I lllllllllllJllllJllll !llll lllllJllll lllll

I lllllllllllJllllJllll !llll lllllJllll lllll JllllJllllJllll lllll jllll lllll lllll jllll lllllJlll 1111

QUARTERLY STATEMENT AS OF SEPTEMBER 30, 201 6

OF THE CONDITION AND AFFAIRS OF THE

KAISER FOUNDATION HEALTH PLAN OF THE NORTHWEST NAIC Group Code 0601 0601 NAIC Company Code ___ 9_554_ 0 __ Employer's ID Number __ 9_3-0_ 7_98_0_3_9 __

(Prior Period) (Cunent Period)

Organized under the laws of --------=0-'-reg"""'o""n'------~ State of Domicile or Port of Enb'y Oregon

Counb'y of Domicile

Licensed as business type: Life, Accident & Health [ ) Dental Service Corporation [

Other I J

United States

Property/Casualty [ ) Vision Service Corporation [

Hospital, Medical & Dental Service or Indemnity [ Health Maintenance Organization [ X )

Incorporated/Organized Statutory Home Office

10/19/1981 Commenced Business Is HMO Federally Qualified? Yes [ ) No [ X )

05/01 /1942 500 N.E. Multnomah Street, Suite 100 Portland, OR, US 97232-2099

(Sbeel and N-) (City or Town. S tate. Ctuiby and Zip Code)

Main Administrative Office __ -=5-=00"-'-N"'.E"'.'"'M""u"'l"'tn"'o""m""a""h'"'S°'tr°'e'"'e"'t,'"'S°'u"'it"'e_1-=0-=0- Portland, OR, US 97232-2099 503-813-2800 <Street and Nt.mber) (C;,y or Town. State. Counl1y and :Z., Code) (Area Code) (Telephone Number)

Mail Address 500 N.E. Multnomah Steel, Suite 100 Portland, OR, US 97232-2099 (Street aod Nt.mberorP.O. Box) (City or Town. S tate, Cot.ntry and Zip Code)

Primary Location of Books and Records 500 N.E. Multnomah Street. Suite 100 Portland, OR US 97232-2099 503-813-2502 {StrfftandNumbe<)

Internet Web Site Address

Statutory Statement Contact Rachelle Anne Quinn (Name)

[email protected] (E-Mail Address)

(City or TONO. State. Ctuiby and Zip Code) (Area Code) (Telephone Number)

www.kp.org

503-813-2502 (Area Code) (Telephone Numbe<) (Extension)

503-813-4408 (FAX N..,,ber)

OFFICERS Name Trtle

Andrew Raymond McCulloch Regional President

Jenny Smith # Interim CFO and Executive Director

Name

William Netherton Wiechmann

Bernard James Tyson

Title Assistant Secretary - V.P. &

Regional Counsel Director, Chairman, CEO and

President

OTHER OFFICERS Kathryn Lee Lancaster

Gregory Adams

Donald HoY1 Orndoff

Mark Steven Zemelman

Ex. V.P. & Chief Financial Officer Executive Vice President & Group

President Senior V.P. - National Facilities

Services Senior Vice President, General

Counsel & Secretary

Arthur Milton Southam MD

Thomas Ralph Meier

Monse L Upshaw

Ex. V.P. - Health Plan Operations

SeniorV.P. & Treasurer Senior V.P. - Corp. Controller &

CAO

DIRECTORS OR TRUSTEES Margaret Effie Porfido JD Edward Ying Wah Pei Judith Ann Johansen JD Cynthia Ann Telles PhD Jeffrey Emanuel Epstein Richard Patrick Shannon MD

Regina Marcia Benjamin MD Ramon Francis Baez

State of _·········--·······Oregon ...... --······--SS

County of _·········-···Multnomah _________ _

Arnold Eugene Washington MD Kim John Kaiser

David Frank Hoffmeister

Bernard James Tyson Philip Albert Marineau

Leslie Stone Heisz

The officers of this reporting entity being duly sworn, each depose and say that they are the descri>ed officers of said reporting entity, and that on the reporting period stated above, all of the herein descri>ed assets were the absolute property of the said reporting entity, free and clear from any liens or claims thereon, except as herein stated, and that this statement, together with related exhibits, schedules and explanations therein contained, annexed or referred to, is a full and true statement of all the assets and liabilities and of the condition and affairs of the said reporting entity as of the reporting period stated above, and of its income and deductions therefrom for the period ended, and have been completed in accordance with the NAIC Annual Statement Instructions and Accounting Practices and Procedures manual except to the extent that (1 ) state law may differ; or, (2) that state rules or regulations requi"e differences in reporting not related to accounting practices and procedures, according to the best of their information, knowledge and bei ef, respectivety. Furthermore, the scope of this attestation by the described officers also includes the related corresponding electronic filing with the NAIC, when required, that is an exact copy (except for formatting differences due to electronic filing) of the enclosed statement The electronic filing may be requested by various regulators in lieu of or in addition to the enclosed statement

Andrew Raymond McCulloch Regional President

Subscribed and sworn to before me this ______ day of

Jenny Smith William Netherton Wiechmann Assistant Secretary- V.P. & Regional Counsel Interim CFO and Executive Director

a. Is this an original filing? Yes l XJ No l

b. lfno:

1. State the amendment number 2. Date filed 3. Number of pages attached

STATEMENT AS OF SEPTEMBER 30, 2016 OF THE KAISER FOUNDATION HEALTH PLAN OF THE NORTHWEST

ASSETS Current Statement Date

2 3 December31

Net Admitted Assets Prior Year Net Assets Nonadmitted Assets ICols. 1 - 2\ Admitted Assets

1. Bond•·········-··········-·········-··········-··········-·········-······ _ ...... ---993, 182 ,450 ······--······-- .... ----993, 182,450 . __ 1,050, 179,771 2. Stocks:

2.1 Preferred stocks -······--······--······--······--······--······--······- ······--······-- ····--······___J) ·--······--··D 2.2 Common stocks ....... ·--··········--·········--··········--··········--··-······--······- ······--······-- ····--······___J) ·--······--··D

3. Mortgage loans on real estate:

3.1 Flrstliens .... --··········--··········--·········--··········--··········- -······--······- ······--······-- ····--······____o ·--······--··D 3.2 Other than first liens _··········--··········--·········--··········--······-······--······- ······--······-- ····--······___J) ·--······--··D

4. Real estate:

4 .1 Properties occupied by the company {less

$ -······-7,447 ,457 encumbrances)·--······--······--······-······--213,431,527 ······--······-- .... -----213,431,527 ·--·209 ,126,637 4.2 Properties held for the production of ilcome

(less$ -··········--·····.1 ,768 encumbrances) ...... ·--··········--········· -······--4,536,277 ······--······-- ····--···4,536,277 ·--·····4,233,502 4.3 Properties held tor sale (less

$ -······--······- encumbrances) ...... ·--··········--·········--···-······--······- ······--······-- ····--······___J) ·--····.2,832,956 5. Cash($ -··········-(6,580,731) ),

cash equivalents ($ --······--····D ) andshort-term investments($ ····--·26,017,436 i ·········--··········--······-19,436,705 ······--······-- ····--·19,436,705 ·--·····6,510,605

6. Contract loans {ilcluding S -·········--··········- premium notesL ...... -······--······- ······--······-- ····--······___J) ·--······--··D 7. Derivatives --······--······--······--······--······--······ -······--······---1) ······--······-- ····--······_____!) ·--······--··D 8. Other invested assets ·--··········--·········--··········--··········--······ -······--······---1) ······--······-- ····--······_____!) ·--······--··D 9. Receivables for securitie• -······--······--······--······--·· -······--···66 ,065 ······--······-- ····--······-66,085 ·--······-----355

