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

Q02

ASSETSCurrent Statement Date 4

1 2 3Net Admitted December 31

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

1. Bonds............................................................................................................................................ ..............245,758,563 .................................... ..............245,758,563 ..............222,131,492

2. Stocks:

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

2.2 Common stocks.................................................................................................................. ................45,058,545 .................................... ................45,058,545 ................47,595,640

3. Mortgage loans on real estate:

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

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

4. Real estate:

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

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

4.3 Properties held for sale (less $..........0 encumbrances).................................................... .................................... .................................... .................................0 ....................................

5. Cash ($.....1,053,017), cash equivalents ($..........0)and short-term investments ($.....9,220,900)............................................................................... ................10,273,917 .................................... ................10,273,917 ................21,676,219

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

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

8. Other invested assets................................................................................................................... .................................... .................................... .................................0 ....................................

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

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

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

12. Subtotals, cash and invested assets (Lines 1 to 11)................................................................... ..............301,091,025 .................................0 ..............301,091,025 ..............291,403,351

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

14. Investment income due and accrued........................................................................................... ..................1,615,270 .................................... ..................1,615,270 ..................1,804,892

15. Premiums and considerations:

15.1 Uncollected premiums and agents' balances in the course of collection.......................... ................16,822,083 .................................... ................16,822,083 ................13,950,595

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

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

16. Reinsurance:

16.1 Amounts recoverable from reinsurers................................................................................ .................................... .................................... .................................0 ....................................

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

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

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

18.1 Current federal and foreign income tax recoverable and interest thereon.................................. .................................... .................................... .................................0 ..................2,859,781

18.2 Net deferred tax asset.................................................................................................................. ................67,933,713 ................50,093,657 ................17,840,056 ................25,568,304

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

20. Electronic data processing equipment and software................................................................... .................................... .................................... .................................0 ....................................

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

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

23. Receivables from parent, subsidiaries and affiliates.................................................................... .................................... .................................... .................................0 ....................................

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

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

26. Total assets excluding Separate Accounts, Segregated Accounts and ProtectedCell Accounts (Lines 12 through 25)............................................................................................ ..............387,462,091 ................50,093,657 ..............337,368,434 ..............335,586,923

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

28. Total (Lines 26 and 27)................................................................................................................ ..............387,462,091 ................50,093,657 ..............337,368,434 ..............335,586,923

DETAILS OF WRITE-INS

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

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

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

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

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

2501. ...................................................................................................................................................... .................................... .................................... .................................0 ....................................

2502. ...................................................................................................................................................... .................................... .................................... .................................0 ....................................

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

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

2599. Totals (Lines 2501 thru 2503 plus 2598) (Line 25 above)........................................................... .................................0 .................................0 .................................0 .................................0


Q03

LIABILITIES, SURPLUS AND OTHER FUNDS1 2

Current December 31Statement Date Prior Year

1. Losses (current accident year $.....16,156,565)............................................................................................................................ ...........................84,818,258 .........................108,588,760

2. Reinsurance payable on paid losses and loss adjustment expenses.......................................................................................... ...........................10,548,030 ...........................21,770,620

3. Loss adjustment expenses............................................................................................................................................................ ............................................... ...............................................

4. Commissions payable, contingent commissions and other similar charges................................................................................. ............................................... ...............................................

5. Other expenses (excluding taxes, licenses and fees)................................................................................................................... ............................................... ...............................................

6. Taxes, licenses and fees (excluding federal and foreign income taxes)...................................................................................... ................................100,150 ...............................................

7.1 Current federal and foreign income taxes (including $.....122,251 on realized capital gains (losses))........................................ .............................3,615,424 ...............................................

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

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

warranty reserves of $..........0 and accrued accident and health experience rating refundsincluding $..........0 for medical loss ratio rebate per the Public Health Service Act).................................................................... ...........................11,494,089 .............................9,149,424

10. Advance premium.......................................................................................................................................................................... ............................................... ...............................................

11. Dividends declared and unpaid:

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

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

12. Ceded reinsurance premiums payable (net of ceding commissions)........................................................................................... ............................................... ...............................................

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

14. Amounts withheld or retained by company for account of others................................................................................................. ............................................... ...............................................

15. Remittances and items not allocated............................................................................................................................................. ............................................... ...............................................

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

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

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

19. Payable to parent, subsidiaries and affiliates................................................................................................................................ ..................................59,020 ..................................54,457

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

21. Payable for securities..................................................................................................................................................................... .............................3,052,803 ...............................................

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

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

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

25. Aggregate write-ins for liabilities.................................................................................................................................................... ...........................71,398,646 ...........................47,221,344

26. Total liabilities excluding protected cell liabilities (Lines 1 through 25)......................................................................................... .........................185,086,420 .........................186,784,605

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

28. Total liabilities (Lines 26 and 27)................................................................................................................................................... .........................185,086,420 .........................186,784,605

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

30. Common capital stock.................................................................................................................................................................... .............................2,500,000 .............................2,500,000

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

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

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

34. Gross paid in and contributed surplus........................................................................................................................................... .........................304,522,257 .........................309,694,189

35. Unassigned funds (surplus)........................................................................................................................................................... ........................(154,740,243) ........................(163,391,871)

36. Less treasury stock, at cost:

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

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

37. Surplus as regards policyholders (Lines 29 to 35, less 36)........................................................................................................... .........................152,282,014 .........................148,802,318

38. Totals (Page 2, Line 28, Col. 3)..................................................................................................................................................... .........................337,368,434 .........................335,586,923

DETAILS OF WRITE-INS2501. Statutory contingency reserve....................................................................................................................................................... ...........................71,398,646 ...........................47,221,3442502. ........................................................................................................................................................................................................ ............................................... ...............................................2503. ........................................................................................................................................................................................................ ............................................... ...............................................2598. Summary of remaining write-ins for Line 25 from overflow page.................................................................................................. ............................................0 ............................................02599. Totals (Lines 2501 thru 2503 plus 2598) (Line 25 above)............................................................................................................ ...........................71,398,646 ...........................47,221,3442901. ........................................................................................................................................................................................................ ............................................... ...............................................2902. ........................................................................................................................................................................................................ ............................................... ...............................................2903. ........................................................................................................................................................................................................ ............................................... ...............................................2998. Summary of remaining write-ins for Line 29 from overflow page.................................................................................................. ............................................0 ............................................02999. Totals (Lines 2901 thru 2903 plus 2998) (Line 29 above)............................................................................................................ ............................................0 ............................................03201. ........................................................................................................................................................................................................ ............................................... ...............................................3202. ........................................................................................................................................................................................................ ............................................... ...............................................3203. ........................................................................................................................................................................................................ ............................................... ...............................................3298. Summary of remaining write-ins for Line 32 from overflow page.................................................................................................. ............................................0 ............................................03299. Totals (Lines 3201 thru 3203 plus 3298) (Line 32 above)............................................................................................................ ............................................0 ............................................0


Q04

STATEMENT OF INCOME1 2 3

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

UNDERWRITING INCOME1. Premiums earned:

1.1 Direct............... (written $.....155)............................................................................................................................. .............................116 .............................135 .............................1731.2 Assumed......... (written $.....50,699,115)................................................................................................................. .................48,354,488 .................43,410,356 .................58,815,1851.3 Ceded............. (written $..........0)............................................................................................................................ .................................... .................................... ....................................1.4 Net................... (written $.....50,699,270)................................................................................................................. .................48,354,604 .................43,410,491 .................58,815,358DEDUCTIONS:

2. Losses incurred (current accident year $.....16,490,399):2.1 Direct.......................................................................................................................................................................... ............................(844) ............................(297) ............................(396)2.2 Assumed.................................................................................................................................................................... .................13,509,541 .................17,683,570 .................27,038,1072.3 Ceded........................................................................................................................................................................ .................................... .................................... ....................................2.4 Net.............................................................................................................................................................................. .................13,508,697 .................17,683,273 .................27,037,711

