana Islands.......MP .......N.... .................................... .................................... .................................... .................................... .................................... ....................................57. Canada.................................CAN .......N.... .................................... .................................... .................................... .................................... .................................... ....................................58. Aggregate Other Alien.............OT .....XXX.. .....................843,301 ..................1,202,508 .....................948,769 .....................679,381 ..................2,548,684 ..................2,508,37759. Totals............................................ (a)....52 ..............578,938,630 ..............520,484,927 ..............291,828,721 ..............367,580,343 ..............642,221,274 ..............928,906,645

DETAILS OF WRITE-INS58001. Korea............................................ .....XXX.. ......................(82,520) ........................(1,337) ........................(1,772) ........................(1,982) .......................91,698 .......................42,23058002. Mexico........................................... .....XXX.. .....................925,821 ..................1,203,845 .....................950,541 .....................681,363 ..................2,456,986 ..................2,466,14758003. ...................................................... .....XXX.. .................................... .................................... .................................... .................................... .................................... ....................................58998. Summary of remaining write-ins

for Line 58 from overflow page..... .....XXX.. .................................0 .................................0 .................................0 .................................0 .................................0 .................................058999. Totals (Lines 58001 thru 58003+

Line 58998) (Line 58 above)........ .....XXX.. .....................843,301 ..................1,202,508 .....................948,769 .....................679,381 ..................2,548,684 ..................2,508,377(L) - Licensed or Chartered - Licensed Insurance Carrier or Domicilied RRG; (R) - Registered - Non-domiciled RRGs; (Q) - Qualified - Qualified or Accredited Reinsurer;(E) - Eligible - Reporting Entities eligible or approved to write Surplus Lines in the state; (N) - None of the above - Not allowed to write business in the state.

(a) Insert the number of L responses except for Canada and Other Alien.

SCHEDULE Y – INFORMATION CONCERNING ACTIVITIES OF INSURER MEMBERS OF A HOLDING COMPANY GROUP PART 1 – ORGANIZATIONAL CHART


Q11


Q12

SCHEDULE YPART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15Name of Type of

Securities ControlExchange (Ownershipif Publicly Board, If Control is

NAIC Traded Names of Relationship Management OwnershipGroup Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate ControllingCode Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) *

Members............. ......................................... 00000.... 54-1446519 ........... ................... ..................... Assigned Settlement, Inc............................................................................. VA............. NIA............... Genworth Life and Annuity Insurance Company............................ Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... 98-1009977 ........... ................... ..................... Brookfield Life and Annuity Insurance Company Limited............................. BMU.......... IA.................. Genworth North America Corporation............................................. Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... 91-1143830 ........... 0000355203 ..................... Capital Brokerage Corporation..................................................................... WA............ NIA............... Genworth North America Corporation............................................. Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... CFI Pensions Trustees Limited.................................................................... GBR.......... NIA............... Genworth Financial International Holdings, LLC............................. Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... 46-4037534 ........... ................... ..................... Genworth Annuity Service Corporation........................................................ DE............. NIA............... Genworth Life Insurance Company................................................ Ownership......... .....80.000 Genworth Financial, Inc....... *............... ......................................... 00000.... 61-1737296 ........... ................... ..................... Genworth Australian General Partnership................................................... AUS.......... NIA............... Genworth Financial International Holdings, LLC............................. Ownership......... .....99.900 Genworth Financial, Inc....... 1.............. ......................................... 00000.... 61-1737296 ........... ................... ..................... Genworth Australian General Partnership................................................... AUS.......... NIA............... Genworth Holdings, Inc................................................................... Ownership......... .......0.100 Genworth Financial, Inc....... 1.............. ......................................... 00000.... ................... ........... ................... ..................... Genworth Canada Holdings I Company....................................................... CAN.......... NIA............... Genworth MI Canada, Inc............................................................... Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... Genworth Canada Holdings II Company...................................................... CAN.......... NIA............... Genworth MI Canada, Inc............................................................... Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... 54-1304309 ........... ................... ..................... Genworth Financial Agency, Inc.................................................................. VA............. NIA............... Genworth North America Corporation............................................. Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... Genworth Financial Asia Limited.................................................................. HKG.......... NIA............... Genworth Financial International Holdings, LLC............................. Ownership......... ...100.000 Genworth Financial, Inc....... ...4011..... Genworth Financial, Inc... 37095.... 56-1775870 ........... ................... ..................... Genworth Financial Assurance Corporation................................................ NC............. IA.................. Genworth Mortgage Holdings, LLC................................................. Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... 27-0313434 ........... ................... ..................... Genworth Financial Australia Holdings, LLC................................................ DE............. NIA............... Genworth Mortgage Insurance Australia Limited............................ Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... 80-0873306 ........... 0001276520 NYSE............ Genworth Financial, Inc. ............................................................................. DE............. UIP............... Public Investors............................................................................... Ownership......... ...100.000 ............................................ ................ ......................................... 00000.... ................... ........... ................... ..................... Genworth Financial India Private Limited..................................................... IND............ NIA............... Genworth North America Corporation............................................. Ownership......... .....99.990 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... Genworth Financial India Private Limited..................................................... IND............ NIA............... Genworth Holdings, Inc................................................................... Ownership......... .......0.010 Genworth Financial, Inc....... ................ ......................................... 00000.... 55-0848642 ........... ................... ..................... Genworth Financial International Holdings, LLC.......................................... DE............. NIA............... Genworth Holdings, Inc................................................................... Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... Genworth Financial Mauritius Holdings Limited........................................... MUS.......... NIA............... Genworth Financial International Holdings, LLC............................. Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... Genworth Financial Mortgage Indemnity Limited......................................... AUS.......... IA.................. Genworth Financial Mortgage Insurance Pty Limited..................... Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... Genworth Financial Mortgage Insurance Company Canada....................... CAN.......... IA.................. Genworth Canada Holdings I Limited............................................. Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... Genworth Financial Mortgage Insurance Finance Holdings Pty Ltd............ AUS.......... NIA............... Genworth Financial Australia Holdings, LLC.................................. Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... Genworth Financial Mortgage Insurance Finance Pty Ltd........................... AUS.......... NIA............... Genworth Financial Australia Holdings, LLC.................................. Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... Genworth Financial Mortgage Insurance Holdings Pty Ltd.......................... AUS.......... NIA............... Genworth Financial Mortgage Insurance Finance Pty Ltd.............. Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... Genworth Financial Mortgage Insurance Pty Limited.................................. AUS.......... IA.................. Genworth Financial Services Pty Lmited........................................ Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... Genworth Financial New Holdings Pty Ltd................................................... AUS.......... NIA............... Genworth Financial Australia Holdings, LLC.................................. Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... Genworth Financial Participações Ltda........................................................ BRA.......... NIA............... Genworth Financial International Holdings, LLC............................. Ownership......... .....99.999 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... Genworth Financial Participações Ltda........................................................ BRA.......... NIA............... Genworth Holdings, Inc................................................................... Ownership......... .......0.001 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... Genworth Financial Services Pty Limited..................................................... AUS.......... NIA............... Genworth Financial Mortgage Insurance Holdings Pty Ltd............. Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... 32-0098109 ........... ................... ..................... Genworth Financial Services, Inc................................................................. DE............. NIA............... Genworth Mortgage Holdings, LLC................................................. Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... Genworth Financial UK Pension SPV Limited............................................. GBR.......... NIA............... Genworth Financial International Holdings, LLC............................. Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... 33-1073076 ........... 0001276520 ..................... Genworth Holdings, Inc................................................................................ DE............. NIA............... Genworth Financial, Inc.................................................................. Ownership......... ...100.000 Genworth Financial, Inc....... ...4011..... Genworth Financial, Inc... 65536.... 54-0283385 ........... 0001156124 ..................... Genworth Life and Annuity Insurance Company ......................................... VA............. IA.................. Genworth Life Insurance Company................................................ Ownership......... ...100.000 Genworth Financial, Inc....... ...4011..... Genworth Financial, Inc... 70025.... 91-6027719 ........... 0001437475 ..................... Genworth Life Insurance Company.............................................................. DE............. IA.................. Genworth North America Corporation............................................. Ownership......... ...100.000 Genworth Financial, Inc....... ...4011..... Genworth Financial, Inc... 72990.... 22-2882416 ........... 0001197500 ..................... Genworth Life Insurance Company of New York......................................... NY............. IA.................. Genworth Life Insurance Company................................................ Ownership......... .....65.500 Genworth Financial, Inc....... ...4011..... Genworth Financial, Inc... 72990.... 22-2882416 ........... 0001197500 ..................... Genworth Life Insurance Company of New York......................................... NY............. IA.................. Genworth Life and Annuity Insurance Company ........................... Ownership......... .....34.500 Genworth Financial, Inc....... ................ ......................................... 00000.... 80487-0822 ........... ................... TSX.............. Genworth MI Canada Inc............................................................................. CAN.......... NIA............... Public Investors............................................................................... Ownership......... .....42.680 Genworth Financial, Inc....... ...


Q12.1


1 2 3 4 5 6 7 8 9 10 11 12 13 14 15Name of Type of



............. ......................................... 00000.... 80487-0822 ........... ................... TSX.............. Genworth MI Canada Inc............................................................................. CAN.......... NIA............... Genworth Financial International Holdings, LLC............................. Ownership......... .....40.640 Genworth Financial, Inc....... ...

............. ......................................... 00000.... 80487-0822 ........... ................... TSX.............. Genworth MI Canada Inc............................................................................. CAN.......... NIA............... Genworth Mortgage Insurance Corporation ................................... Ownership......... .....14.980 Genworth Financial, Inc....... ...

............. ......................................... 00000.... 80487-0822 ........... ................... TSX.............. Genworth MI Canada Inc............................................................................. CAN.......... NIA............... Genworth Mortgage Insurance Corporation of North Carolina ...... Ownership......... .......1.700 Genworth Financial, Inc....... ...

............. ......................................... 00000.... 46-1579166 ........... ................... ..................... Genworth Mortgage Holdings, Inc................................................................ DE............. UDP.............. Genworth Financial, Inc. ............................................................... Ownership......... ...100.000 Genworth Financial, Inc....... ...

............. ......................................... 00000.... 56-2255474 ........... ................... ..................... Genworth Mortgage Holdings, LLC.............................................................. NC............. UDP.............. Genworth Financial, Inc. ............................................................... Ownership......... .....84.610 Genworth Financial, Inc....... ...

............. ......................................... 00000.... 56-2255474 ........... ................... ..................... Genworth Mortgage Holdings, LLC.............................................................. NC............. UDP.............. Genworth Mortgage Holdings, Inc.................................................. Ownership......... .....15.390 Genworth Financial, Inc....... ...

............. ......................................... 00000.... 154-890-730 ........... ................... ASX.............. Genworth Mortgage Insurance Australia Limited......................................... AUS.......... NIA............... Genworth Australia General Partnership........................................ Ownership......... .....52.000 Genworth Financial, Inc....... ...