10. Securities lending reinvested collateral assets __ ······--······--···-······--······- ······--······-- ····--······___J) ·--······--··D 11. Aggregate write-ins for invested assets -··········--·········--··········--·· -······--······__j) ······--······___j) ····--······___J) ·--······--··D 12. Subtotals, cash and invested assets (Lines 1 to 11) -··········--··········- -······-1,230, 653, 044 ······--······___j) .... _ 1 , 230 , 653, 044 ·--1 , 272 ,883, 826

13. Title plants less$ -·········--··········- charged off {for TJUe insurers

onlyL·····--··········--·········--··········--··········--·········--·········· -······--······- ······--······-- ····--······___J) ·--······--··D 14. Investment income due and accrued ··--··········--·········--··········- -······--4,589,595 ······--······-- ····--···4,589,595 ·--·····4,253,785 15. Premiums and con~derations:

15.1 Uncollected premiums and agents• balances il the course of

collection _··········--··········--·········--··········--··········--·········- -······-15,394 ,796 ······--····491,239 ····--·14,903,557 ·--···28 ,332,034 15.2 Deferred premiums, agents' balances and installments booked but

deferred and not yet due {including$ ···--······--····earned

but unbiled premium•>--······--······--······--······--······ -······--······__JJ ······--······-- ····--······___J) ·--······--··D 15.3 Accrued retrospective premiums {$ -··········--·········--· ) and

contracts subject to redetermination ($ ..... __ 43 ,095,761 >--······- -······-43,095 ,761 ······--······-- ····--·43 ,095,761 ·--···36 ,008,316 16. Reinsurance:

16. 1 Amounts recoverable from reinsurers ···········--·········--··········- -······--6, 103, 717 ······--······-- ····--···6 , 103, 717 ·--···.} ,612, 177

16.2 Funds held by or deposited with reinsured companies __ ······--······--······- ······--······-- ····--······_____!) ·--······--··D 16.3 Other amounts receivable under reilsurance contracts ···········--······-······--······- ······--······-- ····--······___J) ·--······--··D

17. Amounts receivable relating to uninsured plans _······--······--······ -······--······- ······--······-- ····--······___J) ·--······--··D 18.1 Current federal and foreign income tax recoverable and interest thereon -···-······--······- ······--······-- ····--······___J) ·--······--··D 182Netdeferred tax asseL_······--······--······--······--······- -······--······- ······--······-- ····--······_____!) ·--······--··D 19. Guaranty funds receivable or on deposit ·······--··········--·········--······ -······--······- ······--······-- ····--······___J) ·--······--··D 20. Electronic data processing equipment and software __ ······--······- -······--1,263,232 ······--····589,224 ····--·······674,008 ·--······-899,804 21 . Furniture and equipment, including heatth care delivery assets

($ ····-····.76 ,566,688 >······--······--······--······--······ -······-77 , 191,825 ······--····625, 137 .... __ .76 ,566,688 ·--··.73 ,929,746 22. Net adjustment in assets and liabilities due to foreign exchange rates .......... -······--······__j) ······--······___j) ····--······___J) ·--······--··D 23. Receivables from parent, subsidiaries and affi liates __ ······--······- -······-65,569,784 ······--······___j) ····--·65 ,569,784 ·--···34 ,337 ,882 24. Healthcare($ -······--12,433 ,966 )andother amounts receivable __ ...... _ 15,640 ,131 ...... __ 3,206,165 ····--·12,433,966 ·--···19,294,543

25. Aggregate write-ins for other-than-invested assets _··········--··········- -······--7 ,261,998 ······--7 ,261,998 ····--······___J) ·--······--··D 26. Total assets excluding Separate Accounts, Segregated Accounts and

Protected Cell Accounts (Lines 12 to 25~···--·········--··········--··········1---1......,466.-....-763...,.883=+---1-2..,1 ... 1 .... 3,..7 ... 63.._. __ _.1 .. 454-.....,590--..._1.-20-+---1._4 ... 77""""5"'52.....,11"'3"-i 27. From Separate Accounts, Segregated Accounts and Protected

Cell Accounts......_··········--··········--·········--··········--··········--······-······--······- ······--······-- ····--······___J) ·--······--··D 28. Total llines 26 and 27\ 1 466 763 883 12 173 763 1 454 590 120 1 477 552 113

DETAILS OF WRITE-INS

1101. -······--······--······--······--······--······--······--······--······- ······--······-- ····--······--··· ·--······--······ 1102.

1103. 1198.

1199.

2501 .

2502. 2503.

Summary of remaining write-ins for Line 11 from overftow page ·--······ -······--······__j) Totals (Lines 1101throuah 1103 olus 1198l (Line 11 abovel 0

Other Noo -Mm il ted Assets__ ......... ·--··········--·········--··········- -······--7 ,261,998

······--······___j) ····--······___J) ·--······--··D 0 0 0

...... __ 7,261,998 ····--······___J) ·--······--··D -······--······--······--······--······--······--······--······--······- ······--······-- ····--······--··· ·--······--······

2598. Summary of remaining write-ins for Line 25 from overftow page ·--······ -······--······---1) ······--······___j) ····--······_____!) ·--······--··D 2599. Totals (Lines 2501 throuah 2503 olus 2598! (Line 25 abovel 7 ,261,998 7 ,261,998

2


LIABILITIES, CAPITAL AND SURPLUS Current Period

2 Covered Uncovered

3 Total

Prior Year 4

Total

1. Clainsunpaid Oess$ ·······--········871,949 reinsurance ceded).__ ...... -··········-47 ,698 ,378 ··········--··········-- ·······--·47 ,698,378 ·····--··.01 ,956,647

2. Accrued medical ilcentive pool and bonus amounts ·--······--······ -··········--·········__J) ··········--··········-- ·······--··········_____!} ·····--·········--··D 3. Unpaid claims adjustment expenses ·········--··········--··········--··········-··········-1,321,580 ··········--··········-- ·······--··· 1,321,580 ·····--····· 1,321,580 4. Aggregate heatth policy reserves ilcluding the liability of

$ ...... ·--··········--····· for medical loss ratio rebate per the Public Health

Service AcL-..... ·--······--······--······--······--······- -··········-10,903 , 187 ··········--··········-- ·······--·10,903, 187 ·····--·····8 ,255,905 5. Aggregate ife policy reserves ··--······--······--······--······-··········--·········- ··········--··········-- ·······--··········___j) ·····--·········--··D 6. Property/casualty unearned premium reserve ·····--··········--·········- -··········--·········- ··········--··········-- ·······--··········_____!} ·····--·········--··D 7. Aggregate health claim reserves _······--······--······--······--··········--·········- ··········--··········-- ·······--··········____j) ·····--·········--··!) 8. Premiums received in advance --·········--··········--··········--··········-··········-111,822 ,002 ··········--··········-- ....... __ 111,822,002 ·····--···31,367 ,354

9. General expenses due or accrued-······--······--······--······ -··········-105,987 ,094 ··········--··········-- ·······--105 ,987 ,094 ·····--···23 ,447, 731 10.1 c ....... t federal and foreign income tax payable and interest thereon (including

$ ······--·········--· oorealizedgains(losses))_ ..... ·--······--······-··········--·········- ··········--··········-- ·······--··········___{) ·····--·········--··!) 10.2 Net deferred tax liabii1Y-······--······--······--······--······- -··········--·········- ··········--··········-- ·······--··········___{) ·····--·········--··D 11. Ceded reinsurance premiums payable _······--······--······--·· -··········--.754 ,001 ··········--··········-- ·······--······.754,001 ·····--········.762,993 12. Amounts withheld or retained for the account of others ....... ·--··········- -··········-1,429 ,477 ··········--··········-- ·······--···1,429,477 ·····--··.78 ,513,855