3. Loss adjustment expenses incurred................................................................................................................................ .................................... .................................... ....................................4. Other underwriting expenses incurred............................................................................................................................ ......................319,827 ......................218,456 ......................240,4755. Aggregate write-ins for underwriting deductions............................................................................................................. .................................0 .................................0 .................................06. Total underwriting deductions (Lines 2 through 5).......................................................................................................... .................13,828,524 .................17,901,729 .................27,278,1867. Net income of protected cells.......................................................................................................................................... .................................... .................................... ....................................8. Net underwriting gain (loss) (Line 1 minus Line 6 + Line 7)........................................................................................... .................34,526,080 .................25,508,762 .................31,537,172

INVESTMENT INCOME9. Net investment income earned........................................................................................................................................ ...................6,826,769 ...............(11,586,376) ...............(25,957,490)

10. Net realized capital gains (losses) less capital gains tax of $.....(401,882).................................................................... ....................(957,574) .................(1,658,316) .................(1,615,492)11. Net investment gain (loss) (Lines 9 + 10)........................................................................................................................ ...................5,869,195 ...............(13,244,692) ...............(27,572,982)

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

(amount recovered $..........0 amount charged off $..........0).......................................................................................... .................................0 .................................... ....................................13. Finance and service charges not included in premiums................................................................................................. .................................... .................................... ....................................14. Aggregate write-ins for miscellaneous income............................................................................................................... .................................0 .................................0 .................................015. Total other income (Lines 12 through 14)....................................................................................................................... .................................0 .................................0 .................................016. Net income before dividends to policyholders, after capital gains tax and before all other federal and

foreign income taxes (Lines 8 + 11 + 15)........................................................................................................................ .................40,395,275 .................12,264,070 ...................3,964,19017. Dividends to policyholders............................................................................................................................................... .................................... .................................... ....................................18. Net income, after dividends to policyholders, after capital gains tax and before all other federal and

foreign income taxes (Line 16 minus Line 17)................................................................................................................ .................40,395,275 .................12,264,070 ...................3,964,19019. Federal and foreign income taxes incurred..................................................................................................................... ...................2,947,751 ...............(10,671,340) ...............(20,449,203)20. Net income (Line 18 minus Line 19) (to Line 22)............................................................................................................ .................37,447,524 .................22,935,410 .................24,413,393

CAPITAL AND SURPLUS ACCOUNT21. Surplus as regards policyholders, December 31 prior year............................................................................................ ..............148,802,318 ..............153,276,418 ..............153,276,41822. Net income (from Line 20)............................................................................................................................................... .................37,447,524 .................22,935,410 .................24,413,39323. Net transfers (to) from Protected Cell accounts.............................................................................................................. .................................... .................................... ....................................24. Change in net unrealized capital gains or (losses) less capital gains tax of $.....159,551............................................. ...................2,931,146 .................(1,768,155) .................(2,423,829)25. Change in net unrealized foreign exchange capital gain (loss)...................................................................................... ........................18,957 .................................... ....................................26. Change in net deferred income tax................................................................................................................................. ...............(15,631,646) .................(9,370,848) ...............(11,782,526)27. Change in nonadmitted assets........................................................................................................................................ ...................8,062,949 .................12,222,980 .................14,726,54128. Change in provision for reinsurance............................................................................................................................... .................................... .................................... ....................................29. Change in surplus notes.................................................................................................................................................. .................................... .................................... .............(225,000,000)30. Surplus (contributed to) withdrawn from protected cells................................................................................................. .................................... .................................... ....................................31. Cumulative effect of changes in accounting principles................................................................................................... .................................... .................................... ....................................32. Capital changes:

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

33. Surplus adjustments:33.1 Paid in..................................................................................................................................................................... .................(5,171,932) .................................... ..............225,000,00033.2 Transferred to capital (Stock Dividend).................................................................................................................. .................................... .................................... ....................................33.3 Transferred from capital......................................................................................................................................... .................................... .................................... ....................................

34. Net remittances from or (to) Home Office....................................................................................................................... .................................... .................................... ....................................35. Dividends to stockholders................................................................................................................................................ .................................... .................................... ....................................36. Change in treasury stock................................................................................................................................................. .................................... .................................... ....................................37. Aggregate write-ins for gains and losses in surplus........................................................................................................ ...............(24,177,302) ...............(19,838,045) ...............(29,407,679)38. Change in surplus as regards policyholders (Lines 22 through 37)............................................................................... ...................3,479,696 ...................4,181,342 .................(4,474,100)39. Surplus as regards policyholders, as of statement date (Lines 21 plus 38)................................................................... ..............152,282,014 ..............157,457,760 ..............148,802,318

DETAILS OF WRITE-INS0501. ......................................................................................................................................................................................... .................................... .................................... ....................................0502. ......................................................................................................................................................................................... .................................... .................................... ....................................0503. ......................................................................................................................................................................................... .................................... .................................... ....................................0598. Summary of remaining write-ins for Line 5 from overflow page..................................................................................... .................................0 .................................0 .................................00599. Totals (Lines 0501 thru 0503 plus 0598) (Line 5 above)................................................................................................ .................................0 .................................0 .................................01401. ......................................................................................................................................................................................... .................................... .................................... ....................................1402. ......................................................................................................................................................................................... .................................... .................................... ....................................1403. ......................................................................................................................................................................................... .................................... .................................... ....................................1498. Summary of remaining write-ins for Line 14 from overflow page................................................................................... .................................0 .................................0 .................................01499. Totals (Lines 1401 thru 1403 plus 1498) (Line 14 above).............................................................................................. .................................0 .................................0 .................................03701. Increase in statutory contingency reserve....................................................................................................................... ...............(24,177,302) ...............(21,705,246) ...............(29,407,679)3702. Extraordinary release of statutory contingency reserve.................................................................................................. .................................... ...................1,867,201 ....................................3703. ......................................................................................................................................................................................... .................................... .................................... ....................................3798. Summary of remaining write-ins for Line 37 from overflow page................................................................................... .................................0 .................................0 .................................03799. Totals (Lines 3701 thru 3703 plus 3798) (Line 37 above).............................................................................................. ...............(24,177,302) ...............(19,838,045) ...............(29,407,679)


Q05

CASH FLOW1 2 3

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

CASH FROM OPERATIONS1. Premiums collected net of reinsurance............................................................................................................................... ...............47,827,781 ...............43,021,490 ...............58,638,1782. Net investment income........................................................................................................................................................ .................7,008,954 ..............(11,156,031) ..............(25,792,818)3. Miscellaneous income......................................................................................................................................................... ................................... ................................... ...................................4. Total (Lines 1 through 3)..................................................................................................................................................... ...............54,836,735 ...............31,865,459 ...............32,845,3605. Benefit and loss related payments...................................................................................................................................... ...............48,501,789 ...............52,459,169 ...............65,991,0076. Net transfers to Separate Accounts, Segregated Accounts and Protected Cell Accounts................................................ ................................... ................................... ...................................7. Commissions, expenses paid and aggregate write-ins for deductions.............................................................................. ....................219,677 ....................219,016 ....................253,3978. Dividends paid to policyholders........................................................................................................................................... ................................... ................................... ...................................9. Federal and foreign income taxes paid (recovered) net of $.....591,744 tax on capital gains (losses)............................. ................(3,929,336) ................(9,856,343) ..............(15,326,285)10. Total (Lines 5 through 9)..................................................................................................................................................... ...............44,792,130 ...............42,821,842 ...............50,918,11911. Net cash from operations (Line 4 minus Line 10)............................................................................................................... ...............10,044,605 ..............(10,956,383) ..............(18,072,759)