............. ......................................... 00000.... 154-890-730 ........... ................... ASX.............. Genworth Mortgage Insurance Australia Limited......................................... AUS.......... NIA............... Public Investors............................................................................... Ownership......... .....48.000 Genworth Financial, Inc....... ...4011..... Genworth Financial, Inc... 38458.... 31-0985858 ........... ................... ..................... Genworth Mortgage Insurance Corporation................................................. NC............. RE................ Genworth Mortgage Holdings, LLC ................................................ Ownership......... .....80.510 Genworth Financial, Inc....... ...4011..... Genworth Financial, Inc... 38458.... 31-0985858 ........... ................... ..................... Genworth Mortgage Insurance Corporation................................................. NC............. RE................ Genworth Mortgage Holdings, Inc.................................................. Ownership......... .....19.490 Genworth Financial, Inc....... ...4011..... Genworth Financial, Inc... 16675.... 56-0729821 ........... ................... ..................... Genworth Mortgage Insurance Corporation of North Carolina..................... NC............. IA.................. Genworth Mortgage Holdings, LLC................................................. Ownership......... ...100.000 Genworth Financial, Inc....... ...4011..... Genworth Financial, Inc... 11049.... 56-2142304 ........... ................... ..................... Genworth Mortgage Reinsurance Corporation............................................ NC............. DS................ Genworth Mortgage Insurance Corporation.................................... Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... 02-0731589 ........... ................... ..................... Genworth Mortgage Services, LLC.............................................................. NC............. NIA............... Genworth Financial Services, Inc................................................... Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... 91-1277112 ........... ................... ..................... Genworth North America Corporation.......................................................... WA............ NIA............... Genworth Holdings, Inc................................................................... Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... Genworth Seguros Danos, SA de CV.......................................................... MEX.......... IA.................. Genworth Financial International Holdings, LLC............................. Ownership......... .....99.990 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... Genworth Seguros Danos, SA de CV.......................................................... MEX.......... IA.................. Genworth Holdings, Inc................................................................... Ownership......... .......0.010 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... Genworth Seguros de Credito a la Vivienda, S.A. de C.V........................... MEX.......... IA.................. Genworth Financial International Holdings, LLC............................. Ownership......... .....99.990 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... Genworth Seguros de Credito a la Vivienda, S.A. de C.V........................... MEX.......... IA.................. Genworth Mortgage Insurance Corporation.................................... Ownership......... .......0.010 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... Genworth Seguros Vida, SA de CV............................................................. MEX.......... IA.................. Genworth Financial International Holdings, LLC............................. Ownership......... .....99.990 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... Genworth Seguros Vida, SA de CV............................................................. MEX.......... IA.................. Genworth Life Insurance Company ............................................... Ownership......... .......0.010 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... Genworth Servicios, S. de R.L. de C.V........................................................ MEX.......... NIA............... Genworth Financial International Holdings, LLC............................. Ownership......... .....99.900 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... Genworth Servicios, S. de R.L. de C.V........................................................ MEX.......... NIA............... Genworth Mortgage Insurance Corporation ................................... Ownership......... .......0.100 Genworth Financial, Inc....... ................ ......................................... 00000.... 54-2051732 ........... ................... ..................... Genworth Special Purpose Five, LLC.......................................................... DE............. NIA............... Genworth Life Insurance Company................................................ Ownership......... .....93.870 Genworth Financial, Inc....... ................ ......................................... 00000.... 54-2051732 ........... ................... ..................... Genworth Special Purpose Five, LLC.......................................................... DE............. NIA............... Genworth Life and Annuity Insurance Company ........................... Ownership......... .......6.130 Genworth Financial, Inc....... ................ ......................................... 00000.... 54-1962100 ........... ................... ..................... Genworth Special Purpose One, LLC.......................................................... DE............. NIA............... Genworth Special Purpose Five, LLC............................................. Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... 54-2008176 ........... ................... ..................... Genworth Special Purpose Three, LLC....................................................... DE............. NIA............... Genworth Special Purpose Five, LLC............................................. Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... 31-1690510 ........... ................... ..................... Genworth Special Purpose Two, LLC.......................................................... DE............. NIA............... Genworth Life and Annuity Insurance Company............................ Ownership......... .....62.420 Genworth Financial, Inc....... ................ ......................................... 00000.... 31-1690510 ........... ................... ..................... Genworth Special Purpose Two, LLC.......................................................... DE............. NIA............... Genworth Life Insurance Company................................................ Ownership......... .....37.580 Genworth Financial, Inc....... ................ ......................................... 00000.... 26-0070983 ........... ................... ..................... GFCM LLC................................................................................................... DE............. NIA............... Genworth Life Insurance Company................................................ Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... 26-3366147 ........... ................... ..................... GLIC Real Estate Holding, LLC................................................................... DE............. NIA............... Genworth Life Insurance Company................................................ Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... 74-3128556 ........... ................... ..................... GLICNY Real Estate Holding, LLC.............................................................. DE............. NIA............... Genworth Life Insurance Company of New York............................ Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... 20-2528615 ........... ................... ..................... GNWLAAC Real Estate Holding, LLC.......................................................... DE............. NIA............... Genworth Life and Annuity Insurance Company............................ Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... 04-3193403 ........... ................... ..................... HGI Annuity Service Corporation................................................................. DE............. NIA............... Genworth North America Corporation............................................. Ownership......... ...100.000 Genworth Financial, Inc....... ...4011..... Genworth Financial, Inc... 97144.... 54-1215126 ........... ................... ..................... Jamestown Life Insurance Company........................................................... VA............. IA.................. Genworth Life and Annuity Insurance Company............................ Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... 13-3627179 ........... ................... ..................... Mayflower Assignment Corporation............................................................. NY............. NIA............... Genworth Life Insurance Company of New York............................ Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... MIC Holdings G Company........................................................................... CAN.......... NIA............... Genworth MI Canada, Inc............................................................... Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... ................... ........... ................... ..................... MIC Insurance Company Canada................................................................ CAN.......... IA.................. Genworth Financial Mortgage Insurance Company Canada.......... Ownership......... ...100.000 Genworth Financial, Inc....... ...


Q12.2


1 2 3 4 5 6 7 8 9 10 11 12 13 14 15Name of Type of



............. ......................................... 00000.... 04-3401260 ........... ................... ..................... National Eldercare Referral Systems, LLC.................................................. DE............. NIA............... Genworth Life Insurance Company................................................ Ownership......... ...100.000 Genworth Financial, Inc....... ...

............. ......................................... 00000.... 36-3919178 ........... ................... ..................... Newco Properties, Inc.................................................................................. VA............. NIA............... Genworth Life and Annuity Insurance Company............................ Ownership......... ...100.000 Genworth Financial, Inc....... ...

............. ......................................... 00000.... 98-0515459 ........... ................... ..................... River Lake Insurance Company IV Limited.................................................. BMU.......... IA.................. Genworth Life and Annuity Insurance Company............................ Ownership......... ...100.000 Genworth Financial, Inc....... ...4011..... Genworth Financial, Inc... 13569.... 26-3709693 ........... ................... ..................... River Lake Insurance Company VI.............................................................. DE............. IA.................. Genworth Life and Annuity Insurance Company............................ Ownership......... ...100.000 Genworth Financial, Inc....... ...4011..... Genworth Financial, Inc... 13618.... 26-4266916 ........... ................... ..................... River Lake Insurance Company VII............................................................. VT............. IA.................. Genworth Life and Annuity Insurance Company............................ Ownership......... ...100.000 Genworth Financial, Inc....... ...4011..... Genworth Financial, Inc... 13776.... 27-0951675 ........... ................... ..................... River Lake Insurance Company VIII............................................................ VT............. IA.................. Genworth Life and Annuity Insurance Company............................ Ownership......... ...100.000 Genworth Financial, Inc....... ...4011..... Genworth Financial, Inc... 14685.... 46-0967288 ........... ................... ..................... River Lake Insurance Company IX.............................................................. VT............. IA.................. Genworth Life and Annuity Insurance Company............................ Ownership......... ...100.000 Genworth Financial, Inc....... ...4011..... Genworth Financial, Inc... 15139.... 46-0982336 ........... ................... ..................... River Lake Insurance Company X............................................................... VT............. IA.................. Genworth Life and Annuity Insurance Company............................ Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... 47-2145951 ........... ................... ..................... River Lake Insurance Company XI.............................................................. DE............. NIA............... Genworth Life Insurance Company................................................ Ownership......... ...100.000 Genworth Financial, Inc....... ...4011..... Genworth Financial, Inc... 13219.... 20-4932924 ........... ................... ..................... Rivermont Life Insurance Company I........................................................... SC............. IA.................. Genworth Life and Annuity Insurance Company............................ Ownership......... ...100.000 Genworth Financial, Inc....... ...4011..... Genworth Financial, Inc... 11365.... 62-1819880 ........... ................... ..................... Sponsored Captive Re, Inc.......................................................................... NC............. IA.................. Genworth Mortgage Holdings, LLC................................................. Ownership......... ...100.000 Genworth Financial, Inc....... ................ ......................................... 00000.... 23-2571379 ........... ................... ..................... United Pacific Structured Settlement Company........................................... FL.............. NIA............... Genworth North America Corporation............................................. Ownership......... ...100.000 Genworth Financial, Inc....... ...

Asterisk Explanation * Remainder owned by third parties not otherwise identified in Schedule Y Part 1A 1 The ownership percentage of Genworth Financial International Holdings, LLC is greater than 99.9% and Genworth Holdings, Inc. is less than 0.1%


Q13

PART 1 - LOSS EXPERIENCECurrent Year to Date 4

1 2 3 Prior Year to DateDirect Premiums Direct Losses Direct Direct Loss

Lines of Business Earned Incurred Loss Percentage Percentage1. Fire...................................................................................................................... .......................................... .......................................... ...............................0.000 ..........................................2. Allied lines........................................................................................................... .......................................... .......................................... ...............................0.000 ..........................................3. Farmowners multiple peril.................................................................................. .......................................... .......................................... ...............................0.000 ..........................................4. Homeowners multiple peril................................................................................. .......................................... .......................................... ...............................0.000 ..........................................5. Commercial multiple peril................................................................................... .......................................... .......................................... ...............................0.000 ..........................................6. Mortgage guaranty.............................................................................................. ....................508,530,939 ....................107,392,106 .............................21.118 .............................34.0728. Ocean marine..................................................................................................... .......................................... .......................................... ...............................0.000 ..........................................9. Inland marine...................................................................................................... .......................................... .......................................... ...............................0.000 ..........................................

10. Financial guaranty.............................................................................................. .......................................... .......................................... ...............................0.000 ..........................................11.1. Medical professional liability - occurrence.......................................................... .......................................... .......................................... ...............................0.000 ..........................................11.2. Medical professional liability - claims-made....................................................... .......................................... .......................................... ...............................0.000 ..........................................

12. Earthquake.......................................................................................................... .......................................... .......................................... ...............................0.000 ..........................................13. Group accident and health................................................................................. .......................................... .......................................... ...............................0.000 ..........................................14. Credit accident and health.................................................................................. .......................................... .......................................... ...............................0.000 ..........................................15. Other accident and health.................................................................................. .......................................... .......................................... ...............................0.000 ..........................................16. Workers' compensation...................................................................................... .......................................... .......................................... ...............................0.000 ..........................................

17.1 Other liability-occurrence.................................................................................... .......................................... .......................................... ...............................0.000 ..........................................17.2 Other liability-claims made.................................................................................. .......................................... .......................................... ...............................0.000 ..........................................17.3 Excess workers' compensation.......................................................................... .......................................... .......................................... ...............................0.000 ..........................................18.1 Products liability-occurrence............................................................................... .......................................... .......................................... ...............................0.000 ..........................................18.2 Products liability-claims made............................................................................ .......................................... .......................................... ...............................0.000 ..........................................19.1, 19.2 Private passenger auto liability.................................................................. .......................................... .......................................... ...............................0.000 ..........................................19.3, 19.4 Commercial auto liability............................................................................ .......................................... .......................................... ...............................0.000 ..........................................