13. Remittances and items not allocated-·········--··········--··········--·· -··········--·········- ··········--··········-- ·······--··········____j) ·····--·········--··!) 14. Borrowed money {including S -·········--········· current) and

interest thereon $ ···········--··········- {including

$ ······--·········--· current>-··········--·········--··········--··········--··········--·········- ··········--··········-- ·······--··········___{) ·····--·········--··D 15. Amounts due to parent, subsidiaries and affiliates-······--······--··· -··········-127 ,342 ,667 ··········--··········-- ·······--127 ,342,667 ·····--·.142 ,052,836

16. Derivatives.... ..... ·--······--······--······--······--······--··········--·········- ··········--··········__j) ·······--··········___{) ·····--·········--··D 17. Payable forsecurities ..... --······--······--······--······---··········--·634 ,206 ··········--··········-- ·······--·······634,206 ·····--·········--··D

18. Payable for securities lending ··········--·········--··········--··········--·· -··········--·········- ··········--··········-- ·······--··········_____!} ·····--·········--··D 19. Funds held under reinsurance treaties {with S ····--··········--········

authorized reinsurers, $ -······--······- unauthorized reinsurers

and S -··········--········· certified reinsurersL·-········--··········--······ -···---··- -···--··········-- ·······--··········____j) ·····--·········--··D 20. Reinsurance in unauthorized and certified {$ ·······--·········-- )

companies ········--··········--·········--··········--··········--·········--··········--·········- ··········--··········-- ·······--··········____j) ·····--·········--··!) 21. Net adjustments il assets and liabilities due to foreign exchange rates _ -··········--·········- ··········--··········-- ·······--··········_____!} ·····--·········--··D 22. Liability for amounts held under uninsured plans ········--·········--·········· -··········--·········- ··········--··········-- ·······--··········____j) ·····--·········--··D 23. Aggregate write-ins for other liabii ties (including $ -··········-9, 938 , 499

current) ......... ·--·········--··········--··········--·········--··········--···-··········...551,547 ,511 ··········--··········__j) ....... --551,547,511 ..... __ .714,548,342 24. Total liabii ties(Lines 1 to23~···--······--······--······--·······-··········....959 ,440 , 103 ··········--··········__j) ....... ---959 ,440, 103 ..... _ 1,058 ,227,243 25. Aggregate write-ins fa< special surplus funds ··········--··········--·········- -··········-XXX. ....... _ .......... _ xxx. .... __ ·······--··········___{) ·····--···27 ,000 ,000

26. Common capital stock _··········--·········--··········--··········--··········-··········-XXX. ....... _ .......... _ xxx. .... __ ·······--··········--··· ·····--·········--··D 27. Preferred capital stock--······--······--······--······--·· -··········-XXX. ....... _ .......... _ xxx. .... __ ·······--··········--··· ·····--·········--··!) 28. Gross paid in and contributed surplus --·········--··········--··········- -··········-XXX. ....... _ .......... _ xxx. .... __ ....... __ 177,753,051 ·····--·.177,753,051

29. Surplus notes __ ······--······--······--······--······- -··········-XXX. ....... _ .......... _ XXX. .... __ ·······--··········--··· ·····--·········--··D 30. Aggregate write-ins for other-than-special surplus funds-······--······ -··········-XXX. ....... _ .......... _ xxx. .... __ ·······--··········_____!} ·····--·········--··D 31. Unassigned funds (surplus>-······--······--······--······--···-··········-XXX. ....... _ .......... _ xxx. .... __ ....... ----317 ,396,966 ..... __ .214 ,571,819 32. less treasury stock, at cost:

32.1 ······--······--···shares common (value included in Line 26

$ -······--······-- >-·········-··········-··········-·········--··········-XXX. ....... _ .......... _ xxx. .... _ ·······-··········-··· ·····-·········-··D 32.2 ······--······--···shares preferred {value incJuded in Line 27

$ -······--······-- >--·········--··········--··········--·········- -··········-XXX. ....... _ .......... _ XXX. .... __ ·······--··········--··· ·····--·········--··D 33. Total capital and surplus (Lines 25 to 31 minus Line 32)-······--······ -··········-XXX. ....... _ .......... _ xxx. .... __ ....... __ 495 , 150,017 ·····--·419,324,870 34. Total liabilities caoital and sumlus lLines 24 and 33l xxx xxx 1,454 ,590, 120 1,477 ,552, 113

DETAILS OF WRfTE-lNS

2301. Pens ion.·--······--······--······--······--······--·······-··········....320,010,410 ··········--··········-- ....... ----320 ,010,410 ·····--·375 ,965,690

2302. Post Reti remenL ... ·--······--······--······--······--······-··········..208,029 ,417 ··········--··········-- ....... ---208 ,029,417 ·····--·296 ,613,776

2303. Accrued Taices .. ·--··········--·········--··········--··········--·········- -··········--·········- ··········--··········-- ·······--··········___{) ·····--···25 ,605,490

2398. Summary of remaining write-ins for Line 23 from overflow page ·--······· -··········-23, 507 , 684 ··········--··········__j) ·······--·23 , 507, 684 ·····--··· 16 , 363 ,386

2399. Totals (lines 2301 through 2303 plus 2398) (Line 23 above) 551,547 ,511 0 551,547 ,511 714,548,342

2501. 2016 Heal lh Insurance Prov ided f ee PayablEL._ ...... --······--···-··········-XXX. ....... _ .......... _ XXX. .... __ ·······--··········--··· ·····--···27 ,000,000

2502. -··········--··········--·········--··········--··········--·········--··········- -··········-XXX. ....... _ .......... _ XXX. .... __

2503. -··········--··········--·········--··········--··········--·········--··········- -··········-XXX. ....... _ .......... _ XXX. .... __

2598. Summary of remailing write-ins for Line 25 from overflow page ·--·······-··········-XXX. ....... _ .......... _ XXX. .... __ ·······--··········_____!} ·····--·········--··D 2599. Totals (lines 2501 through 2503 plus 2598)(Line 25 above) XXX XXX 0 27 ,000,000

3001. -··········--··········--·········--··········--··········--·········--··········- -··········-XXX. ....... _ .......... _ XXX. .... __ ·······--··········--··· ·····--·········--··D

3002. -··········--··········--·········--··········--··········--·········--··········- -··········-XXX. ....... _ .......... _ XXX. .... __ ·······--··········--··· ·····--·········--··!)

3003. -··········--··········--·········--··········--··········--·········--··········- -··········-XXX. ....... _ .......... _ XXX. .... __ ·······--··········--··· ·····--·········--··!) 3098. Summary of remaililg write-ins for Line 30 from overflow page ···--···-··········-XXX. ....... _ .......... _ XXX. .... __ ·······--··········_____!} ·····--·········--··D 3099. Totals llines 3001 throuah 3003 alus 3098\ ILine 30 above\ XXX XXX 0 0

3

STATEMENT A S OF SEPTEMBER 30, 2016 OF THE KAISER FOUNDATION HEALTH PLAN OF THE NORTHWEST

STATEMENT OF REVENUE AND EXPENSES

Current Year To Date

Uncovered

1. Member Month._······--······--······--······--······--······--······ ...... _xxx... ..... . 2. Net premium income (including$ non-health premium income

3. Change in unearned premium reserves and reserve for rate credits -·········--··········

4. Fee-for-service (net of$ -··········--·········-medical expenses>--······--···

5. Risk revenue __ ······--······--······--······--······--······--······

6. Aggregate write-ins for other health care related revenues ······--······--······

7. Aggregate write-ins for other non-health revenues _······--······--······--······

8. Total revenues (Lines 2 to 7)--······--······--······--······--······

Hospital and Medical :

9. Hospital/medical benefits······--······--······--······--······--······

10. Other professional services __ ······--······--······--······--······

11. Outside referrals _ ...... --······--······--······--······--······--···

12. Emergency room and out-0f-area_.·····--······--······--······--······

13. Prescription drugs ·······--·········--··········--··········--·········--··········--··········

14. Aggregate write-ins for other hospital and medical..--······--······--······

15. Incentive pool, withhold adjustments and bonus amounts-......... ·--··········--·········

16. Subtotal (Lines 9 to 15)-······--······--······--······--······--······

Less :