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

12.1 Bonds........................................................................................................................................................................ ...............17,590,820 ...............14,187,901 ...............16,691,51712.2 Stocks........................................................................................................................................................................ ................................... ...............23,227,152 ...............23,227,15212.3 Mortgage loans......................................................................................................................................................... ................................... ................................... ...................................12.4 Real estate................................................................................................................................................................ ................................... ................................... ...................................12.5 Other invested assets............................................................................................................................................... ................................... ................................... ...................................12.6 Net gains or (losses) on cash, cash equivalents and short-term investments......................................................... ......................18,957 .......................(5,913) .......................(6,294)12.7 Miscellaneous proceeds........................................................................................................................................... ......................94,999 ....................179,776 ....................250,54412.8 Total investment proceeds (Lines 12.1 to 12.7)....................................................................................................... ...............17,704,776 ...............37,588,916 ...............40,162,919

13. Cost of investments acquired (long-term only):13.1 Bonds........................................................................................................................................................................ ...............42,209,049 ...............24,258,410 ...............24,858,11613.2 Stocks........................................................................................................................................................................ ................................... ................................... ...................................13.3 Mortgage loans......................................................................................................................................................... ................................... ................................... ...................................13.4 Real estate................................................................................................................................................................ ................................... ................................... ...................................13.5 Other invested assets............................................................................................................................................... ................................... ................................... ...................................13.6 Miscellaneous applications....................................................................................................................................... ................(3,052,803) ................................... ...................................13.7 Total investments acquired (Lines 13.1 to 13.6)...................................................................................................... ...............39,156,246 ...............24,258,410 ...............24,858,116

14. Net increase or (decrease) in contract loans and premium notes...................................................................................... ................................... ................................... ...................................15. Net cash from investments (Line 12.8 minus Line 13.7 and Line 14)................................................................................ ..............(21,451,470) ...............13,330,506 ...............15,304,803

CASH FROM FINANCING AND MISCELLANEOUS SOURCES16. Cash provided (applied):

16.1 Surplus notes, capital notes...................................................................................................................................... ................................... ................................... ...................................16.2 Capital and paid in surplus, less treasury stock....................................................................................................... ................................... ................................... ...................................16.3 Borrowed funds......................................................................................................................................................... ................................... ................................... ...................................16.4 Net deposits on deposit-type contracts and other insurance liabilities.................................................................... ................................... ................................... ...................................16.5 Dividends to stockholders......................................................................................................................................... ................................... ................................... ...................................16.6 Other cash provided (applied).................................................................................................................................. ........................4,563 .....................(79,869) .....................(77,537)

17. Net cash from financing and miscellaneous sources (Lines 16.1 through 16.4 minus Line 16.5 plus Line 16.6)............ ........................4,563 .....................(79,869) .....................(77,537)

RECONCILIATION OF CASH, CASH EQUIVALENTS AND SHORT-TERM INVESTMENTS18. Net change in cash, cash equivalents and short-term investments (Line 11 plus Line 15 plus Line 17).......................... ..............(11,402,302) .................2,294,254 ................(2,845,493)19. Cash, cash equivalents and short-term investments:

19.1 Beginning of year...................................................................................................................................................... ...............21,676,219 ...............24,521,712 ...............24,521,71219.2 End of period (Line 18 plus Line 19.1)..................................................................................................................... ...............10,273,917 ...............26,815,966 ...............21,676,219

Note: Supplemental disclosures of cash flow information for non-cash transactions:20.0001 Distribution of wholly owned subsidiary to Genworth Mortgage Holdings, LLC...................................................... ................(5,171,932) ................................... ...................................20.0002 Cancellation of surplus notes issued to Genworth Mortgage Insurance Corp........................................................ ................................... ................................... ............(225,000,000)20.0003 Contributed surplus resulting from cancellation of surplus notes............................................................................. ................................... ................................... .............225,000,000

NOTES TO FINANCIAL STATEMENTS

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

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

STATE OF DOMICILE 2016 2015

NET INCOME1. State Basis (Page 4, Line 20, Columns 1&2) NC $ 37,447,524 $ 24,413,3932. State Prescribed Practices that increase/(decrease) NAIC SAP3. State Permitted Practices that increase/(decrease) NAIC SAP4. NAIC SAP (1-2-3=4) NC $ 37,447,524 $ 24,413,393SURPLUS5. State Basis (Page 3, Line 37, Columns 1&2) NC $152,282,014 $ 148,802,3186. State Prescribed Practices that increase/(decrease) NAIC SAP7. State Permitted Practices that increase/(decrease) NAIC SAP8. NAIC SAP (5-6-7=8) NC $152,282,014 $ 148,802,318

B. No significant change

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

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

Note 3. - Business Combinations and GoodwillNo significant change.

Note 4. - Discontinued OperationsNo significant change.

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

D. Loan-Backed Securities None

E. Repurchase Agreements and/or Security Lending Transactions None

F. - H. No significant change.

I. Working Capital Finance Investments None

J. Offsetting and Netting of Assets and Liabilities None

K. No significant change.

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

Note 7. - Investment IncomeNo significant change.

Note 8. - Derivative InstrumentsNo significant change.

.Note 9. - Income Taxes

No significant change.

Note 10. - Information Concerning Parent, Subsidiaries, Affiliates and Other Related PartiesOn July 1, 2016, the Company distributed all shares of Genworth Financial Assurance Corporation to Genworth Mortgage Holdings, LLC.

Note 11. - DebtNone

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

The Company does not have any employees.

B. - I. No significant change.

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


Q06


Note 14. - Liabilities, Contingencies and AssessmentsA. - F. No significant change.

G. Other Contingencies As of September 30, 2016, the Company had admitted assets of $16,822,083 in uncollected premiums. The portion due from controlled or controlling persons is $0. The Company routinely assesses the collectability of these receivables and provides an allowance for anticipated uncollectible premiums. This allowance is reflected in the admitted asset balance as of September 30, 2016.

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

Note 15. - LeasesNo significant change.

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

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

B. Transfers and Servicing of Financial Assets None

C. Wash Sales None

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

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

Note 20. - Fair Value MeasurementsA. Fair Value Classifications

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

Description Level 1 Level 2 Level 3 TotalAssets

Bonds:1) U.S. government and U.S. government agencies $ $ $ $2) All other governments3) States, territories and possessions4) Special revenue and special assessment obligations5) Industrial and miscellaneous 4,475,625 4,475,6256) Residential mortgage-backed7) Commercial mortgage-backed8) HybridsTotal bonds 4,475,625 4,475,625

Total assets at fair value $ 0 $ 4,475,625 $ 0 $ 4,475,625

2. As of September 30, 2016, the Company did not have any assets or liabilities measured at fair value for which the Company utilized significant unobservable (Level 3) inputs.

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

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

B. Other Fair Value DisclosuresNone


Q06.1


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

Description Aggregate Fair Value

Admitted Assets Level 1 Level 2 Level 3 Not Practicable

(CV)Assets

Bonds:1) U.S. government and U.S. government agencies $ 5,047,900 $ 4,895,818 $ $ 5,047,900 $ $2) All other governments3) States, territories and possessions 4,272,820 4,219,785 4,272,8204) Special revenue and special assessment obligations 14,373,504 14,204,832 14,373,5045) Industrial and miscellaneous 226,717,140 220,221,469 221,579,965 5,146,1756) Residential mortgage-backed7) Commercial mortgage-backed8) Other loan-backed and structured 2,240,639 2,216,659 2,240,6399) HybridsTotal bonds 252,652,003 245,758,563 247,514,828 5,146,175

Short-term investments 9,220,900 9,220,900 9,220,900

Total Assets $ 261,872,903 $ 254,979,463 $ 9,220,900 $ 247,514,828 $ 5,146,175 $ 0

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

Description Aggregate Fair Value

Admitted Assets Level 1 Level 2 Level 3 Not Practicable

(CV)Assets

Bonds:1) U.S. government and U.S. government agencies $ 4,756,778 $ 4,697,700 $ $ 4,756,778 $ $2) All other governments3) States, territories and possessions 3,987,840 3,994,325 3,987,8404) Special revenue and special assessment obligations 14,024,017 14,194,943 14,024,0175) Industrial and miscellaneous 195,022,152 196,741,738 190,038,702 4,983,4506) Residential mortgage-backed7) Commercial mortgage-backed8) Other loan backed and structured 2,483,882 2,502,786 2,483,8829) HybridsTotal bonds 220,274,669 222,131,492 215,291,219 4,983,450

Short-term investments 21,675,900 21,675,900 21,675,900

Total Assets $ 241,950,569 $ 243,807,392 $ 21,675,900 $ 215,291,219 $ 4,983,450 $ 0

D. Financial Instruments Where Fair Value Not Practical None

Note 21. - Other ItemsNo significant change.