21. Auto physical damage........................................................................................ .......................................... .......................................... ...............................0.000 ..........................................22. Aircraft (all perils)................................................................................................ .......................................... .......................................... ...............................0.000 ..........................................23. Fidelity................................................................................................................. .......................................... .......................................... ...............................0.000 ..........................................24. Surety.................................................................................................................. .......................................... .......................................... ...............................0.000 ..........................................26. Burglary and theft............................................................................................... .......................................... .......................................... ...............................0.000 ..........................................27. Boiler and machinery.......................................................................................... .......................................... .......................................... ...............................0.000 ..........................................28. Credit................................................................................................................... .......................................... .......................................... ...............................0.000 ..........................................29. International........................................................................................................ .......................................... .......................................... ...............................0.000 ..........................................30. Warranty.............................................................................................................. .......................................... .......................................... ...............................0.000 ..........................................31. Reinsurance-nonproportional assumed property............................................... ...................XXX............... ...................XXX............... ...................XXX............... ...................XXX...............32. Reinsurance-nonproportional assumed liability................................................. ...................XXX............... ...................XXX............... ...................XXX............... ...................XXX...............33. Reinsurance-nonproportional assumed financial lines...................................... ...................XXX............... ...................XXX............... ...................XXX............... ...................XXX...............34. Aggregate write-ins for other lines of business.................................................. .......................................0 .......................................0 ...............................0.000 ..........................................35. Totals.................................................................................................................. ....................508,530,939 ....................107,392,106 .............................21.118 .............................34.072

DETAILS OF WRITE-INS3401. ............................................................................................................................ .......................................... .......................................... ...................................0.0 ..........................................3402. ............................................................................................................................ .......................................... .......................................... ...................................0.0 ..........................................3403. ............................................................................................................................ .......................................... .......................................... ...................................0.0 ..........................................3498. Sum. of remaining write-ins for Line 34 from overflow page............................. .......................................0 .......................................0 ...................................0.0 ...................XXX...............3499. Totals (Lines 3401 thru 3403 plus 3498) (Line 34)............................................ .......................................0 .......................................0 ...................................0.0 ..........................................

PART 2 - DIRECT PREMIUMS WRITTEN1 2 3

Current Current Prior YearLines of Business Quarter Year to Date Year to Date

1. Fire........................................................................................................................... ....................................................... ....................................................... .......................................................2. Allied lines................................................................................................................ ....................................................... ....................................................... .......................................................3. Farmowners multiple peril........................................................................................ ....................................................... ....................................................... .......................................................4. Homeowners multiple peril...................................................................................... ....................................................... ....................................................... .......................................................5. Commercial multiple peril........................................................................................ ....................................................... ....................................................... .......................................................6. Mortgage guaranty................................................................................................... .................................200,043,536 .................................578,938,630 .................................520,484,9278. Ocean marine........................................................................................................... ....................................................... ....................................................... .......................................................9. Inland marine........................................................................................................... ....................................................... ....................................................... .......................................................

10. Financial guaranty.................................................................................................... ....................................................... ....................................................... .......................................................11.1 Medical professional liability - occurrence............................................................... ....................................................... ....................................................... .......................................................11.2 Medical professional liability - claims made............................................................ ....................................................... ....................................................... .......................................................

12. Earthquake............................................................................................................... ....................................................... ....................................................... .......................................................13. Group accident and health...................................................................................... ....................................................... ....................................................... .......................................................14. Credit accident and health....................................................................................... ....................................................... ....................................................... .......................................................15. Other accident and health........................................................................................ ....................................................... ....................................................... .......................................................16. Workers' compensation........................................................................................... ....................................................... ....................................................... .......................................................

17.1 Other liability-occurrence......................................................................................... ....................................................... ....................................................... .......................................................17.2 Other liability-claims made....................................................................................... ....................................................... ....................................................... .......................................................17.3 Excess workers' compensation............................................................................... ....................................................... ....................................................... .......................................................18.1 Products liability-occurrence.................................................................................... ....................................................... ....................................................... .......................................................18.2 Products liability-claims made................................................................................. ....................................................... ....................................................... .......................................................19.1 19.2 Private passenger auto liability....................................................................... ....................................................... ....................................................... .......................................................19.3 19.4 Commercial auto liability................................................................................. ....................................................... ....................................................... .......................................................

21. Auto physical damage............................................................................................. ....................................................... ....................................................... .......................................................22. Aircraft (all perils)..................................................................................................... ....................................................... ....................................................... .......................................................23. Fidelity...................................................................................................................... ....................................................... ....................................................... .......................................................24. Surety....................................................................................................................... ....................................................... ....................................................... .......................................................26. Burglary and theft..................................................................................................... ....................................................... ....................................................... .......................................................27. Boiler and machinery............................................................................................... ....................................................... ....................................................... .......................................................28. Credit........................................................................................................................ ....................................................... ....................................................... .......................................................29. International............................................................................................................. ....................................................... ....................................................... .......................................................30. Warranty................................................................................................................... ....................................................... ....................................................... .......................................................31. Reinsurance-nonproportional assumed property.................................................... .........................XXX....................... .........................XXX....................... .........................XXX.......................32. Reinsurance-nonproportional assumed liability...................................................... .........................XXX....................... .........................XXX....................... .........................XXX.......................33. Reinsurance-nonproportional assumed financial lines........................................... .........................XXX....................... .........................XXX....................... .........................XXX.......................34. Aggregate write-ins for other lines of business....................................................... ....................................................0 ....................................................0 ....................................................035. Totals........................................................................................................................ .................................200,043,536 .................................578,938,630 .................................520,484,927

DETAILS OF WRITE-INS3401. .................................................................................................................................. ....................................................... ....................................................... .......................................................3402. .................................................................................................................................. ....................................................... ....................................................... .......................................................3403. .................................................................................................................................. ....................................................... ....................................................... .......................................................3498. Sum. of remaining write-ins for Line 34 from overflow page................................... ....................................................0 ....................................................0 ....................................................03499. Totals (Lines 3401 thru 3403 plus 3498) (Line 34)................................................. ....................................................0 ....................................................0 ....................................................0


Q14

PART 3 (000 omitted) LOSS AND LOSS ADJUSTMENT EXPENSE RESERVES SCHEDULE

1 2 3 4 5 6 7 8 9 10 11 12 13Q.S. Date Known Q.S. Date Known Prior Year-End Known Prior Year-End Prior Year-End

Total Prior 2016 2016 Case Loss and Case Loss and LAE Case Loss and LAE IBNR Loss and LAE Total LossPrior Year-End Prior Year-End Year-End Loss and LAE Loss and LAE Total 2016 LAE Reserves on Reserves on Claims Q.S. Date Total Q.S. Reserves Developed Reserves Developed and LAE Reserve

Years in Which Known Case IBNR Loss and Payments on Claims Payments on Claims Loss and Claims Reported and Reported or Reopened IBNR Loss and LAE (Savings)/Deficiency (Savings)/Deficiency DevelopedLosses Loss and LAE Loss and LAE LAE Reserves Reported as of Prior Unreported as of LAE Payments Open as of Prior Subsequent to Loss and LAE Reserves (Cols. 4 + 7 (Cols. 5 + 8 + 9 (Savings)/Deficiency

Occurred Reserves Reserves (Cols. 1 + 2) Year-End Prior Year-End (Cols. 4 + 5) Year-End Prior Year-End Reserves (Cols. 7 + 8 + 9) minus Col. 1) minus Col. 2) (Cols. 11 + 12)

1. 2013 + Prior........ .....................392,936 .........................4,775 .....................397,711 .....................155,723 ............................146 .....................155,869 .....................238,793 ............................330 .........................2,956 .....................242,079 .........................1,580 ........................(1,343) ............................237

2. 2014................... .....................140,865 .........................1,388 .....................142,253 .......................52,322 ..............................97 .......................52,419 .......................75,710 ............................269 ............................212 .......................76,191 ......................(12,833) ...........................(810) ......................(13,643)

3. Subtotals2014 + Prior........ .....................533,801 .........................6,163 .....................539,964 .....................208,045 ............................243 .....................208,288 .....................314,503 ............................599 .........................3,168 .....................318,270 ......................(11,253) ........................(2,153) ......................(13,406)

4. 2015................... .....................177,103 .......................20,849 .....................197,952 .......................49,443 .........................1,587 .......................51,030 .....................120,288 .......................13,373 .........................1,125 .....................134,786 ........................(7,372) ........................(4,764) ......................(12,136)

5. Subtotals2015 + Prior........ .....................710,904 .......................27,012 .....................737,916 .....................257,488 .........................1,830 .....................259,318 .....................434,791 .......................13,972 .........................4,293 .....................453,056 ......................(18,625) ........................(6,917) ......................(25,542)

6. 2016.................... ...............XXX............. ...............XXX............. ...............XXX............. ...............XXX............. .........................3,830 .........................3,830 ...............XXX............. .....................103,397 .......................17,306 .....................120,703 ...............XXX............. ...............XXX............. ...............XXX.............

7. Totals.................. .....................710,904 .......................27,012 .....................737,916 .....................257,488 .........................5,660 .....................263,148 .....................434,791 .....................117,369 .......................21,599 .....................573,759 ......................(18,625) ........................(6,917) ......................(25,542)

8. Prior Year- Col. 11, Line 7 Col. 12, Line 7 Col. 13, Line 7End's Surplus As % of Col. 1, As % of Col. 2, As % of Col. 3,As Regards Line 7 Line 7 Line 7Policyholders ..................1,073,117

1. ...............(002.6)% 2. .............(25.607)% 3. ...............(3.461)%

Col. 13, Line 7Line 8

4. ...............(2.380)%


Q15

SUPPLEMENTAL EXHIBITS AND SCHEDULES INTERROGATORIESThe 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 ofbusiness for which the special report must be filed, your response of NO to the specific interrogatory will be accepted in lieu of filing a "NONE" report and a bar codewill be printed below. If the supplement is required of your company but is not being filed for whatever reason, enter SEE EXPLANATION and provide anexplanation following the interrogatory questions.

Response

1. Will the Trusteed Surplus Statement be filed with the state of domicile and the NAIC with this statement? NO

2. Will Supplement A to Schedule T (Medical Professional Liability Supplement) be filed with this statement? NO

3. Will the Medicare Part D Coverage Supplement be filed with the state of domicile and the NAIC with this statement? NO

4. Will the Director and Officer Insurance Coverage Supplement be filed with the state of domicile and the NAIC with this statement? NO

Explanation:1. The data for this supplement is not required to be filed.

2. The data for this supplement is not required to be filed.



Bar Code:

*38458201649000003*

*38458201645500003*

*38458201636500003*

*38458201650500003*


QSI01

SCHEDULE A - VERIFICATION Real Estate

1 2Prior Year Ended

Year to Date December 311. Book/adjusted carrying value, December 31 of prior year........................................................................................................... ...............................3,103,915 ..................................803,9832. Cost of acquired:

2.1 Actual cost at time of acquisition............................................................................................................................................ ...............................4,139,694 ...............................4,924,5342.2 Additional investment made after acquisition........................................................................................................................ ................................................. .................................................

3. Current year change in encumbrances......................................................................................................................................... ................................................. .................................................4. Total gain (loss) on disposals........................................................................................................................................................ ...................................(89,589) .....................................51,6815. Deduct amounts received on disposals........................................................................................................................................ ...............................3,951,714 ...............................2,079,9996. Total foreign exchange change in book/adjusted carrying value................................................................................................. ................................................. .................................................7. Deduct current year's other-than-temporary impairment recognized........................................................................................... ..................................346,166 ..................................596,2848. Deduct current year's depreciation............................................................................................................................................... ................................................. .................................................9. Book/adjusted carrying value at end of current period (Lines 1+2+3+4-5+6-7-8)....................................................................... ...............................2,856,140 ...............................3,103,91510. Deduct total nonadmitted amounts............................................................................................................................................... ................................................. .................................................11. Statement value at end of current period (Line 9 minus Line 10)................................................................................................ ...............................2,856,140 ...............................3,103,915

SCHEDULE B - VERIFICATION Mortgage Loans

1 2Prior Year Ended

Year to Date December 311. Book value/recorded investment excluding accrued interest, December 31 of prior year.......................................................... ..............................................0 .................................................2. Cost of acquired:

2.1 Actual cost at time of acquisition............................................................................................................................................ ................................................. .................................................2.2 Additional investment made after acquisition........................................................................................................................ ................................................. .................................................

