Volunteer State Health Plan, Inc.: Quarterly Statement of The

QUARTERLY STATEMENT
OF THE
Volunteer State Health Plan, Inc.
of
Chattanooga
in the state of
Tennessee
2016
TO THE
Insurance Department
OF THE STATE OF
Tennessee
FOR THE QUARTER ENDED

JUNE 30, 2016
HEALTH
2016
11111111111111111111111111111111111111111111111111111111111111111111111111111111111111111111111
14046201620100102 2016 Document Code: 201
QUARTERLY STATEMENT
AS OF JUNE 30, 2016
OF THE CONDITION AND AFFAIRS OF THE
Volunteer State Health Plan, Inc.
NAIC Group Code 3498 3498 NAIC Company Code _ _1-.-
40=-4-=-
6__ Employe~s ID Number _ ____c_62=----16:. : :5-=-66'-'1-=-0_ __
(Current Period) (Prior Period)
Organized under the Laws of Tennessee State of Domicile or Port of Entry Tennessee
Country of Domicile United States
Licensed as business type: Life, Accident & Health[ 1 Property/Casualty[ 1 Hospital, Medical &Dental Service or Indemnity[ 1
Dental Service Corporation[ 1 Vision Service Corporation[ 1 Health Maintenance Organization[X1
Other[ 1 Is HMO Federally Qualified? Yes[ 1No[X1 N/A[ 1
Incorporated/Organized 07/11/1996 Commenced Business _ _ _ _ _ _ __:1:..1::::. : :/0_:1/

:_:.1.:::
::: 99:.:6' - - - - - - - -
Statutory Home Office 1 Cameron Hill Circle Chattanooga, TN , US 37402-0001

(Street and Number) (City or Town, State, Country and Zip Code)
Main Administrative Office 1 Cameron Hill Circle
(Street and Number)
Chattanooga, TN , US 37402-0001 (423 )535-5600
(City or Town, State, Country and Zip Code) (Area Code) (Telephone Number)
Mail Address 1 Cameron Hill Circle Chattanooga, TN , US 37402-0001
(Street and Number or P.O. Box) (City or Town, State, Country and Zip Code)
Primary Location of Books and Records 1 Cameron Hill Circle
(Street and Number)
Chattanooga, TN, US 37402-0001 (423)535-5600
(City or Town, State, Country and Zip Code) (Area Code) (Telephone Number)
Internet Web Site Address www.bluecare.bcbst.com
Statutory Statement Contact _________Jo_s_e,_

ph_D
_,e,-W
_a--'cy,--
ne_M_
os_e_r _ _ _ _ _ _ __ (423)535-6894
(Name) (Area Code)(Telephone Number)(Extension)
Joseph Moser@bcbst.com (423)535-8331
(E-Mail Address) (Fax Number)
CORPORATE OFFICERS
Name Title
Amber Jeanine Cambron President & CEO
Toliver Ralph Woodard, Jr. Treasurer
Shelia Dian Clemons Secretary
James Kertz Rochat Assistant Treasurer
Kristy Leanne White Assistant Secretary #
ADMINISTRATIVE OFFICERS
Jeanne James MD, VP, Chief Medical Officer# James Howard Srite, Actuary
Patrick Timothy Sullivan, VP, Chief Operating Officer Joshua Trey White, Controller & Chief Accounting Officer
DIRECTORS OR TRUSTEES
Jason David Hickey, Chairperson John Francis Giblin
Scott Christian Pierce
State of Tennessee
County of _ _-.-H:. : :a=m=-i
- lt:. : :o:_
n____ ss
The officers of this reporting entity, being duly sworn, each depose and say that they are the described officers of said reporting entity, and that on the reporting period stated above, all of the
herein described assets were the absolute property of the said reporting entity, free and clear from any liens or claims thereon, except as herein stated, and that this statement, together with
related exhibits, schedules and explanations therein contained, annexed or referred to, is a full and true statement of all the assets and liabilities and of the condition and affairs of the said
reporting entity as of the reporting period stated above, and of its income and deductions therefrom for the period ended, and have been completed in accordance with the NAIC Annual
Statement Instructions and Accounting Practices and Procedures manual except to the extent that: (1) state law may differ; or, (2) that state rules or regulations require differences in
reporting not related to accounting practices and procedures, according to the best of their information, knowledge and belief, respectively. Furthermore, the scope of this attestation by the
described officers also includes the related corresponding electronic filing with the NAIC, when required, that is an exact copy (except for formatting differences due to electronic filing) of the
enclosed statement. The electronic filing may be requested by various regulators in lieu of or in addition to the enclosed statement.
{k&_~ (Signature)
Amber Jeanine Cambron
(Printed Name) (Printed Name) (Printed Name)
1. 2. 3.
President & Chief Executive Officer Secretary
(Title) (Title) (Title)
Subscribed and swam to before me this a. Is this an original filing? Yes[X1 No[ 1
Q day of l)uCusf ' 2016 b. If no, 1. State the amendment number 0
2. Date filed
.
,,,,,,, ,,,,, ,,
,,, ~B. 81.. ,,,
3. Number of pages attached 0
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STATEMENT AS OF June 30, 2016 OF THE Volunteer State Health Plan, Inc.
Statement of Actuarial Opinion
ACTUARIAL OPINION
TABLE of KEY INDICATORS
This Opinion is: X Unqualified • Qualified • Adverse • Inconclusive
IDENTIFICATION SECTION
X Prescribed Wording Only • Prescribed Wording with Additional Wording • Revised Wording
SCOPE SECTION
RELIANCE SECTION
OPINION SECTION
Prescribed Wording Only • Prescribed Wording with Additional Wording X Revised Wording
RELEVANT COMMENTS
X Revised Wording
• The Actuarial Memorandum includes “Deviation from Standard” wording regarding conformity with
an Actuarial Standard of Practice
IDENTIFICATION
I, James Howard Srite, FSA, MAAA, am an employee of Blue Cross and Blue Shield of Tennessee
(BCBST), holding company for Volunteer State Health Plan, and a member of the American Academy of
Actuaries. I was appointed on October 15, 2009 in accordance with the requirements of the annual
statement instructions. I meet the Academy qualification standards for rendering the opinion.
SCOPE
I have examined the assumptions and methods used in determining loss reserves, actuarial liabilities and
related items listed below, as shown in the annual statement of Volunteer State Health Plan as prepared
for filing with state regulatory officials, as of June 30, 2016.
A. Claims unpaid (Page 3, Line 1); $ 212,387,529

B. Accrued medical incentive pool and bonus payments (Page 3, Line 2); $436,214
C. Unpaid claims adjustment expenses (Page 3, Line 3); $ 8,110,957
D. Aggregate health policy reserves (Page 3, Line 4) including unearned $200,000
premium reserves and additional policy reserves from the Underwriting and
Investment Exhibit – Part 2D;
E. Aggregate life policy reserves (Page 3, Line 5); $0
F. Property/casualty unearned premium reserves (Page 3, Line 6); $0
G. Aggregate health claim reserves (Page 3, Line 7); and $0
H. Any actuarial reserves or liabilities not included in the items above. $0
I. Specified actuarial items presented as assets in the annual statement
1. Accrued retrospective premiums (included in page 2, line 15.3) $5,254,823
RELIANCE
In forming my opinion on loss reserves, I relied upon data prepared by Jeffrey Stuart Kay, FSA, MAAA,
Valuation Actuary, by Joseph Dewayne Moser, Director of Financial Reporting, by Karen Nicole
Holden, Manager of Health Plan Accounting, and by Jennifer Butler, Vice President of Applications
Development, as certified in the attached statements. I evaluated that data for reasonableness and
consistency. I also reconciled that data to the Underwriting and Investment Exhibit - Part 2B of the
company’s current annual statement. In other respects, my examination included review of the actuarial
assumptions and actuarial methods used and tests of the calculations I considered necessary.
SAO
Statement of Actuarial Opinion
OPINION
In my opinion, the amounts carried in the balance sheet on account of the items identified above:
A. Are in accordance with accepted actuarial standards consistently applied and are fairly stated in
accordance with sound actuarial principles,
B. Are based on actuarial assumptions relevant to contract provisions and appropriate to the purpose
for which the statement was prepared,
C. Meet the requirements of the Insurance Laws and regulations of the State of Tennessee and are at
least as great as the minimum aggregate amounts required by the state in which this statement is
filed,
D. Make good and sufficient provision for all unpaid claims and other actuarial liabilities of the
organization under the terms of its contracts and agreements,
E. Are computed on the basis of assumptions and methods consistent with those used in computing the
corresponding items in the annual statement of the preceding year-end,
F. Include appropriate provision for all actuarial items that ought to be established.
The Underwriting and Investment Exhibit – Part 2B was reviewed for reasonableness and consistency
with the applicable Actuarial Standards of Practice.
Actuarial methods, considerations, and analyses used in forming my opinion conform to the relevant
Standards of Practice as promulgated from time to time by the Actuarial Standards Board, which
standards form the basis of this statement of opinion.
RELEVANT COMMENTS
This opinion has been prepared solely for the Board and the management of the Company, for filing with
insurance regulatory agencies of states in which the Company is licensed, and for the Blue Cross and Blue
Shield Association and is not intended for any other purpose.
______________________
Signature of Actuary
James Howard Srite, FSA, MAAA

Printed Name of Actuary
1 Cameron Hill Circle CH 1.5

Chattanooga, Tennessee 37402
Address of Actuary
423-535-8200
Telephone Number of Actuary
______________________
Date Opinion was Rendered
SAO.1
ASSETS
Current Statement Date 4
1 2 3
Net Admitted December 31
Nonadmitted Assets Prior Year Net
Assets Assets (Cols. 1 - 2) Admitted Assets
1. Bonds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....... 373,152,904 ..................... 0 ....... 373,152,904 ....... 368,625,687
2. Stocks:
2.1 Preferred stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
2.2 Common stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ......... 49,427,485 ..................... 0 ......... 49,427,485 ......... 30,800,685
3. Mortgage loans on real estate:
3.1 First liens . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
3.2 Other than first liens . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
4. Real estate:
4.1 Properties occupied by the company (less $...............0
encumbrances) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
4.2 Properties held for the production of income (less $...............0
encumbrances) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
4.3 Properties held for sale (less $...............0 encumbrances) . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
5. Cash ($......32,685,722), cash equivalents ($...............0) and short-term
investments ($.....144,139,487) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....... 176,825,209 ..................... 0 ....... 176,825,209 ....... 359,611,709
6. Contract loans (including $...............0 premium notes) . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
7. Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
8. Other invested assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
9. Receivables for securities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ......... 29,687,834 ..................... 0 ......... 29,687,834 ..................... 0
10. Securities lending reinvested collateral assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
11. Aggregate write-ins for invested assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
12. Subtotals, cash and invested assets (Lines 1 to 11) . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....... 629,093,432 ..................... 0 ....... 629,093,432 ....... 759,038,081
13. Title plants less $...............0 charged off (for Title insurers only) . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
14. Investment income due and accrued . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... 2,734,497 ..................... 0 .......... 2,734,497 .......... 2,727,694
15. Premiums and considerations:
15.1 Uncollected premiums and agents' balances in the course of
collection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ......... 81,254,480 ..................... 0 ......... 81,254,480 . . . . . . . . . . . . . 396,790
15.2 Deferred premiums, agents' balances and installments booked

but deferred and not yet due (including $...............0 earned but
unbilled premiums) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
15.3 Accrued retrospective premiums ($.......5,254,823) and contracts
subject to redetermination ($...............0) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... 5,254,823 ..................... 0 .......... 5,254,823 .......... 2,580,000
16. Reinsurance:
16.1 Amounts recoverable from reinsurers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
16.2 Funds held by or deposited with reinsured companies . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
16.3 Other amounts receivable under reinsurance contracts . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
17. Amounts receivable relating to uninsured plans . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ......... 21,399,450 ..................... 0 ......... 21,399,450 ......... 21,662,081
18.1 Current federal and foreign income tax recoverable and interest thereon . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
18.2 Net deferred tax asset . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... 8,048,722 ..................... 0 .......... 8,048,722 ......... 18,301,986
19. Guaranty funds receivable or on deposit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
20. Electronic data processing equipment and software . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
21. Furniture and equipment, including health care delivery assets
($...............0) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
22. Net adjustments in assets and liabilities due to foreign exchange rates . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
23. Receivables from parent, subsidiaries and affiliates . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
24. Health care ($.......2,091,917) and other amounts receivable . . . . . . . . . . . . . . . . . .......... 7,096,722 .......... 5,004,805 .......... 2,091,917 . . . . . . . . . . . . . 771,404
25. Aggregate write-ins for other-than-invested assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 580,818 . . . . . . . . . . . . . 580,818 . . . . . . . . . . . . . . . . . . . . . 0 ..................... 0

26. TOTAL assets excluding Separate Accounts, Segregated Accounts and
Protected Cell Accounts (Lines 12 to 25) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....... 755,462,944 .......... 5,585,623 ....... 749,877,321 ....... 805,478,036
27. From Separate Accounts, Segregated Accounts and Protected Cell
Accounts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
28. TOTAL (Lines 26 and 27) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....... 755,462,944 .......... 5,585,623 ....... 749,877,321 ....... 805,478,036
DETAILS OF WRITE-INS
1101. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
1102. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
1103. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
1198. Summary of remaining write-ins for Line 11 from overflow page . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
1199. TOTALS (Lines 1101 through 1103 plus 1198) (Line 11 above) . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
2501. Prepaids and Other Miscellaneous . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 580,818 . . . . . . . . . . . . . 580,818 ..................... 0 ..................... 0
2502. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
2503. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
2598. Summary of remaining write-ins for Line 25 from overflow page . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0
2599. TOTALS (Lines 2501 through 2503 plus 2598) (Line 25 above) . . . . . . . . . . . . . . . . . . . . . . . . . . . 580,818 . . . . . . . . . . . . . 580,818 ..................... 0 ..................... 0
Q2
LIABILITIES, CAPITAL AND SURPLUS
Current Period Prior Year
1 2 3 4
Covered Uncovered Total Total
1. Claims unpaid (less $...............0 reinsurance ceded) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 212,387,529 . . . . . . . . . . . . . . . . 0 . . . 212,387,529 . . . 190,476,505
2. Accrued medical incentive pool and bonus amounts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ........ 436,214 ................ 0 ........ 436,214 ........ 694,583
3. Unpaid claims adjustment expenses . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8,110,957 . . . . . . . . . . . . . . . . 0 . . . . . . 8,110,957 . . . . . . 7,834,589
4. Aggregate health policy reserves, including the liability of $...............0 for medical loss ratio
rebate per the Public Health Service Act . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ........ 200,000 ................ 0 ........ 200,000 ........ 400,000
5. Aggregate life policy reserves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ................ 0 ................ 0 ................ 0 ................ 0
6. Property/casualty unearned premium reserve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ................ 0 ................ 0 ................ 0 ................ 0
7. Aggregate health claim reserves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ................ 0 ................ 0 ................ 0 ................ 0
8. Premiums received in advance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ................ 0 ................ 0 ................ 0 . . . 169,792,096
9. General expenses due or accrued . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... 20,826,001 ................ 0 .... 20,826,001 .... 18,061,458
10.1 Current federal and foreign income tax payable and interest thereon (including $...............0
on realized gains (losses)) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ................ 0 ................ 0 ................ 0 ................ 0
10.2 Net deferred tax liability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ................ 0 ................ 0 ................ 0 ................ 0
11. Ceded reinsurance premiums payable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ................ 0 ................ 0 ................ 0 ................ 0
12. Amounts withheld or retained for the account of others . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28,725 . . . . . . . . . . . . . . . . 0 . . . . . . . . . . 28,725 . . . . . . . . . . 10,919
13. Remittances and items not allocated . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,084,606 . . . . . . . . . . . . . . . . 0 . . . . . . 5,084,606 . . . . . . 4,726,127
14. Borrowed money (including $...............0 current) and interest thereon $...............0
(including $...............0 current) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ................ 0 ................ 0 ................ 0 ................ 0
15. Amounts due to parent, subsidiaries and affiliates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... 33,910,327 ................ 0 .... 33,910,327 .... 34,160,004
16. Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ................ 0 ................ 0 ................ 0 ................ 0
17. Payable for securities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... 31,909,618 ................ 0 .... 31,909,618 . . . . . . 3,576,279
18. Payable for securities lending . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ................ 0 ................ 0 ................ 0 ................ 0

19. Funds held under reinsurance treaties with ($...............0 authorized reinsurers, $...............0
unauthorized reinsurers and $...............0 certified reinsurers) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ................ 0 ................ 0 ................ 0 ................ 0
20. Reinsurance in unauthorized and certified ($...............0) companies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ................ 0 ................ 0 ................ 0 ................ 0
21. Net adjustments in assets and liabilities due to foreign exchange rates . . . . . . . . . . . . . . . . . . . . . . . . . . . ................ 0 ................ 0 ................ 0 ................ 0
22. Liability for amounts held under uninsured plans . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ........ 284,711 ................ 0 ........ 284,711 ........ 391,067
23. Aggregate write-ins for other liabilities (including $...............0 current) . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... 67,905,259 ................ 0 .... 67,905,259 .... 44,522,993
24. Total liabilities (Lines 1 to 23) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 381,083,947 . . . . . . . . . . . . . . . . 0 . . . 381,083,947 . . . 474,646,620
25. Aggregate write-ins for special surplus funds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... X X X .... ..... X X X .... ................ 0 .... 31,512,055
26. Common capital stock . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... X X X .... ..... X X X .... ............... 10 ............... 10
27. Preferred capital stock . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... X X X .... ..... X X X .... ................ 0 ................ 0
28. Gross paid in and contributed surplus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... X X X .... ..... X X X .... . . . 155,299,990 . . . 155,299,990
29. Surplus notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... X X X .... ..... X X X .... ................ 0 ................ 0

30. Aggregate write-ins for other-than-special surplus funds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... X X X .... ..... X X X .... ................ 0 ................ 0
31. Unassigned funds (surplus) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... X X X .... ..... X X X .... . . . 213,493,374 . . . 144,019,361
32. Less treasury stock, at cost:

32.1 ...............0 shares common (value included in Line 26 $...............0) . . . . . . . . . . . . . . . . . . . . . . . ..... X X X .... ..... X X X .... ................ 0 ................ 0
32.2 ...............0 shares preferred (value included in Line 27 $...............0) . . . . . . . . . . . . . . . . . . . . . . . ..... X X X .... ..... X X X .... ................ 0 ................ 0
33. Total capital and surplus (Lines 25 to 31 minus Line 32) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... X X X .... ..... X X X .... . . . 368,793,374 . . . 330,831,416
34. Total Liabilities, capital and surplus (Lines 24 and 33) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... X X X .... ..... X X X .... . . . 749,877,321 . . . 805,478,036
2301. Insured Premium Tax Payable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... 36,985,418 ................ 0 .... 36,985,418 .... 37,246,661
2302. ACA Tax Payable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... 30,594,368 ................ 0 .... 30,594,368 ................ 0
2303. Pending Escheatment to State . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 325,473 ................ 0 . . . . . . . . 325,473 . . . . . . . . 301,296
2398. Summary of remaining write-ins for Line 23 from overflow page . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ................ 0 ................ 0 ................ 0 . . . . . . 6,975,036
2399. TOTALS (Lines 2301 through 2303 plus 2398) (Line 23 above) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67,905,259 ................ 0 . . . . 67,905,259 . . . . 44,522,993
2501. ACA 2016 Annual Assessment Fee . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... X X X .... ..... X X X .... ................ 0 . . . . 31,512,055
2502. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... X X X .... ..... X X X .... ................ 0 ................ 0
2503. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... X X X .... ..... X X X .... ................ 0 ................ 0
2598. Summary of remaining write-ins for Line 25 from overflow page . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... X X X .... ..... X X X .... ................ 0 ................ 0
2599. TOTALS (Lines 2501 through 2503 plus 2598) (Line 25 above) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... X X X .... ..... X X X .... ................ 0 . . . . 31,512,055
3001. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... X X X .... ..... X X X .... ................ 0 ................ 0
3002. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... X X X .... ..... X X X .... ................ 0 ................ 0
3003. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... X X X .... ..... X X X .... ................ 0 ................ 0
3098. Summary of remaining write-ins for Line 30 from overflow page . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... X X X .... ..... X X X .... ................ 0 ................ 0
3099. TOTALS (Lines 3001 through 3003 plus 3098) (Line 30 above) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... X X X .... ..... X X X .... ................ 0 ................ 0
Q3
STATEMENT OF REVENUE AND EXPENSES
Prior Year
Prior Year Ended
Current Year To Date To Date December 31
1 2 3 4
Uncovered Total Total Total
1. Member Months ........................................................................................ ...... XXX ...... . . . . . . . . . . 3,244,926 . . . . . . . . . . 2,863,217 . . . . . . . . . . 5,967,655
2. Net premium income (including $...............0 non-health premium income) .......................... ...... XXX ...... . . . . . 1,214,398,807 . . . . . 1,053,784,527 . . . . . 2,197,139,098
3. Change in unearned premium reserves and reserves for rate credits ............................... ...... XXX ...... . . . . . . . . . . . . 200,000 . . . . . . . . . . . . . . . . . . . 0 .......... (400,000)
4. Fee-for-service (net of $...............0 medical expenses) ............................................... ...... XXX ...... ................... 0 ................... 0 ................... 0
5. Risk revenue ............................................................................................ ...... XXX ...... ................... 0 ................... 0 ................... 0
6. Aggregate write-ins for other health care related revenues .......................................... ...... XXX ...... ................... 0 ................... 0 ................... 0
7. Aggregate write-ins for other non-health revenues ................................................... ...... XXX ...... ................... 0 ................... 0 ................... 0
8. Total revenues (Lines 2 to 7) ........................................................................... ...... XXX ...... . . . . . 1,214,598,807 . . . . . 1,053,784,527 . . . . . 2,196,739,098
Hospital and Medical:

9. Hospital/medical benefits ............................................................................... ................... 0 ....... 745,304,102 ....... 627,794,087 . . . . . 1,325,453,190
10. Other professional services ............................................................................ ................... 0 ....... 200,446,893 ....... 167,419,399 ....... 366,198,098
11. Outside referrals ........................................................................................ ................... 0 ................... 0 ................... 0 ................... 0
12. Emergency room and out-of-area ..................................................................... ................... 0 . . . . . . . . . . 6,952,652 . . . . . . . . 26,137,396 ........ 40,126,513
13. Prescription drugs ...................................................................................... ................... 0 . . . . . . . . . . 5,280,082 . . . . . . . . . . 3,182,543 . . . . . . . . . . 6,620,317
14. Aggregate write-ins for other hospital and medical ................................................... ................... 0 ................... 0 ................... 0 ................... 0
15. Incentive pool, withhold adjustments and bonus amounts ............................................ ................... 0 . . . . . . . . . . . . 332,797 . . . . . . . . . . . (52,121) . . . . . . . . . . 1,918,045
16. Subtotal (Lines 9 to 15) ................................................................................ ................... 0 ....... 958,316,526 ....... 824,481,304 . . . . . 1,740,316,163
Less:
17. Net reinsurance recoveries ............................................................................. ................... 0 ................... 0 ................... 0 ................... 0
18. Total hospital and medical (Lines 16 minus 17) ....................................................... ................... 0 ....... 958,316,526 ....... 824,481,304 . . . . . 1,740,316,163
19. Non-health claims (net) ................................................................................. ................... 0 ................... 0 ................... 0 ................... 0

20. Claims adjustment expenses, including $......29,485,978 cost containment expenses .............. ................... 0 ........ 51,115,496 ........ 54,955,475 ....... 109,775,251
21. General administrative expenses ...................................................................... ................... 0 ....... 138,039,747 ....... 116,097,219 ....... 219,795,154
22. Increase in reserves for life and accident and health contracts (including $...............0 increase
in reserves for life only) ................................................................................. ................... 0 ................... 0 ................... 0 ................... 0
23. Total underwriting deductions (Lines 18 through 22) ................................................. ................... 0 . . . . . 1,147,471,769 . . . . . . . 995,533,998 . . . . . 2,069,886,568
24. Net underwriting gain or (loss) (Lines 8 minus 23) .................................................... ...... XXX ...... ........ 67,127,038 ........ 58,250,529 ....... 126,852,530
25. Net investment income earned ........................................................................ ................... 0 . . . . . . . . . . 4,163,397 . . . . . . . . . . 2,701,794 . . . . . . . . . . 4,799,222
26. Net realized capital gains (losses) less capital gains tax of $...............0 ............................. ................... 0 .......... (907,597) . . . . . . . . . . . . 258,639 . . . . . . . . . . . . 596,093
27. Net investment gains or (losses) (Lines 25 plus 26) .................................................. ................... 0 . . . . . . . . . . 3,255,800 . . . . . . . . . . 2,960,433 . . . . . . . . . . 5,395,315
28. Net gain or (loss) from agents' or premium balances charged off [(amount recovered
$...............0) (amount charged off $...............0)] ...................................................... ................... 0 ................... 0 ................... 0 ................... 0
29. Aggregate write-ins for other income or expenses .................................................... ................... 0 ................... 0 ................... 0 ................... 0
30. Net income or (loss) after capital gains tax and before all other federal income taxes (Lines 24
plus 27 plus 28 plus 29) ................................................................................ ...... XXX ...... ........ 70,382,838 ........ 61,210,962 ....... 132,247,845
31. Federal and foreign income taxes incurred ............................................................ ...... XXX ...... ........ 23,221,670 ........ 20,836,044 ........ 57,035,301
32. Net income (loss) (Lines 30 minus 31) ................................................................ ...... XXX ...... ........ 47,161,168 ........ 40,374,918 ........ 75,212,544
0601. .......................................................................................................... ...... XXX ...... ................... 0 ................... 0 ................... 0
0602. .......................................................................................................... ...... XXX ...... ................... 0 ................... 0 ................... 0
0603. .......................................................................................................... ...... XXX ...... ................... 0 ................... 0 ................... 0
0698. Summary of remaining write-ins for Line 6 from overflow page ...................................... ...... XXX ...... ................... 0 ................... 0 ................... 0
0699. TOTALS (Lines 0601 through 0603 plus 0698) (Line 6 above) ...................................... ...... XXX ...... ................... 0 ................... 0 ................... 0
0701. .......................................................................................................... ...... XXX ...... ................... 0 ................... 0 ................... 0
0702. .......................................................................................................... ...... XXX ...... ................... 0 ................... 0 ................... 0
0703. .......................................................................................................... ...... XXX ...... ................... 0 ................... 0 ................... 0
0798. Summary of remaining write-ins for Line 7 from overflow page ...................................... ...... XXX ...... ................... 0 ................... 0 ................... 0
0799. TOTALS (Lines 0701 through 0703 plus 0798) (Line 7 above) ...................................... ...... XXX ...... ................... 0 ................... 0 ................... 0
1401. .......................................................................................................... ................... 0 ................... 0 ................... 0 ................... 0
1402. .......................................................................................................... ................... 0 ................... 0 ................... 0 ................... 0
1403. .......................................................................................................... ................... 0 ................... 0 ................... 0 ................... 0
1498. Summary of remaining write-ins for Line 14 from overflow page ..................................... ................... 0 ................... 0 ................... 0 ................... 0
1499. TOTALS (Lines 1401 through 1403 plus 1498) (Line 14 above) ..................................... ................... 0 ................... 0 ................... 0 ................... 0
2901. .......................................................................................................... ................... 0 ................... 0 ................... 0 ................... 0
2902. .......................................................................................................... ................... 0 ................... 0 ................... 0 ................... 0
2903. .......................................................................................................... ................... 0 ................... 0 ................... 0 ................... 0
2998. Summary of remaining write-ins for Line 29 from overflow page ..................................... ................... 0 ................... 0 ................... 0 ................... 0
2999. TOTALS (Lines 2901 through 2903 plus 2998) (Line 29 above) ..................................... ................... 0 ................... 0 ................... 0 ................... 0
Q4
STATEMENT OF REVENUE AND EXPENSES (Continued)

1 2 3
Prior Year
Current Year Prior Year Ended
To Date To Date December 31
CAPITAL & SURPLUS ACCOUNT
33. Capital and surplus prior reporting year . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....... 330,831,416 ....... 330,054,375 ....... 330,054,375
34. Net income or (loss) from Line 32 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ......... 47,161,168 ......... 40,374,918 ......... 75,212,544
35. Change in valuation basis of aggregate policy and claim reserves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0
36. Change in net unrealized capital gains (losses) less capital gains tax of $...............0 . . . . . . . .......... 3,038,484 ............ (69,200) .......... 1,338,448
37. Change in net unrealized foreign exchange capital gain or (loss) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0
38. Change in net deferred income tax . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....... (10,420,322) ........ (9,322,541) .......... 2,428,692
39. Change in nonadmitted assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ........ (1,817,372) ........ (1,273,341) ........ (1,402,643)
40. Change in unauthorized and certified reinsurance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0
41. Change in treasury stock . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0
42. Change in surplus notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ....... (17,000,000)
43. Cumulative effect of changes in accounting principles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0
44. Capital Changes:
44.1 Paid in . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0
44.2 Transferred from surplus (Stock Dividend) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0
44.3 Transferred to surplus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0
45. Surplus adjustments:
45.1 Paid in . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0
45.2 Transferred to capital (Stock Dividend) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0
45.3 Transferred from capital . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0
46. Dividends to stockholders . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ....... (59,800,000)
47. Aggregate write-ins for gains or (losses) in surplus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0
48. Net change in capital and surplus (Lines 34 to 47) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ......... 37,961,958 ......... 29,709,836 . . . . . . . . . . . . . 777,041
49. Capital and surplus end of reporting period (Line 33 plus 48) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....... 368,793,374 ....... 359,764,211 ....... 330,831,416
4701. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0
4702. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0
4703. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0
4798. Summary of remaining write-ins for Line 47 from overflow page . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0
4799. TOTALS (Lines 4701 through 4703 plus 4798) (Line 47 above) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0
Q5
Report #2A: TennCare Select Only
Current Year Previous Year
Current Period Year-to-Date Total Total
Member Months 218,733 439,769 744,786
Estimated Revenues:
1. TennCare Capitation 105,214,966 212,137,455 431,908,069
2. Investment - - -
3. Other Revenues - - -
4. Total Estimated Revenues (Lines 1 to 3) 105,214,966 212,137,455 431,908,069
Estimated Expenses:
Hospital and Medical (w/o Mental Health)
5. Capitated Physician Services 255,910 525,584 1,145,405
6. Fee-for Service Physician Services 11,769,553 23,689,022 49,229,461
7. Inpatient Hospital Services 14,405,602 29,267,293 64,142,338
8. Outpatient Hospital Services 8,813,814 17,767,293 37,676,211
9. Emergency Room Services (2,715) 5,905 4,380,237
10. Dental Services 16 16 348
11. Vision Services 112,952 234,204 470,989
12. Pharmacy Services - - -
13. Home Health Services 31,941,156 64,115,825 126,509,031
14. Chiropractic Services - - -
15. Radiology Services 338,326 637,079 1,217,488
16. Laboratory Services 223,053 445,634 1,006,424
17. Durable Medical Equipment Services 5,646,905 11,871,957 23,783,658
18. Transportation Services 1,149,541 2,343,039 4,717,196
19. Outside Referrals - - -
20. Medical Incentive Pool and Withhold Adj 4,809 16,738 206,650
21. Occupancy, Depreciation and Amortization - - -
22. Nursing Facility Care 275,622 383,167 351,293
23. HCBS Services 1,459 1,459 1,350
24. Other Medical and Hospital Services - Write-Ins 1,113,521 2,406,438 6,256,178
25. Subtotal Medical and Hospital (Lines 5 to 24) 76,049,524 153,710,653 321,094,257
Mental Health and Substance Abuse Services
26. Inpatient Psychiatric Facility Services 2,225,959 4,099,156 8,510,141
27. Inpatient Substance Abuse Treatment and Detox 23,429 140,725 309,883
28. Outpatient Mental Health Services 5,996,332 11,997,074 21,505,410
29. Outpatient Substance Abuse Treatment and Detox - - (10,599)
30. Housing/Residential Treatment 3,144,494 6,046,572 9,517,966
31. Specialized Crisis Services 300,401 607,127 1,126,111
32. Psychiatric Rehab and Support Services 116,230 203,237 358,285
33. Case Management 1,741,157 3,679,405 7,892,708
34. Forensics - - -
35. Other Judicial - - -
36. Pharmacy - - -
37. Lab Services 30,757 61,255 80,027
38. Transportation - - -
39. Medical Incentive Pool and Withhold Adjustments - - -
41. Other Mental Health and Substance Abuse Services 281,396 541,155 1,917,066
42. PCP and Specialist Servcies - - -
43. Other Mental Health Services - Write-Ins - - -
44. Subtotal MH & SAS (Lines 26 to 43) 13,860,155 27,375,706 51,206,998
45. Subtotal Hospital, Medical, MH&SAS (Lines 25 and 44) 89,909,679 181,086,359 372,301,255
LESS:
46. Net Reinsurance Recoveries Incurred - - -
47. Copayments 8,016 14,449 16,275
48. Subrogation and Coordination of Benefits - - 60,511
49. Subtotal Reinsurance, Copay, Subrogation (Lines 46 to 48) 8,016 14,449 76,786
50. Total Hospital, Medical, MH&SAS (Lines 45 and 49) 89,901,663 181,071,910 372,224,469
Administration:
51. Compensation 4,725,004 9,943,394 18,291,925
52. Marketing 21,956 46,205 84,999
53. Interest Expense - - -
54. Premium Tax Expense 6,312,898 12,728,247 24,877,407
55. Occupancy, Depreciation, and Amortization 320,114 673,655 1,239,260
56. Other Administration - Write-Ins 2,036,648 4,285,965 7,884,482
57. Total Administration Expenses (Lines 51 to 56) 13,416,620 27,677,466 52,378,073
58. Total Expenses (Lines 50 and 57) 103,318,283 208,749,376 424,602,542
59. Extraordinary Item - - -
60. Provision for Income Tax 748,098 637,263 2,685,705
61. Net Income (Loss) (Line 4 Less Lines 58, 59 and 60) 1,148,585 2,750,816 4,619,822
Write-Ins for Other Expense

Detail of Other Revenues
0301. - - -
0399. Total Other Revenues - - -
Detail of Other Medical and Hospital:
2201. PT/OT/ST, Supplies, Prosthetics, etc. 1,268,040 2,614,343 5,567,266
2202. Bad Debt Expense (154,519) (207,905) 688,912
2203. Out of Area Claims Expense - - -
2299. Total Other Medical and Hospital 1,113,521 2,406,438 6,256,178
Detail of Other MH & SAS:
4101. - - -
4102. - - -
4103. - - -
4199. Total Other MH & SAS - - -
Detail of Other Administration:
5601. Equipment Rental 849,179 1,787,030 3,287,429
5602. Legal Fees, Books, Board and Assoc. fees, Collection fees, etc. 377,739 794,922 1,462,342
5603. Auditing, Actuarial, and Other Consulting 304,315 640,408 1,178,099
5604. Outsourced Services 247,552 520,954 958,349
5605. Postage/Telephone 172,916 363,888 669,410
5606. Printing and Stationary 84,947 178,763 328,853
5699. Total Other Administration 2,036,648 4,285,965 7,884,482
5.1
Report #2A: BlueCare West Only
Member Months 461,978 916,003 1,766,682
Estimated Revenues:
2. Investment 590,822 940,413 1,612,713
3. Other Revenues (668,450) 12,731,579 17,982,486
Estimated Expenses:
5. Capitated Physician Services - - -
9. Emergency Room Services (186,020) 1,521,172 13,025,021
10. Dental Services - - -
11. Vision Services 122,244 252,545 467,948
15. Radiology Services 983,641 1,991,658 4,167,195
16. Laboratory Services 904,252 1,851,605 3,769,854
20. Medical Incentive Pool and Withhold Adj 52,487 87,372 423,586
22. Nursing Facility Care 21,462,390 41,999,698 95,626,543
23. HCBS Services 12,569,349 24,226,659 47,146,468
29. Outpatient Substance Abuse Treatment and Detox - - (10,310)
31. Specialized Crisis Services 426,637 864,622 1,717,280
32. Psychiatric Rehab and Support Services 292,440 503,031 1,142,366
33. Case Management 1,244,415 2,514,451 6,160,117
34. Forensics - - -
36. Pharmacy - - -
37. Lab Services 45,977 76,104 96,358
41. Other Mental Health and Substance Abuse Services 210,184 303,235 698,068
LESS:
47. Copayments 8,651 17,369 39,495
48. Subrogation and Coordination of Benefits - - (1,504)
50. Total Hospital, Medical, MH&SAS, (Lines 45 and 49) 125,517,041 241,864,729 494,253,902
Administration:
51. Compensation 8,252,986 16,795,075 34,975,095
52. Marketing 38,350 78,043 162,522
53. Health Insurer Fee (408,423) 7,778,995 10,814,411
55. Occupancy, Depreciation, and Amortization 559,131 1,137,850 2,369,529
59. Extraordinary Item -
60. Provision for Income Tax 2,769,846 5,629,059 17,820,032
61. Net Income (Loss) (Line 4 Less Lines 58, 59 and 60) (139,919) 11,132,964 20,978,628

0301. Insurer Provider Revenue (668,450) 12,731,579 17,699,527
0302. Pay-for-Performance Bonus - - 282,959
0399. Total Other Revenues (668,450) 12,731,579 17,982,486
2202. Bad Debt Expense 30,351 (108,944) 284,278
2203. Out of Area Claims Expense - - (89)
4101. - - -
4102. - - -
4103. - - -
5601. Equipment Rental 1,483,231 3,018,418 6,285,737
5602. Legal Fees, Books, Board and Assoc. fees, Collection fees, etc. 659,783 1,342,677 2,796,073
5603. Auditing, Actuarial, and Other Consulting 531,537 1,081,693 2,252,584
5604. Outsourced Services 432,389 879,925 1,832,412
5605. Postage/Telephone 302,025 614,631 1,279,946
5.2
Report #2A: BlueCare East Only
Member Months 626,360 1,245,163 2,308,193
Estimated Revenues:
2. Investment 804,058 1,282,194 2,093,614
3. Other Revenues (1,108,577) 19,305,205 25,119,537
Estimated Expenses:
9. Emergency Room Services (204,559) 1,761,595 12,098,387
10. Dental Services 3,859 6,118 8,168
11. Vision Services 159,358 340,166 665,412
15. Radiology Services 1,468,350 3,074,159 5,616,374
16. Laboratory Services 1,096,772 2,508,669 6,354,609
20. Medical Incentive Pool and Withhold Adj 164,225 241,144 1,194,818
22. Nursing Facility Care 28,311,020 56,923,665 124,613,020
23. HCBS Services 9,967,261 19,460,627 37,679,867
29. Outpatient Substance Abuse Treatment and Detox - - -
31. Specialized Crisis Services 773,753 1,535,542 2,721,849
32. Psychiatric Rehab and Support Services 786,996 1,317,508 2,133,848
33. Case Management 3,520,659 7,115,915 14,140,823
34. Forensics - - -
36. Pharmacy - - -
37. Lab Services 60,259 110,476 164,803
LESS:
47. Copayments 19,618 38,723 78,694
48. Subrogation and Coordination of Benefits - - 2,561
Administration:
51. Compensation 10,430,284 21,396,478 44,430,557
52. Marketing 48,467 99,426 206,461
53. Health Insurer Fee (677,341) 11,795,480 15,213,006