17. Net reinsurance recoveries ···--·········--··········--··········--·········--··········

18. Total hospital and medical {Lines 16 minus 17) ··--··········--··········--·········--···

19. Non-health claims (net~·····--··········--··········--·········--··········--··········--·· 20. Clains adjustment expenses, incJuding $ 15 , 252 ,808 ···--······ cost containment

expenses_··········--··········--·········--··········--··········--·········--·········· 21. General administrative expenses_······--······--······--······--······

22. Increase in reserves for life and accident and health contracts (including

$ ····--·········--········· increase in reserves for life onty)·······--······--······

23. Total underwriting deductions (Lines 18 through 22) __ ······--······--······

24. Net underwriting gain or (loss) (Lines 8 minus 23) ·········--··········--·········--··········

25. Net ilvestment income earned -·········--··········--··········--·········--··········--···

26. Net realized capital gains {losses) less capital gains tax of$ ...... ·--······--·········

27. Net ilvestment gains (losses) (Lines 25 plus 26) --·········--··········--··········--·· 28. Net gain or {k>ss) from agents• or premium balances charged off [{amount recovered

$ ····--·········-89,228 )(amount cllargedoff $ _ .......... --2,049 ,697 )I.·--···

29. Aggregate write-ins for other income or expenses ·········--··········--·········--··········

30. Net iloome or {loss) after capital gains tax and before all other federal income taxes (Liles 24 plus 27 plus 28 plus 29) ······--·········--··········--··········--·········

31. Federal and foreign income taxes incurred--······--······--······--······ 32. Net ilcome (loss) (Lines 30 minus 31)

DETAILS OF WRITE-INS

...... _xxx... ..... .

...... _xxx... ..... .

...... _xxx... ..... .

...... _xxx... ..... .

...... _xxx... ..... .

...... _xxx... ..... .

...... _xxx... ..... .

······--······-0

······--······...J)

······--······-0

······--······-0 ...... _xxx... ..... .

······--······...J)

······--······-0

...... _xxx... ..... .

...... _xxx... ..... . xxx

0601. Other Health Care Revenue.__·········--··········--··········--·········--··········--··· ...... _xxx... ..... . 0602. Meaiingfu t Use Grant Revenue...._·········--··········--··········--·········--·········· ...... _xxx... ..... . 0603. -··········--··········--·········--··········--··········--·········--··········--·········· ...... _xxx... ..... . 0698. Summary of remaililg write-ins for Line 6 from overflow page -··········--··········--·· ...... _ XX><-..... .

0699. Totals (Lines 0601 through 0603 plus 0698) (Line 6 above) XXX

0701 .

0702.

0703.

0798. Summary of remaililg write-ins for Line 7 from overflow page -··········--··········--·· 0799. Totals Lines 0701 throu h 0703 lus 0798 Line 7 above

1401 . Medica l Off ice ~rat ions_·········--··········--··········--·········--··········--··· 1402. Publ ic & Professional Liabi t i ty_······--······--······--······--······ 1403.

1498. Summary of remailing write-ins for Line 14 from overflow page ·--······--······

1499. Totals Lines 1401 throu h 1403 lus 1498 Line 14 above

2901 . Other Revenue .. ·--··········--·········--··········--··········--·········--··········--···

2902. -··········--··········--·········--··········--··········--·········--··········--·········· 2903.

2998. Summary of remailing write-ins for Line 29 from overflow page ·--······--······

2999. Totals Lines 2901 throu h 2903 lus 2998 Line 29 above

4

...... _xxx... ..... .

...... _xxx... ..... .

...... _xxx... ..... . xxx

······--······...J)

······--······-0

2 Total

...... _48, 169,876

...... 115,024,780

...... -3.310,306

······--······o .2 ,650.108,627

.. 1, 148,400,093

.... .274 ,265,749

...... 119, 175,879

...... J0,773,434

..... 296 ,866,806

...... 516,682,476

······--······o .2 ,426, 164,437

...... --1>.577 ,218

.2 ,420,587 ,219

······--······o ...... ..31,581,017

..... .168 , 160,285

······--·····J) .2 ,620,328,521

...... ..29.780, 106

...... _16, 107 ,079

...... -6.091,270

...... .22.198,349

...... _(1,960,469)

...... _ 1,414,874

...... .51,432,860

······--·····J) 51,432,860

...... -3,280,481

. ..... _ 29,825

······--······o 3,310,306

······--·····J)

...... _13,838,095

······--·····J) 516 682 476

······--······o 1 414 874

Prior Year Ended Prior Year To Date December 31

3 4

1, 116,426,233

... 256 ,426,592

... .108 ,988,230

...... 65 ,353,191

.... 301,647 ,!i'.>2

.... 481,458,494

······--····o ,330 ,300,242

...... ..9 ,533, 142

,320,767, 100

······--····o ..... .$6,713,405

... .171,792, 111

······--···J) ,529 ,272,616

.... (23 ,003, 123)

. ..... 11,919,252

...... _ (914,858)

...... 11,004,394

...... (2,999,013)

...... _1,271, 157

.... (13,726,585)

······--···J) (13,726,585)

...... -2 ,941,146

...... _1, 196,473

······--····o

······--···J) ······--···J) ······--···J)

...... 12 ,289,235

······--····o ······--···J)

481 458 494

······--····o ······--····o

1 271 157

Total

.... 5 ,668,454

,167 ,470,248

······--··o . . .55 ,881,275

.127 ,308,216

.... .6 ,840, 151

······--··o ,357 ,499,890

1,485 ,668,786

.345 ' 688 ,508

.146 ,359,984

.. 90 .218,448

.404 ,482,847

.652 ,051,294

······--··o , 124 ,469,867

.. .13,074, 155

, 111,395,712

······--··o ... 46 ,949,398

224 ,451,058

······--··o ,382 ,796, 168

.(25 ,296,278)

... 17 ,354, 143

.. .(2 ,862,513)

... 14,491,630

... (4,374,312)

.... .1 ,680,445

.(13,498,515)

······--··o (13,498,515)

.... 3 ,822,841

. ... 3 ,017,310

······--··o 6,840, 151

······--··o ······--··o ······--··o ······--··o

0

.635 ,697,205

... 16 ,354,089

······--··o ······--··o 652 051 294

..... 1,680,445

······--··o ······--··o ······--··o

1 680 445


STATEMENT OF REVENUE AND EXPENSES Continued)

CAPITAL & SURPLUS ACCOUNT


2

Prior Year To Date

3

Prior Year Ended

Oecember31

33. Capital and surplus prior reporting year ....... ·--··········--·········--··········--··········--········· ··--····~19,324,870 .......... ---203, 154 ,414 ........ ---203 , 154,414

34. Net income or (loss) from Line 32 ··--······--······--······--······--······--· ··--······51,432,860 .......... ___j 13, 726,585) ........ __{13 ,498,515)

35. Change in valuation bas.is of aggregate policy and claim reserves ·······--·········--··········--·· ··--··········--········ ··········--·········___D ········--··········----1)

36. Change in net unrealized capital gains (losses) less capital gains tax of$ ······--··········--····· ··--··········--········ ··········--·········___!) ········--··········___j)

37. Change in net unrealized fore;gn exchange capital gain or (loss) ·--······--······--······ ··--··········--········ ··········--·········___!) ········--··········___j)

38. Change in net deferred income tax ···········--·········--··········--··········--·········--··········- ··--··········--········ ··········--·········__J) ········--··········___j)

39. Change in nonadmitted assets ...... ·--······--······--······--······--······--· ··--········1,687 ,303 ··········---1935,843) ········--··2,219,814