3. Capitalized deferred interest and other......................................................................................................................................... ................................................. .................................................4. Accrual of discount........................................................................................................................................................................ ................................................. .................................................5. Unrealized valuation increase (decrease).................................................................................................................................... ................................................. .................................................6. Total gain (loss) on disposals........................................................................................................................................................ ................................................. .................................................7. Deduct amounts received on disposals........................................................................................................................................ ................................................. .................................................8. Deduct amortization of premium and mortgage interest points and commitment fees............................................................... ................................................. .................................................9. Total foreign exchange change in book value/recorded investment excluding accrued interest................................................ ................................................. .................................................10. Deduct current year's other-than-temporary impairment recognized........................................................................................... ................................................. .................................................11. Book value/recorded investment excluding accrued interest at end of current period (Lines 1+2+3+4+5+6-7-8+9-10)............ ..............................................0 ..............................................012. Total valuation allowance.............................................................................................................................................................. ................................................. .................................................13. Subtotal (Line 11 plus Line 12)..................................................................................................................................................... ..............................................0 ..............................................014. Deduct total nonadmitted amounts............................................................................................................................................... ................................................. .................................................15. Statement value at end of current period (Line 13 minus Line 14).............................................................................................. ..............................................0 ..............................................0

NONE

SCHEDULE BA - VERIFICATION Other Long-Term Invested Assets

1 2Prior Year Ended

Year to Date December 311. Book/adjusted carrying value, December 31 of prior year........................................................................................................... ...............................2,246,013 ...........................227,246,9462. Cost of acquired:

2.1 Actual cost at time of acquisition............................................................................................................................................ ................................................. .................................................2.2 Additional investment made after acquisition........................................................................................................................ ................................................. .................................................

3. Capitalized deferred interest and other......................................................................................................................................... ................................................. .................................................4. Accrual of discount........................................................................................................................................................................ ................................................. .................................................5. Unrealized valuation increase (decrease).................................................................................................................................... ................................................. .................................................6. Total gain (loss) on disposals........................................................................................................................................................ ................................................. .................................................7. Deduct amounts received on disposals........................................................................................................................................ ................................................. ...........................225,000,0008. Deduct amortization of premium and depreciation....................................................................................................................... ..........................................751 ..........................................9339. Total foreign exchange change in book/adjusted carrying value................................................................................................. ................................................. .................................................10. Deduct current year's other-than-temporary impairment recognized........................................................................................... ................................................. .................................................11. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5+6-7-8+9-10)............................................................. ...............................2,245,262 ...............................2,246,01312. Deduct total nonadmitted amounts............................................................................................................................................... ................................................. .................................................13. Statement value at end of current period (Line 11 minus Line 12).............................................................................................. ...............................2,245,262 ...............................2,246,013

SCHEDULE D - VERIFICATION Bonds and Stocks

1 2Prior Year Ended

Year to Date December 311. Book/adjusted carrying value of bonds and stocks, December 31 of prior year.......................................................................... ........................2,134,662,947 ........................2,051,343,1482. Cost of bonds and stocks acquired............................................................................................................................................... ...........................570,420,188 ...........................751,190,5083. Accrual of discount........................................................................................................................................................................ ...............................2,814,820 ...............................3,774,4164. Unrealized valuation increase (decrease).................................................................................................................................... .............................41,194,154 ............................(80,133,319)5. Total gain (loss) on disposals........................................................................................................................................................ ..................................415,564 ............................(12,342,596)6. Deduct consideration for bonds and stocks disposed of.............................................................................................................. ...........................263,010,846 ...........................518,453,6707. Deduct amortization of premium................................................................................................................................................... ...............................1,613,350 ...............................1,997,4078. Total foreign exchange change in book/adjusted carrying value................................................................................................. ................................................. .................................................9. Deduct current year's other-than-temporary impairment recognized........................................................................................... ...............................5,000,000 .............................58,718,13310. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9)................................................................... ........................2,479,883,477 ........................2,134,662,94711. Deduct total nonadmitted amounts............................................................................................................................................... .......................................3,000 .......................................3,00012. Statement value at end of current period (Line 10 minus Line 11).............................................................................................. ........................2,479,880,477 ........................2,134,659,947


QSI02

SCHEDULE D - PART 1B Showing the Acquisitions, Dispositions and Non-Trading Activity

During the Current Quarter for all Bonds and Preferred Stock by NAIC Designation1 2 3 4 5 6 7 8

Book/Adjusted Carrying Acquisitions Dispositions Non-Trading Activity Book/Adjusted Carrying Book/Adjusted Carrying Book/Adjusted Carrying Book/Adjusted Carrying Value Beginning During During During Value End of Value End of Value End of Value December 31

NAIC Designation of Current Quarter Current Quarter Current Quarter Current Quarter First Quarter Second Quarter Third Quarter Prior Year

BONDS

1. NAIC 1 (a).......................................................................................................... ......................1,573,022,524 .........................358,015,146 .........................352,937,236 ............................(7,133,775) ......................1,435,921,515 ......................1,573,022,524 ......................1,570,966,659 ......................1,460,282,292

2. NAIC 2 (a).......................................................................................................... .........................500,730,315 ...........................71,095,610 .............................6,755,731 ................................347,891 .........................456,644,199 .........................500,730,315 .........................565,418,085 .........................401,153,191

3. NAIC 3 (a).......................................................................................................... ...........................59,478,213 .............................7,016,032 .............................6,171,032 .............................6,387,794 ...........................62,470,244 ...........................59,478,213 ...........................66,711,007 ...........................63,605,892

4. NAIC 4 (a).......................................................................................................... ............................................... ............................................... ............................................... ............................................... ............................................... ............................................... ...........................................0 ...............................................

5. NAIC 5 (a).......................................................................................................... ............................................... ............................................... ............................................... ............................................... ............................................... ............................................... ...........................................0 ...............................................

6. NAIC 6 (a).......................................................................................................... ............................................... ............................................... ............................................... ............................................... ............................................... ............................................... ...........................................0 ...............................................

7. Total Bonds........................................................................................................ ......................2,133,231,052 .........................436,126,788 .........................365,863,999 ...............................(398,090) ......................1,955,035,958 ......................2,133,231,052 ......................2,203,095,751 ......................1,925,041,375

PREFERRED STOCK

8. NAIC 1................................................................................................................ ............................................... ............................................... ............................................... ............................................... ............................................... ............................................... ...........................................0 ...............................................

9. NAIC 2................................................................................................................ ............................................... ............................................... ............................................... ............................................... ............................................... ............................................... ...........................................0 ...............................................

10. NAIC 3................................................................................................................ ............................................... ............................................... ............................................... ............................................... ............................................... ............................................... ...........................................0 ...............................................

11. NAIC 4................................................................................................................ ............................................... ............................................... ............................................... ............................................... ............................................... ............................................... ...........................................0 ...............................................

12. NAIC 5................................................................................................................ ............................................... ............................................... ............................................... ............................................... ............................................... ............................................... ...........................................0 ...............................................

13. NAIC 6................................................................................................................ ............................................... ............................................... ............................................... ............................................... ............................................... ............................................... ...........................................0 ...............................................

14. Total Preferred Stock......................................................................................... ...........................................0 ...........................................0 ...........................................0 ...........................................0 ...........................................0 ...........................................0 ...........................................0 ...........................................0

15. Total Bonds and Preferred Stock...................................................................... ......................2,133,231,052 .........................436,126,788 .........................365,863,999 ...............................(398,090) ......................1,955,035,958 ......................2,133,231,052 ......................2,203,095,751 ......................1,925,041,375(a) Book/Adjusted Carrying Value column for the end of the current reporting period includes the following amount of non-rated short-term and cash equivalent bonds by NAIC designation:

NAIC 1 $..........0; NAIC 2 $..........0; NAIC 3 $..........0; NAIC 4 $..........0; NAIC 5 $..........0; NAIC 6 $..........0.


QSI03

SCHEDULE DA - PART 1 Short-Term Investments

1 2 3 4 5Book/Adjusted Actual Interest Collected Paid for Accrued InterestCarrying Value Par Value Cost Year To Date Year To Date

9199999............................................. ...........................122,659,030 ................XXX........................ ..........................122,659,030 ...................................16,518 ................................................

SCHEDULE DA - VERIFICATION Short-Term Investments

1 2Prior Year Ended

Year To Date December 31

1. Book/adjusted carrying value, December 31 of prior year...................................................................................................... ...............................204,776,000 ...............................321,556,942

2. Cost of short-term investments acquired................................................................................................................................ ...............................550,476,030 ...............................695,592,100

3. Accrual of discount.................................................................................................................................................................. .................................................... ....................................................

4. Unrealized valuation increase (decrease)............................................................................................................................... .................................................... ....................................................

5. Total gain (loss) on disposals.................................................................................................................................................. .................................................... ....................................................

6. Deduct consideration received on disposals........................................................................................................................... ...............................632,593,000 ...............................812,373,042

7. Deduct amortization of premium............................................................................................................................................. .................................................... ....................................................

8. Total foreign exchange change in book/adjusted carrying value........................................................................................... .................................................... ....................................................

9. Deduct current year's other-than-temporary impairment recognized..................................................................................... .................................................... ....................................................

10. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9)............................................................. ...............................122,659,030 ...............................204,776,000

11. Deduct total nonadmitted amounts......................................................................................................................................... .................................................... ....................................................

12. Statement value at end of current period (Line 10 minus Line 11)........................................................................................ ...............................122,659,030 ...............................204,776,000


QSI04, QSI05, QSI06, QSI07, QSI08

Sch. DB - Pt. A - VerificationNONE

Sch. DB - Pt. B - VerificationNONE

Sch. DB - Pt. C - Sn. 1NONE

Sch. DB - Pt. C - Sn. 2NONE

Sch. DB - VerificationNONE

Sch. E - VerificationNONE


QE01

SCHEDULE A - PART 2 Showing all Real Estate ACQUIRED AND ADDITIONS MADE During the Current Quarter

1 Location 4 5 6 7 8 92 3

Description of Property City State Date Acquired Name of Vendor Actual Cost at Time of Acquisition Amount of EncumbrancesBook/Adjusted Carrying Value

Less EncumbrancesAdditional Investment Made

After AcquisitionAcquired by Purchase12332 DIANNE TROYER................................................................................................................ EL PASO.................................................. TX... 07/26/2016.... PHH MORTGAGE SERVICES.............................................................................................. ....................................189,624 ................................................. ....................................146,280 .................................................4033 GLEN LAUREL DRIVE.......................................................................................................... VALDOSTA.............................................. GA... 07/26/2016.... PHH MORTGAGE SERVICES - CREDIT UNION................................................................. ....................................133,909 ................................................. ....................................115,000 .................................................6101 E BLANCHE DRIVE............................................................................................................... SCOTTSDALE......................................... AZ... 07/26/2016.... FLAGSTAR BANK, FSB........................................................................................................ ....................................429,214 ................................................. ....................................371,680 .................................................8024 CRAB THICKET ROAD......................................................................................................... GLOUCESTER........................................ VA... 07/28/2016.... PHH MORTGAGE SERVICES.............................................................................................. ....................................269,050 ................................................. ....................................216,200 .................................................5084 WELBOURN COVE............................................................................................................... ARLINGTON............................................ TN... 08/05/2016.... PINNACLE BANK................................................................................................................. ....................................229,050 ................................................. ....................................202,400 .................................................6575 WHIRLAWAY DRIVE............................................................................................................. CUMMING............................................... GA... 08/22/2016.... PINNACLE MORTGAGE GROUP, INC................................................................................. ....................................241,404 ................................................. ....................................216,200 .................................................0199999. Totals............................................................................................................................. ................................................................................................... ............................................................................................................................................. .................................1,492,251 ..............................................0 .................................1,267,760 ..............................................00399999. Totals............................................................................................................................. ................................................................................................... ............................................................................................................................................. .................................1,492,251 ..............................................0 .................................1,267,760 ..............................................0

SCHEDULE A - PART 3 Showing all Real Estate DISPOSED During the Quarter, Including Payments During the Final Year on "Sales Under Contract "

1 Location 4 5 6 7 8 Change in Book/Adjusted Carrying Value Less Encumbrances 14 15 16 17 18 19 202 3 9 10 11 12 13

Description of Property City StateDisposal

Date Name of Purchaser Actual Cost

Expended forAdditions,Permanent

Improvementsand Changes inEncumbrances

Book/AdjustedCarrying Value

LessEncumbrances

Prior YearCurrent Year'sDepreciation

Current Year'sOther-Than-TemporaryImpairmentRecognized

Current Year'sChange in

Encumbrances

Total Changein B./A.C.V.(11 - 9 - 10)

Total ForeignExchangeChange inB./A.C.V.