0301. Insurer Provider Revenue (1,108,577) 19,305,205 24,898,537
0302. Pay-for-Performance Bonus - - 221,000
0399. Total Other Revenues (1,108,577) 19,305,205 25,119,537
2202. Bad Debt Expense 109,325 (46,951) 416,716
4101. - - -
4102. - - -
4103. - - -
5604. Outsourced Services 546,463 1,121,003 2,327,802
5.3
Report #2A: BlueCare Middle Only
Member Months 518,354 1,023,122 1,822,136
Estimated Revenues:
2. Investment 668,045 1,062,272 1,710,498
3. Other Revenues (725,234) 15,835,407 -
Estimated Expenses:
9. Emergency Room Services 505,896 3,628,660 13,692,822
10. Dental Services 1,473 1,053 1,976
11. Vision Services 216,501 362,769 450,960
15. Radiology Services 2,754,781 4,533,848 5,701,213
16. Laboratory Services 1,121,026 1,938,368 3,000,499
20. Medical Incentive Pool and Withhold Adj 6,231 (20,250) 33,815
22. Nursing Facility Care (28,246,510) 7,484,109 111,157,301
23. HCBS Services (5,978,962) 728,817 15,932,771
27. Inpatient Substance Abuse Treatment and Detox 784,657 1,041,627 1,118,947
31. Specialized Crisis Services 1,083,154 2,050,062 3,314,610
32. Psychiatric Rehab and Support Services 782,206 1,197,046 1,380,360
33. Case Management 2,353,972 3,647,206 5,068,017
34. Forensics - - -
36. Pharmacy - - -
37. Lab Services 72,361 100,011 99,072
LESS:
47. Copayments 9,465 19,307 39,080
48. Subrogation and Coordination of Benefits - - -
Administration:
51. Compensation 8,547,409 17,194,413 32,766,691
52. Marketing 39,718 79,899 152,260
53. Health Insurer Fee (443,118) 9,675,434 -
59. Extraordinary Item -

0301. Insurer Provider Revenue (725,234) 15,835,407 -
0302. Pay-for-Performance Bonus - - -
0399. Total Other Revenues (725,234) 15,835,407 -
2202. Bad Debt Expense 49,857 214,181 26,902
4101. - - -
4102. - - -
4103. - - -
5604. Outsourced Services 447,815 900,848 1,716,710
5.4
Report #2A: CoverKids Plan Only
Member Months 215,533 432,724
Estimated Revenues:
1. CoverKids Revenue 40,128,176 78,616,479 -
2. Investment - - -
3. Other Revenues - - -
4. Total Estimated Revenues (Lines 1 to 3) 40,128,176 78,616,479 -
Estimated Expenses:
6. Fee-for Service Physician Services 11,695,148 23,372,052 -
7. Inpatient Hospital Services 8,029,471 15,187,283 -
8. Outpatient Hospital Services 4,110,730 7,521,748 -
9. Emergency Room Services - - -
10. Dental Services 71,432 123,297 -
11. Vision Services 211,440 472,550 -
12. Pharmacy Services 6,381,994 13,255,155 -
13. Home Health Services 67,706 136,771 -
15. Radiology Services 241,568 487,077 -
16. Laboratory Services 220,683 426,663 -
17. Durable Medical Equipment Services 189,246 370,279 -
18. Transportation Services 54,954 94,051 -
20. Medical Incentive Pool and Withhold Adj - - -
22. Nursing Facility Care - -
23. HCBS Services - -
24. Other Medical and Hospital Services - Write-Ins 919,342 1,822,492 -
25. Subtotal Medical and Hospital (Lines 5 to 24) 32,193,714 63,269,418 -
26. Inpatient Psychiatric Facility Services - - -
27. Inpatient Substance Abuse Treatment and Detox - - -
28. Outpatient Mental Health Services - - -
30. Housing/Residential Treatment - - -
31. Specialized Crisis Services - - -
32. Psychiatric Rehab and Support Services - - -
33. Case Management - - -
34. Forensics - - -
36. Pharmacy - - -
37. Lab Services - - -
41. Other Mental Health and Substance Abuse Services - - -
44. Subtotal MH & SAS (Lines 26 to 43) - - -
45. Subtotal Hospital, Medical, MH&SAS (Lines 25 and 44) 32,193,714 63,269,418 -
LESS:
47. Copayments 519,791 1,335,700 -
48. Subrogation and Coordination of Benefits - - -
49. Subtotal Reinsurance, Copay, Subrogation (Lines 46 to 48) 519,791 1,335,700 -
50. Total Hospital, Medical, MH&SAS (Lines 45 and 49) 31,673,923 61,933,718 -
Administration:
51. Compensation 2,920,199 5,111,206 -
52. Marketing 13,570 23,751 -
53. Interest Expense 10,013 16,537 -
54. Premium Tax Expense 2,407,691 4,716,989 -
55. Occupancy, Depreciation, and Amortization 197,841 346,279 -
56. Other Administration - Write-Ins 1,258,711 2,203,115 -
57. Total Administration Expenses (Lines 51 to 56) 6,808,025 12,417,877 -
58. Total Expenses (Lines 50 and 57) 38,481,948 74,351,595 -
60. Provision for Income Tax 996,790 802,181 -
61. Net Income (Loss) (Line 4 Less Lines 58, 59 and 60) 649,438 3,462,703 -

0301. - - -
0399. Total Other Revenues - - -
2201. PT/OT/ST, Supplies, Prosthetics, etc. 919,342 1,822,492 -
2202. Bad Debt Expense - - -
2299. Total Other Medical and Hospital 919,342 1,822,492 -
4101. - - -
4102. - - -
4103. - - -
5401. Equipment Rental 524,819 918,588 -
5402. Legal Fees, Books, Board and Assoc. fees, Collection fees, etc. 233,455 408,615 -
5403. Auditing, Actuarial, and Other Consulting 188,076 329,189 -
5404. Outsourced Services 152,995 267,785 -
5405. Postage/Telephone 106,867 187,049 -
5406. Printing and Stationary 52,499 91,889 -
5499. Total Other Administration 1,258,711 2,203,115 -
5.5
CASH FLOW
1 2 3
Current Prior Prior
Year Year Year Ended
To Date To Date December 31
Cash from Operations
1. Premiums collected net of reinsurance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ......... 961,074,198 ......... 856,498,859 ....... 2,218,903,205
2. Net investment income . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ............ 6,214,492 ............ 4,726,404 ........... 10,041,793
3. Miscellaneous income . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....................... 0 ....................... 0 ....................... 0
4. TOTAL (Lines 1 to 3) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ......... 967,288,690 ......... 861,225,263 ....... 2,228,944,998
5. Benefit and loss related payments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ......... 940,034,234 ......... 792,504,596 ....... 1,710,112,318
6. Net transfers to Separate Accounts, Segregated Accounts and Protected Cell Accounts . . . . . . . . . . . ....................... 0 ....................... 0 ....................... 0
7. Commissions, expenses paid and aggregate write-ins for deductions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ......... 185,958,057 ......... 175,966,482 ......... 339,871,563
8. Dividends paid to policyholders . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....................... 0 ....................... 0 ....................... 0
9. Federal and foreign income taxes paid (recovered) net of $...............0 tax on capital gains
(losses) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ........... 23,221,670 ........... 20,836,044 ........... 57,060,635
10. TOTAL (Lines 5 through 9) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....... 1,149,213,961 ......... 989,307,122 ....... 2,107,044,516
11. Net cash from operations (Line 4 minus Line 10) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (181,925,271) . . . . . . . . (128,081,859) . . . . . . . . . 121,900,482
Cash from Investments
12. Proceeds from investments sold, matured or repaid:
12.1 Bonds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ......... 124,803,877 ......... 105,337,356 ......... 220,479,615
12.2 Stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ........... 11,789,386 ................ 15,341 ........... 15,847,871
12.3 Mortgage loans . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....................... 0 ....................... 0 ....................... 0
12.4 Real estate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....................... 0 ....................... 0 ....................... 0
12.5 Other invested assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....................... 0 ....................... 0 ....................... 0
12.6 Net gains or (losses) on cash, cash equivalents and short-term investments . . . . . . . . . . . . . . . ....................... 0 ....................... 0 ....................... 0
12.7 Miscellaneous proceeds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ............... 802,709 ............ 7,666,369 ............... 786,448
12.8 TOTAL investment proceeds (Lines 12.1 to 12.7) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ......... 137,395,972 ......... 113,019,066 ......... 237,113,933
13. Cost of investments acquired (long-term only):
13.1 Bonds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ......... 130,652,857 ......... 129,235,588 ......... 235,831,957
13.2 Stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ........... 28,706,184 ........... 19,949,203 ........... 46,041,366
13.3 Mortgage loans . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....................... 0 ....................... 0 ....................... 0
13.4 Real estate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....................... 0 ....................... 0 ....................... 0
13.5 Other invested assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....................... 0 ....................... 0 ....................... 0
13.6 Miscellaneous applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ............ 2,157,204 .................. 3,545 ............... 417,675
13.7 TOTAL investments acquired (Lines 13.1 to 13.6) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ......... 161,516,245 ......... 149,188,336 ......... 282,290,998
14. Net increase (or decrease) in contract loans and premium notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....................... 0 ....................... 0 ....................... 0
15. Net cash from investments (Line 12.8 minus Line 13.7 and Line 14) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ......... (24,120,273) ......... (36,169,270) ......... (45,177,065)
Cash from Financing and Miscellaneous Sources
16. Cash provided (applied):
16.1 Surplus notes, capital notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....................... 0 ....................... 0 ......... (17,000,000)
16.2 Capital and paid in surplus, less treasury stock . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....................... 0 ....................... 0 ....................... 0
16.3 Borrowed funds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....................... 0 ....................... 0 ....................... 0
16.4 Net deposits on deposit-type contracts and other insurance liabilities . . . . . . . . . . . . . . . . . . . . . . . . ....................... 0 ....................... 0 ....................... 0
16.5 Dividends to stockholders . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....................... 0 ....................... 0 ........... 59,800,000
16.6 Other cash provided (applied) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ........... 23,259,044 ........... 20,218,743 ........... 12,609,154
17. Net cash from financing and miscellaneous sources (Line 16.1 through 16.4 minus Line 16.5
plus Line 16.6) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ........... 23,259,044 ........... 20,218,743 ......... (64,190,846)
RECONCILIATION OF CASH, CASH EQUIVALENTS AND SHORT-TERM INVESTMENTS
18. Net change in cash, cash equivalents and short-term investments (Line 11, plus Lines 15 and
17) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (182,786,500) . . . . . . . . (144,032,386) . . . . . . . . . . . 12,532,571
19. Cash, cash equivalents and short-term investments:
19.1 Beginning of year . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ......... 359,611,709 ......... 347,079,138 ......... 347,079,138
19.2 End of period (Line 18 plus Line 19.1) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 176,825,209 . . . . . . . . . 203,046,752 ......... 359,611,709
Note: Supplemental Disclosures of Cash Flow Information for Non-Cash Transactions:
20.0001 .................................................................................................................... ....................... 0 ....................... 0 ....................... 0
Q6
EXHIBIT OF PREMIUMS, ENROLLMENT AND UTILIZATION

1 Comprehensive (Hospital & Medical) 4 5 6 7 8 9 10
2 3 Federal
Medicare Vision Dental Employees Health Title XVIII Title XIX
Total Individual Group Supplement Only Only Benefit Plan Medicare Medicaid Other
Total Members at end of:
1. Prior Year ................................................ ................ 528,569 ................... 0 ................... 0 .................0 .................0 .................0 ................... 0 ............ 8,780 ......... 519,789 .................0
2. First Quarter ............................................. ................ 538,871 ................... 0 ................... 0 .................0 .................0 .................0 ................... 0 ............ 9,892 ......... 528,979 .................0
3. Second Quarter ......................................... ................ 549,428 ................... 0 ................... 0 .................0 .................0 .................0 ................... 0 .......... 11,056 ......... 538,372 .................0
4. Third Quarter ............................................ ....................... 0 ................... 0 ................... 0 .................0 .................0 .................0 ................... 0 .................0 .................0 .................0
5. Current Year ............................................ ....................... 0 ................... 0 ................... 0 .................0 .................0 .................0 ................... 0 .................0 .................0 .................0
6. Current Year Member Months . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,244,926 . . . . . . . . . . . . . . . . . . . 0 ................... 0 .................0 .................0 .................0 ................... 0 .......... 60,637 ....... 3,184,289 .................0
Total Member Ambulatory Encounters for Period:
7. Physician . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,557,729 . . . . . . . . . . . . . . . . . . . 0 ................... 0 .................0 .................0 .................0 ................... 0 ......... 134,174 ....... 2,423,555 .................0
Q7
8. Non-Physician ........................................... ................ 222,411 ................... 0 ................... 0 .................0 .................0 .................0 ................... 0 .......... 11,667 ......... 210,744 .................0
9. Total . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,780,140 . . . . . . . . . . . . . . . . . . . 0 ................... 0 .................0 .................0 .................0 ................... 0 ......... 145,841 ....... 2,634,299 .................0
10. Hospital Patient Days Incurred ......................... ................ 181,979 ................... 0 ................... 0 .................0 .................0 .................0 ................... 0 .......... 13,059 ......... 168,920 .................0
11. Number of Inpatient Admissions ....................... ................. 25,016 ................... 0 ................... 0 .................0 .................0 .................0 ................... 0 ............ 1,392 .......... 23,624 .................0
12. Health Premiums Written (a) ........................... ......... 1,214,398,807 ................... 0 ................... 0 .................0 .................0 .................0 ................... 0 ..... 68,733,879 .. 1,145,664,928 .................0
13. Life Premiums Direct .................................... ....................... 0 ................... 0 ................... 0 .................0 .................0 .................0 ................... 0 .................0 .................0 .................0
14. Property/Casualty Premiums Written .................. ....................... 0 ................... 0 ................... 0 .................0 .................0 .................0 ................... 0 .................0 .................0 .................0
15. Health Premiums Earned ............................... ......... 1,214,598,807 ................... 0 ................... 0 .................0 .................0 .................0 ................... 0 ..... 68,933,879 .. 1,145,664,928 .................0
16. Property/Casualty Premiums Earned .................. ....................... 0 ................... 0 ................... 0 .................0 .................0 .................0 ................... 0 .................0 .................0 .................0
17. Amount Paid for Provision of Health Care Services ... ........... 939,447,068 ................... 0 ................... 0 .................0 .................0 .................0 ................... 0 ..... 57,658,555 .... 881,788,513 .................0
18. Amount Incurred for Provision of Health Care
Services ................................................. ........... 958,316,526 ................... 0 ................... 0 .................0 .................0 .................0 ................... 0 ..... 58,184,101 .... 900,132,425 .................0
(a) For health premiums written: amount of Medicare Title XVIII exempt from state taxes or fees $......68,733,879.
CLAIMS UNPAID AND INCENTIVE POOL, WITHHOLD AND BONUS (Reported and Unreported)
Aging Analysis of Unpaid Claims
1 2 3 4 5 6 7
Account 1 - 30 Days 31 - 60 Days 61 - 90 Days 91 - 120 days Over 120 Days Total
0199999 Individually Listed Claims Unpaid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . . . . . 0 ....................... 0
0299999 Aggregate Accounts Not Individually Listed - Uncovered . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . . . . . 0 ....................... 0
0399999 Aggregate Accounts Not Individually Listed - Covered . . . . . . . . . . . . . . . . . . . . . 5,895,868 . . . . . . . . . . . . 3,647,766 . . . . . . . . . . . . 2,466,706 . . . . . . . . . . . . 1,044,208 . . . . . . . . . . . . . . . 458,873 . . . . . . . . . . . 13,513,421
0499999 Subtotals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,895,868 . . . . . . . . . . . . 3,647,766 . . . . . . . . . . . . 2,466,706 . . . . . . . . . . . . 1,044,208 . . . . . . . . . . . . . . . 458,873 . . . . . . . . . . . 13,513,421
0599999 Unreported claims and other claim reserves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198,874,108
0699999 Total Amounts Withheld . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....................... 0
0799999 Total Claims Unpaid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 212,387,529
0899999 Accrued Medical Incentive Pool And Bonus Amounts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 436,214
Q8
UNDERWRITING AND INVESTMENT EXHIBIT
ANALYSIS OF CLAIMS UNPAID-PRIOR YEAR-NET OF REINSURANCE
5 6
Liability
Claims End of
Paid Year to Date Current Quarter
1 2 3 4 Estimated Claim
Reserve and
On On On On Claim
Line Claims Incurred Claims Incurred Claims Unpaid Claims Incurred Claims Incurred Liability
of Prior to January 1 During the Dec 31 of During the in Prior Years Dec 31 of
Business of Current Year Year Prior Year Year (Columns 1+3) Prior Year
1. Comprehensive (hospital & medical) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 ....................... 0 ....................... 0 ....................... 0 ....................... 0 ....................... 0
2. Medicare Supplement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 ....................... 0 ....................... 0 ....................... 0 ....................... 0 ....................... 0
3. Dental only . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 ....................... 0 ....................... 0 ....................... 0 ....................... 0 ....................... 0
4. Vision only . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 ....................... 0 ....................... 0 ....................... 0 ....................... 0 ....................... 0
5. Federal Employees Health Benefits Plan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 ....................... 0 ....................... 0 ....................... 0 ....................... 0 ....................... 0
6. Title XVIII - Medicare . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10,572,327 . . . . . . . . . . . 47,086,228 . . . . . . . . . . . . . (115,671) . . . . . . . . . . . 12,850,563 . . . . . . . . . . . 10,456,656 . . . . . . . . . . . . 9,834,456
7. Title XIX - Medicaid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167,346,794 . . . . . . . . . 714,441,719 . . . . . . . . . . . . 2,729,679 . . . . . . . . . 196,922,958 . . . . . . . . . 170,076,473 . . . . . . . . . 180,642,049
8. Other health . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 ....................... 0 ....................... 0 ....................... 0 ....................... 0 ....................... 0
9. Health subtotal (Lines 1 to 8) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177,919,121 . . . . . . . . . 761,527,947 . . . . . . . . . . . . 2,614,008 . . . . . . . . . 209,773,521 . . . . . . . . . 180,533,129 . . . . . . . . . 190,476,505
10. Healthcare receivables (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 552,995 . . . . . . . . . . . . 5,565,301 . . . . . . . . . . . . . . . . 45,095 . . . . . . . . . . . . . . . 933,331 . . . . . . . . . . . . . . . 598,090 . . . . . . . . . . . . 3,722,359
11. Other non-health . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 ....................... 0 ....................... 0 ....................... 0 ....................... 0 ....................... 0
Q9
12. Medical incentive pools and bonus amounts . . . . . . . . . . . . . . . . . . . . . . . . . . . 170,589 . . . . . . . . . . . . . . . 420,577 ....................... 0 . . . . . . . . . . . . . . . 436,214 . . . . . . . . . . . . . . . 170,589 . . . . . . . . . . . . . . . 694,583
13. Totals (Lines 9 - 10 + 11 + 12) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177,536,715 . . . . . . . . . 756,383,223 . . . . . . . . . . . . 2,568,913 . . . . . . . . . 209,276,404 . . . . . . . . . 180,105,628 . . . . . . . . . 187,448,729
(a) Excludes $...............0 loans or advances to providers not yet expensed.
Notes to Financial Statement
1. Summary of Significant Accounting Policies and Going Concern
A. The accompanying financial statements of Volunteer State Health Plan, Inc. (VSHP or the Company), doing business as
BlueCare Tennessee, are presented on the basis of accounting practices prescribed or permitted by the Tennessee
Department of Commerce and Insurance (TDCI).
The TDCI recognizes only statutory accounting practices prescribed or permitted by the State of Tennessee for
determining and reporting the financial condition and results of operations of an insurance company. The National
Association of Insurance Commissioners’ (NAIC) Accounting Practices and Procedures Manual has been adopted as a
component of prescribed practices by the State of Tennessee. Prescribed accounting practices are those practices which
are incorporated directly or by reference to state laws, regulations and general administrative rules applicable to all
insurance enterprises domiciled in Tennessee. Permitted accounting practices include deviations from NAIC Statutory
Accounting Principles (SAP) specifically requested by an insurer and granted by the TDCI.
Tennessee Code Annotated (T.C.A.) § 56-3-303, Authorized Investments, prescribes limits on the admission of equity
investments according to criteria measuring both the concentration and earnings quality of such assets. As of June 30,
2016 and December 31, 2015, no equity investments were excluded from Admitted Assets under the concentration test
formula developed in accordance with T.C.A. § 56-3-303 and the TDCI.
T.C.A. § 56-3-303 prescribes that bonds with a NAIC Securities Valuation Office (SVO) rating of 4, 5 or 6 shall not be
reported as admitted assets. At the request of the Company, effective June 30, 2016, the TDCI has permitted an
exception to this prescribed practice whereby the Company can admit bonds with an SVO rating of 4 to the extent those
bonds do not exceed 3% of admitted assets. As of June 30, 2016 and December 31, 2015, $0 and $315,250 respectively,
in level 4 bonds were excluded from Admitted Assets on page 2, line 1 as a result of the prescribed practice.
T.C.A. § 56-1-405, Assets Allowable as Credits in Account of Financial Condition, prescribes that receivables due from
a parent shall not be reported as admitted assets by an affiliate. At the request of the Company, the TDCI has permitted
an exception to this prescribed practice whereby the Company can admit receivables from the parent company,
BlueCross BlueShield of Tennessee (BCBST). As of June 30, 2016 and December 31, 2015, the Company had no
receivables from BCBST.
The Company has accepted the risk for uninsured claims overpayments for which the Company determined the State of
Tennessee was not responsible. At the direction of the TDCI, the Company records uninsured claims overpayments as
claims expense rather than including in general administrative expense as required by NAIC SAP.
At the direction of the TDCI, the Company does not report the receivables and associated payables related to premium
taxes for Administrative Services Only (ASO) plans. This treatment was effective in 2003 and has no impact on net
income or surplus.
At the direction of the TDCI, the Company discloses gross transactions with the affiliates listed on Schedule Y of the
Annual Statement. This treatment has no impact on net income or surplus.
A reconciliation of the Company’s net income and surplus between NAIC SAP and practices prescribed and permitted
by the State of Tennessee is as follows:
State of SSAP F/S F/S Line June 30, December 31,

Domicile # Page # 2016 2015
NET INCOME
(1) VSHP state basis TN $ 47,161,168 $ 75,212,544
(2) State prescribed practices that (increase)/decrease NAIC SAP: TN 0 0
(3) State permitted practices that (increase)/decrease NAIC SAP: TN 0 0
(4) NAIC SAP (1-2-3=4) TN $ 47,161,168 $ 75,212,544
SURPLUS
(5) VSHP state basis TN $ 368,793,374 $ 330,831,416
(6) State prescribed practices that (increase)/decrease NAIC SAP:
Investments non-admitted under T.C.A § 56-3-303 TN 26 2 1 0 (315,250)
(7) State permitted practices that (increase)/decrease NAIC SAP: TN 0 0
(8) NAIC SAP (5-6-7=8) TN $ 368,793,374 $ 331,146,666
B. No Change
C. (1)-(5) No Change
(6) Loan-backed securities are stated at amortized cost net of principal pay downs. The adjustment methodology for
loan-backed securities is prospective. Prepayment assumptions for loan-backed securities and structured
securities were obtained from Bloomberg, the bond portfolio managers and the custodian. The assumptions are
consistent with current interest rates and the current economic environment.
(7)-(13) No Change
D. Management has assessed the Company’s ability to continue as a going concern and noted no issues.
2. Accounting Changes and Corrections of Errors

No Change
Q10
3. Business Combinations and Goodwill
A. No Change
B. No Change
C. No Change
D. No Change
4. Discontinued Operations
A. No Change
B. No Change
C. No Change
D. No Change
5. Investments
A. No Change
B. No Change
C. No Change
D. (1) Prepayment assumptions for loan-backed securities are consistent with current market and economic conditions
and were obtained from Bloomberg, bond portfolio managers, pricing services and custodians. Fair values are
obtained from custodians using actual market quotes, if available, or matrix pricing of securities with similar
terms.
(2) The Company did not recognize other-than-temporary-impairments (OTTI) on loan-backed securities which it had
the intent to sell, or inability or lack of intent to retain the investment in the security for a period of time sufficient
to recover the amortized cost basis as of June 30, 2016.
(3) The recognized OTTI on loan-backed securities based solely on the fact that the present value of the expected
cash flows was less than the amortized cost basis of the securities during the six months ended June 30, 2016 is as
follows:
Book/Adjusted Date of
Carrying Value Financial
Amortized Cost Present Value Amortized Statement
Before Current of Projected Recognized Cost After Fair Value at Where
CUSIP Period OTTI Cash Flows OTTI OTTI Time of OTTI Reported
64829FAA9 $ 443,038 $ 389,168 $ 53,870 $ 389,168 $ 430,000 3/31/2016
Total $ 53,870
(4) Aggregate unrealized losses and related fair value of loan-backed securities where fair value was less than
amortized cost at June 30, 2016 and for which OTTI has not been recognized is as follows:
a. The aggregate amount of unrealized losses:

1. Less than 12 months $ 56,492
2. 12 months or longer $ 45,480
b. The aggregate related fair value of securities with unrealized losses:

1. Less than 12 months $ 16,355,587
2. 12 months or longer $ 7,554,796
(5) On a quarterly basis, management uses a variety of methods and procedures, both quantitative and qualitative, to
review and analyze the Company’s investment portfolio to identify securities that management believes to be
other-than-temporarily impaired.
E. The Company had no repurchase agreements or securities lending transactions as of June 30, 2016.
F. No Change
G. No Change
H. No Change
I. The Company had no working capital finance investments as of June 30, 2016.
J. The Company did not offset any derivative, repurchase, reverse repurchase, securities borrowing or securities lending
assets and liabilities as of June 30, 2016.
K. No Change
Q10.1
6. Joint Ventures, Partnerships and Limited Liability Companies
A. No Change
B. No Change
7. Investment Income
A. No Change
B. No Change
8. Derivative Instruments
A. No Change
B. No Change
C. No Change
D. No Change
E. No Change
F. No Change
9. Income Taxes
The application of SSAP No. 101, Income Taxes, requires a company to evaluate the recoverability of its deferred tax asset (DTA)
and to establish a valuation allowance, if necessary, to reduce the DTA to an amount which is more likely than not to be realized.
Considerable judgment is required in determining whether a valuation allowance is necessary, and if so, the amount of such
valuation allowance. In evaluating the need for a valuation allowance the Company considers many factors, including: (1) the
nature of DTAs and deferred tax liabilities (DTLs); (2) whether they are ordinary or capital; (3) the timing of their reversal; (4)
taxable income in prior carryback years as well as projected taxable earnings exclusive of reversing temporary differences and
carryforwards; (5) the length of time that carryovers can be utilized; (6) unique tax rules that would impact the utilization of the
DTAs; and (7) tax planning strategies that the Company would employ to avoid a tax benefit from expiring unused. Management
believes it is more likely than not that the DTA will be realized. Accordingly, the Company has not recorded a valuation allowance
as of June 30, 2016.
A. The components of the net DTA recognized in the Company’s balance sheet as of June 30, 2016 and December 31, 2015
are as follows:
1. 6 / 3 0 / 2 0 16 12 / 3 1/2 0 15 Chang e
1 2 3 4 5 6 7 8 9
(Co l 1 + 2 ) (Co l 4 +5) (Co l 1 – 4 ) (Co l 2 – 5) (Co l 7+8 )

Ord inary Cap it al To tal Ord inary Cap ital To tal Ord inary Cap ital To t al
(a) Gro s s DTA $ 7,8 18 ,111 $ 2 3 0 ,6 11 $ 8 ,0 4 8 ,72 2 $18 ,73 4 ,0 54 $ 2 6 2 ,0 4 5 $18 ,9 9 6 ,0 9 9 $(10 ,9 15,9 4 3 ) $ (3 1,4 3 4 ) $ (10 ,9 4 7,3 77)
(b ) Statut o ry valuat io n allo wance 0 0 0 0 0 0 0 0 0
(c) Ad jus t ed g ro s s DTA (1a – 1b ) 7,8 18 ,111 2 3 0 ,6 11 8 ,0 4 8 ,72 2 18 ,73 4 ,0 54 2 6 2 ,0 4 5 18 ,9 9 6 ,0 9 9 (10 ,9 15,9 4 3 ) (3 1,4 3 4 ) (10 ,9 4 7,3 77)
(d ) DTA no nad mitt ed 0 0 0 16 7,0 58 0 16 7,0 58 (16 7,0 58 ) 0 (16 7,0 58 )
(e) Sub t o t al net ad mitt ed DTA (1c – 7,8 18 ,111 2 3 0 ,6 11 8 ,0 4 8 ,72 2 18 ,56 6 ,9 9 6 2 6 2 ,0 4 5 18 ,8 2 9 ,0 4 1 (10 ,74 8 ,8 8 5) (3 1,4 3 4 ) (10 ,78 0 ,3 19 )
1d )
(f) DTL 0 0 0 0 52 7,0 55 52 7,0 55 0 (52 7,0 55) (52 7,0 55)
(g ) Net ad mit ted DTA / (Net DTL)
(1e – 1f) $ 7,8 18 ,111 $ 2 3 0 ,6 11 $ 8 ,0 4 8 ,72 2 $18 ,56 6 ,9 9 6 $ (2 6 5,0 10 ) $ 18 ,3 0 1,9 8 6 $(10 ,74 8 ,8 8 5) $ 4 9 5,6 2 1 $ (10 ,2 53 ,2 6 4 )
2.
Ad mis s io n calculatio n co mp o nent s (SSAP No . 10 1)
(a) Fed eral inco me taxes p aid in p rio r

years reco verab le t hro ug h lo s s
carryb acks $ 7,8 18 ,111 $ 2 3 0 ,6 11 $ 8 ,0 4 8 ,72 2 $ 18 ,150 ,2 79 $ 151,70 7 $ 18 ,3 0 1,9 8 6 $ (10 ,3 3 2 ,16 8 ) $ 78 ,9 0 4 $ (10 ,2 53 ,2 6 4 )
(b ) Ad jus ted g ro s s DTA exp ected t o

b e realized (exclud ing t he amo unt o f
DTA fro m 2 (a) ab o ve) after
ap p licatio n o f the t hres ho ld limitat io n
(the les s er o f 2 (b )1 and 2 (b )2 b elo w) 0 0 0 0 0 0 0 0 0
1. Ad jus t ed g ro s s DTA exp ected

t o b e realized fo llo wing t he b alance
s heet d at e 0 0 0 0 0 0 0 0 0
2 . Ad jus t ed g ro s s DTA allo wed

p er limitatio n t hres ho ld xxx xxx 54 ,111,6 9 8 xxx xxx 4 6 ,8 79 ,4 14 xxx xxx 7,2 3 2 ,2 8 4
(c) Ad jus ted g ro s s DTA (exclud ing

t he amo unt o f DTA fro m 2 (a) and 2 (b )
ab o ve) o ffs et b y g ro s s DTL 0 0 0 4 16 ,717 110 ,3 3 8 52 7,0 55 (4 16 ,717) (110 ,3 3 8 ) (52 7,0 55)
(d ) DTA ad mitted as the res ult o f

ap p licatio n o f SSAP No . 10 1 (To t al
(2 (a) + 2 (b ) + 2 (c)) $ 7,8 18 ,111 $ 2 3 0 ,6 11 $ 8 ,0 4 8 ,72 2 $ 18 ,56 6 ,9 9 6 $ 2 6 2 ,0 4 5 $ 18 ,8 2 9 ,0 4 1 $ (10 ,74 8 ,8 8 5) $ (3 1,4 3 4 ) $ (10 ,78 0 ,3 19 )
3. No Change
Q10.2
4. 6/30/2016 12/31/2015 Change
1 2 3 4 5 6
(Col 1-3) (Col 2-4)
Impact of T ax-Planning Strategies Ordinary Capital Ordinary Capital Ordinary Capital
(a) Determination of adjusted gross DT A and net

admitted DT A, by tax character, as a percentage
1. Adjusted gross DT As amount from Note 9A1(c) $ 7,818,111 $ 230,611 $ 18,734,054 $ 262,045 $ (10,915,943) $ (31,434)
2. Percentage of adjusted gross DT As by tax
character attributable to the impact of tax 0% 0% 0% 0% 0% 0%
planning strategies
3. Net admitted adjusted gross DT As amount from
Note 9A1(e) $ 7,818,111 $ 230,611 $ 18,566,996 $ 262,045 $ (10,748,885) $ (31,434)
4. Percentage of net admitted adjusted gross DT As
by tax character admitted because of the impact
of tax planning strategies 0% 0% 0% 0% 0% 0%
(b) Does the Company’s tax-planning strategies include the use of reinsurance?
Yes No X
B. No Change
C. The provisions for incurred income taxes for the periods ended June 30, 2016 and December 31, 2015 are:
1 2 3
(Col 1-2)
6/30/2016 12/31/2015 Change
1. Current income tax:
(a) Federal $ 23,221,670 $ 57,035,301 $ (33,813,631)

(b) Foreign 0 0 0
(c) Subtotal 23,221,670 57,035,301 (33,813,631)
(d) Federal income tax on net capital gains 0 0 0
(e) Utilization of capital loss carryforwards 0 0 0
(f) Other 0 0 0
(g) Federal and foreign income taxes incurred $ 23,221,670 $ 57,035,301 $ (33,813,631)
2. DT A:
(a) Ordinary
(1) Discounting of unpaid claims $ 1,886,555 $ 1,869,373 $ 17,182
(2) Unearned premium reserve 0 11,885,447 (11,885,447)
(3) Policyholder reserves 0 0 0
(4) Investments 0 0 0
(5) Deferred acquisition costs 0 0 0
(6) Policyholder dividends accrual 0 0 0
(7) Fixed assets 0 0 0
(8) Compensation and benefits accrual 1,347,284 1,192,550 154,734
(9) Pension accrual 0 0 0
(10) Receivables – nonadmitted 4,374,693 3,648,591 726,102
(11) Net operating loss carryforward 0 0 0
(12) T ax credit carryforward 0 0 0
(13) Other (including items <5% of total ordinary
tax assets) 209,579 138,093 71,486
(99) Subtotal 7,818,111 18,734,054 (10,915,943)
(b) Statutory valuation allowance adjustment 0 0 0

(c) Nonadmitted 0 167,058 (167,058)
(d) Admitted ordinary DT A
(2a99 – 2b – 2c) 7,818,111 18,566,996 (10,748,885)
(e) Capital
(1) Investments 230,611 262,045 (31,434)
(2) Net capital loss carryforward 0 0 0
(3) Real estate 0 0 0
(4) Other (including items <5% of total capital
tax assets) 0 0 0
(99) Subtotal 230,611 262,045 (31,434)
(f) Statutory valuation allowance adjustment 0 0 0

(g) Nonadmitted 0 0 0
(h) Admitted capital DT A
(2e99 – 2f – 2g) 230,611 262,045 (31,434)
(i) Admitted DT A (2d + 2h) $ 8,048,722 $ 18,829,041 $ (10,780,319)
Q10.3
1 2 3
(Col 1-2)
3. DT L: 6/30/2016 12/31/2015 Change
(a) Ordinary
(1) Investments $ 0 $ 0 $ 0
(2) Fixed assets 0 0 0
(3) Deferred and uncollected premium 0 0 0
(4) Policyholder reserves 0 0 0
(5) Other (including items <5% of total ordinary
tax liabilities) 0 0 0
(99) Subtotal 0 0 0
(b) Capital
(1) Investments 0 0 0
(2) Real estate 0 0 0
(3) Other (including items <5% of total capital
tax liabilities) 0 527,055 (527,055)
(99) Subtotal 0 527,055 (527,055)
(c) DT A (3a99 + 3b99) $ 0 $ 527,055 $ (527,055)
4. Net DT A/(DT L) (2i - 3c) $ 8,048,722 $ 18,301,986 $ (10,253,264)
D. The provision for federal income taxes incurred is different from that which would be obtained by applying the statutory
federal income tax rate to income before taxes. The significant items causing this difference are as follows:
June 30, 2016 Effective Tax Rate

Provision computed at statutory rate $ 24,633,993 35.0%
ACA health insurer fee 10,708,029 15.2%
Tax exempt interest income (479,659) (0.7%)
Penalties 1,235 0.0%
Change in net deferred income taxes (11,641,928) (16.5%)
Federal income taxes incurred $ 23,221,670 33.0%
E. No Change
F. No Change
G. No Change
10. Information Concerning Parent, Subsidiaries, Affiliates and Other Related Parties
A. The Company is a wholly owned subsidiary of Southern Diversified Business Services, Inc. (SDBS). BCBST owns
100% of SDBS.
B&C. No capital contributions were made to VSHP during the periods ended June 30, 2016 and December 31, 2015.
The Company paid BCBST $97,331,654 and $185,645,096 for services performed under administrative services and tax
sharing agreements for the periods ended June 30, 2016 and December 31, 2015, respectively, net of payments from
BCBST.
D. No Change
E. No Change
F. No Change
G. No Change
H. No Change
I. No Change
J. No Change
K. No Change
L. No Change
M. No Change
N. No Change
11. Debt
A. No Change
B. The Company had no Federal Home Loan Bank agreements as of June 30, 2016 or 2015.
12. Retirement Plans, Deferred Compensation, Postemployment Benefits and Compensated Absences and Other
Postretirement Benefit Plans
A. All disclosures related to defined benefit plans are included in the quarterly statement of BCBST.
Q10.4
B. No Change
C. No Change
D. No Change
E. No Change
F. No Change
G. No Change
H. No Change
I. No Change
13. Capital and Surplus, Shareholders’ Dividend Restrictions and Quasi-Reorganizations