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

Note 23. - ReinsuranceNo significant change.

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

Note 25. - Changes in Incurred Losses and Loss Adjustment ExpensesReserves as of December 31, 2015, were $108,588,760. For the nine months ended September 30, 2016, $36,945,365 was paid for incurred loss and loss adjustment expenses attributable to insured events of prior years. Reserves remaining for prior years are now $68,661,693 as a result of re-estimation of unpaid loss and loss adjustment expenses. Therefore, there was a$2,981,702 favorable prior year development from December 31, 2015, to September 30, 2016. The change is generally the result of ongoing analysis of recent loss development trends. Original estimates are increased or decreased as additional information becomes known regarding individual claims.

Note 26. - Intercompany Pooling ArrangementsNo significant change.

Note 27. - Structured SettlementsNo significant change.

Note 28. - Health Care ReceivablesNo significant change.

Note 29. - Participating PoliciesNo significant change.


Q06.2


Note 30. - Premium Deficiency ReservesNo significant change.

Note 31. - High DeductiblesNo significant change.

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

Note 33. - Asbestos/Environmental ReservesNo significant change.

Note 34. - Subscriber Savings AccountsNo significant change.

Note 35. - Multiple Peril Corp InsuranceNo significant change.

Note 36. - Financial Guaranty InsuranceNone


Q06.3


Q07

GENERAL INTERROGATORIESPART 1 - COMMON INTERROGATORIES

GENERAL1.1 Did the reporting entity experience any material transactions requiring the filing of Disclosure of Material Transactions with the State of Domicile,

as required by the Model Act? Yes [ ] No [ X ]

1.2 If yes, has the report been filed with the domiciliary state? Yes [ ] No [ ]

2.1 Has any change been made during the year of this statement in the charter, by-laws, articles of incorporation, or deed of settlement of thereporting entity? Yes [ ] No [ X ]

2.2 If yes, date of change:

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

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

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

See Note 10 for details.

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

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

1

Name of Entity

2NAIC

CompanyCode

3

State ofDomicile

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

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

6.2 State the as of date that the latest financial examination report became available from either the state of domicile or the reporting entity. This dateshould be the date of the examined balance sheet and not the date the report was completed or released. 12/31/2011

6.3 State as of what date the latest financial examination report became available to other states or the public from either the state of domicile or thereporting entity. This is the release date or completion date of the examination report and not the date of the examination (balance sheet date). 06/12/2013

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

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

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

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

7.2 If yes, give full information:

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

8.2 If response to 8.1 is yes, please identify the name of the bank holding company.

8.3 Is the company affiliated with one or more banks, thrifts or securities firms? Yes [ ] No [ X ]

8.4 If the response to 8.3 is yes, please provide below the names and location (city and state of the main office) of any affiliates regulated by a federalregulatory services agency [i.e. the Federal Reserve Board (FRB), the Office of the Comptroller of the Currency (OCC), the Federal Deposit InsuranceCorporation (FDIC) and the Securities Exchange Commission (SEC)] and identify the affiliate’s primary federal regulator].

1Affiliate Name

2Location (City, State)

3FRB

4OCC

5FDIC

6SEC

9.1 Are the senior officers (principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similarfunctions) of the reporting entity subject to a code of ethics, which includes the following standards? Yes [ X ] No [ ]

(a) Honest and ethical conduct, including the ethical handling of actual or apparent conflicts of interest between personal and professional relationships;

(b) Full, fair, accurate, timely and understandable disclosure in the periodic reports required to be filed by the reporting entity;

(c) Compliance with applicable governmental laws, rules and regulations;

(d) The prompt internal reporting of violations to an appropriate person or persons identified in the code; and

(e) Accountability for adherence to the code.

9.11 If the response to 9.1 is No, please explain:

9.2 Has the code of ethics for senior managers been amended? Yes [ ] No [ X ]

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

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

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


Q07.1

GENERAL INTERROGATORIESPART 1 - COMMON INTERROGATORIES

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

10.2 If yes, indicate any amounts receivable from parent included in the Page 2 amount: $ 0

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

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

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

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

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

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

14.2 If yes, please complete the following:1 2

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

14.21 Bonds $ 0 $ 014.22 Preferred Stock 0 014.23 Common Stock 47,595,640 45,058,54514.24 Short-Term Investments 0 014.25 Mortgage Loans on Real Estate 0 014.26 All Other 0 014.27 Total Investment in Parent, Subsidiaries and Affiliates (Subtotal Lines 14.21 to 14.26) $ 47,595,640 $ 45,058,54514.28 Total Investment in Parent included in Lines 14.21 to 14.26 above $ 0 $ 0

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

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

If no, attach a description with this statement.

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

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

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

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

17. Excluding items in Schedule E-Part 3-Special Deposits, real estate, mortgage loans and investments held physically in the reporting entity'soffices, vaults or safety deposit boxes, were all stocks, bonds and other securities, owned throughout the current year held pursuant to acustodial agreement with a qualified bank or trust company in accordance with Section 1, III - General Examination Considerations, F. Outsourcingof Critical Functions, Custodial or Safekeeping Agreements of the NAIC Financial Condition Examiners Handbook? Yes [ X ] No [ ]

17.1 For all agreements that comply with the requirements of the NAIC Financial Condition Examiners Handbook, complete the following:

1Name of Custodian(s)

2Custodian Address

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

17.2 For all agreements that do not comply with the requirements of the NAIC Financial Condition Examiners Handbook, provide the name,location and a complete explanation:

1Name(s)

2Location(s)

3Complete Explanation(s)

17.3 Have there been any changes, including name changes, in the custodian(s) identified in 17.1 during the current quarter? Yes [ ] No [ X ]

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

1Old Custodian

2New Custodian

3Date ofChange

4Reason

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

1Central Registration Depository

2Name(s)

3Address

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

18.2 If no, list exceptions:


Q08

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

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

If yes, attach an explanation.

2. Has the reporting entity reinsured any risk with any other reporting entity and agreed to release such entity from liability, in whole or in part,from any loss that may occur on the risk, or portion thereof, reinsured? Yes [ ] No [ X ]

If yes, attach an explanation.

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

3.2 If yes, give full and complete information thereto:

4.1 Are any of the liabilities for unpaid losses and loss adjustment expenses other than certain workers’ compensation tabular reserves (seeAnnual Statement Instructions pertaining to disclosure of discounting for definition of “tabular reserves,”) discounted at a rate of interestgreater than zero? Yes [ ] No [ X ]

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

4 5 6 7 8 9 10 11

Line of BusinessMaximumInterest

Disc.Rate

UnpaidLosses

UnpaidLAE IBNR Total

UnpaidLosses

UnpaidLAE IBNR Total

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

5.1 Operating Percentages:

5.1 A&H loss percent 0.000%

5.2 A&H cost containment percent 0.000%

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

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

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

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

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


Q09

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

1 2 3 4 5 6 7NAIC Certified Effective Date

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

NONE


Q10

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

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

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

1. Alabama...................................AL .......L..... .................................... .................................... .................................... .................................... .................................... ....................................2. Alaska......................................AK .......L..... .................................... .................................... .................................... .................................... .................................... ....................................3. Arizona.....................................AZ .......L..... .................................... .................................... .................................... .................................... .................................... ....................................4. Arkansas..................................AR .......L..... .................................... .................................... .................................... .................................... .................................... ....................................5. California..................................CA .......L..... .................................... .................................... .................................... .................................... .................................... ....................................6. Colorado..................................CO .......L..... .................................... .................................... .................................... .................................... .................................... ....................................7. Connecticut..............................CT .......L..... .................................... .................................... .................................... .................................... .................................... ....................................8. Delaware.................................DE .......L..... .................................... .................................... .................................... .................................... .................................... ....................................9. District of Columbia.................DC .......L..... .................................... .................................... .................................... .................................... .................................... ....................................