Book/AdjustedCarrying Value

LessEncumbrances on

Disposal

AmountsReceived

During Year

ForeignExchange

Gain (Loss) onDisposal

Realized Gain(Loss) onDisposal

Total Gain(Loss) onDisposal

Gross IncomeEarned Less

InterestIncurred on

Encumbrances

Taxes,Repairs, and

ExpensesIncurred

Property Disposed218 PARKMONT LN................................ DALLAS................................ GA.. 07/06/2016 JULIE DOAN............................................ ............159,781 ........................ ............................ ........................ ........................ ........................ ....................0 ........................ ...............156,400 ........143,314 ...................... .........(13,086) .........(13,086) ....................... ......................19 DUSTON RD....................................... WINDHAM............................ NH.. 08/24/2016 MICHAEL W SPOLYAR........................... ............659,740 ........................ ...............588,800 ........................ ........................ ........................ ....................0 ........................ ............................ ........536,830 ...................... .........(51,970) .........(51,970) ....................... ......................5525 NORTH WINTHROP APT 407......... CHICAGO............................. IL.... 09/01/2016 JAY KAUFFMAN...................................... ............119,232 ........................ ............................ ........................ ........................ ........................ ....................0 ........................ ...............103,960 ..........89,779 ...................... .........(14,181) .........(14,181) ....................... ......................12924 E DELGADO ST............................ DEWEY................................ AZ.. 09/23/2016 DAVID BAYARD...................................... ............179,726 ........................ ............................ ........................ ........................ ........................ ....................0 ........................ ...............172,960 ........194,285 ...................... ..........21,325 ..........21,325 ....................... ......................0199999. Totals...................................................................................... ............................................................................................. .........1,118,479 ....................0 ...............588,800 ....................0 ....................0 ....................0 ....................0 ....................0 ...............433,320 ........964,208 ...................0 .........(57,912) .........(57,912) ...................0 ...................00399999. Totals...................................................................................... ............................................................................................. .........1,118,479 ....................0 ...............588,800 ....................0 ....................0 ....................0 ....................0 ....................0 ...............433,320 ........964,208 ...................0 .........(57,912) .........(57,912) ...................0 ...................0


QE02, QE03

Sch. B - Pt. 2NONE

Sch. B - Pt. 3NONE

Sch. BA - Pt. 2NONE

Sch. BA - Pt. 3NONE


QE04

SCHEDULE D - PART 3 Show all Long-Term Bonds and Stock Acquired During the Current Quarter

1 2 3 4 5 6 7 8 9 10

CUSIP Identification Description Foreign Date Acquired Name of Vendor Number of Shares of Stock Actual Cost Par ValuePaid for Accrued Interest and

DividendsNAIC Designation orMarket Indicator (a)

Bonds - U.S. Special Revenue and Special Assessment13066E XS 7 CALIFORNIA ST DEPT WTR RES WTR........................................................................................ ........... 07/01/2016.... TAX FREE EXCHANGE................................................................................................................. ............................................. ...................................10,091 ...................................10,000 ..........................................42 1FE..........................73474T AM 2 PORT MORROW ORE................................................................................................................... ........... 07/14/2016.... BANC OF AMERICA SECURITIES LLC......................................................................................... ............................................. .............................10,000,000 .............................10,000,000 ............................................... 1FE..........................73474T AN 0 PORT MORROW ORE................................................................................................................... ........... 07/14/2016.... BANC OF AMERICA SECURITIES LLC......................................................................................... ............................................. ..............................3,500,000 ..............................3,500,000 ............................................... 1FE..........................837151 RW 1 SOUTH CAROLINA PUBLIC SERVICE.......................................................................................... ........... 07/01/2016.... BARCLAYS CAPITAL INC.............................................................................................................. ............................................. ..............................5,000,000 ..............................5,000,000 ............................................... 1FE..........................

3199999. Total Bonds - U.S. Special Revenue and Special Assessment............................................................................................................... ....................................................................................................................................................................................................... .............................18,510,091 .............................18,510,000 ..........................................42 XXXBonds - Industrial and Miscellaneous

00287Y AX 7 ABBVIE INC................................................................................................................................... ........... 09/27/2016.... BARCLAYS CAPITAL INC.............................................................................................................. ............................................. ..............................5,091,150 ..............................5,000,000 ...................................54,625 2FE..........................00507V AG 4 ACTIVISION BLIZZARD INC.......................................................................................................... ........... 09/14/2016.... BANC OF AMERICA SECURITIES LLC......................................................................................... ............................................. ..............................3,995,120 ..............................4,000,000 ............................................... 2FE..........................023771 R9 1 AMERICAN AIRLINES.................................................................................................................... ........... 09/19/2016.... MORGAN STANLEY...................................................................................................................... ............................................. ..............................3,000,000 ..............................3,000,000 ............................................... 1FE..........................03027X AB 6 AMERICAN TOWER CORP........................................................................................................... ........... 09/27/2016.... JEFFRIES & COMPANY INC......................................................................................................... ............................................. ..............................2,093,940 ..............................2,000,000 ...................................11,667 2FE..........................037833 CC 2 APPLE INC..................................................................................................................................... ........... 07/28/2016.... GOLDMAN SACHS & CO............................................................................................................... ............................................. ..............................4,993,050 ..............................5,000,000 ............................................... 1FE..........................14314E AG 6 CARMAX AUTO OWNER TRUST.................................................................................................. ........... 07/14/2016.... CREDIT SUISSE FIRST BOSTON COR........................................................................................ ............................................. ..............................5,998,428 ..............................6,000,000 ............................................... 2AM..........................15135B AF 8 CENTENE ESCROW CORPORATION........................................................................................... ........... 07/18/2016.... TAX FREE EXCHANGE................................................................................................................. ............................................. ..............................2,036,032 ..............................2,000,000 ...................................49,063 3FE..........................20030N BV 2 COMCAST CORPORATION.......................................................................................................... ........... 07/12/2016.... CITIGROUP................................................................................................................................... ............................................. ..............................4,995,050 ..............................5,000,000 ............................................... 1FE..........................22822V AD 3 CROWN CASTLE INTERNATIONAL CORP................................................................................... ........... 08/22/2016.... CITIGROUP GLOBAL MARKETS................................................................................................... ............................................. ..............................1,999,440 ..............................2,000,000 ............................................... 2FE..........................256677 AC 9 DOLLAR GENERAL CORP............................................................................................................ ........... 08/03/2016.... BARCLAYS CAPITAL INC.............................................................................................................. ............................................. ..............................5,199,000 ..............................5,000,000 ...................................51,007 2FE..........................25746U CJ 6 DOMINION RESOURCES INC....................................................................................................... ........... 08/04/2016.... MIZUHO SECURITIES................................................................................................................... ............................................. ..............................1,997,140 ..............................2,000,000 ............................................... 2FE..........................343498 AA 9 FLOWERS FOODS INC................................................................................................................. ........... 09/21/2016.... IMPERIAL CAPITAL, LLC............................................................................................................... ............................................. ..............................4,311,960 ..............................4,000,000 ...................................85,069 2FE..........................

36251M AG 6 GM FINANCIAL AUTOMOBILE LEASING...................................................................................... ........... 09/13/2016.... CREDIT AGRICOLE INDOSUEZ.................................................................................................... ............................................. ..............................6,499,972 ..............................6,500,000 ............................................... 1FE..........................369550 AW 8 GENERAL DYNAMICS CORP........................................................................................................ ........... 08/09/2016.... J.P. MORGAN SECURITIES INC................................................................................................... ............................................. ..............................2,979,480 ..............................3,000,000 ............................................... 1FE..........................37331N AG 6 GEORGIA-PACIFIC LLC................................................................................................................ ........... 07/21/2016.... SEAPORT GROUP......................................................................................................................... ............................................. ..............................4,205,200 ..............................4,000,000 ...................................24,953 2FE..........................375558 BL 6 GILEAD SCIENCES INC................................................................................................................ ........... 09/15/2016.... J.P. MORGAN SECURITIES INC................................................................................................... ............................................. ..............................4,982,300 ..............................5,000,000 ............................................... 1FE..........................38869P AM 6 GRAPHIC PACKAGING HOLDING CO.......................................................................................... ........... 08/08/2016.... BANC OF AMERICA SECURITIES LLC......................................................................................... ............................................. ..............................4,030,000 ..............................4,000,000 ............................................... 3FE..........................44929E AF 2 HYUNDAI AUTO LEASE SECURITIZATION.................................................................................. ........... 08/09/2016.... SOCIETE GENERALE BANK......................................................................................................... ............................................. ..............................8,159,421 ..............................8,160,000 ............................................... 1FE..........................46623E KG 3 JPMORGAN CHASE & CO............................................................................................................. ........... 08/03/2016.... J.P. MORGAN SECURITIES INC................................................................................................... ............................................. ..............................5,000,000 ..............................5,000,000 ............................................... 1FE..........................

50116W AD 7 KUBOTA CREDIT OWNER TRUST............................................................................................... ........... 07/26/2016.... J.P. MORGAN SECURITIES INC................................................................................................... ............................................. ..............................4,998,835 ..............................5,000,000 ............................................... 1FE..........................553894 AB 2 MVW OWNER TRUST................................................................................................................... ........... 08/02/2016.... CREDIT SUISSE FIRST BOSTON COR........................................................................................ ............................................. ..............................3,868,874 ..............................3,870,000 ............................................... 2AM..........................55951P AR 8 MAGNETITE CLO LTD................................................................................................................... ........... 09/16/2016.... CITIGROUP GLOBAL MARKETS................................................................................................... ............................................. ..............................6,000,000 ..............................6,000,000 ............................................... 1FE..........................577081 BA 9 MATTEL INC.................................................................................................................................. ........... 08/02/2016.... BANC OF AMERICA SECURITIES LLC......................................................................................... ............................................. ..............................2,996,460 ..............................3,000,000 ............................................... 2FE..........................585055 BR 6 MEDTRONIC INC........................................................................................................................... ........... 07/27/2016.... GOLDMAN SACHS & CO............................................................................................................... ............................................. ..............................4,083,578 ..............................3,822,000 ...................................45,482 1FE..........................594918 BQ 6 MICROSOFT CORPORATION....................................................................................................... ........... 08/01/2016.... BANC OF AMERICA SECURITIES LLC......................................................................................... ............................................. ..............................6,979,070 ..............................7,000,000 ............................................... 1FE..........................629568 AV 8 NABORS INDUSTRIES INC........................................................................................................... ........... 07/27/2016.... GENWORTH MORTGAGE INSURANCE CORP OF NORTH CAROLINA...................................... ............................................. .................................950,000 ..............................1,000,000 ...................................18,333 3FE..........................63940K AC 0 NAVITAS EQUIPMENT RECEIVABLES......................................................................................... ........... 09/16/2016.... J.P. MORGAN SECURITIES INC................................................................................................... ............................................. ..............................4,749,267 ..............................4,750,000 ............................................... 2AM..........................646025 B# 2 NEW JERSEY RESOURCE CORP................................................................................................ ........... 08/18/2016.... SANTANDER INVESTMENT.......................................................................................................... ............................................. ..............................9,000,000 ..............................9,000,000 ............................................... 2Z.............................