(1) No Change
(2) No Change
(3) No Change
(4) No Change
(5) No Change
(6) No Change
(7) No Change
(8) No Change
(9) No Change
(10) No Change
(11) No Change
(12) No Change
(13) No Change
14. Liabilities, Contingencies and Assessments

A. No Change
B. No Change
C. No Change
D. No Change
E. No Change
F. No Change
15. Leases
A. No Change
B. No Change
16. Information about Financial Instruments with Off-Balance-Sheet Risk and Financial Instruments with Concentrations
of Credit Risk
No Change
17. Sale, Transfer and Servicing of Financial Assets and Extinguishments of Liabilities
A. No Change
B. The Company had no transfers, servicing or extinguishment of financial assets or liabilities during the six months ended
June 30, 2016.
C. The Company had no wash sales involving transactions for securities with an unrated NAIC designation or a designation
of 3 or below during the six months ended June 30, 2016.
18. Gain or Loss to the Reporting Entity from Uninsured Plans and the Uninsured Portion of Partially Insured Plans
A. TennCare Select and CoverKids are ASO arrangements with the State of Tennessee. Cash and invested assets related to
TennCare Select and CoverKids are reported in the appropriate categories on the Assets statement. Premium tax
receivable from the State of Tennessee is netted against premium tax payable to the State of Tennessee for premium
taxes related to ASO plans. Other assets and liabilities related to TennCare Select and CoverKids are netted and reported
either on page 2, line 17, Amounts receivable relating to uninsured plans, or on page 3, line 22, Liability for amounts
held under uninsured plans.
Q10.5
Amounts receivable from ASO plans at June 30, 2016 as reflected on page 2, line 17, are as follows:
Amount
Unbilled expenses (timing differences) $ 9,987,768
CMS low income subsidy and reinsurance 9,877,106
Select Community premium accrual 1,039,252
Case management 385,000
Miscellaneous 110,324
Total amounts receivable relating to ASO plans $ 21,399,450
The gain from operations from ASO uninsured plans and the uninsured portion of partially insured plans was as follows
during the six months ended June 30, 2016:
Uninsured
Portion of
ASO Uninsured Partially
Plans Insured Plans Total ASO
a. Net reimbursement for administrative
expenses (including administrative fees)
in excess of actual expenses $ 7,669,500 $ 0 $ 7,669,500
b. Total net other income or expenses
(including interest paid to or received
from plans) 0 0 0
c. Net gain from operations $ 7,669,500 $ 0 $ 7,669,500
d. Total claim payment volume $ 237,682,920 $ 20,882,834 $ 258,565,754
B. No Change
C. (1) No Change
(2) The Company had a receivable related to its Dual Special Needs Program (DNSP) contract with CMS for $6,890,380
and $2,976,790 as of June 30, 2016 and December 31, 2015.
(3)-(4) No Change.
19. Direct Premium Written/Produced by Managing General Agents/Third Party Administrators

No Change
20. Fair Value Measurement
A&B. (1) The following tables provide information about the Company’s financial assets measured and reported at fair value
using the hierarchy defined by SSAP No. 100, Fair Value, for the periods ended June 30, 2016 and December 31, 2015.
June 30, 2016
Description for each class of asset Level 1 Level 2 Level 3 Total
a. Assets at fair value
Bonds below investment grade:
High yield corporate bonds $ 1,209,813 $ 0 $ 0 $ 1,209,813
Stocks:
Domestic large capitalization common stocks 49,427,485 0 0 49,427,485
Total assets at fair value $ 50,637,298 $ 0 $ 0 $ 50,637,298
b. Liabilities at fair value $ 0 $ 0 $ 0 $ 0

Total liabilities at fair value $ 0 $ 0 $ 0 $ 0
Q10.6
December 31, 2015
Description for each class of asset Level 1 Level 2 Level 3 Total
a. Assets at fair value
Bonds below investment grade:
High yield corporate bonds $ 639,344 $ 3,615,375 $ 0 $ 4,254,719
Stocks:
Domestic large capitalization common stocks 30,800,685 0 0 30,800,685
Total assets at fair value $ 31,440,029 $ 3,615,375 $ 0 $ 35,055,404
b. Liabilities at fair value $ 0 $ 0 $ 0 $ 0

Total liabilities at fair value $ 0 $ 0 $ 0 $ 0
The following table provides information about the Level 1 and 2 transfers for financial assets measured and reported at
fair value:
Six Months Ended June 30, 2016

Transfers from Transfers from
Type of Financial Instrument Level 1 to Level 2 Level 2 to Level 1
High yield corporate bonds $ 0 $ 1,209,813
Total transfers $ 0 $ 1,209,813
Transfers between Level 1 and 2 are due to the availability of unadjusted quoted prices at the end of the period.
(2) The Company did not hold any investments classified as Level 3 as of June 30, 2016 or December 31, 2015.
(3) Transfers between levels are reported as of the beginning of the reporting period of transfer.
(4) Valuation techniques for estimating fair value are generally categorized into three types. The market approach uses
prices and other relevant information from market transactions involving identical or comparable assets. The income
approach converts future amounts, such as cash flows or earnings, to a single present value. The cost approach is based
on the amount that would be required to replace the asset or the service capacity of the asset. The Company uses
valuation techniques that are appropriate in the circumstances and for which sufficient data is reasonably available.
The Company applied valuation techniques on a consistent basis to similar assets at June 30, 2016 and December 31,
2015.
Fair values are based on quoted market prices when available. In instances where there is little or no market activity
for the same or similar instruments, management estimates fair value using methods, models and assumptions a
hypothetical market participant would use to determine a current transaction price. These valuation techniques involve
estimation and judgment which could become significant with increasingly complex instruments or pricing models.
The degree of judgment utilized in measuring fair value correlates to the level of pricing observability. Pricing
observability is impacted by a number of factors including the type of financial instrument, whether the financial
instrument is new to the market and not yet established, the characteristics specific to the transaction and overall
market conditions. Where appropriate, adjustments are included to reflect the risk inherent in a particular
methodology, model or input used.
A description of the inputs and methods used to determine fair value for financial assets is as follows:
Level 1 assets – Fair values are determined using unadjusted quoted prices in active markets provided by independent
pricing services.
Level 2 assets – Fair values are determined using prices provided by independent pricing services, which may use
quoted market prices of similar or identical securities or models that incorporate inputs that are currently observable in
the markets for similar securities. Inputs that are often used in the valuation methodologies include broker quotes,
benchmark yields, credit spreads, default rates and prepayment speeds.
When determining fair value, the Company obtains an understanding of the methods, models and inputs used by
independent pricing services and has controls in place to validate that amounts provided represent current exit prices.
In addition, management periodically reviews securities in the portfolio with the Company’s investment managers. If
unusual fluctuations or significant variances in the pricing provided from different sources are noted, management
may obtain additional information from other pricing services, or request an investigation into the valuation of the
security by the pricing service to validate the quoted price. There were no adjustments to quoted market prices
obtained from independent pricing services during the periods ended June 30, 2016 and December 31, 2015.
Q10.7
C. The following tables provide information about the fair value of the Company’s financial assets as of June 30, 2016 and
December 31, 2015:
June 30, 2016

Not
Practicable
Aggregate Admitted (Carrying
Fair Value Assets Level 1 Level 2 Level 3 Value)
Type of Financial Instrument
Bonds:
U.S. government and government
agencies and authorities $ 67,306,246 $ 66,237,274 $ 64,073,380 $ 3,232,866 $ 0 $ 0
States, municipalities and political
subdivisions 81,431,919 77,052,292 6,152,821 75,279,098 0 0
Foreign securities, including
Canada 20,601,787 20,435,390 7,894,041 12,707,746 0 0
Agency mortgage-backed
securities 22,578,114 21,973,967 0 22,578,114 0 0
Commercial mortgage-backed
securities 31,417,637 31,395,210 0 31,417,637 0 0
High yield corporate bonds 4,427,573 4,367,293 3,293,883 1,133,690 0 0
Asset-backed securities 35,627,138 35,431,113 0 35,627,138 0 0
Investment grade corporate bonds 117,659,808 116,260,365 58,387,233 59,272,575 0 0
Total bonds 381,050,222 373,152,904 139,801,358 241,248,864 0 0
Stocks:
Domestic large capitalization
common stocks 49,427,485 49,427,485 49,427,485 0 0 0
Short-term investments 144,138,387 144,139,487 144,138,387 0 0 0
Total bonds, stocks and short-term
investments $ 574,616,094 $ 566,719,876 $ 333,367,230 $ 241,248,864 $ 0 $ 0
December 31, 2015

Not
Practicable
Aggregate Admitted (Carrying
Fair Value Assets Level 1 Level 2 Level 3 Value)
Type of Financial Instrument
Bonds:
U.S. government and government
agencies and authorities $ 71,662,479 $ 71,943,385 $ 68,017,286 $ 3,645,193 $ 0 $ 0
States, municipalities and political
subdivisions 78,852,009 77,103,724 5,517,104 73,334,905 0 0
Foreign securities, including
Canada 22,470,573 22,650,007 478,230 21,992,343 0 0
Agency mortgage-backed
securities 19,656,045 19,502,203 18,364,383 1,291,662 0 0
Commercial mortgage-backed
securities 30,921,237 31,167,525 0 30,921,237 0 0
High yield corporate bonds 4,812,542 4,795,168 639,344 4,173,198 0 0
Asset-backed securities 32,640,858 32,735,766 0 32,640,858 0 0
Investment grade corporate bonds 107,768,510 108,727,909 20,715,310 87,053,200 0 0
Total bonds 368,784,253 368,625,687 113,731,657 255,052,596 0 0
Stocks:
Domestic large capitalization
common stocks 30,800,685 30,800,685 30,800,685 0 0 0
Short-term investments 344,169,387 344,169,387 344,169,387 0 0 0
Total bonds, stocks and short-term
investments $ 743,754,325 $ 743,595,759 $ 488,701,729 $ 255,052,596 $ 0 $ 0
D. The Company held no financial assets for which it was not practicable to estimate the fair value at June 30, 2016 and
December 31, 2015.
21. Other Items

A. No Change
B. No Change
C. Expenses are shown on the Statement of Revenue and Expenses net of administrative fees from ASO contracts. The
following provides a comparison of expenses adjusted for ASO administrative fees, the Affordable Care Act (ACA)
annual fee assessment and premium tax for the six months ended June 30, 2016 and 2015:
June 30, June 30, %

Line# Administrative Expenses: 2016 2015 Change
20 Claims adjustment expense $ 51,115,496 $ 54,955,475
21 General administrative expense 138,039,747 116,097,219
Total expense 189,155,243 171,052,694
ASO administrative fees 47,793,601 29,264,181
ACA annual fee assessment (30,594,368) (26,223,489)
Premium tax (85,846,654) (68,398,433)
Expenses, net of adjustments $ 120,507,822 $ 105,694,953 14.0%
Q10.8
D. No Change
E. No Change
F. No Change
G. No Change
22. Events Subsequent

Type I – Recognized Subsequent Events
No Change
Type II – Non-recognized Subsequent Events
No Change
23. Reinsurance
A. No Change
B. No Change
C. No Change
D. No Change
24. Retrospectively Rated Contracts and Contracts Subject to Redetermination

A. No Change
B. No Change
C. No Change
D. No Change
E. The Medicare and Medicaid Health Maintenance Organization products offered by the Company are not subject to the
risk sharing provisions of the ACA.
25. Change in Incurred Claims and Claim Adjustment Expenses

As of December 31, 2015, the reserve for unpaid insured claims, accrued medical incentive pool and unpaid claim adjustment
expenses, net of gross healthcare receivables, was $195,283,318. Through June 30, 2016, $184,957,022 was paid for expenses
attributable to insured events of prior years. The re-estimation of reserves for unpaid insured claims, accrued medical incentive
pool and unpaid claim adjustment expenses, net of gross healthcare receivables, for 2015 and prior based on the latest
information known regarding individual claims, as well as the ongoing analysis of recent loss development trends, resulted in a
favorable prior-year development of $7,650,013. The reserve remaining for prior years is $2,676,283 as of June 30, 2016.
26. Intercompany Pooling Arrangements

A. No Change
B. No Change
C. No Change
D. No Change
E. No Change
F. No Change
G. No Change
27. Structured Settlements

No Change
28. Health Care Receivables

A. No Change
B. No Change
29. Participating Policies

No Change
30. Premium Deficiency Reserves

No Change
31. Anticipated Salvage and Subrogation

No Change
Q10.9
GENERAL INTERROGATORIES
PART 1 - COMMON INTERROGATORIES
GENERAL
1.1 Did the reporting entity experience any material transactions requiring the filing of Disclosure of Material Transactions with the State of
Domicile, as required by the Model Act? Yes[ ] No[X]
1.2 If yes, has the report been filed with the domiciliary state? Yes[ ] No[ ] N/A[X]
2.1 Has any change been made during the year of this statement in the charter, by-laws, articles of incorporation, or deed of settlement of the
reporting entity? Yes[ ] No[X]
2.2 If yes, date of change: .........................
3.1 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 the name of entity, NAIC Company Code, and state of domicile (use two letter state abbreviation) for any entity that has ceased
to exist as a result of the merger or consolidation.
1 2 3
Name of Entity NAIC Company Code State of Domicile
............................................................................... ...................................... ......................................
5. If the reporting entity is subject to a management agreement, including third-party administrator(s), managing general agent(s), attorney-in-fact,
or similar agreement, have there been any significant changes regarding the terms of the agreement or principals involved? Yes[ ] No[ ] N/A[X]
If yes, attach an explanation.
6.1 State as of what date the latest financial examination of the reporting entity was made or is being made. . . . . . . 12/31/2015
...................
6.2 State the as of date that the latest financial examination report became available from either the state of domicile or the reporting entity. This
date should be the date of the examined balance sheet and not the date the report was completed or released. . . . . . . 12/31/2013
...................
6.3 State as of what date the latest financial examination report became available to other states or the public from either the state of domicile or
the reporting entity. This is the release date or completion date of the examination report and not the date of the examination (balance sheet
date). . . . . . . 07/14/2015
...................
6.4 By what department or departments?
Tennessee Department of Commerce and Insurance
6.5 Have all financial statement adjustments within the latest financial examination report been accounted for in a subsequent financial statement
filed with Departments? Yes[ ] No[ ] N/A[X]
6.6 Have all of the recommendations within the latest financial examination report been complied with? Yes[ ] No[ ] N/A[X]
7.1 Has this reporting entity had any Certificates of Authority, licenses or registrations (including corporate registration, if applicable) suspended or
revoked by any governmental entity during the reporting period? Yes[ ] No[X]
7.2 If yes, give full information
8.1 Is the company a subsidiary of a bank holding company regulated by the Federal Reserve Board? 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 response to 8.3 is yes, please provide below the names and location (city and state of the main office) of any affiliates regulated by a federal
regulatory services agency [i.e. the Federal Reserve Board (FRB), the Office of the Comptroller of the Currency (OCC), the Federal Deposit
Insurance Corporation (FDIC) and the Securities Exchange Commission (SEC)] and identify the affiliate's primary federal regulator.]
1 2 3 4 5 6
Affiliate Name Location (City, State) FRB OCC FDIC SEC
...................................... ................................ . Yes[ ] No[X] . Yes[ ] No[X] . Yes[ ] No[X] . Yes[ ] No[X]
9.1 Are the senior officers (principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing
similar functions) of the reporting entity subject to a code of ethics, which includes the following standards? Yes[X] No[ ]
(a) Honest and ethical conduct, including the ethical handling of actual or apparent conflicts of interest between personal and professional
relationships;
(b) Full, fair, accurate, timely and understandable disclosure in the periodic reports required to be filed by the reporting entity;
(c) Compliance with applicable governmental laws, rules and regulations;
(d) The prompt internal reporting of violations to an appropriate person or persons identified in the code; and
(e) Accountability for adherence to the code.
9.11 If the response to 9.1 is No, please explain:
9.2 Has the code of ethics for senior managers been amended? Yes[X] No[ ]
9.21 If the response to 9.2 is Yes, provide information related to amendment(s).
The annual review of the Code of Conduct resulted in an updated CEO message and non-substantive situation and language modifications for consistency, clarity and
readability. The updated Code was effective January 2016.
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).
FINANCIAL
10.1 Does the reporting entity report any amounts due from parent, subsidiaries or affiliates on Page 2 of this statement? Yes[ ] No[X]
10.2 If yes, indicate any amounts receivable from parent included in the Page 2 amount: $. . . . . . . . . . . . . . . . . . . . . . . 0
INVESTMENT
11.1 Were any of the stocks, bonds, or other assets of the reporting entity loaned, placed under option agreement, or otherwise made available for
use by another person? (Exclude securities under securities lending agreements.) Yes[ ] No[X]
11.2 If yes, give full and complete information relating thereto:
12. Amount of real estate and mortgages held in other invested assets in Schedule BA: $. . . . . . . . . . . . . . . . . . . . . . . 0
Q11
GENERAL INTERROGATORIES (Continued)
INVESTMENT
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[ ] No[X]
14.2 If yes, please complete the following:
1 2
Prior Year-End Current Quarter
Book/Adjusted Book/Adjusted
Carrying Value Carrying Value
14.21 Bonds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
14.22 Preferred Stock . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
14.23 Common Stock . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
14.24 Short-Term Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
14.25 Mortgages Loans on Real Estate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
14.26 All Other . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
14.27 Total Investment in Parent, Subsidiaries and Affiliates (Subtotal
Lines 14.21 to 14.26) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
14.28 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[ ] N/A[X]
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 the 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's
offices, vaults or safety deposit boxes, were all stocks, bonds and other securities, owned throughout the current year held pursuant to a
custodial agreement with a qualified bank or trust company in accordance with Section 1, III - General Examination Considerations, F.
Outsourcing of 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:
1 2
Name of Custodian(s) Custodian Address
Bank of New York Mellon . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . One Mellon Center, Pittsburgh, PA 15258 . . . . . . . . . . . . . . .
17.2 For all agreements that do not comply with the requirements of the NAIC Financial Condition Examiners Handbook, provide the name,
location and a complete explanation:
1 2 3
Name(s) Location(s) Complete Explanation(s)
............................................................................... .................................................................. ....................................................
17.3 Have there been any changes, including name changes, in the custodian(s) identified in 17.1 during the current quarter? Yes[ ] No[X]
17.4 If yes, give full and complete information relating thereto:
1 2 3 4
Date
Old Custodian New Custodian of Change Reason
.................................................... .................................................... ..................... .............................................
17.5 Identify all investment advisors, brokers/dealers or individuals acting on behalf of broker/dealers that have access to the investment accounts,
handle securities and have authority to make investments on behalf of the reporting entity:
1 2 3
Central Registration
Depository Name(s) Address
000705 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Raymond James . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50 Front Street, Memphis, TN 38103 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
007927 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Northern Trust Guaranteed Advisors . . . . . . . . . . . . . . . . . . . . . 50 S. LaSalle Street, Chicago, IL 60675 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exempt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Wellington Management Company, LLP . . . . . . . . . . . . . . . . 280 Congress Street, Boston, MA 02210 . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exempt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Income Research and Management . . . . . . . . . . . . . . . . . . . . . Two International Place 23rd Floor, Boston, MA 02110-4106 . . . . .
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:
Q11.1
GENERAL INTERROGATORIES
PART 2 - HEALTH
1. Operating Percentages:
1.1 A&H loss percent . . . . . . . . . . . . . . . . 81.327%
1.2 A&H cost containment percent . . . . . . . . . . . . . . . . . . 2.428%
1.3 A&H expense percent excluding cost containment expenses . . . . . . . . . . . . . . . . 13.146%
2.1 Do you act as a custodian for health savings accounts? Yes[ ] No[X]
2.2 If yes, please provide the amount of custodial funds held as of the reporting date. $. . . . . . . . . . . . . . . . . . . . . . . 0
2.3 Do you act as an administrator for health savings accounts? Yes[ ] No[X]
2.4 If yes, please provide the balance of the funds administered as of the reporting date. $. . . . . . . . . . . . . . . . . . . . . . . 0
Q12
SCHEDULE S - CEDED REINSURANCE
Showing All New Reinsurance Treaties - Current Year to Date
1 2 3 4 5 6 7 8 9
NAIC Type of Certified Effective Date
Company ID Effective Domiciliary Reinsurance Type of Reinsurer Rating of Certified
Code Number Date Name of Reinsurer Jurisdiction Ceded Reinsurer (1 through 6) Reinsurer Rating
NONE
Q13
SCHEDULE T - PREMIUMS AND OTHER CONSIDERATIONS
Current Year to Date - Allocated by States and Territories
Direct Business Only
1 2 3 4 5 6 7 8 9
Federal Life and Annuity
Accident and Employees Health Premiums Property/ Total
Active Health Medicare Medicaid Benefits Program and Other Casualty Columns Deposit-Type
State, Etc. Status Premiums Title XVIII Title XIX Premiums Considerations Premiums 2 Through 7 Contracts
1. Alabama (AL) . . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
2. Alaska (AK) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
3. Arizona (AZ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
4. Arkansas (AR) . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
5. California (CA) . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
6. Colorado (CO) . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
7. Connecticut (CT) . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
8. Delaware (DE) . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
9. District of Columbia (DC) . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
10. Florida (FL) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
11. Georgia (GA) . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
12. Hawaii (HI) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
13. Idaho (ID) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
14. Illinois (IL) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
.... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
15. Indiana (IN) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
16. Iowa (IA) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
17. Kansas (KS) . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
18. Kentucky (KY) . . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
19. Louisiana (LA) . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
20. Maine (ME) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
21. Maryland (MD) . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
22. Massachusetts (MA) . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
23. Michigan (MI) . . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
24. Minnesota (MN) . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
25. Mississippi (MS) . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
26. Missouri (MO) . . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
27. Montana (MT) . . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
28. Nebraska (NE) . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
29. Nevada (NV) . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
30. New Hampshire (NH) . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
31. New Jersey (NJ) . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
32. New Mexico (NM) . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
33. New York (NY) . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
34. North Carolina (NC) . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
35. North Dakota (ND) . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
36. Ohio (OH) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
37. Oklahoma (OK) . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
38. Oregon (OR) . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
39. Pennsylvania (PA) . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
40. Rhode Island (RI) . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
41. South Carolina (SC) . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
42. South Dakota (SD) . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
43. Tennessee (TN) . . . . . . . . . . . . . . . . . . . . . . . . .... L .... .............0 . . . 68,733,879 1,145,664,928 ................... 0 .................0 .............. 0 1,214,398,807 . . . . . . . . . . . . . . 0
44. Texas (TX) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
45. Utah (UT) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
46. Vermont (VT) . . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
47. Virginia (VA) . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
48. Washington (WA) . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
49. West Virginia (WV) . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
50. Wisconsin (WI) . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
51. Wyoming (WY) . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
52. American Samoa (AS) . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
53. Guam (GU) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
54. Puerto Rico (PR) . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
55. U.S. Virgin Islands (VI) . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
56. Northern Mariana Islands (MP) . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
57. Canada (CAN) . . . . . . . . . . . . . . . . . . . . . . . . . . .... N .... .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
58. Aggregate other alien (OT) . . . . . . . . . . . . . .. X X X . .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
59. Subtotal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... X X X . .............0 . . . 68,733,879 1,145,664,928 ................... 0 .................0 .............. 0 1,214,398,807 . . . . . . . . . . . . . . 0
60. Reporting entity contributions for
Employee Benefit Plans . . . . . . . . . . . . . . . . . . X X X . .............0 .............. 0 .............. 0 ................... 0 .................0 .............. 0 .............. 0 .............. 0
61. Total (Direct Business) . . . . . . . . . . . . . . . . . (a). . . . . . . 1 .............0 ... 68,733,879 1,145,664,928 ................... 0 .................0 .............. 0 1,214,398,807 .............. 0
58001. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . X X X . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0
58002. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . X X X . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0
58003. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . X X X . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0
58998. Summary of remaining write-ins for
Line 58 from overflow page . . . . . . . . . . . . . . X X X . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0
58999. TOTALS (Lines 58001 through
58003 plus 58998) (Line 58 above) . . . . . . X X X . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0
(L) Licensed or Chartered - Licensed Insurance Carrier or Domiciled 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.
Q14
SCHEDULE Y - INFORMATION CONCERNING ACTIVITIES OF INSURER
MEMBERS OF A HOLDING COMPANY GROUP
PART 1 - ORGANIZATIONAL CHART
NAIC Company Code # 54518

NAIC Group Code # 3498
TN 62-0427913
TENNESSEE HEALTH FOUNDATION, INC.
TN 501(c)(3) Social Welfare Corporation
HEALTHBOX NASHVILLE I, LLC TN 20-0298456
DL 46-3305552
76.394% SOUTHERN HEALTH PLAN, INC.
TN 501(c)(4) Social Welfare Corporation
TN 58-1406632
SOUTHERN DIVERSIFIED BUSINESS SERVICES, INC. BENEVIVE, INC.

TN 62-1156889 TN 20-8042682
Q15
100% 100%
VOLUNTEER STATE HEALTH PLAN, INC. ONLIFE HEALTH, INC.

NAIC Company Code # 14046 TN 62-1631426
NAIC Group Code # 3498 100%
TN 62-1656610
100% RIVERBEND GOVERNMENT BENEFITS
ADMINISTRATOR, INC.
GOLDEN SECURITY INSURANCE COMPANY TN 20-2469347
NAIC Company Code # 65463 100%
TN 62-1156312 RIVERTRUST SOLUTIONS, INC.
100% TN 20-0528228
100%
GROUP INSURANCE SERVICES, INC.
TN 62-0721232 SHARED HEALTH, INC.
100% TN 20-3484545
100%
SECURITYCARE of TENNESSEE, INC.
NAIC Company Code # 15005
TN 46-1548495
100%
SCHEDULE Y
PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
Name of Directly Type of Control
Securities Names of Relation- Controlled (Ownership, If Control
NAIC Exchange Parent, Domic- ship to by Board, is Ultimate
Comp- if Publicly Subsidiaries iliary Report- (Name of Management, Ownership Controlling
Group any ID FEDERAL Traded (U.S. Or Loca- ing Entity / Attorney-in-Fact, Provide Entity(ies)
Code Group Name Code Number RSSD CIK or International) Affiliates tion Entity Person) Influence, Other) Percentage / Person(s) *
3498 .. BlueCross BlueShield of
Tennessee . . . . . . . . . . . . . . . . . . . . . 54518 62-0427913 . ........... ............. ............................................. BlueCross BlueShield of Tennessee, Inc. .. TN . ... UIP .. ................................................ ......................... ........ 0.0 ................................ ........
0000 .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 00000 62-1156889 . ........... ............. ............................................. Southern Diversified Business Services, BlueCross BlueShield of
Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. TN . .. UDP . BlueCross BlueShield of Tennessee, Inc. ... Ownership ............. ..... 100.0 Tennessee, Inc. . . . . . . . . . . . . . . . . . . . . . .
3498 .. BlueCross BlueShield of BlueCross BlueShield of
Tennessee . . . . . . . . . . . . . . . . . . . . . 14046 62-1656610 . ........... ............. ............................................. Volunteer State Heatlh Plan, Inc. ......... .. TN . ... RE .. Southern Diversified Business Services, Inc. Ownership ............. ..... 100.0 Tennessee, Inc. . . . . . . . . . . . . . . . . . . . . . .
Tennessee . . . . . . . . . . . . . . . . . . . . . 65463 62-1156312 . ........... ............. ............................................. Golden Security Insurance Company ..... .. TN . ... IA ... Southern Diversified Business Services, Inc. Ownership ............. ..... 100.0 Tennessee, Inc. . . . . . . . . . . . . . . . . . . . . . .
Tennessee, Inc. . . . . . . . . . . . . . . . 15005 46-1548495 . ........... ............. ............................................. SecurityCare of Tennessee, Inc. . . . . . . . . . . .. TN . ... IA ... Southern Diversified Business Services, Inc. Ownership ............. ..... 100.0 Tennessee, Inc. . . . . . . . . . . . . . . . . . . . . . .
0000 .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 00000 62-0721232 . ........... ............. ............................................. Group Insurance Services . . . . . . . . . . . . . . . . . .. TN . ... IA ... Southern Diversified Business Services, Inc. Ownership ............. ..... 100.0 BlueCross BlueShield of
Tennessee, Inc. . . . . . . . . . . . . . . . . . . . . . .
0000 .. ................................. 00000 20-8042682 . ........... ............. ............................................. BeneVive, Inc. ............................. .. TN . ... NIA .. BlueCross BlueShield of Tennessee, Inc. ... Ownership ............. ..... 100.0 BlueCross BlueShield of
Tennessee, Inc. . . . . . . . . . . . . . . . . . . . . . .
0000 .. ................................. 00000 62-1631426 . ........... ............. ............................................. Onlife Health, Inc. .......................... .. TN . ... NIA .. BeneVive, Inc. ................................ Ownership ............. ..... 100.0 BlueCross BlueShield of
Tennessee, Inc. . . . . . . . . . . . . . . . . . . . . . .
0000 .. ................................. 00000 20-2469347 . ........... ............. ............................................. Riverbend Government Benefits BlueCross BlueShield of
Administrator, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . .. TN . ... NIA .. BeneVive, Inc. ................................ Ownership ............. ..... 100.0 Tennessee, Inc. . . . . . . . . . . . . . . . . . . . . . .
0000 .. ................................. 00000 20-0528228 . ........... ............. ............................................. RiverTrust Solutions, Inc. . . . . . . . . . . . . . . . . . . .. TN . ... NIA .. BeneVive, Inc. ................................ Ownership ............. ..... 100.0 BlueCross BlueShield of
Q16
Tennessee, Inc. . . . . . . . . . . . . . . . . . . . . . .
0000 .. ................................. 00000 20-3484545 . ........... ............. ............................................. Shared Heatlh, Inc. ........................ .. TN . ... NIA .. BeneVive, Inc. ................................ Ownership ............. ..... 100.0 BlueCross BlueShield of
Tennessee, Inc. . . . . . . . . . . . . . . . . . . . . . .
0000 .. ................................. 00000 58-1406632 . ........... ............. ............................................. Southern Health Plan ...................... .. TN . .. OTH . BlueCross BlueShield of Tennessee, Inc. ... Board of Directors . . . . . ........ 0.0 BlueCross BlueShield of
Tennessee, Inc. . . . . . . . . . . . . . . 0000002
0000 .. ................................. 00000 20-0298456 . ........... ............. ............................................. Tennessee Health Foundation, Inc. ...... .. TN . .. OTH . BlueCross BlueShield of Tennessee, Inc. ... Board of Directors . . . . . ........ 0.0 BlueCross BlueShield of
Tennessee, Inc. . . . . . . . . . . . . . . 0000001
0000 .. ................................. 00000 42-3305552 . ........... ............. ............................................. Healthbox Nashville I, Inc. ................. .. DE . ... NIA .. BlueCross BlueShield of Tennessee, Inc. ... Ownership, Influence . ...... 76.4 BlueCross BlueShield of
Tennessee, Inc. . . . . . . . . . . . . . . . . . . . . . .
Asterisk Explanation
0000001 BlueCross BlueShield of Tennessee, Inc. appoints the Board of Tennessee Health Foundation, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
0000002 BlueCross BlueShield of Tennessee, Inc. appoints the Board of Southern Health Plan, Inc. doing business as BlueCross BlueShield of Tennessee Community Trust . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
SUPPLEMENTAL EXHIBITS AND SCHEDULES INTERROGATORIES

The following supplemental reports are required to be filed as part of your statement filing. However, in the event that your company does not transact the type of
business for which the special report must be filed, your response of NO to the specific interrogatory will be accepted in lieu of filing a "NONE" report and a bar code
will be printed below. If the supplement is required of your company but is not being filed for whatever reason enter SEE EXPLANATION and provide an
explanation following the interrogatory questions.
RESPONSE
1. Will the Medicare Part D Coverage Supplement be filed with the state of domicile and the NAIC with this statement? No
Explanations:
Bar Codes:
Medicare Part D Coverage Supplement
14046201636500002 2016 Document Code: 365
Q17
OVERFLOW PAGE FOR WRITE-INS
LIABILITIES, CAPITAL AND SURPLUS

Current Period Prior Year
1 2 3 4
Covered Uncovered Total Total
2304. Due State of Tennessee, Premium Payable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ................ 0 ................ 0 ................ 0 . . . . . . 6,975,036
2397. Summary of remaining write-ins for Line 23 (Lines 2304 through 2396) . . . . . . . . . . . . . . . . . . . . . . . . . . . ................ 0 ................ 0 ................ 0 . . . . . . 6,975,036
2597. Summary of remaining write-ins for Line 25 (Lines 2504 through 2596) . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... X X X .... ..... X X X .... ................ 0 ................ 0
3097. Summary of remaining write-ins for Line 30 (Lines 3004 through 3096) . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... X X X .... ..... X X X .... ................ 0 ................ 0
Q18
SCHEDULE A - VERIFICATION
Real Estate
1 2
Prior Year Ended
Year To Date December 31
1. Book/adjusted carrying value, December 31 of prior year . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
2. Cost of acquired:
2.1 Actual cost at time of acquisition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
2.2 Additional investment made after acquisition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
3. Current year change in encumbrances . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
NONE
4. Total gain (loss) on disposals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
5. Deduct amounts received on disposals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
6. Total foreign exchange change in book/adjusted carrying value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
7. Deduct current year's other-than-temporary impairment recognized . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
8. Deduct current year's depreciation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
9. Book/adjusted carrying value at the end of current period (Lines 1 + 2 + 3 + 4 - 5 + 6 - 7 - 8 ) . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
10. Deduct total nonadmitted amounts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
11. Statement value at end of current period (Line 9 minus Line 10) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
SCHEDULE B - VERIFICATION
Mortgage Loans
1 2
Prior Year Ended
1. Book value/recorded investment excluding accrued interest, December 31 of prior year . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
3. Capitalized deferred interest and other . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
4. Accrual of discount . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
5. Unrealized valuation increase (decrease) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
NONE
8. Deduct amortization of premium and mortgage interest points and commitment fees . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
9. Total foreign exchange change in book value/recorded investment excluding accrued interest . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
10. Deduct current year's other than temporary impairment recognized . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
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 ..................... 0
12. Total valuation allowance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
13. Subtotal (Line 11 plus Line 12) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
15. Statement value at end of current period (Line 13 minus Line 14) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
SCHEDULE BA - VERIFICATION
Other Long-Term Invested Assets
1 2
Prior Year Ended
1. Book/adjusted carrying value, December 31 of prior year . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
3. Capitalized deferred interest and other . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
4. Accrual of discount . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
NONE
5. Unrealized valuation increase (decrease) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
8. Deduct amortization of premium and depreciation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
9. Total foreign exchange change in book/adjusted carrying value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
10. Deduct current year's other than temporary impairment recognized . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
11. Book/adjusted carrying value at end of current period (Lines 1 + 2 + 3 + 4 + 5 + 6 - 7 - 8 + 9 - 10) . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
13. Statement value at end of current period (Line 11 minus Line 12) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
SCHEDULE D - VERIFICATION
Bonds and Stocks
1 2
Prior Year Ended
1. Book/adjusted carrying value of bonds and stocks, December 31 of prior year . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....... 399,741,622 . . . . . . . 357,944,400
2. Cost of bonds and stocks acquired . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159,359,041 . . . . . . . 281,873,323
3. Accrual of discount . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73,964 . . . . . . . . (1,001,032)
4. Unrealized valuation increase (decrease) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,038,484 . . . . . . . . . . 1,333,472
5. Total gain (loss) on disposals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (104,888) . . . . . . . . . . 1,013,768
6. Deduct consideration for bonds and stocks disposed of . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136,593,263 . . . . . . . 236,327,486
7. Deduct amortization of premium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,131,861 . . . . . . . . . . 4,677,149
8. Total foreign exchange change in book/adjusted carrying value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
9. Deduct current year's other than temporary impairment recognized . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 802,710 . . . . . . . . . . . . . 417,675
10. Book/adjusted carrying value at end of current period (Lines 1 + 2 + 3 + 4 + 5 - 6 - 7 + 8 - 9) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 422,580,389 . . . . . . . 399,741,622
11. Deduct total nonadmitted amounts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 . . . . . . . . . . . . . 315,250
12. Statement value at end of current period (Line 10 minus Line 11) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 422,580,389 . . . . . . . 399,426,372
QSI01
SCHEDULE D - PART 1B
Showing the Acquisitions, Dispositions and Non-Trading Activity
During the Current Quarter for all Bonds and Preferred Stock by NAIC Designation
1 2 3 4 5 6 7 8
Book/Adjusted Book/Adjusted Book/Adjusted Book/Adjusted Book/Adjusted
Carrying Value Acquisitions Dispositions Non-Trading Carrying Value Carrying Value Carrying Value Carrying Value
Beginning of During Current During Current Activity During End of End of End of December 31
NAIC Designation Current Quarter Quarter Quarter Current Quarter First Quarter Second Quarter Third Quarter Prior Year
BONDS
1. NAIC 1 (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 450,381,808 . . . . . 818,041,001 . . . . . 823,555,589 . . . . . . . . 2,101,730 . . . . . 450,381,808 . . . . . 446,968,950 . . . . . . . . . . . . . . . . . . . 0 . . . . . 643,268,812
2. NAIC 2 (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67,237,702 . . . . . . . . 6,439,881 . . . . . . . . 4,798,347 . . . . . . . (3,103,298) . . . . . . . 67,237,702 . . . . . . . 65,775,938 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . 64,731,094
3. NAIC 3 (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,306,636 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . 60,657 . . . . . . . . 4,306,636 . . . . . . . . 4,367,293 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . 4,795,168
4. NAIC 4 (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 508,688 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . 404,476 . . . . . . . . . . . . 75,999 . . . . . . . . . . . 508,688 . . . . . . . . . . . 180,210 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . 315,250
5. NAIC 5 (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0
6. NAIC 6 (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0
7. Total Bonds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 522,434,834 . . . . . 824,480,881 . . . . . 828,758,412 . . . . . . . . . (864,913) . . . . . 522,434,834 . . . . . 517,292,390 . . . . . . . . . . . . . . . . . . . 0 . . . . . 713,110,324
PREFERRED STOCK
8. NAIC 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0
9. NAIC 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0
10. NAIC 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0
11. NAIC 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0
12. NAIC 5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0
QSI02
13. NAIC 6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0
14. Total Preferred Stock . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . 0
15. Total Bonds & Preferred Stock . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 522,434,834 . . . . . 824,480,881 . . . . . 828,758,412 . . . . . . . . . (864,913) . . . . . 522,434,834 . . . . . 517,292,390 . . . . . . . . . . . . . . . . . . . 0 . . . . . 713,110,324
(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 $.......1,899,396; NAIC 2
$...............0; NAIC 3 $...............0; NAIC 4 $...............0; NAIC 5 $...............0; NAIC 6 $...............0
SCHEDULE DA - PART 1
Short - Term Investments
1 2 3 4 5
Book/Adjusted Paid for Accrued
Carrying Actual Interest Collected Interest
Value Par Value Cost Year To Date Year To Date
9199999. Totals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144,139,487 . . . . . . . X X X ...... ....... 144,139,716 ............ 325,246 ............... 6,105
SCHEDULE DA - Verification
Short-Term Investments
1 2
Prior Year Ended
1. Book/adjusted carrying value, December 31 of prior year . . . . . . . . . . . . . . . . . ....... 344,169,387 . . . . . . . 332,249,816
2. Cost of short-term investments acquired . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,087,198,966 . . . . . 2,152,128,734
3. Accrual of discount . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
4. Unrealized valuation increase (decrease) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
5. Total gain (loss) on disposals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
6. Deduct consideration received on disposals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,287,228,637 . . . . . 2,140,209,163
7. Deduct amortization of premium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 229 ..................... 0
8. Total foreign exchange change in book/adjusted carrying value . . . . . . . . . ..................... 0 ..................... 0
9. Deduct current year's other than temporary impairment recognized . . . . ..................... 0 ..................... 0
10. Book/adjusted carrying value at end of current period (Lines 1 + 2 +
3 + 4 + 5 - 6 - 7 + 8 - 9) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....... 144,139,487 ....... 344,169,387
11. Deduct total nonadmitted amounts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 0
.....................
12. Statement value at end of current period (Line 10 minus Line 11) . . . . . . . ....... 144,139,487 ....... 344,169,387
QSI03
SCHEDULE DB - PART A - VERIFICATION