10. Florida.......................................FL .......L..... .................................... .................................... .................................... .................................... .................................... ....................................11. Georgia....................................GA .......L..... .................................... .................................... .................................... .................................... .................................... ....................................12. Hawaii.......................................HI .......N.... .................................... .................................... .................................... .................................... .................................... ....................................13. Idaho.........................................ID .......L..... .................................... .................................... .................................... .................................... .................................... ....................................14. Illinois.........................................IL .......L..... ............................155 ............................155 .................................... .................................... .................................... ....................................15. Indiana......................................IN .......L..... .................................... .................................... .................................... .................................... .................................... ....................................16. Iowa...........................................IA .......L..... .................................... .................................... .................................... .................................... .................................... ....................................17. Kansas.....................................KS .......L..... .................................... .................................... .................................... .................................... .................................... ....................................18. Kentucky..................................KY .......L..... .................................... .................................... .................................... .................................... .................................... ....................................19. Louisiana..................................LA .......L..... .................................... .................................... .................................... .................................... .................................... ....................................20. Maine.......................................ME .......N.... .................................... .................................... .................................... .................................... .................................... ....................................21. Maryland.................................MD .......L..... .................................... .................................... .................................... .................................... .................................... ....................................22. Massachusetts........................MA .......L..... .................................... .................................... .................................... .................................... .................................... ....................................23. Michigan...................................MI .......L..... .................................... .................................... .................................... .................................... .................................... ....................................24. Minnesota...............................MN .......L..... .................................... .................................... .................................... .................................... .................................... ....................................25. Mississippi...............................MS .......L..... .................................... .................................... .................................... .................................... .................................... ....................................26. Missouri...................................MO .......L..... .................................... .................................... .................................... .................................... .................................... ....................................27. Montana..................................MT .......L..... .................................... .................................... .................................... .................................... .................................... ....................................28. Nebraska.................................NE .......L..... .................................... .................................... .................................... .................................... .................................... ....................................29. Nevada....................................NV .......L..... .................................... .................................... .................................... .................................... .................................... ....................................30. New Hampshire.......................NH .......N.... .................................... .................................... .................................... .................................... .................................... ....................................31. New Jersey...............................NJ .......L..... .................................... .................................... .................................... .................................... .................................... ....................................32. New Mexico............................NM .......L..... .................................... .................................... .................................... .................................... .................................... ....................................33. New York.................................NY .......L..... .................................... .................................... .................................... .................................... .................................... ....................................34. North Carolina.........................NC .......L..... .................................... .................................... ...........................(844) ...........................(297) .................................... ....................................35. North Dakota...........................ND .......L..... .................................... .................................... .................................... .................................... .................................... ....................................36. Ohio.........................................OH .......N.... .................................... ...............................(4) .................................... .................................... .................................... ....................................37. Oklahoma................................OK .......L..... .................................... .................................... .................................... .................................... .................................... ....................................38. Oregon....................................OR .......L..... .................................... .................................... .................................... .................................... .................................... ....................................39. Pennsylvania...........................PA .......L..... .................................... .................................... .................................... .................................... .................................... ....................................40. Rhode Island.............................RI .......L..... .................................... .................................... .................................... .................................... .................................... ....................................41. South Carolina.........................SC .......L..... .................................... .................................... .................................... .................................... .................................... ....................................42. South Dakota...........................SD .......L..... .................................... .................................... .................................... .................................... .................................... ....................................43. Tennessee...............................TN .......L..... .................................... .................................... .................................... .................................... .................................... ....................................44. Texas.......................................TX .......L..... .................................... .................................... .................................... .................................... .................................... ....................................45. Utah.........................................UT .......L..... .................................... .................................... .................................... .................................... .................................... ....................................46. Vermont....................................VT .......L..... .................................... .................................... .................................... .................................... .................................... ....................................47. Virginia.....................................VA .......L..... .................................... .................................... .................................... .................................... .................................... ....................................48. Washington.............................WA .......L..... .................................... .................................... .................................... .................................... .................................... ....................................49. West Virginia...........................WV .......L..... .................................... .................................... .................................... .................................... .................................... ....................................50. Wisconsin.................................WI .......L..... .................................... .................................... .................................... .................................... .................................... ....................................51. Wyoming.................................WY .......L..... .................................... .................................... .................................... .................................... .................................... ....................................52. American Samoa.....................AS .......N.... .................................... .................................... .................................... .................................... .................................... ....................................53. Guam.......................................GU .......N.... .................................... .................................... .................................... .................................... .................................... ....................................54. Puerto Rico..............................PR .......N.... .................................... .................................... .................................... .................................... .................................... ....................................55. US Virgin Islands.......................VI .......N.... .................................... .................................... .................................... .................................... .................................... ....................................56. Northern Mariana Islands.......MP .......N.... .................................... .................................... .................................... .................................... .................................... ....................................57. Canada.................................CAN .......N.... .................................... .................................... .................................... .................................... .................................... ....................................58. Aggregate Other Alien.............OT .....XXX.. .................................0 .................................0 .................................0 .................................0 .................................0 .................................059. Totals............................................ (a)....47 ............................155 ............................151 ...........................(844) ...........................(297) .................................0 .................................0

DETAILS OF WRITE-INS58001. ...................................................... .....XXX.. .................................... .................................... .................................... .................................... .................................... ....................................58002. ...................................................... .....XXX.. .................................... .................................... .................................... .................................... .................................... ....................................58003. ...................................................... .....XXX.. .................................... .................................... .................................... .................................... .................................... ....................................58998. Summary of remaining write-ins

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

Line 58998) (Line 58 above)........ .....XXX.. .................................0 .................................0 .................................0 .................................0 .................................0 .................................0(L) - Licensed or Chartered - Licensed Insurance Carrier or Domicilied RRG; (R) - Registered - Non-domiciled RRGs; (Q) - Qualified - Qualified or Accredited Reinsurer;(E) - Eligible - Reporting Entities eligible or approved to write Surplus Lines in the state; (N) - None of the above - Not allowed to write business in the state.

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

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


Q11


Q12

SCHEDULE YPART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM

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

Securities ControlExchange (Ownershipif Publicly Board, If Control is

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

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


Q12.1


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



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

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

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

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

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

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

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

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


Q12.2


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



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

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

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

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


Q13

PART 1 - LOSS EXPERIENCECurrent Year to Date 4

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

Lines of Business Earned Incurred Loss Percentage Percentage1. Fire...................................................................................................................... .......................................... .......................................... ...............................0.000 ..........................................2. Allied lines........................................................................................................... .......................................... .......................................... ...............................0.000 ..........................................3. Farmowners multiple peril.................................................................................. .......................................... .......................................... ...............................0.000 ..........................................4. Homeowners multiple peril................................................................................. .......................................... .......................................... ...............................0.000 ..........................................5. Commercial multiple peril................................................................................... .......................................... .......................................... ...............................0.000 ..........................................6. Mortgage guaranty.............................................................................................. ..................................116 .................................(844) ..........................(727.586) ..........................(220.000)8. Ocean marine..................................................................................................... .......................................... .......................................... ...............................0.000 ..........................................9. Inland marine...................................................................................................... .......................................... .......................................... ...............................0.000 ..........................................