82652W AA 6 SIERRA RECEIVABLES FUNDING CO.......................................................................................... ........... 07/11/2016.... BARCLAYS CAPITAL INC.............................................................................................................. ............................................. ..............................6,498,666 ..............................6,500,000 ............................................... 1FE..........................82652W AB 4 SIERRA RECEIVABLES FUNDING CO.......................................................................................... ........... 07/11/2016.... BARCLAYS CAPITAL INC.............................................................................................................. ............................................. ..............................4,089,770 ..............................4,090,000 ............................................... 2AM..........................83379# AC 9 SODEXO INC................................................................................................................................. ........... 09/19/2016.... IMPERIAL CAPITAL, LLC............................................................................................................... ............................................. ..............................4,350,920 ..............................4,000,000 .....................................6,650 1...............................84857L A* 2 LACLEDE GRP INC....................................................................................................................... ........... 09/09/2016.... MORGAN STANLEY...................................................................................................................... ............................................. ..............................3,000,000 ..............................3,000,000 ............................................... 2Z.............................871829 AQ 0 SYSCO CORPORATION................................................................................................................ ........... 07/12/2016.... VARIOUS....................................................................................................................................... ............................................. ..............................3,907,858 ..............................3,829,000 .....................................9,126 1FE..........................


QE04.1

SCHEDULE D - PART 3 Show all Long-Term Bonds and Stock Acquired During the Current Quarter

1 2 3 4 5 6 7 8 9 10

CUSIP Identification Description Foreign Date Acquired Name of Vendor Number of Shares of Stock Actual Cost Par ValuePaid for Accrued Interest and

DividendsNAIC Designation orMarket Indicator (a)

872295 AF 7 TCF AUTO RECEIVABLES OWNER TRUST................................................................................. ........... 09/14/2016.... CREDIT SUISSE FIRST BOSTON CORP...................................................................................... ............................................. ..............................6,497,938 ..............................6,500,000 ............................................... 1FE..........................92347X AB 2 VERIZON OWNER TRUST............................................................................................................ ........... 08/02/2016.... BANC OF AMERICA SECURITIES LLC......................................................................................... ............................................. ..............................3,509,688 ..............................3,520,000 .....................................2,141 1FE..........................98161P AF 0 WORLD OMNI AUTO RECEIVABLES TRUST............................................................................... ........... 09/07/2016.... J.P. MORGAN SECURITIES INC................................................................................................... ............................................. ..............................2,699,920 ..............................2,700,000 ............................................... 1FE..........................98978V AJ 2 ZOETIS INC................................................................................................................................... ........... 09/27/2016.... JEFFRIES & COMPANY INC......................................................................................................... ............................................. ..............................4,715,730 ..............................4,500,000 ...................................59,081 2FE..........................494386 AB 1 KIMBERLY CLARK DE MEXICO SAB DE CV................................................................................ F........ 07/20/2016.... JEFFRIES & COMPANY INC......................................................................................................... ............................................. ..............................3,147,000 ..............................3,000,000 ...................................33,883 1FE..........................82481L AC 3 SHIRE ACQUISITIONS INVESTMENTS........................................................................................ R........ 09/19/2016.... BARCLAYS CAPITAL INC.............................................................................................................. ............................................. ..............................4,999,350 ..............................5,000,000 ............................................... 2FE..........................82620K AK 9 SIEMENS FINANCIERINGSMAATSCHAPPIJ................................................................................ R........ 09/06/2016.... GOLDMAN SACHS & CO............................................................................................................... ............................................. ..............................2,983,080 ..............................3,000,000 ............................................... 1FE..........................88167A AD 3 TEVA PHARMACEUTICAL FINANCE NE...................................................................................... R........ 07/18/2016.... BARCLAYS CAPITAL INC.............................................................................................................. ............................................. ..............................2,989,980 ..............................3,000,000 ............................................... 2FE..........................

3899999. Total Bonds - Industrial and Miscellaneous............................................................................................................................................ ....................................................................................................................................................................................................... ...........................178,582,667 ...........................176,741,000 .................................451,080 XXX8399997. Total Bonds - Part 3.......................................................................................................................................... ................................... ....................................................................................................................................................................................................... ...........................197,092,758 ...........................195,251,000 .................................451,122 XXX8399999. Total Bonds...................................................................................................................................................... ................................... ....................................................................................................................................................................................................... ...........................197,092,758 ...........................195,251,000 .................................451,122 XXX9999999. Total Bonds, Preferred and Common Stocks.................................................................................................... ................................... ....................................................................................................................................................................................................... ...........................197,092,758 XXX .................................451,122 XXX(a) For all common stock bearing the NAIC market indicator "U" provide: the number of such issues:...............0.


QE05

SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter

1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 2211 12 13 14 15

CUSIP Identification Description

Foreign Disposal Date Name of Purchaser

Number of Sharesof Stock Consideration Par Value Actual Cost

Prior YearBook/AdjustedCarrying Value

UnrealizedValuationIncrease/

(Decrease)

Current Year's(Amortization)/

Accretion


Total Change inB./A.C.V.

(11+12-13)


Book/AdjustedCarrying Value at

Disposal Date

ForeignExchange Gain

(Loss) onDisposal



Bond Interest/ Stock

DividendsReceived

During Year

StatedContractual

Maturity Date

NAICDesig-

nation orMarket

Indicator(a)

Bonds - U.S. Government

912828 FQ 8 US TREASURY NOTE................................................... . 08/15/2016. MATURITY.......................................... ............................... ..............215,000 ..............215,000 ..............219,359 ..............215,367 .......................... ..................(367) .......................... ..................(367) .......................... ..............215,000 .......................... .......................... .......................0 .........10,481 08/15/2016.... 1.............



0599999. Total Bonds - U.S Government.............................................................................................................................................................................................. ..............645,000 ..............645,000 ..............655,981 ..............646,111 .......................0 ...............(1,111) .......................0 ...............(1,111) .......................0 ..............645,000 .......................0 .......................0 .......................0 .........31,443 XXX XXX

Bonds - All Other Government

P7906@ AA 9 PORT AUTHORITY OF TRINIDAD AND TOBAGO........ F 09/23/2016. REDEMPTION 100.0000.................... ............................... ..............181,250 ..............181,250 ..............181,250 ..............181,250 .......................... .......................... .......................... .......................0 .......................... ..............181,250 .......................... .......................... .......................0 .........10,041 03/23/2017.... 2.............

1099999. Total Bonds - All Other Government...................................................................................................................................................................................... ..............181,250 ..............181,250 ..............181,250 ..............181,250 .......................0 .......................0 .......................0 .......................0 .......................0 ..............181,250 .......................0 .......................0 .......................0 .........10,041 XXX XXX

Bonds - U.S. States, Territories and Possessions

93974C QU 7 WASHINGTON STATE................................................... . 08/01/2016. MATURITY.......................................... ............................... ...........5,000,000 ...........5,000,000 ...........5,460,050 ...........5,058,968 .......................... .............(58,968) .......................... .............(58,968) .......................... ...........5,000,000 .......................... .......................... .......................0 .......167,350 08/01/2016.... 1FE........

1799999. Total Bonds - U.S. States, Territories and Possessions........................................................................................................................................................ ...........5,000,000 ...........5,000,000 ...........5,460,050 ...........5,058,968 .......................0 .............(58,968) .......................0 .............(58,968) .......................0 ...........5,000,000 .......................0 .......................0 .......................0 .......167,350 XXX XXX

Bonds - U.S. Political Subdivisions of States, Territories and Possessions

052396 RR 1 AUSTIN TEX PUB PPTY FIN CONTRACTUAL.............. . 09/01/2016. MATURITY.......................................... ............................... ..............400,000 ..............400,000 ..............411,847 ..............404,206 .......................... ...............(4,206) .......................... ...............(4,206) .......................... ..............400,000 .......................... .......................... .......................0 .........20,000 09/01/2016.... 1FE........

288713 FE 5 ELLIS CNTY TEX MUNI BND GO.................................. . 08/01/2016. MATURITY.......................................... ............................... ...........1,000,000 ...........1,000,000 ...........1,062,480 ...........1,004,843 .......................... ...............(4,843) .......................... ...............(4,843) .......................... ...........1,000,000 .......................... .......................... .......................0 .........50,000 08/01/2016.... 1FE........

498035 T9 5 KITSAP CNTY WASH..................................................... . 07/01/2016. CALL 100.0000.................................. ............................... ..............750,000 ..............750,000 ..............767,681 ..............766,753 .......................... .............(16,753) .......................... .............(16,753) .......................... ..............750,000 .......................... .......................... .......................0 .........37,500 07/01/2026.... 1FE........

2499999. Total Bonds - U.S. Political Subdivisions of States, Territories and Possessions................................................................................................................. ...........2,150,000 ...........2,150,000 ...........2,242,008 ...........2,175,802 .......................0 .............(25,802) .......................0 .............(25,802) .......................0 ...........2,150,000 .......................0 .......................0 .......................0 .......107,500 XXX XXX

Bonds - U.S. Special Revenue and Special Assessment

13066E WQ 2 CALIFORNIA ST DEPT WTR RES WTR........................ . 07/01/2016. TAX FREE EXCHANGE...................... ............................... ................10,091 ................10,000 ................10,163 ................10,113 .......................... ....................(22) .......................... ....................(22) .......................... ................10,091 .......................... .......................... .......................0 ..............292 12/01/2028.... 1FE........

3199999. Total Bonds - U.S. Special Revenue and Special Assessment............................................................................................................................................. ................10,091 ................10,000 ................10,163 ................10,113 .......................0 ....................(22) .......................0 ....................(22) .......................0 ................10,091 .......................0 .......................0 .......................0 ..............292 XXX XXX

Bonds - Industrial and Miscellaneous

023772 AB 2 AMERICAN AIRLINES.................................................... . 07/15/2016. REDEMPTION 100.0000.................... ............................... ..............124,796 ..............124,796 ..............128,165 ..............127,715 .......................... ...............(2,919) .......................... ...............(2,919) .......................... ..............124,796 .......................... .......................... .......................0 ...........4,992 07/15/2025.... 1FE........

02377B AC 0 AMERICAN AIRLINES.................................................... . 09/22/2016. REDEMPTION 100.0000.................... ............................... ..............297,434 ..............297,434 ..............297,434 ..............297,434 .......................... .......................... .......................... .......................0 .......................... ..............297,434 .......................... .......................... .......................0 .........13,014 03/22/2025.... 2FE........