Options, Caps, Floors, Collars, Swaps and Forwards
1. Book Adjusted Carrying Value, December 31, prior year (Line 9, prior year) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
2. Cost Paid/(Consideration Received) on additions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
3. Unrealized Valuation increase/(decrease) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
4. Total gain (loss) on termination recognized . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
NONE
5. Considerations received/(paid) on terminations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
6. Amortization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
7. Adjustment to the Book/Adjusted Carrying Value of hedged item . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
8. Total foreign exchange change in Book/Adjusted Carrying Value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
9. Book/Adjusted Carrying Value at End of Current Period (Lines 1 + 2 + 3 + 4 - 5 + 6 + 7 + 8) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
10. Deduct nonadmitted assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
11. Statement value at end of current period (Line 9 minus Line 10) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
SCHEDULE DB - PART B - VERIFICATION

Futures Contracts
1. Book/Adjusted carrying value, December 31 of prior year
(Line 6, prior year) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
2. Cumulative cash change (Section 1, Broker Name/Net Cash
Deposits Footnote - Cumulative Cash Change column) . . . . . . . . . . ..................... 0
3.1 Add:
Change in variation margin on open contracts - Highly
Effective Hedges
3.11 Section 1, Column 15, current year to date minus . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0
3.12 Section 1, Column 15, prior year . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 ..................... 0
Change in variation margin on open contracts - All Other
3.14 Section 1, Column 18, prior year . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 ..................... 0 ..................... 0
3.2 Add:
Change in adjustment to basis of hedged item
3.22 Section 1, Column 17, prior year . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 ..................... 0
Change in amount recognized
3.3
4.1
3.23 Section 1, Column 19, current year to date minus . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Subtotal (Line 3.1 minus Line 3.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Cumulative variation margin on terminated contracts during
NONE
3.24 Section 1, Column 19, prior year . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
0
0 ..................... 0 ..................... 0
..................... 0
the year . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0

4.2 Less:
4.21 Amount used to adjust basis of hedged item . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0
4.22 Amount recognized . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 ..................... 0
4.3 Subtotal (Line 4.1 minus Line 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
5. Dispositions gains (losses) on contracts terminated in prior
year:
5.1 Total gain (loss) recognized for terminations in prior
year . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
5.2 Total gain (loss) adjusted into the hedged item(s) for
terminations in prior year . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
6. Book/Adjusted Carrying Value at end of current period (Lines
1 + 2 + 3.3 - 4.3 - 5.1 - 5.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
7. Deduct total nonadmitted amounts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
8. Statement value at end of current period (Line 6 minus Line 7) . ..................... 0
QSI04
SCHEDULE DB - PART C - SECTION 1
Replication (Synthetic Asset) Transactions Open as of Current Statement Date
Replication (Synthetic Asset) Transactions Components of the Replication (Synthetic Asset) Transactions
1 2 3 4 5 6 7 8 Derivative Instrument(s) Open Cash Instrument(s) Held
9 10 11 12 13 14 15 16
NAIC
Designation or Notional Book/Adjusted Effective Maturity Book/Adjusted NAIC Designation or Book/Adjusted
Number Description Other Description Amount Carrying Value Fair Value Date Date Description Carrying Value Fair Value CUSIP Description Other Description Carrying Value Fair Value
NONE
9999999 Totals .................................................................................................... .............. 0 .............. 0 . XXX . . XXX . ........ XXX ........ .............. 0 .............. 0 .... XXX ... ........ XXX ........ ........ XXX ........ .............. 0 .............. 0
QSI05
SCHEDULE DB - PART C - SECTION 2
Replication (Synthetic Asset) Transactions Open
First Quarter Second Quarter Third Quarter Fourth Quarter Year To Date
1 2 3 4 5 6 7 8 9 10
Total Replication Total Replication Total Replication Total Replication Total Replication
(Synthetic Asset) (Synthetic Asset) (Synthetic Asset) (Synthetic Asset) (Synthetic Asset)
Number of Transactions Number of Transactions Number of Transactions Number of Transactions Number of Transactions
Positions Statement Value Positions Statement Value Positions Statement Value Positions Statement Value Positions Statement Value
1. Beginning Inventory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0
2. Add: Opened or Acquired Transactions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0
3. Add: Increases in Replication (Synthetic Asset) Transactions
Statement Value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....... XXX ....... ..................... 0 ....... XXX ....... ..................... 0 ....... XXX ....... ..................... 0 ....... XXX ....... ..................... 0 ....... XXX ....... ..................... 0
4. Less: Closed or Disposed of Transactions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0
5. Less: Positions Disposed of for Failing Effectiveness Criteria . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0
NONE ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0
6. Less: Decreases in Replication (Synthetic Asset) Transactions
Statement Value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....... XXX ....... ..................... 0 ....... XXX ....... ..................... 0 ....... XXX ....... ..................... 0 ....... XXX ....... ..................... 0 ....... XXX ....... ..................... 0
7. Ending Inventory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0 ..................... 0
QSI06
SCHEDULE DB - VERIFICATION
Verification of Book/Adjusted Carrying Value, Fair Value and Potential Exposure of all Open Derivative Contracts
Book/Adjusted
Carrying Value
Check
1. Part A, Section 1, Column 14 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0
2. Part B, Section 1, Column 15 plus Part B, Section 1 Footnote - Total Ending Cash Balance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0
3. Total (Line 1 plus Line 2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
4. Part D, Section 1, Column 5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0
5. Part D, Section 1, Column 6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0
6. Total (Line 3 minus Line 4 minus Line 5) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
Fair Value
Check
7. Part A, Section 1, Column 16 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
8.
9.
10.
11.
NONE
Part B, Section 1, Column 13 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Total (Line 7 plus Line 8) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Part D, Section 1, Column 8 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Part D, Section 1, Column 9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
..................... 0
.....................
.....................
0
0
..................... 0
12. Total (Line 9 minus Line 10 minus Line 11) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
Potential Exposure
Check
13. Part A, Section 1, Column 21 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
14. Part B, Section 1, Column 20 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
15. Part D, Section 1, Column 11 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
16. Total (Line 13 plus Line 14 minus Line 15) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0
QSI07
SCHEDULE E - Verification
(Cash Equivalents)
1 2
Prior Year Ended
1. Book/adjusted carrying value, December 31 of prior year . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
2. Cost of cash equivalents acquired . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
3. Accrual of discount . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
4. Unrealized valuation increase (decrease) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
5. Total gain (loss) on disposals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
NONE
6. Deduct consideration received on disposals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
7. Deduct amortization of premium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
8. Total foreign exchange change in book/adjusted carrying value . . . . . . . . . ..................... 0 ..................... 0
9. Deduct current year's other than temporary impairment recognized . . . . ..................... 0 ..................... 0
10. Book/adjusted carrying value at end of current period (Lines 1 + 2 +
3 + 4 + 5 - 6 - 7 + 8 - 9) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
11. Deduct total nonadmitted amounts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0
12. Statement value at end of current period (Line 10 minus Line 11) . . . . . . . ..................... 0 ..................... 0
QSI08
SCHEDULE A - PART 2
Showing all Real Estate ACQUIRED AND ADDITIONS MADE During the Current Quarter
1 Location 4 5 6 7
8 9
2 3 Book/Adjusted Additional
Actual Cost Carrying Investment
Description at Time Amount of Value Less Made After
of Property City State Date Acquired Name of Vendor of Acquisition Encumbrances Encumbrances Acquisition
NONE
0399999 Totals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ................ 0 ................ 0 ................ 0 ................ 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 20
2 3 Expended for 9 10 11 12 13
Additions, Book/Adjusted Current Year's Book/Adjusted Foreign Gross Income Taxes,
Permanent Carrying Value Other-Than- Total Foreign Carrying Value Exchange Realized Total Earned Less Repairs
Description Improvements Less Current Temporary Current Year's Total Change Exchange Less Amounts Gain Gain Gain Interest and
of Disposal Name of Actual and Changes in Encumbrances Year's Impairment Change in in B/A C.V. Change in Encumbrances Received (Loss) on (Loss) on (Loss) on Incurred on Expenses
Property City State Date Purchaser Cost Encumbrances Prior Year Depreciation Recognized Encumbrances (11 - 9 - 10) B/A C.V. on Disposal During Year Disposal Disposal Disposal Encumbrances Incurred
QE01
NONE
0399999 Totals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ........... 0 .............0 ........... 0 ........... 0 ........... 0 ........... 0 .............. 0 ........... 0 ........... 0 ........... 0 ........... 0 ........... 0 .............. 0 ........... 0 ........... 0
SCHEDULE B - PART 2
Showing All Mortgage Loans ACQUIRED AND ADDITIONS MADE During the Current Quarter
1 Location 4 5 6 7 8 9
2 3 Actual Cost Additional Value of
Loan Date Rate at Time Investment Made Land and
Loan Number City State Type Acquired of Interest of Acquisition After Acquisition Buildings
NONE
3399999 Total Mortgages (sum of Lines 0899999, 1699999, 2499999 and 3299999) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ................... 0 ................... 0 ................... 0
SCHEDULE B - PART 3
Showing All Mortgage Loans DISPOSED, Transferred or Repaid During the Current Quarter
1 Location 4 5 6 7 Change in Book Value/Recorded Investment 14 15 16 17 18
2 3 Book 8 9 10 11 12 13 Book
Value/Recorded Current Year's Total Value/Recorded Foreign
Investment Unrealized Other-Than- Capitalized Change Total Foreign Investment Exchange Realized Total
Excluding Valuation Current Year's Temporary Deferred in Exchange Excluding Gain Gain Gain
Loan Loan Date Disposal Accrued Interest Increase (Amortization)/ Impairment Interest and Book Value Change in Accrued Interest Consider- (Loss) on (Loss) on (Loss) on
Number City State Type Acquired Date Prior Year (Decrease) Accretion Recognized Other (8+9-10+11) Book Value on Disposal ation Disposal Disposal Disposal
QE02
NONE
0599999 Totals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .............. 0 .............. 0 .............. 0 .............. 0 .............. 0 ................ 0 ................ 0 .............. 0 .............. 0 .............. 0 .............. 0 ................0
SCHEDULE BA - PART 2
Showing Other Long-Term Invested Assets ACQUIRED AND ADDITIONS MADE During the Current Quarter
1 2 Location 5 6 7 8 9 10 11 12 13
CUSIP Name or 3 4 Name of Vendor NAIC Date Originally Type and Actual Cost at Additional Investment Amount of Commitment for Percentage of
Identification Description City State or General Partner Designation Acquired Strategy Time of Acquisition Made After Acquisition Encumbrances Additional Investment Ownership
NONE
4699999 TOTALS ..................................................................................................................................................................................... ...................... 0 ...................... 0 .............. 0 ..................... 0 .... XXX ...
SCHEDULE BA - PART 3
Showing Other Long-Term Invested Assets DISPOSED, Transferred or Repaid During the Current Quarter
1 2 Location 5 6 7 8 Change in Book/Adjusted Carrying Value 15 16 17 18 19 20
3 4 9 10 11 12 13 14
Book/Adjusted Current Year's Current Year's Total Book/Adjusted
Name of Carrying Unrealized (Depreciation) Other Than Capitalized Total Foreign Carrying Value Foreign Realized Total
Purchaser Date Value Less Valuation or Temporary Deferred Change in Exchange Less Exchange Gain Gain
CUSIP Name or or Nature of Originally Disposal Encumbrances, Increase (Amortization)/ Impairment Interest and B./A.C.V. Change in Encumbrances Gain (Loss) (Loss) on (Loss) on Investment
Identification Description City State Disposal Acquired Date Prior Year (Decrease) Accretion Recognized Other (9 + 10 - 11 + 12) B./A.C.V. on Disposal Consideration on Disposal Disposal Disposal Income
QE03
NONE
4699999 TOTALS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . 0 . . . . . . . . . . . . 0 . . . . . . . . . . . . 0 . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0 . . . . . . . . . . . . 0 . . . . . . . . . . . . . 0 . . . . . . . . . . . . 0 . . . . . . . . . . . . 0 . . . . . . . . . . . . 0 . . . . . . . . . . . . . . 0 . . . . . . . . . . . . 0
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
Paid for NAIC
Accrued Designation
CUSIP Name of Number of Interest and or Market
Identification Description Foreign Date Acquired Vendor Shares of Stock Actual Cost Par Value Dividends Indicator (a)
Bonds - U.S. Governments
912828K74 . . U S TREASURY NOTE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 06/30/2016 . . Goldman Sachs NY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . 2,012,753 . . . . . . . . . . . 1,925,000 . . . . . . . . . . . . 15,019 1 ..................
912828Q29 . . U S TREASURY NOTE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 04/29/2016 . . Goldman Sachs NY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . 1,787,836 . . . . . . . . . . . 1,800,000 . . . . . . . . . . . . . 2,361 1 ..................
912828Q52 . . U S TREASURY NOTE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/26/2016 . . VARIOUS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . 28,158,832 . . . . . . . . . 28,231,000 . . . . . . . . . . . . 13,222 1 ..................
912828R85 . . U S TREASURY NOTE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 06/29/2016 . . VARIOUS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . 27,962,804 . . . . . . . . . 27,841,000 . . . . . . . . . . . . 13,312 1 ..................
0599999 Subtotal - Bonds - U.S. Governments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... ....... 59,922,226 ......... 59,797,000 ............ 43,914 ...... XXX .....
Bonds - U.S. Special Revenue, Special Assessment

31300MLY7 . . FHLMC POOL #84-9343 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 06/01/2016 . . VARIOUS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . 1,707,636 . . . . . . . . . . . 1,660,922 ............. 2,187 1 ..................
3138ETG59 . . FNMA POOL #0AL8319 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 06/01/2016 . . VARIOUS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . 1,647,500 . . . . . . . . . . . 1,592,749 ............. 2,364 1 ..................
3138ETM45 . . FNMA POOL #0AL8478 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 06/15/2016 . . BANK OF AMERICA NA, DALLAS . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . 1,450,917 . . . . . . . . . . . 1,396,056 ............. 2,156 1 ..................
3138ETND4 . FNMA POOL #0AL8487 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/20/2016 . . Pershing LLC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . . . 881,521 . . . . . . . . . . . . . 857,080 ............. 1,370 1 ..................
3199999 Subtotal - Bonds - U.S. Special Revenue, Special Assessment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... ........ 5,687,573 ........... 5,506,808 ............. 8,077 ...... XXX .....
Bonds - Industrial and Miscellaneous (Unaffiliated)

05578QAA1 . . BPCE SA 144A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . F . . . . . 04/27/2016 . . HSBC Securities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . . . 266,065 . . . . . . . . . . . . . 250,000 . . . . . . . . . . . . . . . 396
2FE . . . . . . . . . . . . . . .
00206RCC4 . AT&T INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/03/2016 . . BNY/Mizuho Secs. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . 1,677,944 . . . . . . . . . . . 1,648,000 . . . . . . . . . . . . . 6,423
2FE . . . . . . . . . . . . . . .
06051GFM6 . BANK OF AMERICA CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/09/2016 . . First Tennessee . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . . . 378,139 . . . . . . . . . . . . . 375,000 . . . . . . . . . . . . . 4,583
2FE . . . . . . . . . . . . . . .
07388PAE1 . . BEAR STEARNS COMMERCIA PW14 A4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/17/2016 . . Merrill Lynch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . 1,589,830 . . . . . . . . . . . 1,574,333 . . . . . . . . . . . . . 4,322
1FM . . . . . . . . . . . . . .
07388QAE9 . . BEAR STEARNS COMMERCIA PW17 A4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 06/17/2016 . . Pershing LLC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . 2,990,676 . . . . . . . . . . . 2,887,798 . . . . . . . . . . . . . 9,592
1FM . . . . . . . . . . . . . .
171798AC5 . . CIMAREX ENERGY CO . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 04/25/2016 . . Morgan Stanley . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . . . 380,550 . . . . . . . . . . . . . 375,000 . . . . . . . . . . . . . 6,699
2FE . . . . . . . . . . . . . . .
172967JN2 . . CITIGROUP INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 04/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . . . 950,248 . . . . . . . . . . . . . 952,000 . . . . . . . . . . . . . 7,418
2FE . . . . . . . . . . . . . . .
QE04
172967KS9 . . CITIGROUP INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 06/02/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . . . 594,691 . . . . . . . . . . . . . 595,000 .................. 0
2FE . . . . . . . . . . . . . . .
22822VAA9 . . CROWN CASTLE INTERNATIONAL COR . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 04/26/2016 . . Morgan Stanley . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . . . . . 51,319 . . . . . . . . . . . . . . 50,000 . . . . . . . . . . . . . . . 416
2FE . . . . . . . . . . . . . . .
12635FAT1 . . CSAIL 2015-C3 COMMERCIAL C3 A4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/09/2016 . . Credit Suisse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . . . 839,694 . . . . . . . . . . . . . 775,000 . . . . . . . . . . . . . . . 880
1FM . . . . . . . . . . . . . .
247358AA2 . . DELTA AIR LINES 2012-1 CLASS A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 04/29/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . . . 668,031 . . . . . . . . . . . . . 625,790 . . . . . . . . . . . . 14,615
1FE . . . . . . . . . . . . . . .
25179MAP8 . DEVON ENERGY CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 04/20/2016 . . JPMorgan Securities Inc, New York . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . . . 514,608 . . . . . . . . . . . . . 575,000 . . . . . . . . . . . . . 8,306
2FE . . . . . . . . . . . . . . .
38141GES9 . . GOLDMAN SACHS GROUP INC/THE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/19/2016 . . VARIOUS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . . . 455,599 . . . . . . . . . . . . . 400,000 . . . . . . . . . . . . . 8,112
2FE . . . . . . . . . . . . . . .
44891BAE5 . . HYUNDAI AUTO LEASE S B A4 144A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/17/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . 1,629,763 . . . . . . . . . . . 1,630,000 .................. 0
1FE . . . . . . . . . . . . . . .
44891AAE7 . . HYUNDAI CAPITAL AMERICA 144A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 04/06/2016 . . Jefferies & Co . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . 1,170,718 . . . . . . . . . . . 1,160,000 . . . . . . . . . . . . . 1,853
2FE . . . . . . . . . . . . . . .
46631QAD4 . JP MORGAN CHASE COMMER CB20 A4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 06/23/2016 . . Morgan Stanley . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . 1,353,066 . . . . . . . . . . . 1,303,375 . . . . . . . . . . . . . 5,664
1FM . . . . . . . . . . . . . .
58769AAE6 . . MERCEDES BENZ AUTO LEASE B A4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/04/2016 . . RBC Cap'l Markets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . . . 717,122 . . . . . . . . . . . . . 713,000 . . . . . . . . . . . . . . . 727
1FE . . . . . . . . . . . . . . .
55315FAC4 . . MMAF EQUIPMENT FINA AA A3 144A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/03/2016 . . JPMorgan Securities Inc, New York . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . 2,384,700 . . . . . . . . . . . 2,385,000 .................. 0
1FE . . . . . . . . . . . . . . .
61763UAZ5 . . MORGAN STANLEY BANK OF C17 A5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 06/15/2016 . . Deutsche Banc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . . . 670,975 . . . . . . . . . . . . . 615,000 . . . . . . . . . . . . . 1,214
1FM . . . . . . . . . . . . . .
65341KAK2 . . NEXTGEAR FLOORPLAN 1A A2 144A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 04/21/2016 . . BNY/Mizuho Secs. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . . . 595,861 . . . . . . . . . . . . . 596,000 .................. 0
1FE . . . . . . . . . . . . . . .
94989AAU9 . . WELLS FARGO COMMERCIAL LC18 A5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/06/2016 . . Credit Suisse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . . . . 486,306 . . . . . . . . . . . . . 460,000 . . . . . . . . . . . . . . . 435
1FM . . . . . . . . . . . . . .
3899999 Subtotal - Bonds - Industrial and Miscellaneous (Unaffiliated) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . 20,365,905 . . . . . . . . . 19,945,295 . . . . . . . . . . . . 81,653 . . . . . . X X X . . . . .
8399997 Subtotal - Bonds - Part 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . 85,975,703 . . . . . . . . . 85,249,103 . . . . . . . . . . 133,644 . . . . . . X X X . . . . .
8399998 Summary Item from Part 5 for Bonds (N/A to Quarterly) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... ...... X X X ..... ....... X X X ....... ...... X X X ..... ...... X X X .....
8399999 Subtotal - Bonds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... . . . . . . . 85,975,703 . . . . . . . . . 85,249,103 . . . . . . . . . . 133,644 . . . . . . X X X . . . . .
8999998 Summary Item from Part 5 for Preferred Stocks (N/A to Quarterly) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... XXX ..... ...... X X X ..... ....... X X X ....... ...... X X X ..... ...... X X X .....
Common Stocks - Industrial and Miscellaneous (Unaffiliated)