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

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

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

21. Auto physical damage........................................................................................ .......................................... .......................................... ...............................0.000 ..........................................22. Aircraft (all perils)................................................................................................ .......................................... .......................................... ...............................0.000 ..........................................23. Fidelity................................................................................................................. .......................................... .......................................... ...............................0.000 ..........................................24. Surety.................................................................................................................. .......................................... .......................................... ...............................0.000 ..........................................26. Burglary and theft............................................................................................... .......................................... .......................................... ...............................0.000 ..........................................27. Boiler and machinery.......................................................................................... .......................................... .......................................... ...............................0.000 ..........................................28. Credit................................................................................................................... .......................................... .......................................... ...............................0.000 ..........................................29. International........................................................................................................ .......................................... .......................................... ...............................0.000 ..........................................30. Warranty.............................................................................................................. .......................................... .......................................... ...............................0.000 ..........................................31. Reinsurance-nonproportional assumed property............................................... ...................XXX............... ...................XXX............... ...................XXX............... ...................XXX...............32. Reinsurance-nonproportional assumed liability................................................. ...................XXX............... ...................XXX............... ...................XXX............... ...................XXX...............33. Reinsurance-nonproportional assumed financial lines...................................... ...................XXX............... ...................XXX............... ...................XXX............... ...................XXX...............34. Aggregate write-ins for other lines of business.................................................. .......................................0 .......................................0 ...............................0.000 ..........................................35. Totals.................................................................................................................. ..................................116 .................................(844) ..........................(727.586) ..........................(220.000)

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

PART 2 - DIRECT PREMIUMS WRITTEN1 2 3

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

1. Fire........................................................................................................................... ....................................................... ....................................................... .......................................................2. Allied lines................................................................................................................ ....................................................... ....................................................... .......................................................3. Farmowners multiple peril........................................................................................ ....................................................... ....................................................... .......................................................4. Homeowners multiple peril...................................................................................... ....................................................... ....................................................... .......................................................5. Commercial multiple peril........................................................................................ ....................................................... ....................................................... .......................................................6. Mortgage guaranty................................................................................................... ....................................................... ................................................155 ................................................1518. Ocean marine........................................................................................................... ....................................................... ....................................................... .......................................................9. Inland marine........................................................................................................... ....................................................... ....................................................... .......................................................

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

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

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

21. Auto physical damage............................................................................................. ....................................................... ....................................................... .......................................................22. Aircraft (all perils)..................................................................................................... ....................................................... ....................................................... .......................................................23. Fidelity...................................................................................................................... ....................................................... ....................................................... .......................................................24. Surety....................................................................................................................... ....................................................... ....................................................... .......................................................26. Burglary and theft..................................................................................................... ....................................................... ....................................................... .......................................................27. Boiler and machinery............................................................................................... ....................................................... ....................................................... .......................................................28. Credit........................................................................................................................ ....................................................... ....................................................... .......................................................29. International............................................................................................................. ....................................................... ....................................................... .......................................................30. Warranty................................................................................................................... ....................................................... ....................................................... .......................................................31. Reinsurance-nonproportional assumed property.................................................... .........................XXX....................... .........................XXX....................... .........................XXX.......................32. Reinsurance-nonproportional assumed liability...................................................... .........................XXX....................... .........................XXX....................... .........................XXX.......................33. Reinsurance-nonproportional assumed financial lines........................................... .........................XXX....................... .........................XXX....................... .........................XXX.......................34. Aggregate write-ins for other lines of business....................................................... ....................................................0 ....................................................0 ....................................................035. Totals........................................................................................................................ ....................................................0 ................................................155 ................................................151

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


Q14

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

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

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

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

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

1. 2013 + Prior........ .......................61,734 .........................1,416 .......................63,150 .......................25,124 ................................... .......................25,124 .......................39,319 ..............................69 ............................992 .......................40,380 .........................2,709 ...........................(355) .........................2,354

2. 2014................... .......................18,839 ............................169 .......................19,008 .........................6,398 ................................... .........................6,398 .......................10,411 ..............................22 ..............................31 .......................10,464 ........................(2,030) ...........................(116) ........................(2,146)

3. Subtotals2014 + Prior........ .......................80,573 .........................1,585 .......................82,158 .......................31,522 ................................0 .......................31,522 .......................49,730 ..............................91 .........................1,023 .......................50,844 ............................679 ...........................(471) ............................208

4. 2015................... .......................24,001 .........................2,430 .......................26,431 .........................5,351 ..............................72 .........................5,423 .......................15,883 .........................1,798 ............................137 .......................17,818 ........................(2,767) ...........................(423) ........................(3,190)

5. Subtotals2015 + Prior........ .....................104,574 .........................4,015 .....................108,589 .......................36,873 ..............................72 .......................36,945 .......................65,613 .........................1,889 .........................1,160 .......................68,662 ........................(2,088) ...........................(894) ........................(2,982)

6. 2016.................... ...............XXX............. ...............XXX............. ...............XXX............. ...............XXX............. ............................334 ............................334 ...............XXX............. .......................14,075 .........................2,081 .......................16,156 ...............XXX............. ...............XXX............. ...............XXX.............

7. Totals.................. .....................104,574 .........................4,015 .....................108,589 .......................36,873 ............................406 .......................37,279 .......................65,613 .......................15,964 .........................3,241 .......................84,818 ........................(2,088) ...........................(894) ........................(2,982)

8. Prior Year- Col. 11, Line 7 Col. 12, Line 7 Col. 13, Line 7End's Surplus As % of Col. 1, As % of Col. 2, As % of Col. 3,As Regards Line 7 Line 7 Line 7Policyholders .....................148,802

1. ...............(002.0)% 2. .............(22.267)% 3. ...............(2.746)%

Col. 13, Line 7Line 8

4. ...............(2.004)%


Q15

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

Response

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

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

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

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

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

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



Bar Code:

*16675201649000003*

*16675201645500003*

*16675201636500003*

*16675201650500003*


QSI01

SCHEDULE A - VERIFICATION Real Estate

1 2Prior Year Ended

Year to Date December 311. Book/adjusted carrying value, December 31 of prior year........................................................................................................... ..............................................0 .................................................2. Cost of acquired:

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

3. Current year change in encumbrances......................................................................................................................................... ................................................. .................................................4. Total gain (loss) on disposals........................................................................................................................................................ ................................................. .................................................5. Deduct amounts received on disposals........................................................................................................................................ ................................................. .................................................6. Total foreign exchange change in book/adjusted carrying value................................................................................................. ................................................. .................................................7. Deduct current year's other-than-temporary impairment recognized........................................................................................... ................................................. .................................................8. Deduct current year's depreciation............................................................................................................................................... ................................................. .................................................9. Book/adjusted carrying value at end of current period (Lines 1+2+3+4-5+6-7-8)....................................................................... ..............................................0 ..............................................010. Deduct total nonadmitted amounts............................................................................................................................................... ................................................. .................................................11. Statement value at end of current period (Line 9 minus Line 10)................................................................................................ ..............................................0 ..............................................0

NONE

SCHEDULE B - VERIFICATION Mortgage Loans

1 2Prior Year Ended

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


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

NONE

SCHEDULE BA - VERIFICATION Other Long-Term Invested Assets

1 2Prior Year Ended

Year to Date December 311. Book/adjusted carrying value, December 31 of prior year........................................................................................................... ..............................................0 .................................................2. Cost of acquired:


3. Capitalized deferred interest and other......................................................................................................................................... ................................................. .................................................4. Accrual of discount........................................................................................................................................................................ ................................................. .................................................5. Unrealized valuation increase (decrease).................................................................................................................................... ................................................. .................................................6. Total gain (loss) on disposals........................................................................................................................................................ ................................................. .................................................7. Deduct amounts received on disposals........................................................................................................................................ ................................................. .................................................8. Deduct amortization of premium and depreciation....................................................................................................................... ................................................. .................................................9. Total foreign exchange change in book/adjusted carrying value................................................................................................. ................................................. .................................................10. Deduct current year's other-than-temporary impairment recognized........................................................................................... ................................................. .................................................11. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5+6-7-8+9-10)............................................................. ..............................................0 ..............................................012. Deduct total nonadmitted amounts............................................................................................................................................... ................................................. .................................................13. Statement value at end of current period (Line 11 minus Line 12).............................................................................................. ..............................................0 ..............................................0