40. Change in unauthorized and certified reinsurance ····--··········--·········--··········--··········- ··--··········--···J) ··········--·········__J) ········--··········___j)

41 . Change in treasury stock·--··········--··········--·········--··········--··········--·········--·· ··--··········--········ ··········--·········___D ········--··········____j)

42. Change in surplus notes ··--··········--··········--·········--··········--··········--·········--·· ··--··········--····D ··········--·········___D ········--··········____j)

43. Cumulative effect of changes in accounting principles--······--······--······--······- ··--··········--········ .......... _ 1,911,514 ········--·· 1,911,525

44. Capital Changes:

44.1 Paid in--······--······--······--······--······--······--······--····· -·--··········--········ ··········--·········__JJ ········--··········__J)

44.2 Transferred from surplus (Stock Dividend) ·--·········--··········--··········--·········--·· ··--··········--········ ··········--·········__JJ ········--··········__J)

44.3 Transferred to surplus ·····--··········--·········--··········--··········--·········--··········- ··--··········--········ ··········--·········___D ········--··········____j)

45. Surplus adjustments:

45.1 Paid in __ ······--······--······--······--······--······--······--····· ··--··········--········ .......... - 100,000 ,000 ........ __J75 ,000,000

45.2 Transferred to capital (Stock Dividend)---····--······--······--······--······- ··--··········--···.!) ··········--·········__JJ ········--··········__J)

45.3 Transferred from capital _ ..... ·--······--······--······--······--······- ··--··········--········ ··········--·········__JJ ········--··········__J)

46. Dividends to stockholders ····--·········--··········--··········--·········--··········--··········- ··--··········--········ ··········--·········__J) ········--··········___j)

47. Aggregate wrtte-ins for gains or (losses) in surplus······--······--······--······--····· ··--······22 , 704,984 .......... ---429 ,464, 736) ········--50 ,537 ,632

48. Net change in capttal and surplus (Lines 34 to47l ---·····--······--······--······- ··--·····.75 ,825,147 .......... _ 57 ,784 ,350 ........ ---216 ,170,456

49. Capital and surplus end of reporlilg period (Line 33 plus 48) 495, 150,017 260,938 ,764 419 ,324,870

DETAILS OF WRITE~NS

4701. Pens ion - SSAP 10L-..... ·--······--······--······--······--······--······- ··--······13 ,268,382 .......... _ 19,551,242 ........ __ 35 ,663,984

4702. Post Reti rement Benef i t SSAP 92. ... ·--·········--··········--··········--·········--··········--·· ··--········9 ,436,602 .......... ___j49,015,978) ........ __ 14,873,648

4703. ··········-·········__JJ ········-··········__J)

4798. Summary of remaining write-ins for Line 47 from overflow page ···········--·········--··········--·· ··--··········--····D ··········-·········__JJ ········-··········__J)

4799. Totals llines 4701 throuah 4703 olus 4798\ l line 47 abovel 22 ,704,984 (29,464,736) 50 ,537,632

5


CASH FLOW

Cash from Operations


2 Prior Year To Date

3 Prior Year Ended

Oecember31

1. Premiums collected net of reinsurance. ..... ·--······--······--······--······--······- ...... --2,573 , 148,958 _____ 2,352, 107 ,249 ......... ....3. 134,733,981 2. Net investment income ·······--·········--··········--··········--·········--··········--··········--····· ······--14,874,566 ····---26,660 , 138 ......... _ 36,633,363 3. Miscellaneous income ....... ·--··········--·········--··········--··········--·········--··········--····· 174 058 019 156 812 084 206 857 190 4. Total (Lines 1 to 3) ···--······--······--······--······--······--······--······ 2,762 ,081,543 2,535,579 ,471 3,378,224,534 5. Benefit and loss related payments ···--·········--··········--··········--·········--··········--········· ...... --2,415,973, 162 .... - 2,326,965 ,596 ......... ....3. 102,682,389 6. Net transfers to Separate Ac.counts, Segregated Ac.counts and Protected Cell Acoounts_··········- ······--······-- ····--······--0 ·········--··········__j) 7. Commissions, expenses paid and aggregate write-ils fe<deduction•--······--······--····· ...... __ 115,869,045 .... -----210,473 ,931 ......... --269,724,025 8. Dividends paid to policyholders __ ·····--······--······--······--······--······--····· ······--······-- ····--······--0 ·········--··········_j) 9. Federal and foreign income taxes paid (recovered) net of $ --··········--··········-tax on capital

gains (losse•l---······--······--······--······--······--······--······--·····1--.....,....,..,-..,..,.,....,.,,oo+--,....,,,,,,.-=....,.,,;..+--..,...=---'o'"-l 10. Total (Lines 5 through 9) _·········--··········--··········--·········--··········--··········--·········-i---=-2'-', 53~1!.!·~84~2'-",20~7+---2~.e!_53~7_,_,43~9'-', 5~27!..+---'3!.!.· ~37c:2_.:,406~.~4.!:14!...j 11. Net cash from operations (Line 4 minus Line 1 0) --·····--······--······--······--······-i---~2~30~23~9~336~1----.1,;' 1~860~056~!1----.i!5.J8!_!12,8 ._!1~20!!_l

Cash from Investments 12. Proceeds from investments sold, matured or repaid:

12.1 Bond•-······--······--······--······--······--······--······--······--·· ...... ----570,910,564 .... __ 414,846 ,563 ......... ---587 ,394,843 122 Stocks ·······--··········--··········--·········--··········--··········--·········--··········--····· ······--······___JJ ····--······--0 ·········--··········___!) 12.3 Mortgage loans ···--··········--··········--·········--··········--··········--·········--··········- ······--······___JJ ····--······--0 ·········--··········_j) 12.4 Real estate--······--······--······--······--······--······--······--· ...... __ 6,663,964 ····--·······484 ,737 ·········--·····484,737 12.5 Other invested assets --······--······--······--······--······--······--· ······--······___JJ ····--······--0 ·········--··········_j) 12.6 Net gails or (k>sses) on cash, cash equivalents and short-term investments ·--··········--····· ······--······....'.3,511 ····--······--0 ·········--······.10 ,555 12.7 Miscellaneous proceeds ···--··········--··········--·········--··········--··········--·········--i----..!1 ... 1!.58~0...;99~7.j.... ___ 2,6..;346~..!.7!..71!..1-----'5!J.!436'2..:82l98!2.l 12.8 Total investment proceeds (Lines 12.1 to 12. 7)--·····--······--······--······--· ...... ----578,759 ,036 .... __ 421,678 ,071 ......... ---593,327 ,033

13. Cost of investments acquired (long-term only):

13.1 Bond•---····--······--······--······--······--······--······--······--·· ...... ----510,900,277 .... -533,407 ,266 ......... _J76,891,058 132 Stocks ·······--··········--··········--·········--··········--··········--·········--··········--····· ······--······___JJ ····--······--0 ·········--··········_j) 13.3 Mortgage loans ···--··········--··········--·········--··········--··········--·········--··········- ······--······___JJ ····--······--0 ·········--··········_j) 13.4 Real estate--······--······--······--······--······--······--······--· ...... __ 19,445,693 .... ___ 19,342 ,681 ......... _ 26,595, 149 13.5 Other invested assets --······--······--······--······--······--······--· ······--······___j) ····--······--0 ·········--··········__j)

13.6 Miscellaneous applications ··········--··········--·········--··········--··········--·········--·····1----,,,,,....::6,;:12'-'' .:0538::::.._1---.,,.,:2,,_,7:_:4:::2..:,366e::;+----..,.,"-6'-',434=·'-"383=! 13.7 Total investments acquired (Lines 13.1 to13.6) ·····--······--······--······--·······;.--....::5:::;30::.,,,_958= ·::;508::::...1---"-555= ·4;::9::2..:,3:;.;1:::;3+----'8:::09:::...:,9::20::.•'-"5:::90'"-l