G0176J109 . . ALLEGION PLC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... F ... .. 05/06/2016 .. Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113.000 . . . . . . . . . . . . . 7,460 ....... XXX ....... .................. 0 L ..................
G25839104 . . COCA-COLA EUROPEAN PARTNERS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... F ... .. 05/31/2016 .. VARIOUS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 666.000 . . . . . . . . . . . . 25,439 ....... XXX ....... .................. 0 L ..................
G27823106 . . DELPHI AUTOMOTIVE PLC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... F ... .. 06/07/2016 .. Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 469.000 . . . . . . . . . . . . 32,145 ....... XXX ....... .................. 0 L ..................
G5960L103 . . MEDTRONIC PLC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... F ... .. 05/06/2016 .. Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 663.000 . . . . . . . . . . . . 52,874 ....... XXX ....... .................. 0 L ..................
G60754101 . . MICHAEL KORS HOLDINGS LTD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... F ... .. 05/06/2016 .. Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37.000 . . . . . . . . . . . . . 1,883 ....... XXX ....... .................. 0 L ..................
G7S00T104 . . PENTAIR PLC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... F ... .. 05/06/2016 .. Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 138.000 . . . . . . . . . . . . . 8,025 ....... XXX ....... .................. 0 L ..................
G97822103 . . PERRIGO CO PLC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... F ... .. 06/07/2016 .. Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 419.000 . . . . . . . . . . . . 41,510 ....... XXX ....... .................. 0 L ..................
H84989104 . . TE CONNECTIVITY LTD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... F ... .. 06/07/2016 .. Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 490.000 . . . . . . . . . . . . 30,400 ....... XXX ....... .................. 0 L ..................
G96629103 . . WILLIS TOWERS WATSON PLC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... F ... .. 05/06/2016 .. Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.000 . . . . . . . . . . . . . 4,984 ....... XXX ....... .................. 0 L ..................
SCHEDULE D - PART 3
1 2 3 4 5 6 7 8 9 10
Paid for NAIC
Accrued Designation
G98290102 . . XL GROUP PLC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... F ... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 227.000 . . . . . . . . . . . . . 7,518 .......X X X ....... .................. 0 L ..................
002824100 . . . ABBOTT LABS COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,273.000 . . . . . . . . . . . . 49,711 .......X X X ....... .................. 0 L ..................
00287Y109 . . ABBVIE INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,536.000 . . . . . . . . . . . . 96,031 .......X X X ....... .................. 0 L ..................
00508Y102 . . ACUITY BRANDS INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119.000 . . . . . . . . . . . . 29,217 .......X X X ....... .................. 0 L ..................
00751Y106 . . ADVANCE AUTO PARTS INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47.000 . . . . . . . . . . . . . 7,075 .......X X X ....... .................. 0 L ..................
00130H105 . . AES CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149.000 . . . . . . . . . . . . . 1,652 .......X X X ....... .................. 0 L ..................
00817Y108 . . AETNA INC COM NEW . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56.000 . . . . . . . . . . . . . 6,318 .......X X X ....... .................. 0 L ..................
008252108 . . . AFFILIATED MANAGERS GROUP INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97.000 . . . . . . . . . . . . 15,871 .......X X X ....... .................. 0 L ..................
001055102 . . . AFLAC INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100.000 . . . . . . . . . . . . . 6,886 .......X X X ....... .................. 0 L ..................
00846U101 . . AGILENT TECHNOLOGIES INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 229.000 . . . . . . . . . . . . . 9,490 .......X X X ....... .................. 0 L ..................
011659109 . . . ALASKA AIR GROUP INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 399.000 . . . . . . . . . . . . 26,482 .......X X X ....... .................. 0 L ..................
013817101 . . . ALCOA INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 387.000 . . . . . . . . . . . . . 3,889 .......X X X ....... .................. 0 L ..................
015351109 . . . ALEXION PHARMACEUTICALS INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191.000 . . . . . . . . . . . . 26,530 .......X X X ....... .................. 0 L ..................
G0177J108 . . ALLERGAN PLC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161.000 . . . . . . . . . . . . 32,467 .......X X X ....... .................. 0 L ..................
018581108 . . . ALLIANCE DATA SYSTEMS CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165.000 . . . . . . . . . . . . 37,366 .......X X X ....... .................. 0 L ..................
02079K107 . . ALPHABET INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72.000 . . . . . . . . . . . . 51,201 .......X X X ....... .................. 0 L ..................
02079K305 . . ALPHABET INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72.000 . . . . . . . . . . . . 52,214 .......X X X ....... .................. 0 L ..................
02209S103 . . ALTRIA GROUP INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 373.000 . . . . . . . . . . . . 23,477 .......X X X ....... .................. 0 L ..................
023135106 . . . AMAZON.COM INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97.000 . . . . . . . . . . . . 65,374 .......X X X ....... .................. 0 L ..................
023608102 . . . AMEREN CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 284.000 . . . . . . . . . . . . 13,689 .......X X X ....... .................. 0 L ..................
025816109 . . . AMERICAN EXPRESS CO COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,133.000 . . . . . . . . . . . . 73,101 .......X X X ....... .................. 0 L ..................
026874784 . . . AMERICAN INTL GROUP INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 494.000 . . . . . . . . . . . . 27,195 .......X X X ....... .................. 0 L ..................
03027X100 . . AMERICAN TOWER CORPORATION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 289.000 . . . . . . . . . . . . 31,226 .......X X X ....... .................. 0 L ..................
QE04.1
03073E105 . . AMERISOURCEBERGEN CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 613.000 . . . . . . . . . . . . 46,892 .......X X X ....... .................. 0 L ..................
031100100 . . . AMETEK INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 293.000 . . . . . . . . . . . . 14,322 .......X X X ....... .................. 0 L ..................
031162100 . . . AMGEN INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 301.000 . . . . . . . . . . . . 46,113 .......X X X ....... .................. 0 L ..................
032095101 . . . AMPHENOL CORP NEW CL A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 196.000 . . . . . . . . . . . . 10,951 .......X X X ....... .................. 0 L ..................
036752103 . . . ANTHEM INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50.000 . . . . . . . . . . . . . 6,863 .......X X X ....... .................. 0 L ..................
037411105 . . . APACHE CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 275.000 . . . . . . . . . . . . 14,809 .......X X X ....... .................. 0 L ..................
037833100 . . . APPLE COMPUTER INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,448.000 . . . . . . . . . . 134,273 .......X X X ....... .................. 0 L ..................
038222105 . . . APPLIED MATLS INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 268.000 . . . . . . . . . . . . . 5,328 .......X X X ....... .................. 0 L ..................
039483102 . . . ARCHER DANIELS MIDLAND CO COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165.000 . . . . . . . . . . . . . 6,305 .......X X X ....... .................. 0 L ..................
00206R102 . . AT & T INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,478.000 . . . . . . . . . . . . 57,642 .......X X X ....... .................. 0 L ..................
052769106 . . . AUTODESK INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161.000 . . . . . . . . . . . . . 9,446 .......X X X ....... .................. 0 L ..................
053332102 . . . AUTOZONE INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.000 . . . . . . . . . . . . . 5,434 .......X X X ....... .................. 0 L ..................
053484101 . . . AVALONBAY CMNTYS INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99.000 . . . . . . . . . . . . 18,584 .......X X X ....... .................. 0 L ..................
057224107 . . . BAKER HUGHES INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 512.000 . . . . . . . . . . . . 23,496 .......X X X ....... .................. 0 L ..................
064058100 . . . BANK NEW YORK MELLON CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 739.000 . . . . . . . . . . . . 29,220 .......X X X ....... .................. 0 L ..................
060505104 . . . BANK OF AMERICA CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11,359.000 . . . . . . . . . . 164,478 .......X X X ....... .................. 0 L ..................
07177M103 . . BAXALTA INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 835.000 . . . . . . . . . . . . 34,385 .......X X X ....... .................. 0 L ..................
054937107 . . . BB&T CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,627.000 . . . . . . . . . . . . 59,971 .......X X X ....... .................. 0 L ..................
075887109 . . . BECTON DICKINSON & CO COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54.000 . . . . . . . . . . . . . 8,902 .......X X X ....... .................. 0 L ..................
075896100 . . . BED BATH & BEYOND INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 521.000 . . . . . . . . . . . . 23,586 .......X X X ....... .................. 0 L ..................
084670702 . . . BERKSHIRE HATHAWAY INC DEL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . VARIOUS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,085.000 . . . . . . . . . . 154,668 .......X X X ....... .................. 0 L ..................
086516101 . . . BEST BUY INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33.000 . . . . . . . . . . . . . 1,056 .......X X X ....... .................. 0 L ..................
09062X103 . . BIOGEN IDEC INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147.000 . . . . . . . . . . . . 38,752 .......X X X ....... .................. 0 L ..................
09247X101 . . BLACKROCK INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91.000 . . . . . . . . . . . . 32,398 .......X X X ....... .................. 0 L ..................
093671105 . . . BLOCK H & R INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 755.000 . . . . . . . . . . . . 16,316 .......X X X ....... .................. 0 L ..................
097023105 . . . BOEING CO COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 320.000 . . . . . . . . . . . . 42,646 .......X X X ....... .................. 0 L ..................
099724106 . . . BORGWARNER INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 700.000 . . . . . . . . . . . . 24,500 .......X X X ....... .................. 0 L ..................
101121101 . . . BOSTON PPTYS INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111.000 . . . . . . . . . . . . 14,531 .......X X X ....... .................. 0 L ..................
101137107 . . . BOSTON SCIENTIFIC CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 870.000 . . . . . . . . . . . . 19,175 .......X X X ....... .................. 0 L ..................
110122108 . . . BRISTOL MYERS SQUIBB CO COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 404.000 . . . . . . . . . . . . 28,777 .......X X X ....... .................. 0 L ..................
12686C109 . . CABLEVISION SYSTEMS CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140.000 . . . . . . . . . . . . . 4,831 .......X X X ....... .................. 0 L ..................
SCHEDULE D - PART 3
1 2 3 4 5 6 7 8 9 10
Paid for NAIC
Accrued Designation
127097103 . . . CABOT OIL & GAS CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 258.000 . . . . . . . . . . . . . 6,146 .......X X X ....... .................. 0 L ..................
14040H105 . . CAPITAL ONE FINL CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136.000 . . . . . . . . . . . . . 9,438 .......X X X ....... .................. 0 L ..................
14149Y108 . . CARDINAL HEALTH INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94.000 . . . . . . . . . . . . . 7,225 .......X X X ....... .................. 0 L ..................
143130102 . . . CARMAX INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 202.000 . . . . . . . . . . . . 10,185 .......X X X ....... .................. 0 L ..................
12504L109 . . . CBRE GROUP INC CL A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 212.000 . . . . . . . . . . . . . 6,222 .......X X X ....... .................. 0 L ..................
124857202 . . . CBS CORP NEW CL B . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154.000 . . . . . . . . . . . . . 8,884 .......X X X ....... .................. 0 L ..................
151020104 . . . CELGENE CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 373.000 . . . . . . . . . . . . 37,397 .......X X X ....... .................. 0 L ..................
15135B101 . . CENTENE CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 541.000 . . . . . . . . . . . . 32,336 .......X X X ....... .................. 0 L ..................
15189T107 . . . CENTERPOINT ENERGY INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 312.000 . . . . . . . . . . . . . 6,752 .......X X X ....... .................. 0 L ..................
156700106 . . . CENTURYTEL INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,731.000 . . . . . . . . . . . . 49,420 .......X X X ....... .................. 0 L ..................
125269100 . . . CF INDS HLDGS INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 742.000 . . . . . . . . . . . . 23,009 .......X X X ....... .................. 0 L ..................
16119P108 . . CHARTER COMMUNICATIONS INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/19/2016 . . VARIOUS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 340.402 . . . . . . . . . . . . 64,574 .......X X X ....... .................. 0 L ..................
166764100 . . . CHEVRONTEXACO CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,275.000 . . . . . . . . . . 129,884 .......X X X ....... .................. 0 L ..................
169656105 . . . CHIPOTLE MEXICAN GRILL INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13.000 . . . . . . . . . . . . . 5,640 .......X X X ....... .................. 0 L ..................
171798101 . . . CIMAREX ENERGY CO . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112.000 . . . . . . . . . . . . 12,342 .......X X X ....... .................. 0 L ..................
17275R102 . . CISCO SYS INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,919.000 . . . . . . . . . . . . 50,930 .......X X X ....... .................. 0 L ..................
172967424 . . . CITIGROUP INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,805.000 . . . . . . . . . . . . 80,178 .......X X X ....... .................. 0 L ..................
174610105 . . . CITIZENS FINANCIAL GROUP INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,680.000 . . . . . . . . . . . . 37,128 .......X X X ....... .................. 0 L ..................
189054109 . . . CLOROX CO COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95.000 . . . . . . . . . . . . 12,395 .......X X X ....... .................. 0 L ..................
12572Q105 . . CME GROUP INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 246.000 . . . . . . . . . . . . 22,851 .......X X X ....... .................. 0 L ..................
125896100 . . . CMS ENERGY CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 325.000 . . . . . . . . . . . . 13,364 .......X X X ....... .................. 0 L ..................
189754104 . . . COACH INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122.000 . . . . . . . . . . . . . 4,870 .......X X X ....... .................. 0 L ..................
191216100 . . . COCA COLA CO COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 894.000 . . . . . . . . . . . . 40,525 .......X X X ....... .................. 0 L ..................
QE04.2
19122T109 . . . COCA-COLA ENTERPRISES INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153.000 . . . . . . . . . . . . . 8,271 .......X X X ....... .................. 0 L ..................
192446102 . . . COGNIZANT TECH SOLUTIONS CL A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 370.000 . . . . . . . . . . . . 22,407 .......X X X ....... .................. 0 L ..................
194162103 . . . COLGATE PALMOLIVE CO . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141.000 . . . . . . . . . . . . 10,128 .......X X X ....... .................. 0 L ..................
198280109 . . . COLUMBIA PIPELINE GROUP INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 426.000 . . . . . . . . . . . . 10,812 .......X X X ....... .................. 0 L ..................
20030N101 . . COMCAST CORP NEW CL A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 564.000 . . . . . . . . . . . . 34,647 .......X X X ....... .................. 0 L ..................
200340107 . . . COMERICA INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197.000 . . . . . . . . . . . . . 8,331 .......X X X ....... .................. 0 L ..................
205887102 . . . CONAGRA FOODS INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 319.000 . . . . . . . . . . . . 14,355 .......X X X ....... .................. 0 L ..................
20605P101 . . CONCHO RESOURCES INC/MIDLAND T . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 411.000 . . . . . . . . . . . . 47,129 .......X X X ....... .................. 0 L ..................
21036P108 . . CONSTELLATION BRANDS INC CL A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49.000 . . . . . . . . . . . . . 7,820 .......X X X ....... .................. 0 L ..................
22160K105 . . COSTCO WHSL CORP NEW COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112.000 . . . . . . . . . . . . 16,402 .......X X X ....... .................. 0 L ..................
126408103 . . . CSX CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 877.000 . . . . . . . . . . . . 22,951 .......X X X ....... .................. 0 L ..................
231021106 . . . CUMMINS ENGINE INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40.000 . . . . . . . . . . . . . 4,600 .......X X X ....... .................. 0 L ..................
126650100 . . . CVS CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243.000 . . . . . . . . . . . . 25,481 .......X X X ....... .................. 0 L ..................
23331A109 . . D R HORTON INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 241.000 . . . . . . . . . . . . . 7,122 .......X X X ....... .................. 0 L ..................
237194105 . . . DARDEN RESTAURANTS INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33.000 . . . . . . . . . . . . . 2,063 .......X X X ....... .................. 0 L ..................
23918K108 . . DAVITA INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88.000 . . . . . . . . . . . . . 6,662 .......X X X ....... .................. 0 L ..................
244199105 . . . DEERE & CO COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 323.000 . . . . . . . . . . . . 26,312 .......X X X ....... .................. 0 L ..................
247361702 . . . DELTA AIR LINES INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 477.000 . . . . . . . . . . . . 20,058 .......X X X ....... .................. 0 L ..................
24906P109 . . DENTSPLY SIRONA INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 467.000 . . . . . . . . . . . . 28,842 .......X X X ....... .................. 0 L ..................
25179M103 . . DEVON ENERGY CORP NEW COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 675.000 . . . . . . . . . . . . 21,202 .......X X X ....... .................. 0 L ..................
25470F104 . . . DISCOVERY COMMUNICATIONS INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177.000 . . . . . . . . . . . . . 5,007 .......X X X ....... .................. 0 L ..................
25470F302 . . . DISCOVERY COMMUNICATIONS INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 239.000 . . . . . . . . . . . . . 6,616 .......X X X ....... .................. 0 L ..................
254687106 . . . DISNEY WALT CO COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 312.000 . . . . . . . . . . . . 32,932 .......X X X ....... .................. 0 L ..................
256677105 . . . DOLLAR GENERAL CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211.000 . . . . . . . . . . . . 17,572 .......X X X ....... .................. 0 L ..................
256746108 . . . DOLLAR TREE INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 170.000 . . . . . . . . . . . . 13,804 .......X X X ....... .................. 0 L ..................
260543103 . . . DOW CHEM CO COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 501.000 . . . . . . . . . . . . 25,636 .......X X X ....... .................. 0 L ..................
263534109 . . . DU PONT E I DE NEMOURS & CO . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 474.000 . . . . . . . . . . . . 30,464 .......X X X ....... .................. 0 L ..................
26483E100 . . DUN & BRADSTREET CORP DEL NEW . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43.000 . . . . . . . . . . . . . 4,778 .......X X X ....... .................. 0 L ..................
269246401 . . . E-TRADE FINANCIAL CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 316.000 . . . . . . . . . . . . . 7,881 .......X X X ....... .................. 0 L ..................
277432100 . . . EASTMAN CHEM CO COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40.000 . . . . . . . . . . . . . 3,035 .......X X X ....... .................. 0 L ..................
G29183103 . . EATON CORP PLC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119.000 . . . . . . . . . . . . . 7,296 .......X X X ....... .................. 0 L ..................
SCHEDULE D - PART 3
1 2 3 4 5 6 7 8 9 10
Paid for NAIC
Accrued Designation
278642103 . . . EBAY INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 737.000 . . . . . . . . . . . . 17,563 .......X X X ....... .................. 0 L ..................
28176E108 . . EDWARDS LIFESCIENCES CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 249.000 . . . . . . . . . . . . 26,332 .......X X X ....... .................. 0 L ..................
291011104 . . . EMERSON ELEC CO COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 357.000 . . . . . . . . . . . . 19,035 .......X X X ....... .................. 0 L ..................
29364G103 . . ENTERGY CORP NEW COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130.000 . . . . . . . . . . . . . 9,902 .......X X X ....... .................. 0 L ..................
26884L109 . . . EQT CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 234.000 . . . . . . . . . . . . 16,272 .......X X X ....... .................. 0 L ..................
29444U700 . . EQUINIX INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68.120 . . . . . . . . . . . . 22,949 .......X X X ....... .................. 0 L ..................
29476L107 . . . EQUITY RESIDENTIAL PPTYS TR SH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 435.000 . . . . . . . . . . . . 27,866 .......X X X ....... .................. 0 L ..................
297178105 . . . ESSEX PPTY TR . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.000 . . . . . . . . . . . . . 9,519 .......X X X ....... .................. 0 L ..................
30040W108 . . EVERSOURCE ENERGY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 248.000 . . . . . . . . . . . . 14,178 .......X X X ....... .................. 0 L ..................
30161N101 . . EXELON CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 262.000 . . . . . . . . . . . . . 9,351 .......X X X ....... .................. 0 L ..................
30219G108 . . EXPRESS SCRIPTS HLDG CO . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 725.000 . . . . . . . . . . . . 55,144 .......X X X ....... .................. 0 L ..................
30225T102 . . . EXTRA SPACE STORAGE INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 400.000 . . . . . . . . . . . . 36,932 .......X X X ....... .................. 0 L ..................
30231G102 . . EXXON MOBIL CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . VARIOUS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,728.000 . . . . . . . . . . 155,402 .......X X X ....... .................. 0 L ..................
315616102 . . . F5 NETWORKS INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 219.000 . . . . . . . . . . . . 22,042 .......X X X ....... .................. 0 L ..................
30303M102 . . FACEBOOK INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 613.000 . . . . . . . . . . . . 73,254 .......X X X ....... .................. 0 L ..................
311900104 . . . FASTENAL CO . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117.000 . . . . . . . . . . . . . 5,441 .......X X X ....... .................. 0 L ..................
31620M106 . . FIDELITY NATL INFORMATION SVCS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197.000 . . . . . . . . . . . . 14,038 .......X X X ....... .................. 0 L ..................
316773100 . . . FIFTH THIRD BANCORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,723.000 . . . . . . . . . . . . 33,047 .......X X X ....... .................. 0 L ..................
336433107 . . . FIRST SOLAR INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90.000 . . . . . . . . . . . . . 4,663 .......X X X ....... .................. 0 L ..................
337932107 . . . FIRSTENERGY CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122.000 . . . . . . . . . . . . . 4,038 .......X X X ....... .................. 0 L ..................
34354P105 . . FLOWSERVE CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92.000 . . . . . . . . . . . . . 4,257 .......X X X ....... .................. 0 L ..................
302491303 . . . FMC CORP NEW COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38.000 . . . . . . . . . . . . . 1,824 .......X X X ....... .................. 0 L ..................
344849104 . . . FOOT LOCKER INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 437.000 . . . . . . . . . . . . 26,565 .......X X X ....... .................. 0 4 ..................
QE04.3
345370860 . . . FORD MTR CO DEL COM PAR $0.01 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,873.000 . . . . . . . . . . . . 25,138 .......X X X ....... .................. 0 L ..................
354613101 . . . FRANKLIN RES INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90.000 . . . . . . . . . . . . . 3,250 .......X X X ....... .................. 0 L ..................
35671D857 . . FREEPORT MCMORAN COPPER B . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 634.000 . . . . . . . . . . . . . 7,481 .......X X X ....... .................. 0 L ..................
35906A108 . . FRONTIER COMMUNICATIONS CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 332.000 . . . . . . . . . . . . . 1,753 .......X X X ....... .................. 0 L ..................
364760108 . . . GAP INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 541.000 . . . . . . . . . . . . 10,539 .......X X X ....... .................. 0 L ..................
369604103 . . . GENERAL ELEC CO COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,982.000 . . . . . . . . . . . . 59,718 .......X X X ....... .................. 0 L ..................
370023103 . . . GENERAL GROWTH PROPERTIES INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 423.000 . . . . . . . . . . . . 12,445 .......X X X ....... .................. 0 L ..................
370334104 . . . GENERAL MLS INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132.000 . . . . . . . . . . . . . 8,200 .......X X X ....... .................. 0 L ..................
37045V100 . . GENERAL MOTORS CO . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 838.000 . . . . . . . . . . . . 25,953 .......X X X ....... .................. 0 L ..................
382550101 . . . GOODYEAR TIRE & RUBR CO COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70.000 . . . . . . . . . . . . . 1,974 .......X X X ....... .................. 0 L ..................
384802104 . . . GRAINGER W W INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.000 . . . . . . . . . . . . . 9,532 .......X X X ....... .................. 0 L ..................
406216101 . . . HALLIBURTON CO COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,012.000 . . . . . . . . . . . . 39,923 .......X X X ....... .................. 0 L ..................
410345102 . . . HANESBRANDS INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110.000 . . . . . . . . . . . . . 3,044 .......X X X ....... .................. 0 L ..................
412822108 . . . HARLEY DAVIDSON INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 586.000 . . . . . . . . . . . . 26,956 .......X X X ....... .................. 0 L ..................
413875105 . . . HARRIS CORP DEL COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91.000 . . . . . . . . . . . . . 6,789 .......X X X ....... .................. 0 L ..................
416515104 . . . HARTFORD FINL SVCS GROUP INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 256.000 . . . . . . . . . . . . 11,233 .......X X X ....... .................. 0 L ..................
40412C101 . . HCA HOLDINGS INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 187.000 . . . . . . . . . . . . 15,130 .......X X X ....... .................. 0 L ..................
40414L109 . . . HCP INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133.000 . . . . . . . . . . . . . 4,596 .......X X X ....... .................. 0 L ..................
423452101 . . . HELMERICH & PAYNE INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31.000 . . . . . . . . . . . . . 1,882 .......X X X ....... .................. 0 L ..................
42809H107 . . HESS CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 843.000 . . . . . . . . . . . . 47,343 .......X X X ....... .................. 0 L ..................
42824C109 . . HEWLETT PACKARD CO . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,811.000 . . . . . . . . . . . . 28,596 .......X X X ....... .................. 0 L ..................
436440101 . . . HOLOGIC INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 786.000 . . . . . . . . . . . . 26,512 .......X X X ....... .................. 0 L ..................
437076102 . . . HOME DEPOT INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 305.000 . . . . . . . . . . . . 41,392 .......X X X ....... .................. 0 L ..................
440452100 . . . HORMEL FOODS CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 328.000 . . . . . . . . . . . . 12,648 .......X X X ....... .................. 0 L ..................
44107P104 . . HOST HOTELS & RESORTS INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 877.000 . . . . . . . . . . . . 14,356 .......X X X ....... .................. 0 L ..................
40434L105 . . . HP INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,843.000 . . . . . . . . . . . . 21,379 .......X X X ....... .................. 0 L ..................
444859102 . . . HUMANA INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23.000 . . . . . . . . . . . . . 3,926 .......X X X ....... .................. 0 L ..................
446150104 . . . HUNTINGTON BANCSHARES INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 573.000 . . . . . . . . . . . . . 5,667 .......X X X ....... .................. 0 L ..................
459200101 . . . IBM CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,048.000 . . . . . . . . . . 154,370 .......X X X ....... .................. 0 L ..................
G47791101 . . INGERSOLL-RAND PUBLIC LIMITED . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 282.000 . . . . . . . . . . . . 18,482 .......X X X ....... .................. 0 L ..................
45688C107 . . INGEVITY CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/16/2016 . . VARIOUS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117.500 . . . . . . . . . . . . . 2,648 .......X X X ....... .................. 0 L ..................
SCHEDULE D - PART 3
1 2 3 4 5 6 7 8 9 10
Paid for NAIC
Accrued Designation
45866F104 . . . INTERCONTINENTALEXCHANGE GROUP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77.000 . . . . . . . . . . . . 19,879 .......X X X ....... .................. 0 L ..................
460146103 . . . INTERNATIONAL PAPER CO COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106.000 . . . . . . . . . . . . . 4,464 .......X X X ....... .................. 0 L ..................
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52729N308 . . LEVEL 3 COMMUNICATIONS INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113.000 . . . . . . . . . . . . . 5,852 .......X X X ....... .................. 0 L ..................
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64110D104 . . NETAPP INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 919.000 . . . . . . . . . . . . 21,284 .......X X X ....... .................. 0 L ..................
64110L106 . . . NETFLIX INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 255.000 . . . . . . . . . . . . 23,167 .......X X X ....... .................. 0 L ..................
651229106 . . . NEWELL RUBBERMAID INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 673.000 . . . . . . . . . . . . 33,024 .......X X X ....... .................. 0 L ..................
651290108 . . . NEWFIELD EXPLORATION CO . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 234.000 . . . . . . . . . . . . . 8,707 .......X X X ....... .................. 0 L ..................
65249B109 . . NEWS CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104.000 . . . . . . . . . . . . . 1,322 .......X X X ....... .................. 0 L ..................
65473P105 . . NISOURCE INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 378.000 . . . . . . . . . . . . . 8,853 .......X X X ....... .................. 0 L ..................
SCHEDULE D - PART 3
1 2 3 4 5 6 7 8 9 10
Paid for NAIC
Accrued Designation
655044105 . . . NOBLE ENERGY INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131.000 . . . . . . . . . . . . . 4,652 .......X X X ....... .................. 0 L ..................
655664100 . . . NORDSTROM INC WASH COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127.000 . . . . . . . . . . . . . 6,105 .......X X X ....... .................. 0 L ..................
655844108 . . . NORFOLK SOUTHN CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 327.000 . . . . . . . . . . . . 29,322 .......X X X ....... .................. 0 L ..................
665859104 . . . NORTHERN TR CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 231.000 . . . . . . . . . . . . 15,946 .......X X X ....... .................. 0 L ..................
629377508 . . . NRG ENERGY INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 794.000 . . . . . . . . . . . . 12,331 .......X X X ....... .................. 0 L ..................
670346105 . . . NUCOR CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 365.000 . . . . . . . . . . . . 17,834 .......X X X ....... .................. 0 L ..................
67066G104 . . NVIDIA CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 371.000 . . . . . . . . . . . . 13,111 .......X X X ....... .................. 0 L ..................
674599105 . . . OCCIDENTAL PETE CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102.000 . . . . . . . . . . . . . 7,759 .......X X X ....... .................. 0 L ..................
682680103 . . . ONEOK INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62.000 . . . . . . . . . . . . . 2,466 .......X X X ....... .................. 0 L ..................
68389X105 . . ORACLE CORPORATION COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 522.000 . . . . . . . . . . . . 20,577 .......X X X ....... .................. 0 L ..................
693718108 . . . PACCAR INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 250.000 . . . . . . . . . . . . 13,888 .......X X X ....... .................. 0 L ..................
701094104 . . . PARKER HANNIFIN CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35.000 . . . . . . . . . . . . . 3,941 .......X X X ....... .................. 0 L ..................
704326107 . . . PAYCHEX INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 232.000 . . . . . . . . . . . . 12,045 .......X X X ....... .................. 0 L ..................
70450Y103 . . PAYPAL HOLDINGS INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173.000 . . . . . . . . . . . . . 6,832 .......X X X ....... .................. 0 L ..................
714046109 . . . PERKINELMER INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75.000 . . . . . . . . . . . . . 4,068 .......X X X ....... .................. 0 L ..................
717081103 . . . PFIZER INC COM STK USD0.05 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,816.000 . . . . . . . . . . . . 60,999 .......X X X ....... .................. 0 L ..................
69331C108 . . PG&E CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 516.000 . . . . . . . . . . . . 30,449 .......X X X ....... .................. 0 L ..................
718172109 . . . PHILIP MORRIS INTL INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 327.000 . . . . . . . . . . . . 32,808 .......X X X ....... .................. 0 L ..................
723787107 . . . PIONEER NAT RES CO . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139.000 . . . . . . . . . . . . 22,166 .......X X X ....... .................. 0 L ..................
693475105 . . . PNC FINANCIAL SERVICES GROUP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 348.000 . . . . . . . . . . . . 29,796 .......X X X ....... .................. 0 L ..................
693506107 . . . PPG INDS INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172.000 . . . . . . . . . . . . 18,631 .......X X X ....... .................. 0 L ..................
69351T106 . . . PPL CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 494.000 . . . . . . . . . . . . 18,925 .......X X X ....... .................. 0 L ..................
74005P104 . . PRAXAIR INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189.000 . . . . . . . . . . . . 21,605 .......X X X ....... .................. 0 L ..................
QE04.5
74144T108 . . . PRICE T ROWE GROUP INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62.000 . . . . . . . . . . . . . 4,656 .......X X X ....... .................. 0 L ..................
741503403 . . . PRICELINE COM INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.000 . . . . . . . . . . . . 13,751 .......X X X ....... .................. 0 L ..................
74251V102 . . PRINCIPAL FINANCIAL GROUP INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 311.000 . . . . . . . . . . . . 13,127 .......X X X ....... .................. 0 L ..................
742718109 . . . PROCTER l& GAMBLE CO COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 472.000 . . . . . . . . . . . . 38,770 .......X X X ....... .................. 0 L ..................
743315103 . . . PROGRESSIVE CORP OHIO COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 721.000 . . . . . . . . . . . . 23,771 .......X X X ....... .................. 0 L ..................
74340W103 . . PROLOGIS INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 170.000 . . . . . . . . . . . . . 7,924 .......X X X ....... .................. 0 L ..................
744320102 . . . PRUDENTIAL FINL INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,000.000 . . . . . . . . . . . . 76,060 .......X X X ....... .................. 0 L ..................
74460D109 . . PUBLIC STORAGE INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97.000 . . . . . . . . . . . . 24,966 .......X X X ....... .................. 0 L ..................
745867101 . . . PULTTE CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 362.000 . . . . . . . . . . . . . 6,603 .......X X X ....... .................. 0 L ..................
693656100 . . . PVH CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21.000 . . . . . . . . . . . . . 1,920 .......X X X ....... .................. 0 L ..................
74736K101 . . QORVO INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63.000 . . . . . . . . . . . . . 2,906 .......X X X ....... .................. 0 L ..................
747525103 . . . QUALCOMM INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 842.000 . . . . . . . . . . . . 46,235 .......X X X ....... .................. 0 L ..................
75281A109 . . RANGE RES CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198.000 . . . . . . . . . . . . . 8,300 .......X X X ....... .................. 0 L ..................
756109104 . . . REALTY INCOME CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 324.000 . . . . . . . . . . . . 20,603 .......X X X ....... .................. 0 L ..................
756577102 . . . RED HAT INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132.000 . . . . . . . . . . . . . 9,470 .......X X X ....... .................. 0 L ..................
75886F107 . . . REGENERON PHARMACEUTICALS INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58.000 . . . . . . . . . . . . 21,458 .......X X X ....... .................. 0 L ..................
7591EP100 . . REGIONS FINL CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,432.000 . . . . . . . . . . . . 13,017 .......X X X ....... .................. 0 L ..................
761713106 . . . REYNOLDS AMERN INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 196.000 . . . . . . . . . . . . . 9,775 .......X X X ....... .................. 0 L ..................
774341101 . . . ROCKWELL COLLINS INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95.000 . . . . . . . . . . . . . 8,621 .......X X X ....... .................. 0 L ..................
773903109 . . . ROCKWELL INTL CORP NEW COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148.000 . . . . . . . . . . . . 16,606 .......X X X ....... .................. 0 L ..................
776696106 . . . ROPER INDUSTRIES INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65.000 . . . . . . . . . . . . 11,450 .......X X X ....... .................. 0 L ..................
778296103 . . . ROSS STORES INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 437.000 . . . . . . . . . . . . 24,944 .......X X X ....... .................. 0 L ..................
V7780T103 . . ROYAL CARIBBEAN CRUISES LTD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 337.000 . . . . . . . . . . . . 25,956 .......X X X ....... .................. 0 L ..................
783549108 . . . RYDER SYS INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16.000 . . . . . . . . . . . . . 1,101 .......X X X ....... .................. 0 L ..................
78409V104 . . S&P GLOBAL INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . VARIOUS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 843.000 . . . . . . . . . . . . 79,703 .......X X X ....... .................. 0 L ..................
79466L302 . . . SALESFORCE COM INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 361.000 . . . . . . . . . . . . 26,808 .......X X X ....... .................. 0 L ..................
806857108 . . . SCHLUMBERGER LTD COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 04/04/2016 . . VARIOUS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 337.236 . . . . . . . . . . . . 24,429 .......X X X ....... .................. 0 L ..................
808513105 . . . SCHWAB CHARLES CORP NEW COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 898.000 . . . . . . . . . . . . 24,533 .......X X X ....... .................. 0 L ..................
811065101 . . . SCRIPPS NETWORKS INTERACTIVE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111.000 . . . . . . . . . . . . . 7,297 .......X X X ....... .................. 0 L ..................
G7945M107 . SEAGATE TECHNOLOGY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 949.000 . . . . . . . . . . . . 23,364 .......X X X ....... .................. 0 L ..................
81211K100 . . SEALED AIR CORP NEW COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122.000 . . . . . . . . . . . . . 5,688 .......X X X ....... .................. 0 L ..................
SCHEDULE D - PART 3
1 2 3 4 5 6 7 8 9 10
Paid for NAIC
Accrued Designation
816851109 . . . SEMPRA ENERGY COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77.000 . . . . . . . . . . . . . 8,067 .......X X X ....... .................. 0 L ..................
82481R106 . . SHIRE PLC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/03/2016 . . Non Broker Trade . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 321.298 . . . . . . . . . . . . 62,078 .......X X X ....... .................. 0 L ..................
83088M102 . . SKYWORKS SOLUTIONS INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 609.000 . . . . . . . . . . . . 39,366 .......X X X ....... .................. 0 L ..................
78440X101 . . SL GREEN REALTY CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118.000 . . . . . . . . . . . . 12,381 .......X X X ....... .................. 0 L ..................
833034101 . . . SNAP ON INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68.000 . . . . . . . . . . . . 10,884 .......X X X ....... .................. 0 L ..................
844741108 . . . SOUTHWEST AIRLS CO COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 376.000 . . . . . . . . . . . . 15,694 .......X X X ....... .................. 0 L ..................
845467109 . . . SOUTHWESTERN ENERGY CO (DEL) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163.000 . . . . . . . . . . . . . 1,923 .......X X X ....... .................. 0 L ..................
847560109 . . . SPECTRA ENERGY CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191.000 . . . . . . . . . . . . . 5,986 .......X X X ....... .................. 0 L ..................
790849103 . . . ST JUDE MED INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166.000 . . . . . . . . . . . . 12,468 .......X X X ....... .................. 0 L ..................
854502101 . . . STANLEY BLACK & DECKER . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 176.000 . . . . . . . . . . . . 19,591 .......X X X ....... .................. 0 L ..................
855030102 . . . STAPLES INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 190.000 . . . . . . . . . . . . . 1,951 .......X X X ....... .................. 0 L ..................
855244109 . . . STARBUCKS CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 339.000 . . . . . . . . . . . . 19,092 .......X X X ....... .................. 0 L ..................
85590A401 . . STARWOOD HOTELS & RESORTS COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108.000 . . . . . . . . . . . . . 8,786 .......X X X ....... .................. 0 L ..................
863667101 . . . STRYKER CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 208.000 . . . . . . . . . . . . 23,134 .......X X X ....... .................. 0 L ..................
867914103 . . . SUNTRUST BKS INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 355.000 . . . . . . . . . . . . 14,427 .......X X X ....... .................. 0 L ..................
87165B103 . . SYNCHRONY FINANCIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 533.000 . . . . . . . . . . . . 16,038 .......X X X ....... .................. 0 L ..................
881609101 . . . TESORO PETE CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84.000 . . . . . . . . . . . . . 6,546 .......X X X ....... .................. 0 L ..................
882508104 . . . TEXAS INSTRS INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 219.000 . . . . . . . . . . . . 12,529 .......X X X ....... .................. 0 L ..................
883203101 . . . TEXTRON INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191.000 . . . . . . . . . . . . . 7,304 .......X X X ....... .................. 0 L ..................
887317303 . . . TIME WARNER INC NEW COM NEW . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159.000 . . . . . . . . . . . . 11,909 .......X X X ....... .................. 0 L ..................
872540109 . . . TJX COS INC NEW COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103.000 . . . . . . . . . . . . . 7,892 .......X X X ....... .................. 0 L ..................
891906109 . . . TOTAL SYS SVCS INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174.000 . . . . . . . . . . . . . 9,098 .......X X X ....... .................. 0 L ..................
892356106 . . . TRACTOR SUPPLY CO . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140.000 . . . . . . . . . . . . 13,101 .......X X X ....... .................. 0 L ..................
QE04.6
893641100 . . . TRANSDIGM GROUP INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143.000 . . . . . . . . . . . . 38,140 .......X X X ....... .................. 0 L ..................
89417E109 . . TRAVELERS COS INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125.000 . . . . . . . . . . . . 13,808 .......X X X ....... .................. 0 L ..................
896945201 . . . TRIPADVISOR INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 308.000 . . . . . . . . . . . . 21,434 .......X X X ....... .................. 0 L ..................
90130A101 . . TWENTY FIRST CENTURY FOX INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,095.000 . . . . . . . . . . . . 32,324 .......X X X ....... .................. 0 L ..................
902973304 . . . U S BANCORP DEL NEW . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . VARIOUS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,185.000 . . . . . . . . . . . . 50,448 .......X X X ....... .................. 0 L ..................
902653104 . . . UDR INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 849.000 . . . . . . . . . . . . 31,345 .......X X X ....... .................. 0 4 ..................
90384S303 . . ULTA SALON COSMETICS & . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 171.000 . . . . . . . . . . . . 35,686 .......X X X ....... .................. 0 L ..................
904311206 . . . UNDER ARMOUR INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 04/08/2016 . . VARIOUS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 521.000 . . . . . . . . . . . . 19,507 .......X X X ....... .................. 0 L ..................
907818108 . . . UNION PAC CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116.000 . . . . . . . . . . . . . 9,946 .......X X X ....... .................. 0 L ..................
910047109 . . . UNITED CONTINENTAL HOLDINGS IN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 343.000 . . . . . . . . . . . . 15,816 .......X X X ....... .................. 0 L ..................
911312106 . . . UNITED PARCEL SVC INC CL B . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 424.000 . . . . . . . . . . . . 43,299 .......X X X ....... .................. 0 L ..................
913017109 . . . UNITED TECHNOLOGIES CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . VARIOUS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 703.000 . . . . . . . . . . . . 71,298 .......X X X ....... .................. 0 L ..................
913903100 . . . UNIVERSAL HEALTH SERVICES INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 171.000 . . . . . . . . . . . . 22,893 .......X X X ....... .................. 0 L ..................
91529Y106 . . UNUMPROVIDENT CORP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54.000 . . . . . . . . . . . . . 1,818 .......X X X ....... .................. 0 L ..................
918204108 . . . V F CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,080.000 . . . . . . . . . . . . 69,055 .......X X X ....... .................. 0 L ..................
91913Y100 . . VALERO ENERGY CORP COM NEW . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 314.000 . . . . . . . . . . . . 17,386 .......X X X ....... .................. 0 L ..................
92276F100 . . . VENTAS INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 252.000 . . . . . . . . . . . . 16,660 .......X X X ....... .................. 0 L ..................
92343V104 . . VERIZON COMMUNICATIONS COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 330.000 . . . . . . . . . . . . 16,873 .......X X X ....... .................. 0 L ..................
92532F100 . . . VERTEX PHARMACEUTICALS INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 415.000 . . . . . . . . . . . . 39,330 .......X X X ....... .................. 0 L ..................
92553P201 . . VIACOM INC NEW CL B . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 401.000 . . . . . . . . . . . . 16,573 .......X X X ....... .................. 0 L ..................
92826C839 . . VISA INC COM CL A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . Salomon Brothers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,154.000 . . . . . . . . . . . . 93,439 .......X X X ....... .................. 0 L ..................
929042109 . . . VORNADO RLTY TR COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128.000 . . . . . . . . . . . . 12,270 .......X X X ....... .................. 0 L ..................
929160109 . . . VULCAN MATLS CO COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161.000 . . . . . . . . . . . . 18,425 .......X X X ....... .................. 0 L ..................
931142103 . . . WAL MART STORES INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,466.000 . . . . . . . . . . 100,069 .......X X X ....... .................. 0 L ..................
931427108 . . . WALGREENS BOOTS ALLIANCE INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 432.000 . . . . . . . . . . . . 34,318 .......X X X ....... .................. 0 L ..................
941848103 . . . WATERS CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85.000 . . . . . . . . . . . . 11,290 .......X X X ....... .................. 0 L ..................
92939U106 . . WEC ENERGY GROUP INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197.000 . . . . . . . . . . . . 11,674 .......X X X ....... .................. 0 L ..................
949746101 . . . WELLS FARGO & CO NEW COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,646.000 . . . . . . . . . . . . 80,703 .......X X X ....... .................. 0 L ..................
95040Q104 . . WELLTOWER INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 260.000 . . . . . . . . . . . . 19,131 .......X X X ....... .................. 0 L ..................
958102105 . . . WESTERN DIGITAL CORP DEL COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 06/07/2016 . . VARIOUS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 897.685 . . . . . . . . . . . . 42,785 .......X X X ....... .................. 0 L ..................
959802109 . . . WESTERN UN CO COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .......... . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133.000 . . . . . . . . . . . . . 2,528 .......X X X ....... .................. 0 L ..................
SCHEDULE D - PART 3
1 2 3 4 5 6 7 8 9 10
Paid for NAIC
Accrued Designation
962166104 . . . WEYERHAEUSER CO COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 472.000 . . . . . . . . . . . . 14,925 ....... X X X ....... .................. 0 L ..................
963320106 . . . WHIRLPOOL CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.000 . . . . . . . . . . . . . 3,357 ....... X X X ....... .................. 0 L ..................
966837106 . . . WHOLE FOODS MKT INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44.000 . . . . . . . . . . . . . 1,316 ....... X X X ....... .................. 0 L ..................
98310W108 . . WYNDHAM WORLDWIDE CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120.000 . . . . . . . . . . . . . 8,423 ....... X X X ....... .................. 0 L ..................
983134107 . . . WYNN RESORTS LTD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23.000 . . . . . . . . . . . . . 2,098 ....... X X X ....... .................. 0 L ..................
98389B100 . . XCEL ENERGY INC COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 322.000 . . . . . . . . . . . . 13,031 ....... X X X ....... .................. 0 L ..................
984121103 . . . XEROX CORP COM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 271.000 . . . . . . . . . . . . . 2,572 ....... X X X ....... .................. 0 L ..................
984332106 . . . YAHOO INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,041.000 . . . . . . . . . . . . 38,767 ....... X X X ....... .................. 0 L ..................
988498101 . . . YUM BRANDS INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 429.000 . . . . . . . . . . . . 34,736 ....... X X X ....... .................. 0 L ..................
98956P102 . . ZIMMER HOLDINGS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125.000 . . . . . . . . . . . . 14,426 ....... X X X ....... .................. 0 L ..................
98978V103 . . ZOETIS INC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05/06/2016 . . Investment Tech Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 331.000 . . . . . . . . . . . . 15,673 ....... X X X ....... .................. 0 L ..................
9099999 Subtotal - Common Stocks - Industrial and Miscellaneous (Unaffiliated) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . X X X . . . . . ........ 8,086,855 ....... X X X ....... .................. 0 ...... XXX .....
9799997 Subtotal - Common Stocks - Part 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . X X X . . . . . ........ 8,086,855 ....... X X X ....... .................. 0 ...... XXX .....
9799998 Summary Item from Part 5 for Common Stocks (N/A to Quarterly) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . X X X . . . . . ...... X X X ..... ....... X X X ....... ...... XXX ..... ...... XXX .....
9799999 Subtotal - Common Stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . X X X . . . . . . . . . . . . . 8,086,855 ....... X X X ....... .................. 0 ...... XXX .....
9899999 Subtotal - Preferred and Common Stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . X X X . . . . . . . . . . . . . 8,086,855 ....... X X X ....... .................. 0 ...... XXX .....
9999999 Total - Bonds, Preferred and Common Stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . X X X . . . . . . . . . . . . 94,062,558 ....... X X X ....... . . . . . . . . . . 133,644 ...... XXX .....
(a) For all common stock bearing the NAIC market indicator "U" provide: the number of such issues ...............0.
QE04.7
SCHEDULE D - PART 4
Show All Long-Term Bonds and Stocks 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 22
F 11 12 13 14 15
o
r Prior Year Current Year's Total Book/ Bond Interest/
e Book/ Unrealized Other Than Total Foreign Adjusted Foreign Stock Stated NAIC
i Number Adjusted Valuation Current Year's Temporary Change in Exchange Carrying Value Exchange Realized Total Dividends Contractual Designation
CUSIP g Disposal Name of of Shares Par Actual Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in at Disposal Gain (Loss) Gain (Loss) Gain (Loss) Received Maturity or Market
Identification Description n Date Purchaser of Stock Consideration Value Cost Value (Decrease) Accretion Recognized (11 + 12 - 13) B./A.C.V. Date on Disposal on Disposal on Disposal During Year Date Indicator (a)
Bonds - U.S. Governments
83162CPP2 . SBA GTD PARTN CTFS 2005-20F 1 . . . . . . . 06/01/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . 183,594 . . . . . . . 183,594 . . . . . . . 204,592 . . . . . . . 194,151 ............0 . . . . . . (10,557) ............0 . . . . . . (10,557) .......... 0 . . . . . . . 183,594 ............0 ............0 ............. 0 . . . . . . . . . . . . 0 06/01/2025 1 .........
83162CQH9 . SBA GTD PARTN CTFS 2006-20F 1 . . . . . . . 06/01/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 74,503 . . . . . . . . 74,503 . . . . . . . . 82,932 . . . . . . . . 82,568 ............0 . . . . . . . (8,065) ............0 . . . . . . . (8,065) .......... 0 . . . . . . . . 74,503 ............0 ............0 ............. 0 . . . . . . . . . . . . 0 06/01/2026 1 .........
83162CRA3 . SBA GTD PARTN CTFS 2007-20E 1 . . . . . . . 05/02/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 50,992 . . . . . . . . 50,992 . . . . . . . . 58,617 . . . . . . . . 55,621 ............0 . . . . . . . (4,629) ............0 . . . . . . . (4,629) .......... 0 . . . . . . . . 50,992 ............0 ............0 ............. 0 . . . . . . . . 1,398 05/01/2027 1 .........
912828P53 . . U S TREASURY NOTE . . . . . . . . . . . . . . . . . . 06/29/2016 Salomon Brothers . . . . . . . . . . ... XXX ... . . . 15,200,136 . . . . . 15,181,000 . . . . . 15,112,010 ............. 0 ............0 . . . . . . . . 7,358 ............0 . . . . . . . . 7,358 .......... 0 . . . . . 15,119,368 ............0 . . . . . . . 80,768 . . . . . . . . 80,768 . . . . . . . 42,625 02/15/2019 1 .........
912828Q52 . U S TREASURY NOTE . . . . . . . . . . . . . . . . . . 06/29/2016 Montgomery Secs . . . . . . . . . . ... XXX ... . . . 13,715,212 . . . . . 13,656,000 . . . . . 13,609,961 ............. 0 ............0 . . . . . . . . 2,630 ............0 . . . . . . . . 2,630 .......... 0 . . . . . 13,612,591 ............0 . . . . . . 102,620 . . . . . . . 102,620 . . . . . . . 25,139 04/15/2019 1 .........
912828WD8 . U S TREASURY NOTE . . . . . . . . . . . . . . . . . . 04/27/2016 Bank of America . . . . . . . . . . . ... XXX ... . . . 20,181,187 . . . . . 20,019,000 . . . . . 20,155,219 . . . . . 20,146,139 ............0 . . . . . . (14,277) ............0 . . . . . . (14,277) .......... 0 . . . . . 20,131,861 ............0 . . . . . . . 49,325 . . . . . . . . 49,325 . . . . . . 124,431 10/31/2018 1 .........
912828WT3 . U S TREASURY NOTES . . . . . . . . . . . . . . . . . 05/09/2016 Salomon Brothers . . . . . . . . . . ... XXX ... . . . . . . 953,139 . . . . . . . 950,000 . . . . . . . 946,475 . . . . . . . 948,153 ............0 . . . . . . . . . 421 ............0 . . . . . . . . . 421 .......... 0 . . . . . . . 948,574 ............0 . . . . . . . . 4,564 . . . . . . . . . 4,564 . . . . . . . . 6,803 07/15/2017 1 .........
912828N22 . . US TREASURY NOTE . . . . . . . . . . . . . . . . . . 06/17/2016 VARIOUS . . . . . . . . . . . . . . . . ... XXX ... . . . 13,228,495 . . . . . 13,100,000 . . . . . 13,108,538 . . . . . . 9,899,870 ............0 . . . . . . . (1,123) ............0 . . . . . . . (1,123) .......... 0 . . . . . 13,107,498 ............0 . . . . . . 120,997 . . . . . . . 120,997 . . . . . . . 70,775 12/15/2018 1 .........
0599999 Subtotal - Bonds - U.S. Governments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... XXX ... . . . 63,587,257 . . . . . 63,215,089 . . . . . 63,278,343 . . . . . 31,326,502 ............0 . . . . . . (28,241) ............0 . . . . . . (28,241) .......... 0 . . . . . 63,228,983 ............0 . . . . . . 358,274 . . . . . . . 358,274 . . . . . . 271,171 . . X X X . .. XXX .
Bonds - U.S. Special Revenue, Special Assessment