NONE

SCHEDULE D - VERIFICATION Bonds and Stocks

1 2Prior Year Ended

Year to Date December 311. Book/adjusted carrying value of bonds and stocks, December 31 of prior year.......................................................................... ...........................269,727,132 ...........................289,635,5772. Cost of bonds and stocks acquired............................................................................................................................................... .............................42,209,049 .............................24,858,1163. Accrual of discount........................................................................................................................................................................ ..................................200,916 .....................................76,6984. Unrealized valuation increase (decrease).................................................................................................................................... ...............................3,090,697 ..............................(2,732,020)5. Total gain (loss) on disposals........................................................................................................................................................ ..............................(1,454,455) ..............................(1,899,109)6. Deduct consideration for bonds and stocks disposed of.............................................................................................................. .............................22,762,752 .............................39,918,6697. Deduct amortization of premium................................................................................................................................................... ..................................193,479 ..................................293,4618. Total foreign exchange change in book/adjusted carrying value................................................................................................. ................................................. .................................................9. Deduct current year's other-than-temporary impairment recognized........................................................................................... ................................................. .................................................10. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9)................................................................... ...........................290,817,108 ...........................269,727,13211. Deduct total nonadmitted amounts............................................................................................................................................... ................................................. .................................................12. Statement value at end of current period (Line 10 minus Line 11).............................................................................................. ...........................290,817,108 ...........................269,727,132


QSI02

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

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

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

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

BONDS

1. NAIC 1 (a).......................................................................................................... .........................134,836,371 ...........................26,725,090 ...........................14,626,077 .................................(11,736) .........................131,374,240 .........................134,836,371 .........................146,923,648 .........................134,554,368

2. NAIC 2 (a).......................................................................................................... ...........................88,079,093 .............................4,171,680 .............................2,326,197 .............................1,608,563 ...........................90,545,565 ...........................88,079,093 ...........................91,533,139 ...........................94,662,876

3. NAIC 3 (a).......................................................................................................... ...........................19,839,663 ............................................... .............................2,031,700 ............................(1,285,287) ...........................19,190,564 ...........................19,839,663 ...........................16,522,676 ...........................14,590,148

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

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

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

7. Total Bonds........................................................................................................ .........................242,755,127 ...........................30,896,770 ...........................18,983,974 ................................311,540 .........................241,110,369 .........................242,755,127 .........................254,979,463 .........................243,807,392

PREFERRED STOCK

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

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

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

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

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

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

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

15. Total Bonds and Preferred Stock...................................................................... .........................242,755,127 ...........................30,896,770 ...........................18,983,974 ................................311,540 .........................241,110,369 .........................242,755,127 .........................254,979,463 .........................243,807,392(a) Book/Adjusted Carrying Value column for the end of the current reporting period includes the following amount of non-rated short-term and cash equivalent bonds by NAIC designation:

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


QSI03

SCHEDULE DA - PART 1 Short-Term Investments

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

9199999............................................. ...............................9,220,900 ................XXX........................ ..............................9,220,900 .....................................1,733 ................................................

SCHEDULE DA - VERIFICATION Short-Term Investments

1 2Prior Year Ended

Year To Date December 31

1. Book/adjusted carrying value, December 31 of prior year...................................................................................................... .................................21,675,900 .................................24,436,000

2. Cost of short-term investments acquired................................................................................................................................ .................................29,755,900 .................................60,274,000

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

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

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

6. Deduct consideration received on disposals........................................................................................................................... .................................42,210,900 .................................63,034,100

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

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

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

10. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9)............................................................. ...................................9,220,900 .................................21,675,900

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

12. Statement value at end of current period (Line 10 minus Line 11)........................................................................................ ...................................9,220,900 .................................21,675,900


QSI04, QSI05, QSI06, QSI07, QSI08, QE01, QE02, QE03

Sch. DB - Pt. A - VerificationNONE

Sch. DB - Pt. B - VerificationNONE

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

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

Sch. DB - VerificationNONE

Sch. E - VerificationNONE

Sch. A - Pt. 2NONE

Sch. A - Pt. 3NONE

Sch. B - Pt. 2NONE

Sch. B - Pt. 3NONE

Sch. BA - Pt. 2NONE

Sch. BA - Pt. 3NONE


QE04

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

1 2 3 4 5 6 7 8 9 10

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

DividendsNAIC Designation orMarket Indicator (a)

Bonds - Industrial and Miscellaneous00507V AG 4 ACTIVISION BLIZZARD INC.......................................................................................................... ........... 09/14/2016.... BANC OF AMERICA SECURITIES LLC......................................................................................... ............................................. .................................998,780 ..............................1,000,000 ............................................... 2FE..........................023771 R9 1 AMERICAN AIRLINES.................................................................................................................... ........... 09/19/2016.... MORGAN STANLEY...................................................................................................................... ............................................. ..............................2,000,000 ..............................2,000,000 ............................................... 1FE..........................03027X AB 6 AMERICAN TOWER CORP........................................................................................................... ........... 09/27/2016.... JEFFRIES & COMPANY INC......................................................................................................... ............................................. ..............................1,046,970 ..............................1,000,000 .....................................5,833 2FE..........................343498 AA 9 FLOWERS FOODS INC................................................................................................................. ........... 09/21/2016.... IMPERIAL CAPITAL, LLC............................................................................................................... ............................................. ..............................1,077,990 ..............................1,000,000 ...................................21,268 2FE..........................369550 AW 8 GENERAL DYNAMICS CORP........................................................................................................ ........... 08/09/2016.... J.P. MORGAN SECURITIES INC................................................................................................... ............................................. ..............................1,986,320 ..............................2,000,000 ............................................... 1FE..........................863667 AM 3 STRYKER CORP........................................................................................................................... ........... 09/27/2016.... GOLDMAN SACHS & CO............................................................................................................... ............................................. ..............................5,159,150 ..............................5,000,000 .....................................5,469 1FE..........................98978V AJ 2 ZOETIS INC................................................................................................................................... ........... 09/27/2016.... JEFFRIES & COMPANY INC......................................................................................................... ............................................. ..............................1,047,940 ..............................1,000,000 ...................................13,129 2FE..........................82620K AK 9 SIEMENS FINANCIERINGSMAATSCHAPPIJ................................................................................ R........ 09/06/2016.... GOLDMAN SACHS & CO............................................................................................................... ............................................. ..............................1,988,720 ..............................2,000,000 ............................................... 1FE..........................

3899999. Total Bonds - Industrial and Miscellaneous............................................................................................................................................ ....................................................................................................................................................................................................... .............................15,305,870 .............................15,000,000 ...................................45,699 XXX8399997. Total Bonds - Part 3.......................................................................................................................................... ................................... ....................................................................................................................................................................................................... .............................15,305,870 .............................15,000,000 ...................................45,699 XXX8399999. Total Bonds...................................................................................................................................................... ................................... ....................................................................................................................................................................................................... .............................15,305,870 .............................15,000,000 ...................................45,699 XXX9999999. Total Bonds, Preferred and Common Stocks.................................................................................................... ................................... ....................................................................................................................................................................................................... .............................15,305,870 XXX ...................................45,699 XXX(a) For all common stock bearing the NAIC market indicator "U" provide: the number of such issues:...............0.


QE05

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

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

CUSIP Identification Description

Foreign Disposal Date Name of Purchaser

Number of Sharesof Stock Consideration Par Value Actual Cost

Prior YearBook/AdjustedCarrying Value

UnrealizedValuationIncrease/

(Decrease)

Current Year's(Amortization)/

Accretion

Current Year'sOther-Than-TemporaryImpairmentRecognized

Total Change inB./A.C.V.