03077J AA 8 AMERIGAS FINANCE LLC............................................. . 07/27/2016. CALL 103.3750.................................. ............................... ...........4,135,000 ...........4,000,000 ...........4,180,000 ...........3,890,000 ............266,581 .............(21,581) .......................... ............245,000 .......................... ...........4,135,000 .......................... .......................... .......................0 .......185,250 05/20/2020.... 3FE........

038779 AA 2 ARBYS FUNDING LLC................................................... . 07/30/2016. PAYDOWN.......................................... ............................... ..................5,000 ..................5,000 ..................5,000 ..................5,000 .......................... .......................... .......................... .......................0 .......................... ..................5,000 .......................... .......................... .......................0 ..............177 10/30/2045.... 2AM.......

125634 AN 5 CLI FUNDING LLC......................................................... . 09/18/2016. PAYDOWN.......................................... ............................... ................99,715 ................99,715 ..............100,022 ................99,999 .......................... ..................(284) .......................... ..................(284) .......................... ................99,715 .......................... .......................... .......................0 ...........2,190 06/18/2029.... 1FE........

15135B AE 1 CENTENE ESCROW CORPORATION.......................... . 07/18/2016. TAX FREE EXCHANGE...................... ............................... ...........2,036,032 ...........2,000,000 ...........2,040,000 ...........2,040,000 .......................... ...............(3,968) .......................... ...............(3,968) .......................... ...........2,036,032 .......................... .......................... .......................0 .........49,063 02/15/2021.... 3FE........

233046 AC 5 DB MASTER FINANCE LLC........................................... . 08/20/2016. PAYDOWN.......................................... ............................... ................10,000 ................10,000 ................10,000 ................10,000 .......................... .......................... .......................... .......................0 .......................... ................10,000 .......................... .......................... .......................0 ..............245 02/20/2045.... 2AM.......

24737A AA 5 DELTA AIR LINES.......................................................... . 07/30/2016. REDEMPTION 100.0000.................... ............................... ..............167,997 ..............167,997 ..............167,997 ..............167,997 .......................... .......................... .......................... .......................0 .......................... ..............167,997 .......................... .......................... .......................0 ...........6,664 01/30/2025.... 2FE........

25272V AA 7 DIAMOND RESORTS OWNER TRUST......................... . 09/20/2016. PAYDOWN.......................................... ............................... ..............301,909 ..............301,909 ..............301,879 ..............301,867 .......................... .....................42 .......................... .....................42 .......................... ..............301,909 .......................... .......................... .......................0 ...........7,407 07/20/2027.... 1FE........

25272V AB 5 DIAMOND RESORTS OWNER TRUST......................... . 09/20/2016. PAYDOWN.......................................... ............................... ..............120,764 ..............120,764 ..............120,736 ..............120,725 .......................... .....................39 .......................... .....................39 .......................... ..............120,764 .......................... .......................... .......................0 ...........3,441 07/20/2027.... 1FE........

25273A AA 2 DIAMOND RESORTS OWNER TRUST......................... . 09/20/2016. PAYDOWN.......................................... ............................... ..............427,781 ..............427,781 ..............427,010 ..............427,017 .......................... ...................764 .......................... ...................764 .......................... ..............427,781 .......................... .......................... .......................0 ...........7,210 05/20/2027.... 1FE........

25273L AA 8 DIAMOND RESORTS OWNER TRUST......................... . 09/21/2016. PAYDOWN.......................................... ............................... ..............270,184 ..............270,184 ..............270,107 ..............258,978 .......................... ..............11,206 .......................... ..............11,206 .......................... ..............270,184 .......................... .......................... .......................0 ...........6,150 05/22/2028.... 1FE........

25755T AD 2 DOMINOS PIZZA........................................................... . 07/25/2016. PAYDOWN.......................................... ............................... ..................7,500 ..................7,500 ..................7,500 ..................7,500 .......................... .......................... .......................... .......................0 .......................... ..................7,500 .......................... .......................... .......................0 ..............199 10/25/2045.... 2AM.......

30291D AA 4 FLAGSHIP RAIL SERVICES.......................................... . 09/15/2016. PAYDOWN.......................................... ............................... ................36,639 ................36,639 ................36,158 ................36,272 .......................... ...................367 .......................... ...................367 .......................... ................36,639 .......................... .......................... .......................0 ..............440 04/15/2043.... 1FE........

34529W AE 0 FORD CREDIT AUTO OWNER TRUST......................... . 08/15/2016. PAYDOWN.......................................... ............................... ...........4,804,567 ...........4,804,567 ...........4,900,847 ...........4,809,405 .......................... ...............(4,838) .......................... ...............(4,838) .......................... ...........4,804,567 .......................... .......................... .......................0 .........18,045 11/15/2017.... 1FE........

432837 AA 0 HILTON GRAND VACATIONS TRUST.......................... . 09/25/2016. PAYDOWN.......................................... ............................... ................53,033 ................53,033 ................53,503 ................53,456 .......................... ..................(424) .......................... ..................(424) .......................... ................53,033 .......................... .......................... .......................0 ..............810 01/25/2026.... 1FE........


QE05.1








(Decrease)


Accretion



(11+12-13)



Disposal Date


(Loss) onDisposal




DividendsReceived

During Year

StatedContractual

Maturity Date

NAICDesig-

nation orMarket

Indicator(a)

543190 AA 0 LTRAN_15-1A................................................................ . 09/15/2016. PAYDOWN.......................................... ............................... ..............232,328 ..............232,328 ..............232,314 ..............232,315 .......................... .....................13 .......................... .....................13 .......................... ..............232,328 .......................... .......................... .......................0 ...........4,616 01/15/2045.... 1FE........

55388P AA 8 MVW OWNER TRUST................................................... . 09/21/2016. PAYDOWN.......................................... ............................... ..............565,536 ..............565,536 ..............565,494 ..............565,495 .......................... .....................41 .......................... .....................41 .......................... ..............565,536 .......................... .......................... .......................0 ...........9,495 12/20/2032.... 1FE........

55388P AB 6 MVW OWNER TRUST................................................... . 09/21/2016. PAYDOWN.......................................... ............................... ..............125,675 ..............125,675 ..............125,649 ..............125,650 .......................... .....................25 .......................... .....................25 .......................... ..............125,675 .......................... .......................... .......................0 ...........2,478 12/20/2032.... 2AM.......

553891 AA 0 MVW OWNER TRUST................................................... . 09/20/2016. PAYDOWN.......................................... ............................... ..............237,063 ..............237,063 ..............236,995 ..............237,002 .......................... .....................60 .......................... .....................60 .......................... ..............237,063 .......................... .......................... .......................0 ...........3,544 09/20/2031.... 1FE........

553894 AB 2 MVW OWNER TRUST................................................... . 09/20/2016. PAYDOWN.......................................... ............................... ................56,402 ................56,402 ................56,386 ................56,386 .......................... .....................16 .......................... .....................16 .......................... ................56,402 .......................... .......................... .......................0 ..............165 12/20/2033.... 2AM.......

604668 AC 7 MIRAMAX LLC............................................................... . 07/20/2016. PAYDOWN.......................................... ............................... ................80,000 ................80,000 ................79,975 ................79,977 .......................... .....................23 .......................... .....................23 .......................... ................80,000 .......................... .......................... .......................0 ...........2,004 07/20/2026.... 2AM.......

69349L AN 8 PNC BANK NATIONAL ASSOCIATION......................... . 09/06/2016. CALL 100.0000.................................. ............................... ...........2,000,000 ...........2,000,000 ...........1,998,813 ...........1,999,549 .......................... ...................451 .......................... ...................451 .......................... ...........2,000,000 .......................... .......................... .......................0 .........24,050 10/03/2016.... 1FE........

73019# AC 6 PNC EQUIPMENT FINANCE LLC.................................. . 09/13/2016. REDEMPTION 100.0000.................... ............................... ..............222,234 ..............222,234 ..............228,056 ..............228,056 .......................... ...............(5,822) .......................... ...............(5,822) .......................... ..............222,234 .......................... .......................... .......................0 ...........6,667 09/13/2027.... 1.............

797440 BT 0 SAN DIEGO GAS & ELECTRIC CO............................... . 08/01/2016. REDEMPTION 100.0000.................... ............................... ..............357,140 ..............357,140 ..............357,140 ..............357,140 .......................... .......................... .......................... .......................0 .......................... ..............357,140 .......................... .......................... .......................0 ...........6,836 02/01/2022.... 1FE........

82652C AB 8 SIERRA RECEIVABLES FUNDING CO......................... . 09/20/2016. PAYDOWN.......................................... ............................... ..............228,133 ..............228,133 ..............227,955 ..............227,973 .......................... ...................160 .......................... ...................160 .......................... ..............228,133 .......................... .......................... .......................0 ...........3,669 03/20/2030.... 2AM.......

82652D AB 6 SIERRA RECEIVABLES FUNDING CO......................... . 09/20/2016. PAYDOWN.......................................... ............................... ..............465,892 ..............465,892 ..............461,233 ..............461,233 .......................... ................4,659 .......................... ................4,659 .......................... ..............465,892 .......................... .......................... .......................0 ...........7,428 08/20/2031.... 2AM.......

82652E AA 6 SIERRA RECEIVABLES FUNDING CO......................... . 09/22/2016. PAYDOWN.......................................... ............................... ..............229,032 ..............229,032 ..............228,990 ..............228,995 .......................... .....................37 .......................... .....................37 .......................... ..............229,032 .......................... .......................... .......................0 ...........3,490 10/20/2031.... 1FE........

82652E AB 4 SIERRA RECEIVABLES FUNDING CO......................... . 09/20/2016. PAYDOWN.......................................... ............................... ..............383,886 ..............383,886 ..............383,766 ..............383,770 .......................... ...................116 .......................... ...................116 .......................... ..............383,886 .......................... .......................... .......................0 ...........7,120 10/20/2031.... 2AM.......

82652F AA 3 SIERRA RECEIVABLES FUNDING CO......................... . 09/20/2016. PAYDOWN.......................................... ............................... ..............414,768 ..............414,768 ..............414,667 ..............414,673 .......................... .....................95 .......................... .....................95 .......................... ..............414,768 .......................... .......................... .......................0 ...........6,594 03/22/2032.... 1FE........

82652H AA 9 SIERRA RECEIVABLES FUNDING CO......................... . 09/20/2016. PAYDOWN.......................................... ............................... ..............293,407 ..............293,407 ..............293,373 ..............293,374 .......................... .....................33 .......................... .....................33 .......................... ..............293,407 .......................... .......................... .......................0 ...........4,754 06/20/2032.... 1FE........

82652H AB 7 SIERRA RECEIVABLES FUNDING CO......................... . 09/20/2016. PAYDOWN.......................................... ............................... ..............366,759 ..............366,759 ..............366,679 ..............366,683 .......................... .....................76 .......................... .....................76 .......................... ..............366,759 .......................... .......................... .......................0 ...........7,385 06/20/2032.... 2AM.......

82652J AA 5 SIERRA RECEIVABLES FUNDING CO......................... . 09/20/2016. PAYDOWN.......................................... ............................... ..............532,982 ..............532,982 ..............532,879 ..............532,881 .......................... ...................101 .......................... ...................101 .......................... ..............532,982 .......................... .......................... .......................0 ...........9,152 09/20/2032.... 1FE........

82652J AB 3 SIERRA RECEIVABLES FUNDING CO......................... . 09/20/2016. PAYDOWN.......................................... ............................... ..............746,174 ..............746,174 ..............742,708 ..............742,707 .......................... ................3,467 .......................... ................3,467 .......................... ..............746,174 .......................... .......................... .......................0 .........15,295 09/20/2032.... 2AM.......