31300MLY7 . FHLMC POOL #84-9343 . . . . . . . . . . . . . . . . 06/01/2016 Citigroup Global Markets . . . . ... XXX ... . . . . . . 865,034 . . . . . . . 841,371 . . . . . . . 865,034 ............. 0 ............0 . . . . . . (17,333) ............0 . . . . . . (17,333) .......... 0 . . . . . . . 847,701 ............0 . . . . . . . 17,333 . . . . . . . . 17,333 . . . . . . . . 1,108 08/01/2043 1 .........
312939V73 . . FHLMC POOL #A9-1538 . . . . . . . . . . . . . . . . 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 93,133 . . . . . . . . 93,133 . . . . . . . 100,701 . . . . . . . 100,603 ............0 . . . . . . . (7,470) ............0 . . . . . . . (7,470) .......... 0 . . . . . . . . 93,133 ............0 ............0 ............. 0 . . . . . . . . 1,540 03/01/2040 1 .........
3128MJV56 . FHLMC POOL #G0-8635 . . . . . . . . . . . . . . . 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 35,189 . . . . . . . . 35,189 . . . . . . . . 35,789 . . . . . . . . 35,781 ............0 . . . . . . . . (592) ............0 . . . . . . . . (592) .......... 0 . . . . . . . . 35,189 ............0 ............0 ............. 0 . . . . . . . . . 384 04/01/2045 1 .........
3128MJWU0 FHLMC POOL #G0-8658 . . . . . . . . . . . . . . . 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 14,865 . . . . . . . . 14,865 . . . . . . . . 14,901 . . . . . . . . 14,900 ............0 . . . . . . . . . (36) ............0 . . . . . . . . . (36) .......... 0 . . . . . . . . 14,865 ............0 ............0 ............. 0 . . . . . . . . . 162 08/01/2045 1 .........
3132GD6M9 . FHLMC POOL #Q0-0876 . . . . . . . . . . . . . . . 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 36,236 . . . . . . . . 36,236 . . . . . . . . 39,169 . . . . . . . . 39,127 ............0 . . . . . . . (2,892) ............0 . . . . . . . (2,892) .......... 0 . . . . . . . . 36,236 ............0 ............0 ............. 0 . . . . . . . . . 589 05/01/2041 1 .........
3132GTPY7 . FHLMC POOL #Q0-8239 . . . . . . . . . . . . . . . 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 40,649 . . . . . . . . 40,649 . . . . . . . . 41,388 . . . . . . . . 41,370 ............0 . . . . . . . . (721) ............0 . . . . . . . . (721) .......... 0 . . . . . . . . 40,649 ............0 ............0 ............. 0 . . . . . . . . . 506 05/01/2042 1 .........
3132JN7K7 . FHLMC POOL #Q2-1798 . . . . . . . . . . . . . . . 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 18,199 . . . . . . . . 18,199 . . . . . . . . 17,821 . . . . . . . . 17,833 ............0 . . . . . . . . . 367 ............0 . . . . . . . . . 367 .......... 0 . . . . . . . . 18,199 ............0 ............0 ............. 0 . . . . . . . . . 210 09/01/2043 1 .........
3132M7XP8 . FHLMC POOL #Q2-7286 . . . . . . . . . . . . . . . 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 86,863 . . . . . . . . 86,863 . . . . . . . . 88,370 . . . . . . . . 88,317 ............0 . . . . . . . (1,454) ............0 . . . . . . . (1,454) .......... 0 . . . . . . . . 86,863 ............0 ............0 ............. 0 . . . . . . . . 1,153 07/01/2044 1 .........
3132QRC40 . FHLMC POOL #Q3-4590 . . . . . . . . . . . . . . . 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 13,852 . . . . . . . . 13,852 . . . . . . . . 13,792 . . . . . . . . 13,792 ............0 . . . . . . . . . . 60 ............0 . . . . . . . . . . 60 .......... 0 . . . . . . . . 13,852 ............0 ............0 ............. 0 . . . . . . . . . 164 07/01/2045 1 .........
3132QRQK9 . FHLMC POOL #Q3-4957 . . . . . . . . . . . . . . . 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 12,044 . . . . . . . . 12,044 . . . . . . . . 12,074 . . . . . . . . 12,074 ............0 . . . . . . . . . (30) ............0 . . . . . . . . . (30) .......... 0 . . . . . . . . 12,044 ............0 ............0 ............. 0 . . . . . . . . . 127 07/01/2045 1 .........
31393NK24 . FHLMC MULTICLASS MTG . . . . . . . . . . . . . . 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 61,093 . . . . . . . . 61,093 . . . . . . . . 65,752 . . . . . . . . 61,093 ............0 ............0 ............0 ............0 .......... 0 . . . . . . . . 61,093 ............0 ............0 ............. 0 . . . . . . . . 1,154 03/15/2018 1 .........
QE05
3137ACT41 . FHLMC MULTICLASS MTG 3902 MA . . . . . . 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 48,110 . . . . . . . . 48,110 . . . . . . . . 51,703 . . . . . . . . 48,110 ............0 ............0 ............0 ............0 .......... 0 . . . . . . . . 48,110 ............0 ............0 ............. 0 . . . . . . . . . 803 07/15/2039 1 .........
3137AJYX6 . FHLMC MULTICLASS MTG 3977 AD . . . . . . 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . 115,874 . . . . . . . 115,874 . . . . . . . 120,101 . . . . . . . 116,918 ............0 . . . . . . . (1,044) ............0 . . . . . . . (1,044) .......... 0 . . . . . . . 115,874 ............0 ............0 ............. 0 . . . . . . . . 1,280 09/15/2029 1 .........
31417AJS9 . . FNMA POOL #0AB3872 . . . . . . . . . . . . . . . . 06/25/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 57,027 . . . . . . . . 57,027 . . . . . . . . 60,101 . . . . . . . . 60,043 ............0 . . . . . . . (3,017) ............0 . . . . . . . (3,017) .......... 0 . . . . . . . . 57,027 ............0 ............0 ............. 0 . . . . . . . . . 842 11/01/2041 1 .........
3138ETG59 . FNMA POOL #0AL8319 . . . . . . . . . . . . . . . . 06/01/2016 Citigroup Global Markets . . . . ... XXX ... . . . . . . 834,633 . . . . . . . 806,896 . . . . . . . 834,633 ............. 0 ............0 . . . . . . (22,499) ............0 . . . . . . (22,499) .......... 0 . . . . . . . 812,134 ............0 . . . . . . . 22,499 . . . . . . . . 22,499 . . . . . . . . 1,197 10/01/2042 1 .........
3138ETND4 . FNMA POOL #0AL8487 . . . . . . . . . . . . . . . . 06/25/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 12,307 . . . . . . . . 12,307 . . . . . . . . 12,658 ............. 0 ............0 . . . . . . . . (351) ............0 . . . . . . . . (351) .......... 0 . . . . . . . . 12,307 ............0 ............0 ............. 0 . . . . . . . . . . . . 0 04/01/2046 1 .........
3138W92G4 . FNMA POOL #0AS0774 . . . . . . . . . . . . . . . . 06/25/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 15,648 . . . . . . . . 15,648 . . . . . . . . 15,670 . . . . . . . . 15,669 ............0 . . . . . . . . . (22) ............0 . . . . . . . . . (22) .......... 0 . . . . . . . . 15,648 ............0 ............0 ............. 0 . . . . . . . . . 167 10/01/2043 1 .........
3138X0Y28 . FNMA POOL #0AU1628 . . . . . . . . . . . . . . . 06/25/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 24,912 . . . . . . . . 24,912 . . . . . . . . 24,947 . . . . . . . . 24,946 ............0 . . . . . . . . . (34) ............0 . . . . . . . . . (34) .......... 0 . . . . . . . . 24,912 ............0 ............0 ............. 0 . . . . . . . . . 274 07/01/2043 1 .........
3138X3EZ1 . FNMA POOL #0AU3751 . . . . . . . . . . . . . . . 06/25/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 93,636 . . . . . . . . 93,636 . . . . . . . . 98,683 . . . . . . . . 98,573 ............0 . . . . . . . (4,937) ............0 . . . . . . . (4,937) .......... 0 . . . . . . . . 93,636 ............0 ............0 ............. 0 . . . . . . . . 1,355 08/01/2043 1 .........
3136A1HC2 . FNMA GTD REMIC P/T 11-98 VC . . . . . . . . . 06/25/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 23,590 . . . . . . . . 23,590 . . . . . . . . 25,345 . . . . . . . . 24,454 ............0 . . . . . . . . (864) ............0 . . . . . . . . (864) .......... 0 . . . . . . . . 23,590 ............0 ............0 ............. 0 . . . . . . . . . 301 01/25/2023 1 .........
31397UXA2 . FNMA GTD REMIC P/T 2011-61 MG . . . . . . . 06/25/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 36,177 . . . . . . . . 36,177 . . . . . . . . 38,201 . . . . . . . . 37,231 ............0 . . . . . . . (1,053) ............0 . . . . . . . (1,053) .......... 0 . . . . . . . . 36,177 ............0 ............0 ............. 0 . . . . . . . . . 535 07/25/2026 1 .........
491189FC5 . KENTUCKY ASSET / LIABILITY COM . . . . . . 04/01/2016 Sink PMT @ 100.0000000 . . . ... XXX ... . . . . . . 380,042 . . . . . . . 380,042 . . . . . . . 396,460 . . . . . . . 387,129 ............0 . . . . . . . (7,087) ............0 . . . . . . . (7,087) .......... 0 . . . . . . . 380,042 ............0 ............0 ............. 0 . . . . . . . . . . . . 0 04/01/2018 1FE . . . . . .
924190GP0 . VERMONT ST HSG FIN AGY . . . . . . . . . . . . . 05/01/2016 CALLED @ 100.0000000 . . . . ... XXX ... . . . . . . . 50,000 . . . . . . . . 50,000 . . . . . . . . 53,858 . . . . . . . . 53,325 ............0 . . . . . . . . (110) ............0 . . . . . . . . (110) .......... 0 . . . . . . . . 53,215 ............0 . . . . . . . (3,215) . . . . . . . . (3,215) . . . . . . . . . . . . 0 11/01/2044 1FE . . . . . .
3199999 Subtotal - Bonds - U.S. Special Revenue, Special Assessment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... XXX ... . . . . 2,969,114 . . . . . . 2,917,713 . . . . . . 3,027,150 . . . . . . 1,291,290 ............0 . . . . . . (71,119) ............0 . . . . . . (71,119) .......... 0 . . . . . . 2,932,496 ............0 . . . . . . . 36,618 . . . . . . . . 36,618 . . . . . . . 13,851 . . X X X . .. XXX .
Bonds - Industrial and Miscellaneous (Unaffiliated)

06739GAE9 . BARCLAYS BANK PLC 144A . . . . . . . . . . F 05/09/2016 Chemical Securities . . . . . . . . ... XXX ... . . . . . . 834,571 . . . . . . . 788,000 . . . . . . . 868,423 . . . . . . . 845,693 ............0 . . . . . . (10,477) ............0 . . . . . . (10,477) .......... 0 . . . . . . . 835,216 ............0 . . . . . . . . (645) . . . . . . . . . . (645) . . . . . . . 20,924 12/04/2017 2FE . . . . . .
853254AJ9 . . STANDARD CHARTERED PLC 144A . . . F 04/27/2016 HSBC Securities . . . . . . . . . . . ... XXX ... . . . . . . 292,485 . . . . . . . 300,000 . . . . . . . 288,051 . . . . . . . 288,600 ............0 . . . . . . . . . 453 . . . . . . . . . 894 . . . . . . . . (440) .......... 0 . . . . . . . 288,160 ............0 . . . . . . . . 4,325 . . . . . . . . . 4,325 . . . . . . . . 9,579 01/11/2023 1FE . . . . . .
03064JAD7 . AMERICREDIT AUTOMOBILE REC 2 B . ... 06/08/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . 266,709 . . . . . . . 266,709 . . . . . . . 266,997 . . . . . . . 266,772 ............0 . . . . . . . . . (62) ............0 . . . . . . . . . (62) .......... 0 . . . . . . . 266,709 ............0 ............0 ............. 0 . . . . . . . . 1,224 05/08/2018 1FE . . . . . .
03061UAE3 . AMERICREDIT AUTOMOBILE REC 3 C . ... 06/08/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . 137,933 . . . . . . . 137,933 . . . . . . . 140,751 . . . . . . . 138,631 ............0 . . . . . . . . (697) ............0 . . . . . . . . (697) .......... 0 . . . . . . . 137,933 ............0 ............0 ............. 0 . . . . . . . . 1,287 05/08/2018 1FE . . . . . .
04032YAB5 . ARI FLEET LEASE TRUS A A2 144A . . . . ... 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . 284,979 . . . . . . . 284,979 . . . . . . . 284,944 . . . . . . . 284,958 ............0 . . . . . . . . . . 21 ............0 . . . . . . . . . . 21 .......... 0 . . . . . . . 284,979 ............0 ............0 ............. 0 . . . . . . . . 1,222 11/15/2018 1FE . . . . . .
07387JAE6 . . BEAR STEARNS COMMERCIA PW12 A4 ... 04/18/2016 VARIOUS . . . . . . . . . . . . . . . . ... XXX ... . . . . . . . 96,838 . . . . . . . . 96,838 . . . . . . . 105,217 . . . . . . . . 98,180 ............0 . . . . . . . (1,342) ............0 . . . . . . . (1,342) .......... 0 . . . . . . . . 96,838 ............0 ............0 ............. 0 . . . . . . . . 2,215 09/11/2038 1FM . . . . . .
07388PAE1 . BEAR STEARNS COMMERCIA PW14 A4 ... 06/11/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 82,198 . . . . . . . . 82,198 . . . . . . . . 83,007 ............. 0 ............0 . . . . . . . . (809) ............0 . . . . . . . . (809) .......... 0 . . . . . . . . 82,198 ............0 ............0 ............. 0 ............0 12/11/2038 1FE . . . . . .
07388RAE7 . BEAR STEARNS COMMERCIA PW15 A4 ... 06/11/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 33,687 . . . . . . . . 33,687 . . . . . . . . 36,119 . . . . . . . . 34,814 ............0 . . . . . . . (1,127) ............0 . . . . . . . (1,127) .......... 0 . . . . . . . . 33,687 ............0 ............0 ............. 0 . . . . . . . . . 761 02/11/2044 1FM . . . . . .
07388YAE2 . BEAR STEARNS COMMERCIA PW16 A4 ... 06/11/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 13,523 . . . . . . . . 13,523 . . . . . . . . 14,969 . . . . . . . . 14,068 ............0 . . . . . . . . (545) ............0 . . . . . . . . (545) .......... 0 . . . . . . . . 13,523 ............0 ............0 ............. 0 . . . . . . . . . 266 06/11/2040 1FM . . . . . .
07388QAE9 . BEAR STEARNS COMMERCIA PW17 A4 ... 06/11/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . . 2,508 . . . . . . . . . 2,508 . . . . . . . . . 2,762 . . . . . . . . . 2,604 ............0 . . . . . . . . . (96) ............0 . . . . . . . . . (96) .......... 0 . . . . . . . . . 2,508 ............0 ............0 ............. 0 . . . . . . . . . . 49 06/11/2050 1FM . . . . . .
07401DBC4 . BEAR STEARNS COMMERCIA PW18 A4 ... 06/11/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . . 4,127 . . . . . . . . . 4,127 . . . . . . . . . 4,581 . . . . . . . . . 4,311 ............0 . . . . . . . . (185) ............0 . . . . . . . . (185) .......... 0 . . . . . . . . . 4,127 ............0 ............0 ............. 0 . . . . . . . . . . 80 06/11/2050 1FM . . . . . .
073945AE7 . BEAR STEARNS COMMERCIAL T28 A4 ... 06/11/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 11,156 . . . . . . . . 11,156 . . . . . . . . 12,405 . . . . . . . . 11,689 ............0 . . . . . . . . (533) ............0 . . . . . . . . (533) .......... 0 . . . . . . . . 11,156 ............0 ............0 ............. 0 . . . . . . . . . 254 09/11/2042 1FM . . . . . .
084664BS9 . BERKSHIRE HATHAWAY FINANCE COR ... 05/06/2016 SBC Capital Mkts . . . . . . . . . . ... XXX ... . . . . 1,572,199 . . . . . . 1,560,000 . . . . . . 1,594,292 . . . . . . 1,571,967 ............0 . . . . . . . (3,013) ............0 . . . . . . . (3,013) .......... 0 . . . . . . 1,568,954 ............0 . . . . . . . . 3,246 . . . . . . . . . 3,246 . . . . . . . 12,203 05/15/2017 1FE . . . . . .
13975EAD5 . CAPITAL AUTO RECEIVABLES 1 A4 . . . ... 06/20/2016 VARIOUS . . . . . . . . . . . . . . . . ... XXX ... . . . . . . 192,772 . . . . . . . 192,772 . . . . . . . 192,381 . . . . . . . 192,685 ............0 . . . . . . . . . . 67 ............0 . . . . . . . . . . 67 .......... 0 . . . . . . . 192,751 ............0 . . . . . . . . . . 21 . . . . . . . . . . . . 21 . . . . . . . . . 729 01/22/2018 1FE . . . . . .
14986DAF7 . CD 2006-CD3 MORTGAGE TR CD3 A5 . ... 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . 394,428 . . . . . . . 394,428 . . . . . . . 404,073 . . . . . . . 401,433 ............0 . . . . . . . (7,006) ............0 . . . . . . . (7,006) .......... 0 . . . . . . . 394,428 ............0 ............0 ............. 0 . . . . . . . . 7,748 10/15/2048 1FM . . . . . .
12513YAF7 . CD 2007-CD4 COMMERCIAL CD4 A4 . . ... 06/11/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . . 4,005 . . . . . . . . . 4,005 . . . . . . . . . 4,330 . . . . . . . . . 4,109 ............0 . . . . . . . . (104) ............0 . . . . . . . . (104) .......... 0 . . . . . . . . . 4,005 ............0 ............0 ............. 0 . . . . . . . . . . 78 12/11/2049 1FM . . . . . .
12514AAE1 . CD 2007-CD5 MORTGAGE TR CD5 A4 . ... 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 10,894 . . . . . . . . 10,894 . . . . . . . . 12,066 . . . . . . . . 11,548 ............0 . . . . . . . . (655) ............0 . . . . . . . . (655) .......... 0 . . . . . . . . 10,894 ............0 ............0 ............. 0 . . . . . . . . . 307 11/15/2044 1FM . . . . . .
12527EAB4 . CFCRE COMMERCIAL MO C1 A2 144A . ... 04/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . . 8,350 . . . . . . . . . 8,350 . . . . . . . . . 8,453 . . . . . . . . . 8,388 ............0 . . . . . . . . . (38) ............0 . . . . . . . . . (38) .......... 0 . . . . . . . . . 8,350 ............0 ............0 ............. 0 . . . . . . . . . 890 04/15/2044 1FM . . . . . .
165182BR6 . CHESAPEAKE FDG 15-1A A 144A . . . . . ... 06/07/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 50,032 . . . . . . . . 50,032 . . . . . . . . 50,032 . . . . . . . . 50,032 ............0 ............0 ............0 ............0 .......... 0 . . . . . . . . 50,032 ............0 ............0 ............. 0 . . . . . . . . . 177 02/07/2027 1FE . . . . . .
17275RBB7 . CISCO SYSTEMS INC . . . . . . . . . . . . . . . ... 05/09/2016 Mitsubishi UFJ Secs . . . . . . . . ... XXX ... . . . . 1,434,677 . . . . . . 1,416,000 . . . . . . 1,415,589 ............. 0 ............0 . . . . . . . . . . 51 ............0 . . . . . . . . . . 51 .......... 0 . . . . . . 1,415,640 ............0 . . . . . . . 19,037 . . . . . . . . 19,037 . . . . . . . . 4,594 02/28/2019 1FE . . . . . .
17313KAF8 . CITIGROUP COMMERCIAL MOR C7 A4 ... 06/10/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . . 1,514 . . . . . . . . . 1,514 . . . . . . . . . 1,589 . . . . . . . . . 1,589 ............0 . . . . . . . . . (75) ............0 . . . . . . . . . (75) .......... 0 . . . . . . . . . 1,514 ............0 ............0 ............. 0 . . . . . . . . . . 37 12/10/2049 1FM . . . . . .
172967HY0 . CITIGROUP INC . . . . . . . . . . . . . . . . . . . . ... 04/07/2016 Salomon Brothers . . . . . . . . . . ... XXX ... . . . . . . 954,219 . . . . . . . 954,000 . . . . . . . 952,664 . . . . . . . 953,276 ............0 . . . . . . . . . 118 ............0 . . . . . . . . . 118 .......... 0 . . . . . . . 953,393 ............0 . . . . . . . . . 826 . . . . . . . . . . . 826 . . . . . . . . 9,776 08/14/2017 2FE . . . . . .
12624HAD5 . CNH EQUIPMENT TRUST 2012- D A4 . . ... 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 33,902 . . . . . . . . 33,902 . . . . . . . . 33,765 . . . . . . . . 33,853 ............0 . . . . . . . . . . 48 ............0 . . . . . . . . . . 48 .......... 0 . . . . . . . . 33,902 ............0 ............0 ............. 0 . . . . . . . . . 131 11/15/2019 1FE . . . . . .
19075CAD5 . COBALT CMBS COMMERCIAL M C2 A3 ... 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 11,178 . . . . . . . . 11,178 . . . . . . . . 11,731 . . . . . . . . 11,603 ............0 . . . . . . . . (425) ............0 . . . . . . . . (425) .......... 0 . . . . . . . . 11,178 ............0 ............0 ............. 0 . . . . . . . . . 233 04/15/2047 1FM . . . . . .
191216BA7 . COCA-COLA CO/THE . . . . . . . . . . . . . . . . ... 05/06/2016 First Union Cap Mkts . . . . . . . ... XXX ... . . . . . . 502,730 . . . . . . . 500,000 . . . . . . . 485,510 . . . . . . . 492,688 ............0 . . . . . . . . 1,109 ............0 . . . . . . . . 1,109 .......... 0 . . . . . . . 493,798 ............0 . . . . . . . . 8,932 . . . . . . . . . 8,932 . . . . . . . . 3,514 04/01/2018 1FE . . . . . .
SCHEDULE D - PART 4
F 11 12 13 14 15
o
20047QAE5 . COMM 2006-C7 MORTGAGE TR C7 A4 . . . . 04/18/2016 VARIOUS . . . . . . . . . . . . . . . . ... XXX ... . . . . . . 395,847 . . . . . . . 395,847 . . . . . . . 411,372 . . . . . . . 401,842 ............0 . . . . . . . (5,995) ............0 . . . . . . . (5,995) .......... 0 . . . . . . . 395,847 ............0 ............0 ............. 0 . . . . . . . . 7,782 06/10/2046 1FM . . . . . .
20047RAE3 . COMM 2007-C9 MORTGAGE TR C9 A4 . . . . 06/10/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . . 7,049 . . . . . . . . . 7,049 . . . . . . . . . 7,626 . . . . . . . . . 7,372 ............0 . . . . . . . . (323) ............0 . . . . . . . . (323) .......... 0 . . . . . . . . . 7,049 ............0 ............0 ............. 0 . . . . . . . . . 188 12/10/2049 1FM . . . . . .
20173VAE0 . COMMERCIAL MORTGAGE TR GG11 A4 . . . 06/10/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . . 2,094 . . . . . . . . . 2,094 . . . . . . . . . 2,311 . . . . . . . . . 2,190 ............0 . . . . . . . . . (96) ............0 . . . . . . . . . (96) .......... 0 . . . . . . . . . 2,094 ............0 ............0 ............. 0 . . . . . . . . . . 46 12/10/2049 1FM . . . . . .
20173QAE1 . COMMERCIAL MORTGAGE TRU GG9 A4 . . . 06/10/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 21,924 . . . . . . . . 21,924 . . . . . . . . 22,981 . . . . . . . . 22,678 ............0 . . . . . . . . (754) ............0 . . . . . . . . (754) .......... 0 . . . . . . . . 21,924 ............0 ............0 ............. 0 . . . . . . . . . 488 03/10/2039 1FM . . . . . .
20173TAE5 . CREDIT SUISSE COMMERCIAL C4 A4 . . . . 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 16,565 . . . . . . . . 16,565 . . . . . . . . 17,801 . . . . . . . . 17,342 ............0 . . . . . . . . (777) ............0 . . . . . . . . (777) .......... 0 . . . . . . . . 16,565 ............0 ............0 ............. 0 . . . . . . . . . 335 09/15/2039 1FM . . . . . .
22545LAD1 . CREDIT SUISSE COMMERCIAL C5 A3 . . . . 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . 243,489 . . . . . . . 243,489 . . . . . . . 262,654 . . . . . . . 249,882 ............0 . . . . . . . (6,393) ............0 . . . . . . . (6,393) .......... 0 . . . . . . . 243,489 ............0 ............0 ............. 0 . . . . . . . . 4,849 12/15/2039 1FM . . . . . .
12665VAA0 . CVS PASS-THROUGH TR 2014 144A . . . . . . 06/10/2016 Sink PMT @ 100.0000000 . . . ... XXX ... . . . . . . . . 2,126 . . . . . . . . . 2,126 . . . . . . . . . 2,126 . . . . . . . . . 2,126 ............0 ............0 ............0 ............0 .......... 0 . . . . . . . . . 2,126 ............0 ............0 ............. 0 . . . . . . . . . . 30 08/10/2036 2FE . . . . . .
247361ZH4 . DELTA AIR LINES 2010-2 CLASS A . . . . . . . 05/23/2016 Sink PMT @ 100.0000000 . . . ... XXX ... . . . . . . . 71,551 . . . . . . . . 71,551 . . . . . . . . 76,823 . . . . . . . . 76,347 ............0 . . . . . . . (4,796) ............0 . . . . . . . (4,796) .......... 0 . . . . . . . . 71,551 ............0 ............0 ............. 0 ............0 11/23/2020 1FE . . . . . .
247358AA2 . DELTA AIR LINES 2012-1 CLASS A . . . . . . . 05/07/2016 Sink PMT @ 100.0000000 . . . ... XXX ... . . . . . . . 40,018 . . . . . . . . 40,018 . . . . . . . . 42,719 ............. 0 ............0 . . . . . . . (2,701) ............0 . . . . . . . (2,701) .......... 0 . . . . . . . . 40,018 ............0 ............0 ............. 0 ............0 11/07/2021 1FE . . . . . .
34530JAD8 . FORD CREDIT AUTO LEASE TR A A3 . . . . . 04/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 24,789 . . . . . . . . 24,789 . . . . . . . . 24,724 . . . . . . . . 24,777 ............0 . . . . . . . . . . 12 ............0 . . . . . . . . . . 12 .......... 0 . . . . . . . . 24,789 ............0 ............0 ............. 0 . . . . . . . . . . 64 04/15/2017 1FE . . . . . .
44923QAA2 . HYUNDAI CAPITAL AMERICA 144A . . . . . . . 04/06/2016 MATURITY . . . . . . . . . . . . . . . ... XXX ... . . . . 1,140,000 . . . . . . 1,140,000 . . . . . . 1,198,106 . . . . . . 1,147,126 ............0 . . . . . . . (7,126) ............0 . . . . . . . (7,126) .......... 0 . . . . . . 1,140,000 ............0 ............0 ............. 0 . . . . . . . 21,375 04/06/2016 2FE . . . . . .
46629YAC3 . J P MORGAN CHASE 07-CB18 CL A4 . . . . . 06/12/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 90,328 . . . . . . . . 90,328 . . . . . . . . 95,014 . . . . . . . . 93,425 ............0 . . . . . . . (3,097) ............0 . . . . . . . (3,097) .......... 0 . . . . . . . . 90,328 ............0 ............0 ............. 0 . . . . . . . . 2,060 06/12/2047 1FM . . . . . .
46629PAC2 . JP MORGAN CHASE COMMER LDP9 A3 . . . 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 14,878 . . . . . . . . 14,878 . . . . . . . . 16,048 . . . . . . . . 15,379 ............0 . . . . . . . . (501) ............0 . . . . . . . . (501) .......... 0 . . . . . . . . 14,878 ............0 ............0 ............. 0 . . . . . . . . . 268 05/15/2047 1FM . . . . . .
46630JAC3 . JP MORGAN CHASE COMMER LDPX A3 . . . 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . . 1,636 . . . . . . . . . 1,636 . . . . . . . . . 1,731 . . . . . . . . . 1,698 ............0 . . . . . . . . . (62) ............0 . . . . . . . . . (62) .......... 0 . . . . . . . . . 1,636 ............0 ............0 ............. 0 . . . . . . . . . . 31 01/15/2049 1FM . . . . . .
50180LAC4 . LB-UBS COMMERCIAL MORTGA C1 A2 . . . 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . . 3,057 . . . . . . . . . 3,057 . . . . . . . . . 3,401 . . . . . . . . . 3,227 ............0 . . . . . . . . (170) ............0 . . . . . . . . (170) .......... 0 . . . . . . . . . 3,057 ............0 ............0 ............. 0 . . . . . . . . . . 78 04/15/2041 1FM . . . . . .
50179AAE7 . LB-UBS COMMERCIAL MORTGA C1 A4 . . . 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . . 4,868 . . . . . . . . . 4,868 . . . . . . . . . 5,294 . . . . . . . . . 4,951 ............0 . . . . . . . . . (83) ............0 . . . . . . . . . (83) .......... 0 . . . . . . . . . 4,868 ............0 ............0 ............. 0 . . . . . . . . . 105 02/15/2040 1FM . . . . . .
50180CAB6 . LB-UBS COMMERCIAL MORTGA C7 A2 . . . 04/15/2016 VARIOUS . . . . . . . . . . . . . . . . ... XXX ... . . . . . . 408,216 . . . . . . . 408,216 . . . . . . . 431,305 . . . . . . . 408,832 ............0 . . . . . . . . (297) ............0 . . . . . . . . (297) .......... 0 . . . . . . . 408,535 ............0 . . . . . . . . (320) . . . . . . . . . . (320) . . . . . . . . 8,409 11/15/2038 1FM . . . . . .
52109RBM2 . LB-UBS COMMERCIAL MORTGA C7 A3 . . . 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . . 4,344 . . . . . . . . . 4,344 . . . . . . . . . 4,820 . . . . . . . . . 4,527 ............0 . . . . . . . . (184) ............0 . . . . . . . . (184) .......... 0 . . . . . . . . . 4,344 ............0 ............0 ............. 0 . . . . . . . . . 104 09/15/2045 1FM . . . . . .
55312YAE2 . ML-CFC COMMERCIAL MORTGAG 5 A4 . . . 06/12/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 40,030 . . . . . . . . 40,030 . . . . . . . . 40,962 . . . . . . . . 40,962 ............0 . . . . . . . . (933) ............0 . . . . . . . . (933) .......... 0 . . . . . . . . 40,030 ............0 ............0 ............. 0 . . . . . . . . . 927 08/12/2048 1FM . . . . . .
60688CAE6 . ML-CFC COMMERCIAL MORTGAG 9 A4 . . . 06/12/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . . 6,031 . . . . . . . . . 6,031 . . . . . . . . . 6,652 . . . . . . . . . 6,300 ............0 . . . . . . . . (270) ............0 . . . . . . . . (270) .......... 0 . . . . . . . . . 6,031 ............0 ............0 ............. 0 . . . . . . . . . 122 09/12/2049 1FM . . . . . .
55314QAD9 . MMAF EQUIPMENT FINA AA A4 144A . . . . . 06/10/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 15,778 . . . . . . . . 15,778 . . . . . . . . 15,880 . . . . . . . . 15,809 ............0 . . . . . . . . . (31) ............0 . . . . . . . . . (31) .......... 0 . . . . . . . . 15,778 ............0 ............0 ............. 0 . . . . . . . . . . 81 10/10/2018 1FE . . . . . .
61753JAE9 . . MORGAN STANLEY CAPITAL IQ13 A4 . . . . . 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . . 3,150 . . . . . . . . . 3,150 . . . . . . . . . 3,358 . . . . . . . . . 3,257 ............0 . . . . . . . . (106) ............0 . . . . . . . . (106) .......... 0 . . . . . . . . . 3,150 ............0 ............0 ............. 0 . . . . . . . . . . 59 03/15/2044 1FM . . . . . .
61751XAE0 . MORGAN STANLEY CAPITAL T25 A3 . . . . . 06/12/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . 145,444 . . . . . . . 145,444 . . . . . . . 156,317 . . . . . . . 150,861 ............0 . . . . . . . (5,417) ............0 . . . . . . . (5,417) .......... 0 . . . . . . . 145,444 ............0 ............0 ............. 0 . . . . . . . . 3,341 11/12/2049 1FM . . . . . .
61754JAF5 . . MORGAN STANLEY CAPITAL T27 A4 . . . . . 06/11/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . . 6,595 . . . . . . . . . 6,595 . . . . . . . . . 7,273 . . . . . . . . . 6,900 ............0 . . . . . . . . (306) ............0 . . . . . . . . (306) .......... 0 . . . . . . . . . 6,595 ............0 ............0 ............. 0 . . . . . . . . . 155 06/11/2042 1FM . . . . . .
QE05.1
61757LAE0 . MORGAN STANLEY CAPITAL T29 A4 . . . . . 06/11/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . . 9,554 . . . . . . . . . 9,554 . . . . . . . . 10,908 . . . . . . . . 10,338 ............0 . . . . . . . . (784) ............0 . . . . . . . . (784) .......... 0 . . . . . . . . . 9,554 ............0 ............0 ............. 0 . . . . . . . . . 265 01/11/2043 1FM . . . . . .
61758FAA0 . MSRR 2009-GG10 A4A . . . . . . . . . . . . . . . . . . 06/01/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . . 8,415 . . . . . . . . . 8,415 . . . . . . . . . 9,080 . . . . . . . . . 8,791 ............0 . . . . . . . . (377) ............0 . . . . . . . . (377) .......... 0 . . . . . . . . . 8,415 ............0 ............0 ............. 0 . . . . . . . . . 185 08/12/2045 1FE . . . . . .
64829FAA9 . NEW RESIDENTIAL MOR 1A A1 144A . . . . . 06/25/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 29,657 . . . . . . . . 29,657 . . . . . . . . 26,841 ............. 0 ............0 . . . . . . . . 2,818 . . . . . . . . 3,715 . . . . . . . . (897) .......... 0 . . . . . . . . 29,657 ............0 ............0 ............. 0 . . . . . . . . . 160 03/25/2056 1FE . . . . . .
629377BJ0 . . NRG ENERGY INC . . . . . . . . . . . . . . . . . . . . . 05/25/2016 Goldman Sachs NY . . . . . . . . ... XXX ... . . . . . . 152,063 . . . . . . . 150,000 . . . . . . . 156,149 . . . . . . . 145,500 . . . . . . . . 9,954 . . . . . . . . (788) ............0 . . . . . . . . 9,166 .......... 0 . . . . . . . 154,666 ............0 . . . . . . . (2,604) . . . . . . . . (2,604) . . . . . . . 13,575 09/01/2020 4FE . . . . . .
68389XAN5 . ORACLE CORP . . . . . . . . . . . . . . . . . . . . . . . . 05/06/2016 SBC Capital Mkts . . . . . . . . . . ... XXX ... . . . . 1,972,779 . . . . . . 1,964,000 . . . . . . 1,970,246 ............. 0 ............0 . . . . . . . . (994) ............0 . . . . . . . . (994) .......... 0 . . . . . . 1,969,252 ............0 . . . . . . . . 3,527 . . . . . . . . . 3,527 . . . . . . . 13,486 10/15/2017 1FE . . . . . .
74368CAA2 . PROTECTIVE LIFE GLOBAL FU 144A . . . . . 05/09/2016 SBC Capital Mkts . . . . . . . . . . ... XXX ... . . . . . . 509,625 . . . . . . . 500,000 . . . . . . . 499,560 . . . . . . . 499,570 ............0 . . . . . . . . . . 29 ............0 . . . . . . . . . . 29 .......... 0 . . . . . . . 499,599 ............0 . . . . . . . 10,026 . . . . . . . . 10,026 . . . . . . . . 6,263 11/25/2020 1FE . . . . . .
74432QBC8 . PRUDENTIAL FINANCIAL INC . . . . . . . . . . . . 06/17/2016 First Union Cap Mkts . . . . . . . ... XXX ... . . . . 1,010,408 . . . . . . . 968,000 . . . . . . 1,114,466 . . . . . . 1,046,951 ............0 . . . . . . (18,768) ............0 . . . . . . (18,768) .......... 0 . . . . . . 1,028,183 ............0 . . . . . . (17,775) . . . . . . . (17,775) . . . . . . . 31,621 12/01/2017 2FE . . . . . .
80283BAE5 . SANTANDER DRIVE AUTO AA C 144A . . . . 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . 102,477 . . . . . . . 102,477 . . . . . . . 102,765 . . . . . . . 102,582 ............0 . . . . . . . . (105) ............0 . . . . . . . . (105) .......... 0 . . . . . . . 102,477 ............0 ............0 ............. 0 . . . . . . . . . 768 11/15/2018 1FE . . . . . .
80283DAE1 . SANTANDER DRIVE AUTO RECEI 2 C . . . . 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 77,324 . . . . . . . . 77,324 . . . . . . . . 78,436 . . . . . . . . 77,674 ............0 . . . . . . . . (350) ............0 . . . . . . . . (350) .......... 0 . . . . . . . . 77,324 ............0 ............0 ............. 0 . . . . . . . . . 570 03/15/2019 1FE . . . . . .
80282WAF7 . SANTANDER DRIVE AUTO RECEI 3 D . . . . 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 12,902 . . . . . . . . 12,902 . . . . . . . . 13,308 . . . . . . . . 13,120 ............0 . . . . . . . . (219) ............0 . . . . . . . . (219) .......... 0 . . . . . . . . 12,902 ............0 ............0 ............. 0 . . . . . . . . . 235 05/15/2018 1FE . . . . . .
845467AK5 . SOUTHWESTERN ENERGY CO . . . . . . . . . . 06/23/2016 VARIOUS . . . . . . . . . . . . . . . . ... XXX ... . . . . . . 236,988 . . . . . . . 250,000 . . . . . . . 249,743 . . . . . . . 249,787 ............0 . . . . . . . . . . 23 ............0 . . . . . . . . . . 23 .......... 0 . . . . . . . 249,810 ............0 . . . . . . (12,823) . . . . . . . (12,823) . . . . . . . . 9,363 01/23/2020 4FE . . . . . .
89172EAU8 . TOWD POINT MORTGAGE 1 A1B 144A . . . . 06/25/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 19,754 . . . . . . . . 19,754 . . . . . . . . 19,730 ............. 0 ............0 . . . . . . . . . . 24 ............0 . . . . . . . . . . 24 .......... 0 . . . . . . . . 19,754 ............0 ............0 ............. 0 . . . . . . . . . . 78 02/25/2055 1FE . . . . . .
89171UAU3 . TOWD POINT MORTGAGE 4 A1B 144A . . . . 06/26/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 30,330 . . . . . . . . 30,330 . . . . . . . . 30,309 . . . . . . . . 30,309 ............0 . . . . . . . . . . 21 ............0 . . . . . . . . . . 21 .......... 0 . . . . . . . . 30,330 ............0 ............0 ............. 0 . . . . . . . . . 326 04/26/2055 1FM . . . . . .
89171VAK3 . TOWD POINT MORTGAGE 5 A1B 144A . . . . 06/25/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . . 9,203 . . . . . . . . . 9,203 . . . . . . . . . 9,219 . . . . . . . . . 9,219 ............0 . . . . . . . . . (16) ............0 . . . . . . . . . (16) .......... 0 . . . . . . . . . 9,203 ............0 ............0 ............. 0 . . . . . . . . . . 97 05/25/2055 1FM . . . . . .
89172RAR6 . TOWD POINT MTG TR 6 A1B 144A . . . . . . . 06/28/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . . 21,839 . . . . . . . . 21,839 . . . . . . . . 21,636 . . . . . . . . 21,637 ............0 . . . . . . . . . 202 ............0 . . . . . . . . . 202 .......... 0 . . . . . . . . 21,839 ............0 ............0 ............. 0 . . . . . . . . . 247 04/25/2055 1FM . . . . . .
91324PCP5 . UNITEDHEALTH GROUP INC . . . . . . . . . . . . 05/19/2016 VARIOUS . . . . . . . . . . . . . . . . ... XXX ... . . . . . . 329,447 . . . . . . . 305,000 . . . . . . . 304,173 . . . . . . . 304,204 ............0 . . . . . . . . . . 25 ............0 . . . . . . . . . . 25 .......... 0 . . . . . . . 304,229 ............0 . . . . . . . 25,218 . . . . . . . . 25,218 . . . . . . . . 9,235 07/15/2025 1FE . . . . . .
94974BEZ9 . WELLS FARGO & CO . . . . . . . . . . . . . . . . . . . 06/30/2016 Salomon Brothers . . . . . . . . . . ... XXX ... . . . . 1,905,838 . . . . . . 1,890,000 . . . . . . 1,999,998 . . . . . . 1,915,213 ............0 . . . . . . (13,082) ............0 . . . . . . (13,082) .......... 0 . . . . . . 1,902,131 ............0 . . . . . . . . 3,707 . . . . . . . . . 3,707 . . . . . . . 27,700 12/15/2016 1FE . . . . . .
92935VAC2 . WFRBS COMMERCIAL MO C3 A2 144A . . . . 06/15/2016 PRINCIPAL RECEIPT . . . . . . ... XXX ... . . . . . . 397,152 . . . . . . . 397,152 . . . . . . . 402,343 . . . . . . . 399,769 ............0 . . . . . . . (2,618) ............0 . . . . . . . (2,618) .......... 0 . . . . . . . 397,152 ............0 ............0 ............. 0 . . . . . . . . 6,485 03/15/2044 1FM . . . . . .
98157HAD9 . WORLD OMNI AUTO RECEIVABLE A B . . . . 04/15/2016 Nomura Secs Intl . . . . . . . . . . . ... XXX ... . . . . . . 360,000 . . . . . . . 360,000 . . . . . . . 363,347 . . . . . . . 360,813 ............0 . . . . . . . . (221) ............0 . . . . . . . . (221) .......... 0 . . . . . . . 360,592 ............0 . . . . . . . . (592) . . . . . . . . . . (592) . . . . . . . . 1,788 05/15/2019 1FE . . . . . .
136385AR2 . CANADIAN NATURAL RESOURCES LTD F 04/25/2016 Chase Secs . . . . . . . . . . . . . . . ... XXX ... . . . . . . 384,900 . . . . . . . 400,000 . . . . . . . 370,256 . . . . . . . 399,168 ............0 . . . . . . . . . 341 . . . . . . . 28,944 . . . . . . (28,603) .......... 0 . . . . . . . 370,565 ............0 . . . . . . . 14,335 . . . . . . . . 14,335 . . . . . . . . 6,248 11/15/2021 2FE . . . . . .
292505AJ3 . . ENCANA CORP . . . . . . . . . . . . . . . . . . . . . F 04/20/2016 Jefferies High Yield Trading, . ... XXX ... . . . . . . 456,435 . . . . . . . 500,000 . . . . . . . 467,010 . . . . . . . 467,410 ............0 . . . . . . . . 1,453 ............0 . . . . . . . . 1,453 .......... 0 . . . . . . . 468,863 ............0 . . . . . . (12,428) . . . . . . . (12,428) . . . . . . . . 8,667 11/15/2021 2FE . . . . . .
3899999 Subtotal - Bonds - Industrial and Miscellaneous (Unaffiliated) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... XXX ... . . . 17,978,509 . . . . . 17,874,145 . . . . . 18,351,522 . . . . . 14,493,362 . . . . . . . . 9,954 . . . . . . (99,113) . . . . . . . 33,553 . . . . . (122,712) .......... 0 . . . . . 17,932,495 ............0 . . . . . . . 46,015 . . . . . . . . 46,015 . . . . . . 266,534 .. XXX . .. XXX .
8399997 Subtotal - Bonds - Part 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... XXX ... . . . 84,534,880 . . . . . 84,006,947 . . . . . 84,657,015 . . . . . 47,111,154 . . . . . . . . 9,954 . . . . . (198,473) . . . . . . . 33,553 . . . . . (222,072) .......... 0 . . . . . 84,093,973 ............0 . . . . . . 440,907 . . . . . . . 440,907 . . . . . . 551,556 .. XXX . .. XXX .
8399998 Summary Item from Part 5 for Bonds (N/A to Quarterly) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... XXX ... ... XXX ... .... XXX ... .... XXX ... .... XXX ... ... XXX ... ... XXX ... ... XXX ... ... XXX ... ... XXX .. .... XXX ... ... XXX ... ... XXX ... .... XXX ... ... XXX ... .. XXX . .. XXX .
8399999 Subtotal - Bonds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... XXX ... . . . 84,534,880 . . . . . 84,006,947 . . . . . 84,657,015 . . . . . 47,111,154 . . . . . . . . 9,954 . . . . . (198,473) . . . . . . . 33,553 . . . . . (222,072) .......... 0 . . . . . 84,093,973 ............0 . . . . . . 440,907 . . . . . . . 440,907 . . . . . . 551,556 .. XXX . .. XXX .
8999998 Summary Item from Part 5 for Preferred Stocks (N/A to Quarterly) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... XXX ... ... XXX ... .... XXX ... .... XXX ... .... XXX ... ... XXX ... ... XXX ... ... XXX ... ... XXX ... ... XXX .. .... XXX ... ... XXX ... ... XXX ... .... XXX ... ... XXX ... .. XXX . .. XXX .
Common Stocks - Industrial and Miscellaneous (Unaffiliated)