(11+12-13)

Total ForeignExchangeChange inB./A.C.V.

Book/AdjustedCarrying Value at

Disposal Date

ForeignExchange Gain

(Loss) onDisposal

Realized Gain(Loss) onDisposal

Total Gain(Loss) onDisposal

Bond Interest/ Stock

DividendsReceived

During Year

StatedContractual

Maturity Date

NAICDesig-

nation orMarket

Indicator(a)

Bonds - U.S. Government

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

0599999. Total Bonds - U.S Government.............................................................................................................................................................................................. ..............215,000 ..............215,000 ..............219,359 ..............215,367 .......................0 ..................(367) .......................0 ..................(367) .......................0 ..............215,000 .......................0 .......................0 .......................0 .........10,481 XXX XXX

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

652233 ES 2 NEWPORT NEWS VA.................................................... . 07/15/2016. MATURITY.......................................... ............................... ..............975,000 ..............975,000 ..............975,000 ..............975,000 .......................... .......................... .......................... .......................0 .......................... ..............975,000 .......................... .......................... .......................0 .........10,394 07/15/2016.... 1FE........

2499999. Total Bonds - U.S. Political Subdivisions of States, Territories and Possessions................................................................................................................. ..............975,000 ..............975,000 ..............975,000 ..............975,000 .......................0 .......................0 .......................0 .......................0 .......................0 ..............975,000 .......................0 .......................0 .......................0 .........10,394 XXX XXX

Bonds - Industrial and Miscellaneous

03077J AA 8 AMERIGAS FINANCE LLC............................................. . 07/27/2016. CALL 103.375.................................... ............................... ...........1,033,750 ...........1,000,000 ...........1,045,000 ..............972,500 ..............66,622 ...............(5,372) .......................... ..............61,250 .......................... ...........1,033,750 .......................... .......................... .......................0 .........46,313 05/20/2020.... 3FE........

247126 AH 8 DELPHI CORP............................................................... . 09/30/2016. CALL 107.665.................................... ............................... ...........2,153,300 ...........2,000,000 ...........2,000,000 ...........2,000,000 .......................... ............153,300 .......................... ............153,300 .......................... ...........2,153,300 .......................... .......................... .......................0 .......112,500 02/15/2023.... 2FE........

25272V AB 5 DIAMOND RESORTS OWNER TRUST......................... . 09/20/2016. PAYDOWN.......................................... ............................... ................91,177 ................91,177 ................91,155 ................91,148 .......................... .....................29 .......................... .....................29 .......................... ................91,177 .......................... .......................... .......................0 ...........2,598 07/20/2027.... 1FE........

55388P AB 6 MVW OWNER TRUST................................................... . 09/21/2016. PAYDOWN.......................................... ............................... ................94,256 ................94,256 ................94,237 ................94,237 .......................... .....................19 .......................... .....................19 .......................... ................94,256 .......................... .......................... .......................0 ...........1,859 12/20/2032.... 2AM.......

629568 AV 8 NABORS INDUSTRIES INC........................................... . 07/27/2016. GENWORTH MTG INS CORP............ ............................... ..............950,000 ...........1,000,000 ..............995,794 ..............997,700 .......................... ...................250 .......................... ...................250 .......................... ..............997,950 .......................... .............(47,950) .............(47,950) .........43,333 09/15/2020.... 3FE........

82652X AB 2 SIERRA RECEIVABLES FUNDING CO......................... . 09/20/2016. PAYDOWN.......................................... ............................... ................78,641 ................78,641 ................78,624 ................78,623 .......................... .....................18 .......................... .....................18 .......................... ................78,641 .......................... .......................... .......................0 ...........1,177 03/21/2033.... 2AM.......

3899999. Total Bonds - Industrial and Miscellaneous........................................................................................................................................................................... ...........4,401,124 ...........4,264,074 ...........4,304,810 ...........4,234,208 ..............66,622 ............148,244 .......................0 ............214,866 .......................0 ...........4,449,074 .......................0 .............(47,950) .............(47,950) .......207,780 XXX XXX

8399997. Total Bonds - Part 4.................................................................................. .......................................................................................................................... ...........5,591,124 ...........5,454,074 ...........5,499,169 ...........5,424,575 ..............66,622 ............147,877 .......................0 ............214,499 .......................0 ...........5,639,074 .......................0 .............(47,950) .............(47,950) .......228,655 XXX XXX

8399999. Total Bonds............................................................................................... .......................................................................................................................... ...........5,591,124 ...........5,454,074 ...........5,499,169 ...........5,424,575 ..............66,622 ............147,877 .......................0 ............214,499 .......................0 ...........5,639,074 .......................0 .............(47,950) .............(47,950) .......228,655 XXX XXX

Common Stocks - Parent, Subsidiaries and Affiliates

37249# 10 9 GENWORTH FINANCIAL ASSURANCE CORP............. . 07/01/2016. GENWORTH MTG HOLDINGS, LLC.. ..............2,500.000 ...........5,171,932 XXX ...........5,171,932 ...........7,219,691 ........(2,047,759) .......................... .......................... ........(2,047,759) .......................... ...........5,171,932 .......................... .......................... .......................0 ...................... XXX ...............

9199999. Total Common Stocks - Parent, Subsidiaries and Affiliates................................................................................................................................................. ...........5,171,932 XXX ...........5,171,932 ...........7,219,691 ........(2,047,759) .......................0 .......................0 ........(2,047,759) .......................0 ...........5,171,932 .......................0 .......................0 .......................0 ..................0 XXX XXX

9799997 Total Common Stocks - Part 4................................................................... .......................................................................................................................... ...........5,171,932 XXX ...........5,171,932 ...........7,219,691 ........(2,047,759) .......................0 .......................0 ........(2,047,759) .......................0 ...........5,171,932 .......................0 .......................0 .......................0 ..................0 XXX XXX

9799999. Total Common Stocks.............................................................................. .......................................................................................................................... ...........5,171,932 XXX ...........5,171,932 ...........7,219,691 ........(2,047,759) .......................0 .......................0 ........(2,047,759) .......................0 ...........5,171,932 .......................0 .......................0 .......................0 ..................0 XXX XXX

9899999. Total Preferred and Common Stocks....................................................... .......................................................................................................................... ...........5,171,932 XXX ...........5,171,932 ...........7,219,691 ........(2,047,759) .......................0 .......................0 ........(2,047,759) .......................0 ...........5,171,932 .......................0 .......................0 .......................0 ..................0 XXX XXX

9999999. Total Bonds, Preferred and Common Stocks........................................... .......................................................................................................................... .........10,763,056 XXX .........10,671,101 .........12,644,266 ........(1,981,137) ............147,877 .......................0 ........(1,833,260) .......................0 .........10,811,006 .......................0 .............(47,950) .............(47,950) .......228,655 XXX XXX

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


QE06, QE07, QE08, QE09, QE10, QE11

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

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

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

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

Sch. DL - Pt. 1NONE

Sch. DL - Pt. 2NONE


QE12

SCHEDULE E - PART 1 - CASH Month End Depository Balances

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

6 7 8

Depository Code Rate of Interest

Amount of InterestReceived DuringCurrent Quarter

Amount of InterestAccrued at Current

Statement Date First Month Second Month Third Month *

Open Depositories

Bank of New York Mellon............................................... New York, NY................................................................. ...................... ...................... ................................. ................................. .....................35,474 ...................458,526 ................1,053,017 XXX

0199999. Total Open Depositories........................................................................................................................... XXX XXX ..............................0 ..............................0 .....................35,474 ...................458,526 ................1,053,017 XXX0399999. Total Cash on Deposit............................................................................................................................... XXX XXX ..............................0 ..............................0 .....................35,474 ...................458,526 ................1,053,017 XXX0599999. Total Cash................................................................................................................................................. XXX XXX ..............................0 ..............................0 .....................35,474 ...................458,526 ................1,053,017 XXX


QE13

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

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

NONE

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