82652W AA 6 SIERRA RECEIVABLES FUNDING CO......................... . 09/20/2016. PAYDOWN.......................................... ............................... ..............628,865 ..............628,865 ..............628,736 ..............628,736 .......................... ...................129 .......................... ...................129 .......................... ..............628,865 .......................... .......................... .......................0 ...........1,989 07/20/2033.... 1FE........

82652W AB 4 SIERRA RECEIVABLES FUNDING CO......................... . 09/20/2016. PAYDOWN.......................................... ............................... ..............395,701 ..............395,701 ..............395,679 ..............395,679 .......................... .....................22 .......................... .....................22 .......................... ..............395,701 .......................... .......................... .......................0 ...........1,493 07/20/2033.... 2AM.......

82652X AB 2 SIERRA RECEIVABLES FUNDING CO......................... . 09/20/2016. PAYDOWN.......................................... ............................... ..............425,974 ..............425,974 ..............425,878 ..............425,877 .......................... .....................97 .......................... .....................97 .......................... ..............425,974 .......................... .......................... .......................0 ...........6,377 03/21/2033.... 2AM.......

83546D AD 0 SONIC CAPITAL LLC..................................................... . 09/20/2016. PAYDOWN.......................................... ............................... ..................2,500 ..................2,500 ..................2,500 ..................2,500 .......................... .......................... .......................... .......................0 .......................... ..................2,500 .......................... .......................... .......................0 ................29 05/20/2046.... 2AM.......

86191@ AB 2 STONEHENGE CAPITAL FUND MISSOURI................. . 09/01/2016. REDEMPTION 100.0000.................... ............................... ................47,127 ................47,127 ................47,127 ................47,127 .......................... .......................... .......................... .......................0 .......................... ................47,127 .......................... .......................... .......................0 ...........2,126 12/01/2019.... 1FE........

86192# AB 9 STONEHENGE CAPITAL FUND ILLINOIS.................... . 09/15/2016. REDEMPTION 100.0000.................... ............................... ................35,838 ................35,838 ................35,838 ................35,838 .......................... .......................... .......................... .......................0 .......................... ................35,838 .......................... .......................... .......................0 ...........1,360 12/15/2016.... 1FE........

87407P AA 8 TAL ADVANTAGE LLC................................................... . 09/20/2016. PAYDOWN.......................................... ............................... ..............156,125 ..............156,125 ..............155,181 ..............155,238 .......................... ...................887 .......................... ...................887 .......................... ..............156,125 .......................... .......................... .......................0 ...........2,946 02/22/2038.... 1FE........

87407P AN 0 TAL ADVANTAGE LLC................................................... . 09/20/2016. PAYDOWN.......................................... ............................... ................95,716 ................95,716 ................94,639 ................94,956 .......................... ...................760 .......................... ...................760 .......................... ................95,716 .......................... .......................... .......................0 ...........1,085 05/20/2039.... 1FE........

87407P AR 1 TAL ADVANTAGE LLC................................................... . 09/20/2016. PAYDOWN.......................................... ............................... ..............150,000 ..............150,000 ..............149,949 ..............149,954 .......................... .....................46 .......................... .....................46 .......................... ..............150,000 .......................... .......................... .......................0 ...........3,270 11/21/2039.... 1FE........

88314R AC 0 TEXTAINER MARINE CONTAINERS............................. . 09/20/2016. PAYDOWN.......................................... ............................... ..............125,000 ..............125,000 ..............124,958 ..............124,962 .......................... .....................38 .......................... .....................38 .......................... ..............125,000 .......................... .......................... .......................0 ...........2,725 10/20/2039.... 1FE........

89656F AA 4 TRINITY RAIL LEASING LP........................................... . 09/15/2016. PAYDOWN.......................................... ............................... ..............208,045 ..............208,045 ..............205,871 ..............206,018 .......................... ................2,027 .......................... ................2,027 .......................... ..............208,045 .......................... .......................... .......................0 ...........3,144 01/15/2043.... 1FE........

95058X AA 6 WENDYS FUNDING LLC............................................... . 09/15/2016. PAYDOWN.......................................... ............................... ..................6,250 ..................6,250 ..................6,250 ..................6,250 .......................... .......................... .......................... .......................0 .......................... ..................6,250 .......................... .......................... .......................0 ..............158 06/15/2045.... 2AM.......

009090 AA 9 AIR CANADA.................................................................. I 09/15/2016. REDEMPTION 100.0000.................... ............................... ................72,374 ................72,374 ................73,188 ................73,188 .......................... ..................(814) .......................... ..................(814) .......................... ................72,374 .......................... .......................... .......................0 ...........1,303 03/15/2027.... 1FE........

009090 AB 7 AIR CANADA.................................................................. I 09/15/2016. REDEMPTION 100.0000.................... ............................... ..............115,302 ..............115,302 ..............115,302 ..............115,302 .......................... .......................... .......................... .......................0 .......................... ..............115,302 .......................... .......................... .......................0 ...........4,468 03/15/2023.... 2FE........

60688Q AP 0 MIZUHO BANK LTD....................................................... R 09/21/2016. MORGAN STANLEY........................... ............................... ...........6,265,688 ...........6,250,000 ...........6,252,563 ...........6,251,617 .......................... ..................(528) .......................... ..................(528) .......................... ...........6,251,089 .......................... ..............14,598 ..............14,598 .......117,231 03/21/2018.... 1FE........

65557C AQ 6 NORDEA BANK AB........................................................ R 07/20/2016. GOLDMAN SACHS & CO................... ............................... ...........3,025,920 ...........3,000,000 ...........2,991,660 ...........2,992,444 .......................... ................1,546 .......................... ................1,546 .......................... ...........2,993,990 .......................... ..............31,930 ..............31,930 .........48,125 09/17/2018.... 1FE........

233851 AH 7 DAIMLER FINANCE NORTH AMERICA........................ . 09/15/2016. MATURITY.......................................... ............................... ...........6,000,000 ...........6,000,000 ...........5,961,000 ...........5,994,206 .......................... ................5,794 .......................... ................5,794 .......................... ...........6,000,000 .......................... .......................... .......................0 .......157,500 09/15/2016.... 1FE........


QE05.2








(Decrease)


Accretion



(11+12-13)



Disposal Date


(Loss) onDisposal




DividendsReceived

During Year

StatedContractual

Maturity Date

NAICDesig-

nation orMarket

Indicator(a)

89233P 5E 2 TOYOTA MOTOR CREDIT CORP................................. . 09/15/2016. MATURITY.......................................... ............................... ...........5,000,000 ...........5,000,000 ...........4,974,050 ...........4,996,192 .......................... ................3,808 .......................... ................3,808 .......................... ...........5,000,000 .......................... .......................... .......................0 .......100,000 09/15/2016.... 1FE........

94106L AX 7 WASTE MANAGEMENT INC......................................... . 09/01/2016. MATURITY.......................................... ............................... ...........3,000,000 ...........3,000,000 ...........2,999,730 ...........2,999,974 .......................... .....................26 .......................... .....................26 .......................... ...........3,000,000 .......................... .......................... .......................0 .........78,000 09/01/2016.... 2FE........

02364W BC 8 AMERICA MOVIL SAB DE CV....................................... . 09/08/2016. MATURITY.......................................... ............................... ...........5,000,000 ...........5,000,000 ...........4,959,400 ...........4,994,157 .......................... ................5,843 .......................... ................5,843 .......................... ...........5,000,000 .......................... .......................... .......................0 .......118,750 09/08/2016.... 1FE........

3899999. Total Bonds - Industrial and Miscellaneous........................................................................................................................................................................... .........51,192,187 .........50,979,547 .........51,178,929 .........50,877,439 ............266,581 ................1,636 .......................0 ............268,217 .......................0 .........51,145,658 .......................0 ..............46,528 ..............46,528 ....1,082,118 XXX XXX

8399997. Total Bonds - Part 4.................................................................................. .......................................................................................................................... .........59,178,528 .........58,965,797 .........59,728,381 .........58,949,683 ............266,581 .............(84,267) .......................0 ............182,314 .......................0 .........59,131,999 .......................0 ..............46,528 ..............46,528 ....1,398,744 XXX XXX

8399999. Total Bonds............................................................................................... .......................................................................................................................... .........59,178,528 .........58,965,797 .........59,728,381 .........58,949,683 ............266,581 .............(84,267) .......................0 ............182,314 .......................0 .........59,131,999 .......................0 ..............46,528 ..............46,528 ....1,398,744 XXX XXX

9999999. Total Bonds, Preferred and Common Stocks........................................... .......................................................................................................................... .........59,178,528 XXX .........59,728,381 .........58,949,683 ............266,581 .............(84,267) .......................0 ............182,314 .......................0 .........59,131,999 .......................0 ..............46,528 ..............46,528 ....1,398,744 XXX XXX

(a) For all common stock bearing the NAIC market indicator "U" provide: the number of such issues:...............0.


QE06, QE07, QE08, QE09, QE10, QE11

Sch. DB - Pt. A - Sn. 1NONE

Sch. DB - Pt. B - Sn. 1NONE

Sch. DB - Pt. D - Sn. 1NONE

Sch. DB - Pt. D - Sn. 2NONE

Sch. DL - Pt. 1NONE

Sch. DL - Pt. 2NONE


QE12

SCHEDULE E - PART 1 - CASH Month End Depository Balances

1 2 3 4 5 Book Balance at End of Each 9Month During Current Quarter

6 7 8

Depository Code Rate of Interest

Amount of InterestReceived DuringCurrent Quarter

Amount of InterestAccrued at Current

Statement Date First Month Second Month Third Month *

Open Depositories

Bank of America............................................................. Dallas, TX / Tampa, FL................................................... ...................... ...................... ................................. ................................. ...............(4,373,326) ...............(5,143,590) ...............(3,825,315) XXX

Bank of New York Mellon............................................... New York, NY................................................................. ...................... ...................... ................................. ................................. ...................510,548 ................4,483,454 ...................214,170 XXX

Citibank........................................................................... Seoul, KOR / Beijing, CHN............................................. ...................... ...................... ................................. ................................. ................1,967,626 ................1,998,376 ................1,916,147 XXX

Deutsche Bank............................................................... New York, NY................................................................. ...................... ...................... ................................. ................................. ..................(402,074) ..................(740,658) ................1,175,884 XXX

0199998. Deposits in.....4 depositories that do not exceed the allowable limit

in any one depository (see Instructions) - Open Depositories................................................................... XXX XXX ................................. ................................. ...................264,181 ...................462,949 ...................375,732 XXX

0199999. Total Open Depositories........................................................................................................................... XXX XXX ..............................0 ..............................0 ...............(2,033,045) ................1,060,531 ..................(143,382) XXX0399999. Total Cash on Deposit............................................................................................................................... XXX XXX ..............................0 ..............................0 ...............(2,033,045) ................1,060,531 ..................(143,382) XXX0599999. Total Cash................................................................................................................................................. XXX XXX ..............................0 ..............................0 ...............(2,033,045) ................1,060,531 ..................(143,382) XXX


QE13

SCHEDULE E - PART 2 - CASH EQUIVALENTSShow Investments Owned End of Current Quarter

1 2 3 4 5 6 7 8Description Code Date Acquired Rate of Interest Maturity Date Book/Adjusted Carrying Value Amount of Interest Due & Accrued Amount Received During Year

NONE

Q02 - s2.q4cdn.coms2.q4cdn.com/240635966/files/doc_downloads/2016/3Q... · Statement for September...

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Transcript of Q02 - s2.q4cdn.coms2.q4cdn.com/240635966/files/doc_downloads/2016/3Q... · Statement for September...