Y09827109 . . BROADCOM LTD . . . . . . . . . . . . . . . . . . . F 05/06/2016 Investment Tech Group . . . . . . . . . . . 141.000 . . . . . . . 20,005 .... XXX ... . . . . . . . . 17,529 ............. 0 ............0 ............0 ............0 ............0 .......... 0 . . . . . . . . 17,529 ............0 . . . . . . . . 2,475 . . . . . . . . . 2,475 . . . . . . . . . . 69 .. XXX . L .........
G27823106 . DELPHI AUTOMOTIVE PLC . . . . . . . . . . . F 05/06/2016 Investment Tech Group . . . . . . . . . . . 153.000 . . . . . . . 10,779 .... XXX ... . . . . . . . . 13,020 . . . . . . . . 13,117 . . . . . . . . . (96) ............0 ............0 . . . . . . . . . (96) .......... 0 . . . . . . . . 13,020 ............0 . . . . . . . (2,242) . . . . . . . . (2,242) . . . . . . . . . . 44 .. XXX . L .........
G30401106 . ENDO INTERNATIONAL PLC . . . . . . . . . F 05/06/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 529.000 . . . . . . . . 8,548 .... XXX ... . . . . . . . . 14,891 . . . . . . . . 12,244 . . . . . . . . . 116 ............0 . . . . . . . 15,425 . . . . . . (15,309) .......... 0 . . . . . . . . 14,891 ............0 . . . . . . . (6,343) . . . . . . . . (6,343) ............0 .. XXX . L .........
G3157S106 . ENSCO PLC . . . . . . . . . . . . . . . . . . . . . . . . F 05/06/2016 Merrill Lynch . . . . . . . . . . . . . . . . . . . . 174.000 . . . . . . . . 1,874 .... XXX ... . . . . . . . . . 2,431 . . . . . . . . . 2,678 . . . . . . . . (247) ............0 ............0 . . . . . . . . (247) .......... 0 . . . . . . . . . 2,431 ............0 . . . . . . . . (557) . . . . . . . . . . (557) ............2 .. XXX . L .........
G97822103 . PERRIGO CO PLC . . . . . . . . . . . . . . . . . . F 05/06/2016 Investment Tech Group . . . . . . . . . . . 424.000 . . . . . . . 39,168 .... XXX ... . . . . . . . . 54,242 . . . . . . . . 42,687 ............0 ............0 . . . . . . . . 7,056 . . . . . . . (7,056) .......... 0 . . . . . . . . 54,242 ............0 . . . . . . (15,074) . . . . . . . (15,074) . . . . . . . . . . 61 .. XXX . L .........
H84989104 . . TE CONNECTIVITY LTD . . . . . . . . . . . . . . F 05/06/2016 Investment Tech Group . . . . . . . . . . . 257.000 . . . . . . . 15,245 .... XXX ... . . . . . . . . 16,593 . . . . . . . . 16,605 . . . . . . . . . (11) ............0 ............0 . . . . . . . . . (11) .......... 0 . . . . . . . . 16,593 ............0 . . . . . . . (1,348) . . . . . . . . (1,348) . . . . . . . . . . 85 .. XXX . L .........
H8817H100 . TRANSOCEAN LTD ZUG NAMEN-AKT . . F 05/06/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 605.000 . . . . . . . . 6,479 .... XXX ... . . . . . . . . . 5,530 . . . . . . . . . 7,490 . . . . . . . . . . 70 ............0 . . . . . . . . 2,030 . . . . . . . (1,960) .......... 0 . . . . . . . . . 5,530 ............0 . . . . . . . . . 950 . . . . . . . . . . . 950 ............0 .. XXX . L .........
002824100 . . ABBOTT LABS COM . . . . . . . . . . . . . . . . . . . . 05/06/2016 Investment Tech Group . . . . . . . . . 1,072.000 . . . . . . . 40,692 .... XXX ... . . . . . . . . 48,430 . . . . . . . . 48,144 . . . . . . . . . 286 ............0 ............0 . . . . . . . . . 286 .......... 0 . . . . . . . . 48,430 ............0 . . . . . . . (7,738) . . . . . . . . (7,738) . . . . . . . . . 580 .. XXX . L .........
00287Y109 . . ABBVIE INC . . . . . . . . . . . . . . . . . . . . . . . . . . . 06/07/2016 Salomon Brothers . . . . . . . . . . . . . . . . 466.000 . . . . . . . 29,539 .... XXX ... . . . . . . . . 27,606 . . . . . . . . 27,606 ............0 ............0 ............0 ............0 .......... 0 . . . . . . . . 27,606 ............0 . . . . . . . . 1,933 . . . . . . . . . 1,933 . . . . . . . . . 531 .. XXX . L .........
00101J106 . . ADT CORP/THE . . . . . . . . . . . . . . . . . . . . . . . 05/02/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 405.000 . . . . . . . 17,010 .... XXX ... . . . . . . . . 13,227 . . . . . . . . 11,279 . . . . . . . . . . 60 ............0 ............0 . . . . . . . . . . 60 .......... 0 . . . . . . . . 13,227 ............0 . . . . . . . . 3,783 . . . . . . . . . 3,783 . . . . . . . . . . 89 .. XXX . L .........
SCHEDULE D - PART 4
F 11 12 13 14 15
o
001204106 . . AGL RESOURCES INC . . . . . . . . . . . . . . . ... 05/06/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 258.000 . . . . . . . 17,061 .... XXX ... . . . . . . . . 15,778 . . . . . . . . 15,442 . . . . . . . . (680) ............0 ............0 . . . . . . . . (680) .......... 0 . . . . . . . . 15,778 ............0 . . . . . . . . 1,283 . . . . . . . . . 1,283 . . . . . . . . . 137 .. XXX . L .........
009363102 . . AIRGAS INC . . . . . . . . . . . . . . . . . . . . . . . . ... 05/23/2016 Investment Tech Group . . . . . . . . . . . 144.000 . . . . . . . 20,592 .... XXX ... . . . . . . . . 13,231 . . . . . . . . 18,812 . . . . . . . (6,687) ............0 ............0 . . . . . . . (6,687) .......... 0 . . . . . . . . 13,231 ............0 . . . . . . . . 7,361 . . . . . . . . . 7,361 . . . . . . . . . . 86 .. XXX . L .........
015351109 . . ALEXION PHARMACEUTICALS INC . . . . ... 05/06/2016 Investment Tech Group . . . . . . . . . . . 134.000 . . . . . . . 18,891 .... XXX ... . . . . . . . . 24,225 . . . . . . . . 25,561 . . . . . . . (1,336) ............0 ............0 . . . . . . . (1,336) .......... 0 . . . . . . . . 24,225 ............0 . . . . . . . (5,334) . . . . . . . . (5,334) ............0 .. XXX . L .........
G0177J108 . . ALLERGAN PLC . . . . . . . . . . . . . . . . . . . . ... 06/07/2016 Salomon Brothers . . . . . . . . . . . . . . . . 230.000 . . . . . . . 57,381 .... XXX ... . . . . . . . . 69,743 . . . . . . . . 67,500 . . . . . . . (1,950) ............0 ............0 . . . . . . . (1,950) .......... 0 . . . . . . . . 69,743 ............0 . . . . . . (12,361) . . . . . . . (12,361) ............0 .. XXX . L .........
018581108 . . ALLIANCE DATA SYSTEMS CORP . . . . . ... 05/06/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 173.000 . . . . . . . 35,265 .... XXX ... . . . . . . . . 38,060 . . . . . . . . 34,295 . . . . . . . (2,299) ............0 . . . . . . . . 6,400 . . . . . . . (8,699) .......... 0 . . . . . . . . 38,060 ............0 . . . . . . . (2,795) . . . . . . . . (2,795) ............0 .. XXX . L .........
02376R102 . . AMERICAN AIRLINES GROUP INC . . . . . ... 06/07/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . 1,458.000 . . . . . . . 47,463 .... XXX ... . . . . . . . . 57,675 . . . . . . . . 57,215 . . . . . . . (3,817) ............0 ............0 . . . . . . . (3,817) .......... 0 . . . . . . . . 57,675 ............0 . . . . . . (10,212) . . . . . . . (10,212) . . . . . . . . . 292 .. XXX . L .........
025816109 . . AMERICAN EXPRESS CO COM . . . . . . . ... 06/07/2016 Salomon Brothers . . . . . . . . . . . . . . 1,451.000 . . . . . . . 95,996 .... XXX ... . . . . . . . 103,163 . . . . . . . 100,917 . . . . . . . . 2,246 ............0 ............0 . . . . . . . . 2,246 .......... 0 . . . . . . . 103,163 ............0 . . . . . . . (7,167) . . . . . . . . (7,167) . . . . . . . . . 842 .. XXX . L .........
026874784 . . AMERICAN INTL GROUP INC COM . . . . ... 06/07/2016 Salomon Brothers . . . . . . . . . . . . . . . . 796.000 . . . . . . . 45,761 .... XXX ... . . . . . . . . 49,809 . . . . . . . . 49,328 . . . . . . . . . 481 ............0 ............0 . . . . . . . . . 481 .......... 0 . . . . . . . . 49,809 ............0 . . . . . . . (4,048) . . . . . . . . (4,048) . . . . . . . . . 255 .. XXX . L .........
03076C106 . . AMERIPRISE FINL INC . . . . . . . . . . . . . . . ... 05/06/2016 Merrill Lynch . . . . . . . . . . . . . . . . . . . . 125.000 . . . . . . . 11,655 .... XXX ... . . . . . . . . 13,633 . . . . . . . . 13,303 . . . . . . . . . 331 ............0 ............0 . . . . . . . . . 331 .......... 0 . . . . . . . . 13,633 ............0 . . . . . . . (1,979) . . . . . . . . (1,979) . . . . . . . . . . 84 .. XXX . L .........
03073E105 . . AMERISOURCEBERGEN CORP COM . . ... 05/06/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 497.000 . . . . . . . 38,025 .... XXX ... . . . . . . . . 47,694 . . . . . . . . 23,231 . . . . . . . (1,496) ............0 ............0 . . . . . . . (1,496) .......... 0 . . . . . . . . 47,694 ............0 . . . . . . . (9,670) . . . . . . . . (9,670) . . . . . . . . . 169 .. XXX . L .........
031100100 . . AMETEK INC . . . . . . . . . . . . . . . . . . . . . . . ... 05/06/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 457.000 . . . . . . . 21,355 .... XXX ... . . . . . . . . 24,591 . . . . . . . . 24,491 . . . . . . . . . 101 ............0 ............0 . . . . . . . . . 101 .......... 0 . . . . . . . . 24,591 ............0 . . . . . . . (3,236) . . . . . . . . (3,236) . . . . . . . . . . 41 .. XXX . L .........
032511107 . . ANADARKO PETE CORP COM . . . . . . . . ... 05/06/2016 Merrill Lynch . . . . . . . . . . . . . . . . . . . . 367.000 . . . . . . . 17,083 .... XXX ... . . . . . . . . 22,082 . . . . . . . . 17,829 . . . . . . . . 4,253 ............0 ............0 . . . . . . . . 4,253 .......... 0 . . . . . . . . 22,082 ............0 . . . . . . . (4,999) . . . . . . . . (4,999) . . . . . . . . . . 18 .. XXX . L .........
037833100 . . APPLE COMPUTER INC . . . . . . . . . . . . . . ... 06/07/2016 Salomon Brothers . . . . . . . . . . . . . . . . 963.000 . . . . . . . 95,633 .... XXX ... . . . . . . . 104,957 . . . . . . . 101,365 . . . . . . . 20,965 ............0 . . . . . . . 17,373 . . . . . . . . 3,592 .......... 0 . . . . . . . 104,957 ............0 . . . . . . . (9,324) . . . . . . . . (9,324) . . . . . . . . . 997 .. XXX . L .........
04621X108 . . ASSURANT INC . . . . . . . . . . . . . . . . . . . . ... 05/06/2016 Merrill Lynch . . . . . . . . . . . . . . . . . . . . 135.000 . . . . . . . 11,657 .... XXX ... . . . . . . . . 10,658 . . . . . . . . 10,873 . . . . . . . . (215) ............0 ............0 . . . . . . . . (215) .......... 0 . . . . . . . . 10,658 ............0 . . . . . . . . . 999 . . . . . . . . . . . 999 . . . . . . . . . . 68 .. XXX . L .........
05329W102 . AUTONATION INC COM . . . . . . . . . . . . . . ... 05/06/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 222.000 . . . . . . . 10,725 .... XXX ... . . . . . . . . 12,184 . . . . . . . . . 9,426 . . . . . . . . (260) ............0 ............0 . . . . . . . . (260) .......... 0 . . . . . . . . 12,184 ............0 . . . . . . . (1,459) . . . . . . . . (1,459) ............0 .. XXX . L .........
060505104 . . BANK OF AMERICA CORP . . . . . . . . . . . ... 05/06/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . 5,510.000 . . . . . . . 77,689 .... XXX ... . . . . . . . . 94,385 . . . . . . . . 92,733 . . . . . . . . 1,652 ............0 ............0 . . . . . . . . 1,652 .......... 0 . . . . . . . . 94,385 ............0 . . . . . . (16,696) . . . . . . . (16,696) . . . . . . . . . 276 .. XXX . L .........
07177M103 . BAXALTA INC . . . . . . . . . . . . . . . . . . . . . . ... 06/03/2016 Non Broker Trade . . . . . . . . . . . . . . 2,168.000 . . . . . . 101,102 .... XXX ... . . . . . . . . 80,082 . . . . . . . . 36,025 . . . . . . . (6,837) ............0 ............0 . . . . . . . (6,837) .......... 0 . . . . . . . . 80,082 ............0 . . . . . . . 21,020 . . . . . . . . 21,020 . . . . . . . . . 158 .. XXX . L .........
054937107 . . BB&T CORP COM . . . . . . . . . . . . . . . . . . . ... 05/06/2016 Investment Tech Group . . . . . . . . . . . 946.000 . . . . . . . 32,173 .... XXX ... . . . . . . . . 35,910 . . . . . . . . 35,768 . . . . . . . . . 142 ............0 ............0 . . . . . . . . . 142 .......... 0 . . . . . . . . 35,910 ............0 . . . . . . . (3,737) . . . . . . . . (3,737) . . . . . . . . . 255 .. XXX . L .........
093671105 . . BLOCK H & R INC COM . . . . . . . . . . . . . . ... 05/06/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 556.000 . . . . . . . 10,947 .... XXX ... . . . . . . . . 14,690 . . . . . . . . 18,520 . . . . . . . . (641) ............0 . . . . . . . . 3,190 . . . . . . . (3,831) .......... 0 . . . . . . . . 14,690 ............0 . . . . . . . (3,742) . . . . . . . . (3,742) . . . . . . . . . 222 .. XXX . L .........
097023105 . . BOEING CO COM . . . . . . . . . . . . . . . . . . . ... 06/07/2016 Salomon Brothers . . . . . . . . . . . . . . . . 354.000 . . . . . . . 46,787 .... XXX ... . . . . . . . . 50,392 . . . . . . . . 51,185 . . . . . . . . (793) ............0 ............0 . . . . . . . . (793) .......... 0 . . . . . . . . 50,392 ............0 . . . . . . . (3,605) . . . . . . . . (3,605) . . . . . . . . . 772 .. XXX . L .........
099724106 . . BORGWARNER INC . . . . . . . . . . . . . . . . . ... 05/06/2016 Investment Tech Group . . . . . . . . . . . 457.000 . . . . . . . 15,501 .... XXX ... . . . . . . . . 19,436 . . . . . . . . 19,756 . . . . . . . . (320) ............0 ............0 . . . . . . . . (320) .......... 0 . . . . . . . . 19,436 ............0 . . . . . . . (3,935) . . . . . . . . (3,935) . . . . . . . . . . 59 .. XXX . L .........
12686C109 . . CABLEVISION SYSTEMS CORP . . . . . . . ... 06/21/2016 Merrill Lynch . . . . . . . . . . . . . . . . . . . . 621.000 . . . . . . . 21,673 .... XXX ... . . . . . . . . 17,942 . . . . . . . . 14,291 . . . . . . . (2,202) ............0 ............0 . . . . . . . (2,202) .......... 0 . . . . . . . . 17,942 ............0 . . . . . . . . 3,731 . . . . . . . . . 3,731 ............0 .. XXX . L .........
13057Q107 . CALIFORNIA RESOURCES CORP . . . . . ... 05/06/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 183.210 . . . . . . . . . 315 .... XXX ... . . . . . . . . . . . . 53 ............. 0 ............0 ............0 ............0 ............0 .......... 0 . . . . . . . . . . . . 53 ............0 . . . . . . . . . 262 . . . . . . . . . . . 262 ............0 .. XXX . L .........
13342B105 . . CAMERON INTL CORP COM . . . . . . . . . . ... 04/04/2016 Investment Tech Group . . . . . . . . . . . 471.000 . . . . . . . 31,231 .... XXX ... . . . . . . . . 26,514 . . . . . . . . 24,395 . . . . . . . (2,922) ............0 ............0 . . . . . . . (2,922) .......... 0 . . . . . . . . 26,514 ............0 . . . . . . . . 4,717 . . . . . . . . . 4,717 ............0 .. XXX . L .........
QE05.2
14040H105 . . CAPITAL ONE FINL CORP . . . . . . . . . . . . ... 06/07/2016 Salomon Brothers . . . . . . . . . . . . . . . . 798.000 . . . . . . . 58,013 .... XXX ... . . . . . . . . 55,309 . . . . . . . . 57,600 . . . . . . . . 7,054 ............0 . . . . . . . . 9,345 . . . . . . . (2,290) .......... 0 . . . . . . . . 55,309 ............0 . . . . . . . . 2,704 . . . . . . . . . 2,704 . . . . . . . . . 638 .. XXX . L .........
143130102 . . CARMAX INC . . . . . . . . . . . . . . . . . . . . . . . ... 06/07/2016 Salomon Brothers . . . . . . . . . . . . . . . . 421.000 . . . . . . . 22,300 .... XXX ... . . . . . . . . 22,721 . . . . . . . . 22,721 ............0 ............0 ............0 ............0 .......... 0 . . . . . . . . 22,721 ............0 . . . . . . . . (421) . . . . . . . . . . (421) ............0 .. XXX . L .........
149123101 . . CATERPILLAR INC . . . . . . . . . . . . . . . . . . ... 05/06/2016 Investment Tech Group . . . . . . . . . . . 262.000 . . . . . . . 19,217 .... XXX ... . . . . . . . . 17,806 . . . . . . . . 17,806 ............0 ............0 ............0 ............0 .......... 0 . . . . . . . . 17,806 ............0 . . . . . . . . 1,412 . . . . . . . . . 1,412 . . . . . . . . . 477 .. XXX . L .........
156782104 . . CERNER CORP . . . . . . . . . . . . . . . . . . . . . ... 05/06/2016 Merrill Lynch . . . . . . . . . . . . . . . . . . . . 255.000 . . . . . . . 13,673 .... XXX ... . . . . . . . . 15,283 . . . . . . . . 15,343 . . . . . . . . . (60) ............0 ............0 . . . . . . . . . (60) .......... 0 . . . . . . . . 15,283 ............0 . . . . . . . (1,610) . . . . . . . . (1,610) ............0 .. XXX . L .........
172908105 . . CINTAS CORP . . . . . . . . . . . . . . . . . . . . . . ... 05/06/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 187.000 . . . . . . . 17,015 .... XXX ... . . . . . . . . 15,861 . . . . . . . . 12,201 . . . . . . . . (874) ............0 ............0 . . . . . . . . (874) .......... 0 . . . . . . . . 15,861 ............0 . . . . . . . . 1,154 . . . . . . . . . 1,154 ............0 .. XXX . L .........
172967424 . . CITIGROUP INC . . . . . . . . . . . . . . . . . . . . ... 06/07/2016 Salomon Brothers . . . . . . . . . . . . . . 3,273.000 . . . . . . 150,064 .... XXX ... . . . . . . . 136,648 . . . . . . . 169,378 . . . . . . . 11,442 ............0 . . . . . . . 44,172 . . . . . . (32,730) .......... 0 . . . . . . . 136,648 ............0 . . . . . . . 13,416 . . . . . . . . 13,416 . . . . . . . . . 327 .. XXX . L .........
19122T109 . . COCA-COLA ENTERPRISES INC . . . . . . ... 05/31/2016 Investment Tech Group . . . . . . . . . . . 666.000 . . . . . . . 35,096 .... XXX ... . . . . . . . . 31,488 . . . . . . . . 20,878 . . . . . . . (1,768) ............0 ............0 . . . . . . . (1,768) .......... 0 . . . . . . . . 31,488 ............0 . . . . . . . . 3,608 . . . . . . . . . 3,608 . . . . . . . . . 354 .. XXX . L .........
20825C104 . . CONOCOPHILLIPS . . . . . . . . . . . . . . . . . . ... 05/06/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . 1,015.000 . . . . . . . 43,390 .... XXX ... . . . . . . . . 41,955 . . . . . . . . 47,390 . . . . . . . . . 362 ............0 . . . . . . . . 5,797 . . . . . . . (5,435) .......... 0 . . . . . . . . 41,955 ............0 . . . . . . . . 1,435 . . . . . . . . . 1,435 . . . . . . . . . 254 .. XXX . L .........
20854P109 . . CONSOL ENERGY INC COM . . . . . . . . . . ... 06/07/2016 James Capel Secs . . . . . . . . . . . . . . . 664.000 . . . . . . . 10,212 .... XXX ... . . . . . . . . . 4,325 . . . . . . . . . 3,658 . . . . . . . . (534) ............0 ............0 . . . . . . . . (534) .......... 0 . . . . . . . . . 4,325 ............0 . . . . . . . . 5,887 . . . . . . . . . 5,887 ............7 .. XXX . L .........
12650T104 . . CSRA INC . . . . . . . . . . . . . . . . . . . . . . . . . ... 05/06/2016 Investment Tech Group . . . . . . . . . . . . 71.000 . . . . . . . . 1,832 .... XXX ... . . . . . . . . . 1,910 ............. 0 ............0 ............0 . . . . . . . . . 150 . . . . . . . . (150) .......... 0 . . . . . . . . . 1,910 ............0 . . . . . . . . . (78) . . . . . . . . . . . (78) ............7 .. XXX . L .........
126650100 . . CVS CORP . . . . . . . . . . . . . . . . . . . . . . . . . ... 06/07/2016 Salomon Brothers . . . . . . . . . . . . . . . . 258.000 . . . . . . . 25,051 .... XXX ... . . . . . . . . 27,062 . . . . . . . . 25,225 . . . . . . . . 1,837 ............0 ............0 . . . . . . . . 1,837 .......... 0 . . . . . . . . 27,062 ............0 . . . . . . . (2,010) . . . . . . . . (2,010) . . . . . . . . . 222 .. XXX . L .........
25271C102 . . DIAMOND OFFSHORE DRILLING INC . . ... 05/06/2016 Merrill Lynch . . . . . . . . . . . . . . . . . . . . 130.000 . . . . . . . . 3,223 .... XXX ... . . . . . . . . . 2,243 . . . . . . . . . 2,743 . . . . . . . . (500) ............0 ............0 . . . . . . . . (500) .......... 0 . . . . . . . . . 2,243 ............0 . . . . . . . . . 979 . . . . . . . . . . . 979 ............0 .. XXX . L .........
254709108 . . DISCOVER FINL SVCS COM . . . . . . . . . . ... 05/06/2016 Investment Tech Group . . . . . . . . . . . 242.000 . . . . . . . 13,363 .... XXX ... . . . . . . . . 14,092 . . . . . . . . 12,976 . . . . . . . . 1,116 ............0 ............0 . . . . . . . . 1,116 .......... 0 . . . . . . . . 14,092 ............0 . . . . . . . . (729) . . . . . . . . . . (729) . . . . . . . . . . 68 .. XXX . L .........
254687106 . . DISNEY WALT CO COM . . . . . . . . . . . . . . ... 06/07/2016 Citigroup Global Markets . . . . . . . . . . 584.000 . . . . . . . 57,686 .... XXX ... . . . . . . . . 57,997 . . . . . . . . 61,367 ............0 ............0 . . . . . . . . 3,370 . . . . . . . (3,370) .......... 0 . . . . . . . . 57,997 ............0 . . . . . . . . (311) . . . . . . . . . . (311) . . . . . . . . . 374 .. XXX . L .........
260003108 . . DOVER CORP COM . . . . . . . . . . . . . . . . . ... 05/06/2016 Investment Tech Group . . . . . . . . . . . 206.000 . . . . . . . 13,165 .... XXX ... . . . . . . . . 12,630 . . . . . . . . 12,630 ............0 ............0 ............0 ............0 .......... 0 . . . . . . . . 12,630 ............0 . . . . . . . . . 535 . . . . . . . . . . . 535 . . . . . . . . . . 87 .. XXX . L .........
26875P101 . . EOG RES INC COM . . . . . . . . . . . . . . . . . ... 06/07/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 912.000 . . . . . . . 75,072 .... XXX ... . . . . . . . . 69,399 . . . . . . . . 64,560 . . . . . . . 16,222 ............0 . . . . . . . 11,384 . . . . . . . . 4,838 .......... 0 . . . . . . . . 69,399 ............0 . . . . . . . . 5,673 . . . . . . . . . 5,673 . . . . . . . . . 287 .. XXX . L .........
29444U700 . . EQUINIX INC . . . . . . . . . . . . . . . . . . . . . . . ... 05/01/2016 Investment Tech Group . . . . . . . . . . . . . 0.120 . . . . . . . . . . 35 .... XXX ... . . . . . . . . . . . . 30 . . . . . . . . . . . . 36 . . . . . . . . . . (7) ............0 ............0 . . . . . . . . . . (7) .......... 0 . . . . . . . . . . . . 30 ............0 ............5 ............. 5 ............0 .. XXX . L .........
29476L107 . . EQUITY RESIDENTIAL PPTYS TR SH . . ... 05/06/2016 Investment Tech Group . . . . . . . . . . . 162.000 . . . . . . . 11,529 .... XXX ... . . . . . . . . 12,842 ............. 0 ............0 ............0 ............0 ............0 .......... 0 . . . . . . . . 12,842 ............0 . . . . . . . (1,312) . . . . . . . . (1,312) . . . . . . . . 1,378 .. XXX . L .........
297178105 . . ESSEX PPTY TR . . . . . . . . . . . . . . . . . . . . ... 06/07/2016 Salomon Brothers . . . . . . . . . . . . . . . . 209.000 . . . . . . . 43,822 .... XXX ... . . . . . . . . 48,785 ............. 0 ............0 ............0 ............0 ............0 .......... 0 . . . . . . . . 48,785 ............0 . . . . . . . (4,963) . . . . . . . . (4,963) . . . . . . . . . 269 .. XXX . L .........
30219G108 . EXPRESS SCRIPTS HLDG CO . . . . . . . . ... 05/06/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 362.000 . . . . . . . 26,469 .... XXX ... . . . . . . . . 24,866 . . . . . . . . 31,642 . . . . . . . . . 609 ............0 . . . . . . . . 7,386 . . . . . . . (6,777) .......... 0 . . . . . . . . 24,866 ............0 . . . . . . . . 1,603 . . . . . . . . . 1,603 ............0 .. XXX . L .........
316773100 . . FIFTH THIRD BANCORP . . . . . . . . . . . . . ... 05/06/2016 Investment Tech Group . . . . . . . . . 1,623.000 . . . . . . . 28,353 .... XXX ... . . . . . . . . 32,703 . . . . . . . . 32,622 . . . . . . . . . . 81 ............0 ............0 . . . . . . . . . . 81 .......... 0 . . . . . . . . 32,703 ............0 . . . . . . . (4,350) . . . . . . . . (4,350) . . . . . . . . . 422 .. XXX . L .........
30249U101 . . FMC TECHNOLOGIES INC COM . . . . . . ... 05/06/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 661.000 . . . . . . . 18,931 .... XXX ... . . . . . . . . 19,232 . . . . . . . . 13,403 . . . . . . . . . 870 ............0 ............0 . . . . . . . . . 870 .......... 0 . . . . . . . . 19,232 ............0 . . . . . . . . (301) . . . . . . . . . . (301) ............0 .. XXX . L .........
344849104 . . FOOT LOCKER INC . . . . . . . . . . . . . . . . . ... 06/07/2016 Salomon Brothers . . . . . . . . . . . . . . . . 437.000 . . . . . . . 24,144 .... XXX ... . . . . . . . . 26,565 ............. 0 ............0 ............0 ............0 ............0 .......... 0 . . . . . . . . 26,565 ............0 . . . . . . . (2,422) . . . . . . . . (2,422) ............0 .. XXX . 4 .........
36467W109 . GAMESTOP CORP NEW . . . . . . . . . . . . . ... 06/07/2016 Salomon Brothers . . . . . . . . . . . . . . . . 306.000 . . . . . . . . 8,745 .... XXX ... . . . . . . . . . 7,873 ............. 0 ............0 ............0 ............0 ............0 .......... 0 . . . . . . . . . 7,873 ............0 . . . . . . . . . 872 . . . . . . . . . . . 872 . . . . . . . . . 113 .. XXX . L .........
364760108 . . GAP INC COM . . . . . . . . . . . . . . . . . . . . . . ... 05/06/2016 Investment Tech Group . . . . . . . . . . . 481.000 . . . . . . . 10,418 .... XXX ... . . . . . . . . 13,449 . . . . . . . . 11,881 . . . . . . . . 1,568 ............0 ............0 . . . . . . . . 1,568 .......... 0 . . . . . . . . 13,449 ............0 . . . . . . . (3,031) . . . . . . . . (3,031) . . . . . . . . . 191 .. XXX . L .........
37045V100 . . GENERAL MOTORS CO . . . . . . . . . . . . . ... 06/07/2016 Salomon Brothers . . . . . . . . . . . . . . 1,297.000 . . . . . . . 39,246 .... XXX ... . . . . . . . . 43,732 . . . . . . . . 44,111 . . . . . . . . (379) ............0 ............0 . . . . . . . . (379) .......... 0 . . . . . . . . 43,732 ............0 . . . . . . . (4,485) . . . . . . . . (4,485) . . . . . . . . . 493 .. XXX . L .........
375558103 . . GILEAD SCIENCES INC COM . . . . . . . . . ... 05/06/2016 Investment Tech Group . . . . . . . . . . . 534.000 . . . . . . . 45,213 .... XXX ... . . . . . . . . 49,053 . . . . . . . . 54,035 ............0 ............0 . . . . . . . . 4,982 . . . . . . . (4,982) .......... 0 . . . . . . . . 49,053 ............0 . . . . . . . (3,840) . . . . . . . . (3,840) . . . . . . . . . 230 .. XXX . L .........
38141G104 . GOLDMAN SACHS GROUP INC COM . . ... 05/06/2016 Investment Tech Group . . . . . . . . . . . 127.000 . . . . . . . 20,172 .... XXX ... . . . . . . . . 24,291 . . . . . . . . 22,889 . . . . . . . . 1,402 ............0 ............0 . . . . . . . . 1,402 .......... 0 . . . . . . . . 24,291 ............0 . . . . . . . (4,119) . . . . . . . . (4,119) . . . . . . . . . . 83 .. XXX . L .........
413086109 . . HARMAN INTL INDS INC NEW COM . . . ... 05/06/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 194.000 . . . . . . . 14,187 .... XXX ... . . . . . . . . 16,319 . . . . . . . . . 4,899 . . . . . . . . . . 87 ............0 ............0 . . . . . . . . . . 87 .......... 0 . . . . . . . . 16,319 ............0 . . . . . . . (2,132) . . . . . . . . (2,132) . . . . . . . . . . 68 .. XXX . L .........
40414L109 . . HCP INC COM . . . . . . . . . . . . . . . . . . . . . . ... 06/07/2016 Salomon Brothers . . . . . . . . . . . . . . 1,348.000 . . . . . . . 45,871 .... XXX ... . . . . . . . . 49,321 . . . . . . . . 35,754 . . . . . . . (1,380) ............0 ............0 . . . . . . . (1,380) .......... 0 . . . . . . . . 49,321 ............0 . . . . . . . (3,450) . . . . . . . . (3,450) . . . . . . . . 1,481 .. XXX . L .........
440452100 . . HORMEL FOODS CORP COM . . . . . . . . ... 06/07/2016 Salomon Brothers . . . . . . . . . . . . . . . . 328.000 . . . . . . . 11,306 .... XXX ... . . . . . . . . . 9,783 . . . . . . . . 12,969 . . . . . . . (3,186) ............0 ............0 . . . . . . . (3,186) .......... 0 . . . . . . . . . 9,783 ............0 . . . . . . . . 1,523 . . . . . . . . . 1,523 . . . . . . . . . . 95 .. XXX . L .........
452327109 . . ILLUMINA INC . . . . . . . . . . . . . . . . . . . . . . ... 06/07/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 360.000 . . . . . . . 51,850 .... XXX ... . . . . . . . . 64,184 . . . . . . . . 53,937 . . . . . . . (3,033) ............0 ............0 . . . . . . . (3,033) .......... 0 . . . . . . . . 64,184 ............0 . . . . . . (12,334) . . . . . . . (12,334) ............0 .. XXX . L .........
45688C107 . . INGEVITY CORP . . . . . . . . . . . . . . . . . . . . ... 06/07/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 117.500 . . . . . . . . 3,700 .... XXX ... . . . . . . . . . 2,648 ............. 0 ............0 ............0 ............0 ............0 .......... 0 . . . . . . . . . 2,648 ............0 . . . . . . . . 1,052 . . . . . . . . . 1,052 ............0 .. XXX . L .........
46113M108 . INTERVAL LEISURE GROUP INC COM . ... 05/31/2016 Investment Tech Group . . . . . . . . . . . . . 0.986 . . . . . . . . . . 14 .... XXX ... . . . . . . . . . . . . 14 ............. 0 ............0 ............0 ............0 ............0 .......... 0 . . . . . . . . . . . . 14 ............0 ............0 ............. 0 ............0 .. XXX . L .........
G491BT108 . INVESCO LTD SHS . . . . . . . . . . . . . . . . . . ... 05/06/2016 Investment Tech Group . . . . . . . . . 1,089.000 . . . . . . . 32,288 .... XXX ... . . . . . . . . 35,569 . . . . . . . . 28,960 . . . . . . . . . 109 ............0 ............0 . . . . . . . . . 109 .......... 0 . . . . . . . . 35,569 ............0 . . . . . . . (3,281) . . . . . . . . (3,281) . . . . . . . . . 294 .. XXX . L .........
478366107 . . JOHNSON CTLS INC COM . . . . . . . . . . . ... 05/06/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 149.000 . . . . . . . . 6,076 .... XXX ... . . . . . . . . . 6,907 . . . . . . . . . 5,884 . . . . . . . . 1,023 ............0 ............0 . . . . . . . . 1,023 .......... 0 . . . . . . . . . 6,907 ............0 . . . . . . . . (831) . . . . . . . . . . (831) . . . . . . . . . . 86 .. XXX . L .........
500255104 . . KOHLS CORP COM . . . . . . . . . . . . . . . . . ... 05/06/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 549.000 . . . . . . . 22,706 .... XXX ... . . . . . . . . 26,315 . . . . . . . . 19,004 . . . . . . . . (188) ............0 ............0 . . . . . . . . (188) .......... 0 . . . . . . . . 26,315 ............0 . . . . . . . (3,609) . . . . . . . . (3,609) . . . . . . . . . 275 .. XXX . L .........
501044101 . . KROGER CO COM . . . . . . . . . . . . . . . . . . ... 05/06/2016 Merrill Lynch . . . . . . . . . . . . . . . . . . . . 797.000 . . . . . . . 27,528 .... XXX ... . . . . . . . . 32,711 ............. 0 ............0 ............0 ............0 ............0 .......... 0 . . . . . . . . 32,711 ............0 . . . . . . . (5,184) . . . . . . . . (5,184) . . . . . . . . . . 84 .. XXX . L .........
524901105 . . LEGG MASON INC . . . . . . . . . . . . . . . . . . ... 06/07/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 264.000 . . . . . . . . 8,516 .... XXX ... . . . . . . . . . 9,055 . . . . . . . . . 8,631 . . . . . . . . . 522 ............0 . . . . . . . . 1,523 . . . . . . . (1,001) .......... 0 . . . . . . . . . 9,055 ............0 . . . . . . . . (539) . . . . . . . . . . (539) . . . . . . . . . . 97 .. XXX . L .........
532457108 . . LILLY ELI & CO COM . . . . . . . . . . . . . . . . ... 05/06/2016 Investment Tech Group . . . . . . . . . . . 545.000 . . . . . . . 40,651 .... XXX ... . . . . . . . . 39,245 . . . . . . . . 45,922 . . . . . . . . . (40) ............0 . . . . . . . . 6,636 . . . . . . . (6,676) .......... 0 . . . . . . . . 39,245 ............0 . . . . . . . . 1,405 . . . . . . . . . 1,405 . . . . . . . . . 278 .. XXX . L .........
SCHEDULE D - PART 4
F 11 12 13 14 15
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501797104 . . LIMITED INC COM . . . . . . . . . . . . . . . . . . . . . 05/06/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 625.000 . . . . . . . 43,487 .... XXX ... . . . . . . . . 55,196 . . . . . . . . 42,544 . . . . . . . (4,096) ............0 ............0 . . . . . . . (4,096) .......... 0 . . . . . . . . 55,196 ............0 . . . . . . (11,709) . . . . . . . (11,709) . . . . . . . . 1,625 .. XXX . L .........
534187109 . . LINCOLN NATL CORP IND COM . . . . . . . . . 05/06/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 503.000 . . . . . . . 20,829 .... XXX ... . . . . . . . . 19,718 . . . . . . . . 25,281 . . . . . . . . (509) ............0 . . . . . . . . 5,054 . . . . . . . (5,563) .......... 0 . . . . . . . . 19,718 ............0 . . . . . . . . 1,111 . . . . . . . . . 1,111 . . . . . . . . . 252 .. XXX . L .........
N53745100 . . LYONDELLBASELL INDUSTRIES NV . . . . . . 06/07/2016 Salomon Brothers . . . . . . . . . . . . . . . . 408.000 . . . . . . . 33,623 .... XXX ... . . . . . . . . 36,432 . . . . . . . . 35,455 . . . . . . . . . 977 ............0 ............0 . . . . . . . . . 977 .......... 0 . . . . . . . . 36,432 ............0 . . . . . . . (2,810) . . . . . . . . (2,810) . . . . . . . . . 665 .. XXX . L .........
55261F104 . . M & T BK CORP COM . . . . . . . . . . . . . . . . . . . 05/06/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 267.000 . . . . . . . 30,619 .... XXX ... . . . . . . . . 33,091 . . . . . . . . 32,355 . . . . . . . . . 736 ............0 ............0 . . . . . . . . . 736 .......... 0 . . . . . . . . 33,091 ............0 . . . . . . . (2,472) . . . . . . . . (2,472) . . . . . . . . . 187 .. XXX . L .........
565849106 . . MARATHON OIL . . . . . . . . . . . . . . . . . . . . . . . 06/07/2016 Salomon Brothers . . . . . . . . . . . . . . 1,361.000 . . . . . . . 19,857 .... XXX ... . . . . . . . . 20,961 . . . . . . . . 17,135 . . . . . . . . 3,826 ............0 ............0 . . . . . . . . 3,826 .......... 0 . . . . . . . . 20,961 ............0 . . . . . . . (1,104) . . . . . . . . (1,104) . . . . . . . . . 136 .. XXX . L .........
56585A102 . . MARATHON PETROLEUM CORP . . . . . . . . . 06/07/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . 1,078.000 . . . . . . . 38,860 .... XXX ... . . . . . . . . 44,352 . . . . . . . . 55,884 . . . . . . . (2,949) ............0 . . . . . . . . 8,583 . . . . . . (11,532) .......... 0 . . . . . . . . 44,352 ............0 . . . . . . . (5,492) . . . . . . . . (5,492) . . . . . . . . . 457 .. XXX . L .........
580645109 . . MCGRAW HILL COS INC COM . . . . . . . . . . . 04/28/2016 Merrill Lynch . . . . . . . . . . . . . . . . . . . . 687.000 . . . . . . . 63,435 .... XXX ... . . . . . . . . 63,435 . . . . . . . . 37,658 . . . . . . . (1,131) ............0 ............0 . . . . . . . (1,131) .......... 0 . . . . . . . . 63,435 ............0 ............0 ............. 0 . . . . . . . . . 247 .. XXX . L .........
59156R108 . . METLIFE INC COM . . . . . . . . . . . . . . . . . . . . . 05/06/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 609.000 . . . . . . . 26,193 .... XXX ... . . . . . . . . 26,759 . . . . . . . . 29,360 ............0 ............0 . . . . . . . . 2,600 . . . . . . . (2,600) .......... 0 . . . . . . . . 26,759 ............0 . . . . . . . . (567) . . . . . . . . . . (567) . . . . . . . . . 472 .. XXX . L .........
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QE05.3
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949746101 . . WELLS FARGO & CO NEW COM . . . . . . . . . 06/07/2016 Salomon Brothers . . . . . . . . . . . . . . 1,941.000 . . . . . . . 97,980 .... XXX ... . . . . . . . . 93,867 . . . . . . . 105,513 . . . . . . . . 5,124 ............0 . . . . . . . 16,770 . . . . . . (11,646) .......... 0 . . . . . . . . 93,867 ............0 . . . . . . . . 4,113 . . . . . . . . . 4,113 . . . . . . . . 1,465 .. XXX . L .........
958102105 . . WESTERN DIGITAL CORP DEL COM . . . . . 05/06/2016 Investment Tech Group . . . . . . . . . . . 671.000 . . . . . . . 25,001 .... XXX ... . . . . . . . . 39,869 . . . . . . . . 27,923 . . . . . . . . 1,781 ............0 ............0 . . . . . . . . 1,781 .......... 0 . . . . . . . . 39,869 ............0 . . . . . . (14,868) . . . . . . . (14,868) . . . . . . . . . 568 .. XXX . L .........
96145D105 . . WESTROCK CO . . . . . . . . . . . . . . . . . . . . . . . 05/16/2016 COST ADJ . . . . . . . . . . . . . . . . . . . . . . . . 0.000 . . . . . . . . 2,648 .... XXX ... . . . . . . . . . 2,648 ............. 0 ............0 ............0 ............0 ............0 .......... 0 . . . . . . . . . 2,648 ............0 ............0 ............. 0 ............0 .. XXX . L .........
969457100 . . WILLIAMS COS INC COM . . . . . . . . . . . . . . . 05/06/2016 VARIOUS . . . . . . . . . . . . . . . . . . . . . . 531.000 . . . . . . . 10,455 .... XXX ... . . . . . . . . . 8,533 . . . . . . . . 13,647 . . . . . . . . 6,162 ............0 . . . . . . . 11,275 . . . . . . . (5,114) .......... 0 . . . . . . . . . 8,533 ............0 . . . . . . . . 1,922 . . . . . . . . . 1,922 . . . . . . . . . 340 .. XXX . L .........
98310W108 . WYNDHAM WORLDWIDE CORP COM . . . . 06/07/2016 Salomon Brothers . . . . . . . . . . . . . . . . 237.000 . . . . . . . 16,163 .... XXX ... . . . . . . . . 17,163 . . . . . . . . 17,218 . . . . . . . . . (55) ............0 ............0 . . . . . . . . . (55) .......... 0 . . . . . . . . 17,163 ............0 . . . . . . . (1,000) . . . . . . . . (1,000) . . . . . . . . . 237 .. XXX . L .........
984332106 . . YAHOO INC . . . . . . . . . . . . . . . . . . . . . . . . . . . 06/07/2016 Salomon Brothers . . . . . . . . . . . . . . . . 751.000 . . . . . . . 27,614 .... XXX ... . . . . . . . . 24,978 . . . . . . . . 24,978 ............0 ............0 ............0 ............0 .......... 0 . . . . . . . . 24,978 ............0 . . . . . . . . 2,635 . . . . . . . . . 2,635 ............0 .. XXX . L .........
989701107 . . ZIONS BANCORP . . . . . . . . . . . . . . . . . . . . . . 05/06/2016 Investment Tech Group . . . . . . . . . . . . 88.000 . . . . . . . . 2,286 .... XXX ... . . . . . . . . . 2,017 ............. 0 ............0 ............0 ............0 ............0 .......... 0 . . . . . . . . . 2,017 ............0 . . . . . . . . . 269 . . . . . . . . . . . 269 ............5 .. XXX . L .........
9099999 Subtotal - Common Stocks - Industrial and Miscellaneous (Unaffiliated) . . . . . . . . . . . . . . . . . . . . . . . . . ... XXX ... . . . . 3,677,986 .... XXX ... . . . . . . 3,879,106 . . . . . . 3,353,052 . . . . . . . 46,138 ............0 . . . . . . 253,245 . . . . . (207,106) .......... 0 . . . . . . 3,879,106 ............0 . . . . . (201,120) . . . . . . (201,120) . . . . . . . 37,061 .. XXX . .. XXX .
9799997 Subtotal - Common Stocks - Part 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... XXX ... . . . . 3,677,986 .... XXX ... . . . . . . 3,879,106 . . . . . . 3,353,052 . . . . . . . 46,138 ............0 . . . . . . 253,245 . . . . . (207,106) .......... 0 . . . . . . 3,879,106 ............0 . . . . . (201,120) . . . . . . (201,120) . . . . . . . 37,061 .. XXX . .. XXX .
9799998 Summary Item from Part 5 for Common Stocks (N/A to Quarterly) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... XXX ... ... XXX ... .... XXX ... .... XXX ... .... XXX ... ... XXX ... ... XXX ... ... XXX ... ... XXX ... ... XXX .. .... XXX ... ... XXX ... ... XXX ... .... XXX ... ... XXX ... .. XXX . .. XXX .
9799999 Subtotal - Common Stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... XXX ... . . . . 3,677,986 .... XXX ... . . . . . . 3,879,106 . . . . . . 3,353,052 . . . . . . . 46,138 ............0 . . . . . . 253,245 . . . . . (207,106) .......... 0 . . . . . . 3,879,106 ............0 . . . . . (201,120) . . . . . . (201,120) . . . . . . . 37,061 .. XXX . .. XXX .
9899999 Subtotal - Preferred and Common Stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... XXX ... . . . . 3,677,986 .... XXX ... . . . . . . 3,879,106 . . . . . . 3,353,052 . . . . . . . 46,138 ............0 . . . . . . 253,245 . . . . . (207,106) .......... 0 . . . . . . 3,879,106 ............0 . . . . . (201,120) . . . . . . (201,120) . . . . . . . 37,061 .. XXX . .. XXX .
SCHEDULE D - PART 4
F 11 12 13 14 15
o
9999999 Total - Bonds, Preferred and Common Stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . X X X . . . . . . 88,212,866 . . . . X X X . . . . . . . . 88,536,121 . . . . . 50,464,205 . . . . . . . 56,092 . . . . . (198,473) . . . . . . 286,798 . . . . . (429,179) . . . . . . . . . . 0 . . . . . 87,973,079 . . . . . . . . . . . . 0 . . . . . . 239,787 . . . . . . . 239,787 . . . . . . 588,617 . . X X X . .. XXX .
(a) For all common stock bearing the NAIC market indicator "U" provide: the number of such issues ...............0.
QE05.4
SCHEDULE DB - PART A - SECTION 1
Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23
Strike Cumulative Current Year Hedge
Price, Prior Year(s) Initial Total Effectiveness
Description of Item(s) Exchange, Rate or Initial Cost Cost of Book/ Unrealized Foreign Adjustment Credit at Inception
Hedged, Used for Schedule/ Counterparty Date of Number Indexed of Premium Premium Adjusted Valuation Exchange Current Year's to Carrying Quality of and at
Income Generation Exhibit Type(s) or Central Trade Maturity or of Notional Received (Received) (Received) Current Year Carrying Fair Increase/ Change in (Amortization) Value of Potential Reference Quarter end
Description or Replicated Identifier of Risk(s) (a) Clearinghouse Date Expiration Contracts Amount (Paid) Paid Paid Income Value Code Value (Decrease) B./A.C.V. Accretion Hedged Item Exposure Entity (b)
1449999 Totals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ........... .......... 0 .......... 0 .......... 0 .......... 0 XXX .......... 0 ......... 0 .......... 0 .......... 0 ......... 0 .......... 0 .... XXX ... .... XXX ...
(a)
1 2
Code Description of Hedged Risk(s)
QE06
.............
NONE
............................................................................................................................................................................................
(b)
1 2
Financial or Economic Impact of the Hedge
Code at the End of the Reporting Period
.. 0000 . . ............................................................................................................................................................................................
SCHEDULE DB - PART B - SECTION 1
Future Contracts Open as of the Current Statement Date
1 2 3 4 5 6 7 8 9 10 11 12 13 14 Highly Effective Hedges 18 19 20 21 22
15 16 17
Description of Change in Change in
Item(s) Hedged, Variation Margin Cumulative Variation Hedge
Used for Book/ Gain (Loss) Variation Margin Effectiveness
Number Income Schedule/ Date of Adjusted Cumulative Deferred Used to Margin for Gain (Loss) at Inception Value of
Ticker of Notional Generation Exhibit Type(s) of Maturity or Trade Transaction Reporting Fair Carrying Variation Variation Adjust Basis All Other Recognized Potential and at One (1)
Symbol Contracts Amount Description or Replicated Identifier Risk(s) (a) Expiration Exchange Date Price Date Price Value Value Margin Margin of Hedged Item Hedges in Current Year Exposure Quarter-end (b) Point
1449999 Totals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . 0 . . . . . . . . . . 0 . . . . . . . . . . 0 . . . . . . . . . . . . 0 . . . . . . . . . 0 . . . . . . . . . . . . 0 . . . . . . . . . . . . . 0 . . . X X X . . . ... XXX ..
1 2 3 4
Broker Name Beginning Cash Balance Cumulative Cash Change Ending Cash Balance
QE07
9999999 Total - Net Cash Deposits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . . . . . . . . . 0
(a)
1 2
Code Description of Hedged Risk(s)
NONE
............. ............................................................................................................................................................................................
(b)
1 2
Code Financial or Economic Impact of the Hedge at the End of the Reporting Period
. . . 0000 . . . ............................................................................................................................................................................................
SCHEDULE DB - PART D - SECTION 1
Counterparty Exposure for Derivative Instruments Open as of Current Statement Date
1 2 3 4 Book/Adjusted Carrying Value Fair Value 11 12
5 6 7 8 9 10
Credit Contracts With Contracts With
Description of Exchange, Master Support Fair Value Book/Adjusted Book/Adjusted Contracts With Contracts With Off-Balance
Counterparty or Agreement Annex of Acceptable Carrying Carrying Exposure net Fair Fair Exposure Net Potential Sheet
Central Clearinghouse (Y or N) (Y or N) Collateral Value > 0 Value < 0 of Collateral Value > 0 Value < 0 of Collateral Exposure Exposure
NONE
0999999 Gross Total . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 .................. 0 .................. 0 .................. 0 .................. 0 .................. 0 .................. 0 .................. 0 .................. 0
1. Offset per SSAP No. 64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .................. 0 .................. 0
2. Net after right of offset per SSAP No. 64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .................. 0 .................. 0
QE08
Collateral for Derivative Instruments Open as of Current Statement Date
Collateral Pledged by Reporting Entity
1 2 3 4 5 6 7 8 9
Exchange, Type of
Counterparty or Type of CUSIP Book/Adjusted Maturity Margin
Central Clearinghouse Asset Pledged Identification Description Fair Value Par Value Carrying Value Date (I, V or IV)
NONE
0199999 Total ..................................................................................................................................................................................... .................. 0 .................. 0 .................. 0 .... XXX ... ...... XXX .....