14. Net increase (or decrease) in contract loans and premium notes_······--······--······--·1------.....::0"+------"-0+------.....:0'"-l 15. Net cash from investments (Line 12.8 minus Line 13.7 and Line 14l---·····--······--·······;.----'47'-'''-"800=•.::;52:..:8+---'(-'133=,8=-1'-'4-",2:..:4"'2)'1----"(2:..:1.::6'-',59=3,"'557"'-4)

Cash from Financing and Miscellaneous Sources 16. Cash provided (applied):

16.1 Surplus notes, capital notes--······--······--······--······--······--······- ······--······___JJ ····--······--0 ·········--··········_j) 162Capitalandpaidinsurplus, lesstreasurystock ... --······--······--······--······- ······--······___JJ .... __ 100,000 ,000 ......... _ 175,000,000 16.3 Borrowed funds .. ·--······--······--······--······--······--······--······- ······--······___JJ ····--······--0 ·········--··········___!) 16.4 Net deposits on deposit-type contracts and other insurance liabilities ··--······--······- ······--······-- ····--······--0 ·········--··········__j)

16.5 Dividends to stockholders _ ......... ·--·········--··········--··········--·········--··········--· ······--······___JJ ····--······--0 ·········--··········_j) 16.60thercashprovided (applied) .. _______________________________________________ (265 ,113,764) 10,284 ,103 8 ,903,857

17. Net cash from financing and miscellaneous sources (Line 16.1 through line 16.4 minus Line 16.5 plus Line 16.6L ..... ·--······--······--······--······--······--······--······ (265 , 113,764) 110,284 , 103 183,903,857

RECONCILIATION OF CASH, CASH EQUIVALENTS AND SHORT-TERM INVESTMENTS 18. Net change in cash, cash equivalents and short-term investments (Line 11, plus Lines 15 and 17) _ ······--12,926, 100 ····--(25,390 , 195) ......... __(26,871,580) 19. Cash, cash equivalents and short-term investments:

19.1 Beginning of year.--······--······--······--······--······--······--······- ...... __ 6,510,605 _______ 33,382 , 185 ......... _ 33,382, 185 192 End of period (Line 18 plus Line 19.1) 19,436,705 7 ,991,990 6,510,605

6

STATEMENT AS OF SEPTEMBER 30, 2016 OF THE KAISER FOUNDATION HEALTH PLA N OF THE NORTHWEST

EXHIBIT OF PREMIUMS, ENROLLMENT AND UTILIZATION

Total

Co111>rehensive (Hospital & Medical)

2 I 3

Individual Grouo

4

Medicare Sooolement

5

Vision Onlv

6

Dental Onlv

Federal Employees Health Benefits Plan

8

H ie XVIII Medicare

9

Title XIX Medicaid

10

Other

To.~I ::::;e~-~-: ······-······-······~·····-·····475,594 L ...... _____ai ,sa4 r··········-···349 ,186 ·····-·········-··D t··········-········D r··········-·········__() ·-······---20,223 t··········-79 , 'l19 r······-······--322 -······-··0

2. Fi1$t0uarter_ ...... --······--······--······ ·····--·····488 ,675 ...... _38 ,~2 ··········-···349 ,640 ·····-·········-··D ··········-········D ··········-·········____() ·--······---20,144 .......... _ 00 ,629 ······--······_____() --······--··D

3. Second Quarter .. --······--······--······ ·····--····.489 ,0~ ...... _ 37 ,889 ··········-···349 ,562 ·····-·········-··D ··········-········D ··········-·········____() ·--······-19,962 .......... _ 81,613 ······--······_____() --······----D

4. Third Quarter ..... ·--······--······--······ ·····--·····493,501 ...... ----39 ,470 ··········-···351,273 ·····-·········-··D ··········-········D ··········-·········____() ·--······-19,764 .......... --82,994 ······--······_____() --······--··D

5. Current Year 0

6. Current Year Member Months 4.391,946 340,031 3, 139 ,684 0 0 0 179,752 732,479 0

Total Member Arrbulatory Encounter$ for Period:

7. Physidan __ ······--······--······--······_j·····--J ,585,100 L ...... _ 79 ,474 ··········-···823 ,259 ·····-·········-··D >--··········-········D ··········-···179 ,189 ·--······-61,014 >--··········-442 ,214 ······--······_____() --······--··D

8. Non-Physician _··········--·········--··········--·········· 627 ,502 25,230 287 ,802 0 0 158 ,905 20,574 134 ,991 0 0

1, 111 ,061 0 0 JJll ,094 81,588 577 ,a:J5 0 0

41,315 0 0 0 4,2«J 43,003 0 0

-..J 9. Total 2,212,652 104,704 I

10. Hosoital Patient Oavs Incurred 93,4()2 4,044

11. Number of lnoatient l'dmissions 25 ,525 1, 176 12,622 0 0 0 1,038 10,689

12. Health Premiums Written (a)-......... ·-··········-············---2,431 , 166 ,917 1--..... 111 ,960,763 l-........... 1,426,905,628 1 ..... -·········-··D 1---·········-········D l-.......... _ 105,233 ,193 1.--... 107 ,818,591 1-....... .732,261,353 1-...... --.... (12,611)1--······--··D

::. ~::::::::~;~.~i·~~·==::.... m•t::::=::::::~ c::::::=:::::: 15. HealthPremiumsEarned .... ·--······--······ ..... ---2,484 ,166 ,917 ..... 111 ,960,763 ........... 1,426,905,628 ·····-·········-··D ··········-········D .......... _ 105,233 ,193 ·--···107 ,818,591 ....... .732,261,353 ······--···· (12,611) --······--··D

16. Property/Casualty Premiums Earned_······--······ ·····--······____J) ······--······ ··········-·········· ·····-·········-······ ··········-·········· ··········-·········- ·--······--······ ··········-········· ······--······-- --······--······•

17. AmountPaidforProvisionofHealthCareServlces ........... ---2,435,550,755 ..... 114,6ll4,220 .......... .1 ,227,370,175 ·····-·········-··D ··········-········D .......... ---93,140,279 _______ .!16 ,807,831 ....... .754,375,928 ······--····366,555 ____ .158,805,767

18. Amount Incurred for Provision of Health Care Services 2 4~ 164 437 115 922 992 1 221 361 802 0 0 94 331 080 86 140 435 750 172 397 295 117 157 940 614

(a) For health premiums written: amount o f Medicare TitleXVlll e>C8111>t from state ta>C8s or fees$ 732,261,353

OErltal mentlers are cOtll ted as Medical mentlers .

The membe rsh ip roove does not i ncluded the COO (Canmmi ty Care Orgooization) and self- funded mentlers . Menber mon ths for the CCO and sel f- fmded groops are 395,539 ood 109,971 , respectively .

co


CLAIMS UNPAID AND INCENTIVE POOL, WITHHOLD AND BONUS (Reported and Unreported) Aaing Analyoio of Unpaid Clalmo

1 I 2 I 3 I 4 I s I 6 i>«:count 1 - 30 Davs 31 - 60 Davs 61 - 90 Davs 91 - 120 Davs Oller 120 Davs

7 Total

Claims urc>aid (Reported)

=::::::::::=::::::::::=:::::::::=::::::::::=::::::::::=:::::::::=::::::::::=::::::::::=:::::::::=::::::::::=::::::::::=:::::::::=t::::::::::=::::::::::=::::t=::::::::::=::::::::::=t:::::::::=::::::::::=::::::::t=:::::::::=::::::::::=t::::::::=:::::::::=::::::::::t::::::::::=:::::::::=:::I