Collateral for Derivative Instruments Open as of Current Statement Date
Collateral Pledged to Reporting Entity
1 2 3 4 5 6 7 8 9
Exchange, Type of
Counterparty or Type of CUSIP Book/Adjusted Maturity Margin
Central Clearinghouse Asset Pledged Identification Description Fair Value Par Value Carrying Value Date (I, V or IV)
QE09
NONE
0299999 Total ..................................................................................................................................................................................... .................. 0 .................. 0 ...... XXX ..... .... XXX ... ...... XXX .....
SCHEDULE DL - PART 1
SECURITIES LENDING COLLATERAL ASSETS
Reinvested Collateral Assets Owned Current Statement Date
1 2 3 4 5 6 7
NAIC
CUSIP Designation / Fair Book/Adjusted Maturity
Identification Description Code Market Indicator Value Carrying Value Dates
9999999 Grand Totals

NONE
.........................................................................................
General Interrogatories:
................... 0 ................... 0 .... XXX ...
1. Total activity for the year to date Fair Value $...............0 Book/Adjusted Carrying Value $...............0
2. Average balance for the year to date Fair Value $...............0 Book/Adjusted Carrying Value $...............0
3. Reinvested securities lending collateral assets book/adjusted carrying value included in this schedule by NAIC designation: NAIC 1 $...............0, NAIC 2
$...............0; NAIC 3 $...............0; NAIC 4 $...............0; NAIC 5 $...............0; NAIC 6 $...............0
QE10
SCHEDULE DL - PART 2
SECURITIES LENDING COLLATERAL ASSETS
Reinvested Collateral Assets Owned Current Statement Date
1 2 3 4 5 6 7
NAIC
CUSIP Designation / Fair Book/Adjusted Maturity
Identification Description Code Market Indicator Value Carrying Value Dates
9999999 Grand Totals

NONE
......................................................................................... ................... 0 ................... 0 .... XXX ...
General Interrogatories:
1. Total activity for the year to date Fair Value $...............0 Book/Adjusted Carrying Value $...............0
2. Average balance for the year to date Fair Value $...............0 Book/Adjusted Carrying Value $...............0
QE11
SCHEDULE E - PART 1 - CASH
Month End Depository Balances
1 2 3 4 5 Book Balance at End of Each Month 9
Amount Amount of During Current Quarter
of Interest Interest 6 7 8
Received Accrued
During at Current
Rate of Current Statement First Second Third
Depository Code Interest Quarter Date Month Month Month *
open depositories
US Bank - BlueCare Plus . . . . . . Nashville, TN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....... ....... 0.000 .......... 0 ............ 0 ... 25,386,421 ... 11,786,177 .... 9,925,179 XXX
US Bank - Disbursing . . . . . . . . . . Nashville, TN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....... ....... 0.000 .......... 0 ............ 0 . . . (1,175,779) . . . . . (476,577) ..... (820,169) XXX
US Bank - Funding . . . . . . . . . . . . . . Nashville, TN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....... . . . . . . . 0.000 .......... 0 ............ 0 . . . . . . . 172,127 . . . (1,105,411) . . . (1,073,610) XXX
US Bank - TCS . . . . . . . . . . . . . . . . . . Nashville, TN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....... . . . . . . . 0.000 .......... 0 ............ 0 ... 14,648,126 . . . 18,139,828 . . . 14,619,142 XXX
US Bank - VSHP Holding . . . . . . Nashville, TN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....... . . . . . . . 0.000 .......... 0 ............ 0 . . . . . . . 685,227 . . . . . . . 685,262 . . . . . . . 714,864 XXX
US Bank - CoverKids . . . . . . . . . . . Nashville, TN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....... . . . . . . . 0.000 .......... 0 ............ 0 .... 5,060,980 . . . . 3,471,281 . . . . 9,307,838 XXX
0199998 Deposits in ...............1 depositories that do not exceed the
allowable limit in any one depository (see Instructions) - open depositories . XXX ... X X X .. .......... 0 ............ 0 ........ 12,298 ........ 12,337 ........ 12,478 X X X
0199999 Totals - Open Depositories . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . XXX ... X X X .. .......... 0 ............ 0 ... 44,789,400 ... 32,512,897 ... 32,685,722 X X X
0299998 Deposits in ...............0 depositories that do not exceed the
allowable limit in any one depository (see Instructions) - suspended
depositories . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . XXX ... X X X .. .......... 0 ............ 0 ............... 0 ............... 0 ............... 0 XXX
0299999 Totals - Suspended Depositories . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . XXX ... X X X .. .......... 0 ............ 0 ............... 0 ............... 0 ............... 0 XXX
0399999 Total Cash On Deposit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . XXX ... X X X .. .......... 0 ............ 0 . . . 44,789,400 . . . 32,512,897 . . . 32,685,722 XXX
0499999 Cash in Company's Office . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . XXX ... X X X .. . X X X . ... X X X .. ............... 0 ............... 0 ............... 0 XXX
0599999 Total Cash . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . XXX ... X X X .. . . . . . . . . . . 0 . . . . . . . . . . . . 0 . . . 44,789,400 . . . 32,512,897 . . . 32,685,722 XXX
QE12
SCHEDULE E - PART 2 - CASH EQUIVALENTS

Show Investments Owned End of Current Quarter
1 2 3 4 5 6 7 8
Amount of
Date Rate of Maturity Book/Adjusted Interest Amount Received
Description Code Acquired Interest Date Carrying Value Due & Accrued During Year
NONE
8699999 Total - Cash Equivalents . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0
QE13
14046201636500002 2016 Document Code: 365
MEDICARE PART D COVERAGE SUPPLEMENT

(Net of Reinsurance)
NAIC Group Code: 3498 NAIC Company Code: 14046
Individual Coverage Group Coverage 5
1 2 3 4 Total
Insured Uninsured Insured Uninsured Cash
1. Premiums Collected . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ................... 0 ...... X X X ...... ................... 0 ...... X X X ...... ................... 0
2. Earned Premiums . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ................... 0 ...... X X X ...... ................... 0 ...... X X X ...... ...... X X X ......
3. Claims Paid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
................... 0 ...... X X X ...... ................... 0 ...... X X X ...... ................... 0
4. Claims Incurred . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ................... 0 ...... X X X ...... ................... 0 ...... X X X ...... ...... X X X ......
5. Reinsurance Coverage and Low Income Cost Sharing - Claims
6.
7.
NONE
Paid Net of Reimbursements Applied (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . X X X . . . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . X X X . . . . . .
Aggregate Policy Reserves - change . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . X X X . . . . . . . . . . . . . . . . . . . . . . . . . 0
Expenses Paid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . X X X . . . . . . . . . . . . . . . . . . . . . . . . . 0
...................
......
......
0
X X X ......
X X X ......
...................
...... X X X ......
0
................... 0
8. Expenses Incurred . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . X X X . . . . . . . . . . . . . . . . . . . . . . . . . 0 ...... X X X ...... ...... X X X ......
9. Underwriting Gain or Loss . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . X X X . . . . . . . . . . . . . . . . . . . . . . . . . 0 ...... X X X ...... ...... X X X ......
10. Cash Flow Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . X X X . . . . . . . . . . . . X X X . . . . . . . . . . . . X X X . . . . . . ...... X X X ...... ................... 0
(a) Uninsured Receivable/Payable with CMS at End of Quarter: $...............0 due from CMS or $...............0 due to CMS
QSupp1
INDEX TO HEALTH
QUARTERLY STATEMENT
Accounting Changes and Corrections of Errors; Q10, Note 2; Q11
Accounting Practices and Policies; Q5; Q10, Note 1
Admitted Assets; Q2
Bonds; Q2; Q6; Q11.1; Q11.2; QE04; QE05
Bonuses; Q3; Q4; Q8; Q9
Borrowed Funds; Q3; Q6
Business Combinations and Goodwill; Q10, Note 3
Capital Gains (Losses)
Realized; Q4
Unrealized; Q4; Q5
Capital Stock; Q3; Q10, Note 13
Capital Notes; Q6; Q10, Note 11
Caps; QE06; QSI04
Cash; Q2; Q6; QE12
Cash Equivalents; Q2; Q6; QE13
Claims; Q3; Q4; Q8; Q9
Collars; QE06; QSI04
Commissions; Q6
Common Stock; Q2; Q3; Q6; Q11.1; Q11.2
Cost Containment Expenses; Q4
Contingencies; Q10, Note 14
Counterparty Exposure; Q10, Note 8; QE06; QE08
Debt; Q10, Note 11
Deferred Compensation; Q10, Note 12
Derivative Instruments; Q10, Note 8; QSI04; QSI05; QSI06; QSI07; QE06; QE07; QE08
Discontinued Operations; Q10, Note 4
Electronic Data Processing Equipment; Q2
Encumbrances; Q2; QSI01; QE01
Emergency Room; Q4
Expenses; Q3; Q4; Q6
Extinguishment of Liabilities; Q10, Note 17
Extraordinary Item; Q10, Note 21
Fair Value; Q7, Note 20
Fee for Service; Q4
Foreign Exchange; Q2; Q3; Q5; QSI01; QSI03; QE01; QE02; QE03; QE05
Forwards; QE06; QSI04
Furniture, Equipment and Supplies; Q2
Guaranty Fund; Q2
Health Care Receivables; Q2; Q9; Q10, Note 28
Holding Company; Q16
Hospital/Medical Benefits; Q4
Incentive Pools; Q3; Q4; Q8; Q9
Income; Q4; Q5; Q6
Income Taxes; Q2; Q3; Q4; Q5; Q10, Note 9
Incurred Claims and Claim Adjustment Expenses; Q10, Note 25
Intercompany Pooling; Q10, Note 26
Investment Income; Q10, Note 7
Accrued; Q2
Earned; Q2; QSI03
Received; Q6
Investments; Q10, Note 5; Q11.1; Q11.2; QE08
Joint Venture; Q10, Note 6
Leases; Q10, Note 15
Limited Liability Company (LLC); Q10, Note 6
Limited Partnership; Q10, Note 6
Long-Term Invested Assets; Q2; QE03
Managing General Agents; Q10, Note 19
Medicare Part D Coverage; QSupp1
Member Months; Q4; Q7
Mortgage Loans; Q2; Q6; Q11.1; QSI01; QE02
Nonadmitted Assets; Q2; Q5; QSI01; QSI03
Off-Balance Sheet Risk; Q10, Note 16
Options; QE06; QSI04
Organizational Chart; Q11; Q14
Out-of-Area; Q4
Outside Referrals; Q4
Parent, Subisidaries and Affiliates; Q2; Q3; Q10, Note 10; Q11.1
Participating Policies; Q10, Note 29
Pharmaceutical Rebates; Q10, Note 28
Policyholder Dividends; Q5; Q6
Postemployment Benefits; Q10, Note 12
Postretirement Benefits; Q10, Note 12
Preferred Stock; Q2; Q3; Q6; Q11.1; Q11.2
INDEX
INDEX TO HEALTH
QUARTERLY STATEMENT
Premium Deficiency Reserves; Q10, Note 30
Premiums and Considerations
Advance; Q3
Collected; Q6
Deferred; Q2
Direct; Q7; Q13
Earned; Q7
Retrospective; Q2
Uncollected; Q2
Unearned; Q4
Written; Q4; Q7
Prescription Drugs; Q4
Quasi Reorganizations; Q10, Note 13
Real Estate; Q2; Q6; QE01; QSI01
Redetermination, Contracts Subject to; Q10, Note 24
Reinsurance; Q9; Q10, Note 23
Ceded; Q3; Q12
Funds Held; Q2
Payable; Q3
Premiums; Q3
Receivable; Q2; Q4
Unauthorized; Q3; Q5
Reserves
Accident and Health; Q3; Q4
Claim; Q3; Q5; Q8
Life; Q3
Retirement Plans; Q10, Note 12
Retrospectively Rated Policies; Q10, Note 24
Risk Revenue; Q4
Salvage and Subrogation; Q10, Note 31
Securities Lending; Q2; Q3; QE09; QE11
Servicing of Financial Assets; Q10, Note 17
Short-Term Investments; Q2; Q6; Q11.1; QSI03
Stockholder Dividends; Q5; Q6
Subsequent Events; Q10, Note 22
Surplus; Q3; Q5; Q6
Surplus Notes; Q3; Q5; Q6
Swaps; QE07; QSI04
Synthetic Assets; QSI04; QSI05
Third Party Administrator; Q10, Note 19
Treasury Stock; Q3; Q5
Uninsured Accident and Health; Q2; Q3; Q10, Note 18
Valuation Allowance; QSI01
Wash Sales; Q10, Note 17
Withholds; Q4; Q8
INDEX.1
EXHIBIT 2 - ACCIDENT AND HEALTH PREMIUMS DUE AND UNPAID

1 2 3 4 5 6 7
Name of debtor 1 - 30 days 31 - 60 days 61 - 90 days Over 90 days Nonadmitted Admitted
0199999 Total Individuals……………………………………………………………………………… ……………. ……………. ……………. ……………. ……………. …………….
0299999 Total group…………………………………………………………………………………… ……………. ……………. ……………. ……………. ……………. …………….
0399999 Premiums due and unpaid from Medicare entities………………………………….. 211,562 (36,873) (10,867) 1,471,735 ……………. 1,635,557
Medicaid Entities:
ACA Fee Premium Receivable………………………………………………………………………………………. ……………. ……………. 47,872,192 ……………. 47,872,192
State of Tennessee Premium Withhold Receivable .................................................................. 4,474,205 ……………. ……………. ……………. ……………. 4,474,205
Premium Accrual………………………………………………………………………………………… 6,617,694 5,115,099 4,963,462 10,576,271 ……………. 27,272,526
0499997 Subtotal - Medicaid Entities:………………………………………………………………… 11,091,899 5,115,099 4,963,462 58,448,463 - 79,618,923
0499999 Premiums due and unpaid from Medicaid entities………………………………….. - - - - - -
0599999 Accident and health premiums due and unpaid (Page 2, Line 15)………………… 11,303,461 5,078,226 4,952,595 59,920,198 - 81,254,480
SUPPLEMENT 1
EXHIBIT 3 - HEALTH CARE RECEIVABLES
1 2 3 4 5 6 7
Name of debtor 1 - 30 days 31 - 60 days 61 - 90 days Over 90 days Nonadmitted Admitted
0199998 Pharmaceutical Rebate Receivables - Not Individually Listed…………………… 734,334 691,097 666,486 2,325,198 2,325,198 2,091,917
0199999 Subtotal - Pharmaceutical Rebate Receivables…………………………………… 734,334 691,097 666,486 2,325,198 2,325,198 2,091,917
Provider Receivables - - - 2,679,607 2,679,607 -
0299998 Claim Overpayment Receivables - Not Individually Listed………………………. - - - 2,679,607 2,679,607 -
0299999 Subtotal - Claim Overpayment Receivables………………………………………. ……………. ……………. ……………. ……………. ……………. …………….
Loans and Advances to Providers
3000001 SouthEast Transportation - - - - - -
SUPPLEMENT 2
0399998 Loans and Advances to Providers - Not Individually Listed…………………….. ……………. -
0399999 Subtotal - Loans and Advances to Providers…………………………………….. - - - - - -
0499998 Capitation Arrangement Receivables - Not Individually Listed………………….. ……………. ……………. ……………. ……………. ……………. …………….
0499999 Subtotal - Capitation Arrangement Receivables…………………………………. ……………. ……………. ……………. ……………. ……………. …………….
0599998 Risk Sharing Receivables - Not Individually Listed………………………………. ……………. ……………. ……………. ……………. ……………. …………….
0599999 Subtotal - Risk Sharing Receivables……………………………………………… ……………. ……………. ……………. ……………. ……………. …………….
0699998 Other Receivables - Not Individually Listed………………………………………. ……………. ……………. ……………. ……………. ……………. …………….
0699999 Subtotal - Other Receivables………………………………………………………. - - - - - -
0799999 Gross health care receivables…………………………………………………….. 734,334 691,097 666,486 5,004,805 5,004,805 2,091,917
EXHIBIT 5 - AMOUNTS DUE FROM PARENT, SUBSIDIARIES AND AFFILIATES
1 2 3 4 5 6 Admitted
7 8
Name of Affiliate 1 - 30 Days 31 - 60 Days 61 - 90 Days Over 90 Days Nonadmitted Current Non-Current
Individually listed receivables
NONE
0199999 Total - individually listed receivables …………..……………………………………………………. ……………………………. ……………………………. ……………………………. ……………………………. ……………………………. ……………………………. …………………………….
0299999 Receivables not individually listed …………..……………………………………………………….. …………………………… ……………………………. ……………………………. ……………………………. ……………………………. ……………………………. …………………………….
0399999 Total gross amounts receivable …………………………………..………………………………….. ……………………………. ……………………………. ……………………………. ……………………………. ……………………………. ……………………………. …………………………….
SUPPLEMENT 3
EXHIBIT 6 - AMOUNTS DUE TO PARENT, SUBSIDIARIES AND AFFILIATES
2 3 4 5
Affiliate Description Amount Current Non-Current
BlueCross BlueShield of Tennessee Administrative Expense offset and Federal Income Tax Expense 33,910,327 33,910,327 -
- - -
0199999 Total - Individually listed payables ………………………………………..XXX……………………………………….. 33,910,327 33,910,327 -
0299999 Payables not individually listed ………………………………………..XXX……………………………………….. ……………… ……………… ……………
0399999 Total gross payables ………………………………………..XXX……………………………………….. 33,910,327 33,910,327 -
SUPPLEMENT 4

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QUARTERLY STATEMENT

Volunteer State Health Plan, Inc.

FOR THE QUARTER ENDED

Country of Domicile United States

Incorporated/Organized 07/11/1996 Commenced Business _ _ _ _ _ _ __:1:..1::::. : :/0_:1/

Statutory Home Office 1 Cameron Hill Circle Chattanooga, TN , US 37402-0001

Statutory Statement Contact _________Jo_s_e,_

,, ~'r ... ... (/A_,,,

TABLE of KEY INDICATORS

This Opinion is: X Unqualified • Qualified • Adverse • Inconclusive

A. Claims unpaid (Page 3, Line 1); $ 212,387,529

James Howard Srite, FSA, MAAA

1 Cameron Hill Circle CH 1.5

15.2 Deferred premiums, agents' balances and installments booked

25. Aggregate write-ins for other-than-invested assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 580,818 . . . . . . . . . . . . . 580,818 . . . . . . . . . . . . . . . . . . . . . 0 ..................... 0

13. Remittances and items not allocated . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,084,606 . . . . . . . . . . . . . . . . 0 . . . . . . 5,084,606 . . . . . . 4,726,127

18. Payable for securities lending . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ................ 0 ................ 0 ................ 0 ................ 0

29. Surplus notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... X X X .... ..... X X X .... ................ 0 ................ 0

32. Less treasury stock, at cost:

Hospital and Medical:

19. Non-health claims (net) ................................................................................. ................... 0 ................... 0 ................... 0 ................... 0

STATEMENT OF REVENUE AND EXPENSES (Continued)

CAPITAL & SURPLUS ACCOUNT

40. Change in unauthorized and certified reinsurance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0

41. Change in treasury stock . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0

42. Change in surplus notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ....... (17,000,000)

43. Cumulative effect of changes in accounting principles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0

44. Capital Changes:

44.1 Paid in . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0

44.2 Transferred from surplus (Stock Dividend) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0

44.3 Transferred to surplus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0

45. Surplus adjustments:

45.1 Paid in . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0

45.2 Transferred to capital (Stock Dividend) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0

45.3 Transferred from capital . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ..................... 0

46. Dividends to stockholders . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................... 0 ..................... 0 ....... (59,800,000)

Write-Ins for Other Expense

Write-Ins for Other Expense

Write-Ins for Other Expense

Write-Ins for Other Expense

Write-Ins for Other Expense

EXHIBIT OF PREMIUMS, ENROLLMENT AND UTILIZATION

Total Members at end of:

Total Member Ambulatory Encounters for Period:

18. Amount Incurred for Provision of Health Care

State of SSAP F/S F/S Line June 30, December 31,

2. Accounting Changes and Corrections of Errors

a. The aggregate amount of unrealized losses:

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

(Co l 1 + 2 ) (Co l 4 +5) (Co l 1 – 4 ) (Co l 2 – 5) (Co l 7+8 )

(a) Fed eral inco me taxes p aid in p rio r

(b ) Ad jus ted g ro s s DTA exp ected t o

1. Ad jus t ed g ro s s DTA exp ected

2 . Ad jus t ed g ro s s DTA allo wed

(c) Ad jus ted g ro s s DTA (exclud ing

(d ) DTA ad mitted as the res ult o f

(a) Determination of adjusted gross DT A and net

(a) Federal $ 23,221,670 $ 57,035,301 $ (33,813,631)

(b) Statutory valuation allowance adjustment 0 0 0