=::::::::::=::::::::::=:::::::::=::::::::::=::::::::::=:::::::::=::::::::::=::::::::::=:::::::::=::::::::::=::::::::::=:::::::::=t::::::::::=::::::::::=::::t=::::::::::=::::::::::=t:::::::::=::::::::::=::::::::t=:::::::::=::::::::::=t::::::::=:::::::::=::::::::::t::::::::::=:::::::::=:::I

=::::::::::=::::::::::=:::::::::=::::::::::=::::::::::=:::::::::=::::::::::=::::::::::=:::::::::=::::::::::=::::::::::=:::::::::=t::::::::::=::::::::::=::::t=::::::::::=::::::::::=t:::::::::=::::::::::=::::::::t=:::::::::=::::::::::=t::::::::=:::::::::=::::::::::t::::::::::=:::::::::=:::I

=:::::::::: :::::::::: ::::::::: :::::::::: :::::::::: ::::::::: :::::::::: :::::::::: ::::::::: :::::::::: :::::::::: :::::::::1:::::::::: :::::::::: ::::r :::::::::: ::::::::::3::::::::: :::::::::: :::::J ::::::::: :::::::::: r::::: ::::::::: ::::::::::E:::::::::: ::::::::: J ~-=: ~f,~~ =~~i: i:~;~:-~un..;~~~~---::::::---- .... ::::::---- ... :::::::--- ... ::::::---- .... ::::::---- ... :::::::---f :::::::::: :::::::::: :~f :::::::::: ::::::::::_n 0399999 l'Qgregate accounts not individually listed-oovered (1, 105,315) (896,343

::::::::: :::::::::: ::::~:f ::::::::: ::::::::::_n v::::: ::::::::: :::::::~F:::::::::: :::::::::==1·· (474 ,037) (555,289) (4 , 124 ,019) (7, 155,003

0499999 Subtotals I (1, 105,315!1 @6,:<.:il 1474 ,037! I (555,289!1 (4 , 124 ,019! I (7, 155,0031 0599999 Unreoortedclaimsandotherclaim reserves I XXX I XXX xxx I xxx I xxx I 34 .118 ,277 0699999Total amountswithheld I XXX I XXX xxx I xxx I xxx I 21 ,607 ,053 0799999 Total claims urc>aid I XXX I XXX xxx I xxx I xxx I 48,570 ,327 0899999 l'<x:rued medical incentive pool and bonus amounts I XXX I XXX xxx I xxx I xxx


UNDERWRITING AND INVESTMENT EXHIBIT ANALYSIS OF CLAIMS UNPAID-PRIOR YEAR-NET OF REINSURANCE

Claims Liability Paid Year to Date End of Current Quarter 5 6

2 3 4 Estimated Claim

On I On Reserve and Claim Claims Incurred Prior On Claims Urc>aid On Claims Incurred Liability

to January 1 of Claims Incurred Dec. 31 Claims Incurred in Prior Years Dec. 31 of Current Year Ourill!l the Year of Prior Year During the Year (Columns 1 + 3) Prior Year Line of Business

1. Corrc>rehensive (hospital and medical) .......... - .......... - ......... - .......... - .......... - ......... - .......... - .......... - ......... - .......... - .. 1 ...... _ .. 24,642, 102 l ... _ 1,312,461,265 1-.......... _ 128 ,252 !--.......... 21 ,877 , 137 ~ .......... --24 .770,354 L .......... --27 ,446,941

2. Medicare Supplement.. ...... - ......... - .......... - .......... - ......... - .......... - .......... - ......... - .......... - .......... - ......... - .......... -1 ...... - ......... - ..... 1 ... - .......... - ....... 1-.......... - .......... 1--......... - .......... -1-.......... - ......... .Jl L .......... - .......... _o

3. Oentalonly_ ......... - .......... - .......... - ......... - .......... - .......... - ......... - .......... - .......... - ......... - .......... - .......... - ......... 1 ...... _ .... 4,025,94() l ... - ..... 89, 114,339 1-.......... - .......... !--......... _5,216,741 ~ .......... _ 4,025,9«l L .......... _ 4,025,9«l

4. Visiononly_ .......... - .......... - ......... - .......... - .......... - ......... - .......... - .......... - ......... - .......... - .......... - ......... - .......... 1 ...... - ......... - ..... 1 ... - .......... - ....... 1-.......... - .......... j__ ......... - .......... _J_ .......... - ......... .Jl L ......... - .......... _o

5. Federal Errc>loyeesHealthBenefitsPlan ... __ ...... --...... --...... --...... --...... --...... --...... --...... --...... --.. 1 ...... _ .... 1,318,684 l ... - ..... 85,490,487 l-.......... _(111 ,885) j__ ......... _1,779 ,305 ~ .......... _ 1,206.799 L .......... ---2,334,816

6. TitleXVlll - Medicare _ ...... --...... --...... --...... --...... --...... --...... --...... --...... --...... --...... --...... -1 ...... - .... 5,375,460 l ... _ .. .741,700,998 l-.......... _(458,072) j__ .......... 15,874 ,271 ~ .......... _ 4,917,388 L .......... _19 ,619, 7~

<D 7. Title XIX . Medicaid _ .......... - ......... - .......... - .......... - ......... - .......... - .......... - ......... - .......... - .......... - ......... - .......... L .... - ......... .76,062 1 ... - .......... ..2$,884 1-.......... --9,435 l--........ ,_115,326 ~ .......... _ .. 85,497 L .......... _ .. .196, 196

8. Other health _ .......... - .......... - ......... - .......... - .......... - ......... - .......... - .......... - ......... - .......... - .......... - ......... - ..... J ...... - .... 3,085,090 l ... _ .. J SS,727 ,119 1-.......... _ 157 ,124 1--......... -3,310,745 ~ .......... -3,242,214 L .......... _ 4,333,02'2

9. Health subtotal (Lines 1 to 8) .. - ......... - .......... - .......... - ......... - .......... - .......... - ......... - .......... - .......... - ......... - .......... 1 ...... _ .. 38,523,338 1 ... ---2,384,769,092 1-.......... _(275,146) !--.......... 47 ,973,525 ~ .......... -38,248, 192 L .......... -57,956,647

10. Health care receivables (a) _ .......... - .......... - ......... - .......... - .......... - ......... - .......... - .......... - ......... - .......... - .......... -1 ...... _.(21,432,267)1 ... _ ..... 13,879 ,210 - .......... - .......... 1--......... - .......... +-.......... ..(21 . 432,267) L .......... - .......... _o

11. Othernor>-health _ .......... - ......... - .......... - .......... - ......... - .......... - .......... - ......... - .......... - .......... - ......... - .......... --1 ...... - ......... - ..... 1 ... - .......... - ....... 1-.......... - .......... 1-......... - .......... -1-.......... - ......... .Jl L .......... - .......... _o

12. Medical incentive pools and bonus amounts ..... --......... --.......... --.......... --......... --.......... --.......... --......... --.......... --.......... _1 ...... --......... --..... 1 ... --.......... --....... l--.......... --.......... 1--......... --.......... -1-.......... --......... .Jl L ......... --.......... _o

13. Totals(Lines9-10+11+12l 59,9&5 ,605 2,370,889 ,882 !275,146! I 47 ,973,525 59 ,680,400 57 ,956,647

(a) ""'*>des$ ___ ,, .... __ loonsoradvonoestoP'<Mdtnnotyete~ensed.


NOTES TO FINANCIAL STATEMENTS

1) Summary of Significant Accom1ting Policies

A. Accounting Practices

The statutory financial statements of Kaiser Foundation Health Plan of the Northwest (Health Plan) have been prepared in conformity with the National Association of Insm·ance Commissioners' (NAIC) Accounting Practices and Procedm·es Manual (NAIC SAP), the NAIC Annual Statement Instructions, and other accom1ting practices, as prescribed or permitted by the Oregon Department of Constuner and Business Services Division of Financial Regulation (State of Oregon). For the qua1ter ended September 30, 2016 and year ended December 31, 2015, there were no differences between the NAIC SAP and the practices prescribed by or pemiitted by the State of Oregon that impacted Health Plan's statutory net income or capital and smplus. As noted in the schedule below (in thousands):

State of FIS Domicile SSAP#

NET INCOME FIS Pase line# 2016

(1) Health Plan state basis (Page 4, Line 32, Columns 2 & 4) Oregon $ 51,433 $

(2) State Prescribed Practices that increase/(decrease) NAIC SAP Oregon

(3) State Permitted Practices that increase/( decrease) NAIC SAP Oregon (4) NAIC SAP(1-2-3=4) Oregon 51,433 SURPLUS (5) Health Plan state basis (Page 3, Line 33, Columns 3 & 4) Oregon 495,150

(6) State Prescribed Practices that increase/(decrease) NAIC SAP Oregon

(7) State Permitted Practices that increase/( decrease) NAIC SAP Oregon Statutory Surplus. NAIC SAP (5~7=8) Oregon $ 495,150 s

B. Use of Estiniates in the Preparation of the Financial Statements

No significant changes from the 2015 annual statement.

C. Accom1ting Policies

New Accotu1ting Pronouncements

In June 2015, the NAIC adopted revisions to Statement of Statutory Accounting Principles (SSAP) 54, Individual and Group Accident and Health Contracts and SSAP 84, Amollllts Receivable Under Government Insured Plans. The guidance was adopted prospectively by Health Plan in 2015. The revisions clarify repo1ting requirements for Medicare risk adjustment receivables and payables. Management reclassified certain Medicare receivables from health care receivables - net to premituns receivable - net and certain Medicare payables from other liabilities to aggregate health policy reserves during 2015.

In August 2016, the NAIC adopted revisions to SSAP 55 , Unpaid Claims, Losses and Loss Adjustment Expenses. The guidance was adopted prospectively by Health Plan for the period ended September 30, 2016. The revisions clarify accotu1ting treatment of costs associated with salvage and subrogation. Health Plan recognized $0.9 million of estimated collection costs at September 30, 2016.

Loan-Backed Stiucttu·ed Securities

Health Plan does have investinents in loan-backed and/or structured sectu1ties and collateralized m01tgage obligations. These secm1ties are stated on the amottized cost basis and adjustinents are made prospectively.

2) Accotmting Changes and Co!1'ections ofEffors

For the qua1ter ended September 30, 2016, Health Plan reclassified ce1tain accounts within assets and liabilities between lines of the financial statements. The changes continue to comply with statutory accollllting guidance, align the Health Plan w1th other Kaiser Health Plans, and bimg consistency across the prograni. The changes did not have a mate11al or negative impact on capital and stuplus.

3) Business Combinations and Goodwill


4) Discontinued Operations


10

2015

(13,499)

j13,499J

419,325

419,325



5) Investments

A - C.

Health Plan has no investments in mortgage loans, restructtU'ed debt or reverse mo1tgages.

D. Loan-Backed Secm-ities

(1) Health Plan does have investments in loan-backed and/or stmctllred sectu-ities and collateralized m01tgage obligations. Prepayment asstunptions are obtained from a third party vendor data source.

(2) Dtumg thenine months ended September 30, 2016, the aggregate other-than-temporary impainnent (OTII) recognized for certain loan-backed and/or structtu·ed secmities was as follows (in thousands):

(1) (2) (3) Amortized C os t Other-than- Fafr Value (1) -(2)

B as is B e fore Other- T e mp or:u y than-Temporary Impairme n t

Impairment R e cognized in Loss

om recognized 1st Quarter a . Intent to sell $ - $ - $

b . Inability or lack of intent to retain the

inve stment in the security for a period of 38,861 222 38,639

time sufficient to recover the amortized

cost bas is

c . Total 1st Quarter $ 38,861 $ 222 $ 38,639

om recognized 2nd Quarter d Intent to sell $ - $ - $

e . Inability or lack of intent to retain the



cost bas is

f. Total 2nd Quart.er $ 11,621 $ 53 $ 11,568

om recognized 3rd Quarter

g. Intent to sell $ - $ - $

h. Inability or lack of intent to retain the



cost bas is

i Tota13rd Quarter $ 31,392 $ 67 $ 31,325

10.1



(3) Each impainnent of loan-backed and/or structtu·ed sectu1ties recognized dm1ng the nine months ended September 30, 2016 was as follows (in thousands):

(1) (2) (3) (4) (5) (6) (7) Book/Adjusted Amo1·tized Cos t Date of

Ca1·11ing Value Recognized Afte1· O the1·- Financial Amo1·tized Cost Present Value Othe1·-Than- Than- Statement Befor e Cur r ent of Pr ojected Te1J¥t"at1' Temporn1-y Fair Value at When

CUSIP PetiodOTTI Cash flows Impafrment Inpirmen t time ofOTTI Reported 3138ENTP4 $ 2,142 $ 2,133 $ 9 $ 2,133 $ 2,133 3/ 31/2016 33766QAA5 $ 491 $ 490 $ $ 490 $ 490 3/ 31/2016 38376RQI.3 $ 6,668 $ 6,614 $ 54 $ 6,614 $ 6,614 3/ 31/2016 02665VAA1 $ 450 $ 446 $ 4 $ 446 $ 446 3/ 31/2016 125501AE2 $ 774 $ 772 $ 2 $ m $ m 3/ 31/2016 19624MAA5 $ 699 $ 691 $ 8 $ 691 $ 691 3/ 31/2016 26249EAE5 $ 440 $ 435 $ 5 $ 435 $ 435 3/ 31/2016 26251BACXl $ 847 $ 839 $ 8 $ 839 $ 839 3/ 31/2016 29372EBE7 $ 3,781 $ 3,779 $ 2 $ 3,779 $ 3,779 3/ 31/2016 30711XAC8 $ 591 $ 591 $ - $ 591 $ 591 3/ 31/2016 3137G>HC6 $ 473 $ 472 $ $ 472 $ 472 3/ 31/2016 32113CBH2 $ 2,855 $ 2,852 $ 3 $ 2,852 $ 2,852 3/ 31/2016 33882UAB3 $ 1,970 $ 1,940 $ 30 $ 1,940 $ 1,940 3/ 31/2016 46186IAAO $ 1,038 $ 1,029 $ 9 $ 1,029 $ 1,029 3/ 31/2016 46186PAA1 $ 2,023 $ 1,997 $ 26 $ 1,997 $ 1,997 3/ 31/2016 46644DAA4 $ 2,520 $ 2,49'2 $ 28 $ 2,49'2 $ 2,49'2 3/ 31/2016 55818YAG5 $ 490 $ 483 $ 7 $ 483 $ 483 3/ 31/2016 606072IA2 $ 342 $ 336 $ 6 $ 336 $ 338 3/ 3112016 64033IAA8 $ 188 $ 188 $ - $ 188 $ 188 3/ 3112016 675901.ABl $ 795 $ 793 $ 2 $ 793 $ 793 3/ 3112016 78444EAC3 $ 230 $ 230 $ - $ 230 $ 230 3/ 3112016 80282.XAES $ 287 $ 287 $ - $ 287 $ 287 3/ 3112016 85172CAA4 $ 1,765 $ 1,762 $ 3 $ 1,762 $ 1,762 3/ 3112016 87154EAB6 $ 3,168 $ 3,168 $ - $ 3,168 $ 3,168 3/ 31/2016 89'253UAA8 $ 2,986 $ 2,981 $ 5 $ 2,981 $ 2,981 3/ 31/2016 89852TAC2 $ 848 $ 839 $ 9 $ 839 $ 839 3/ 31/2016 3138ENTP4 $ 1,998 $ 1,994 $ 4 $ 1,994 $ 1,994 6/3Q/2016 02665VAA1 $ 453 $ 448 $ 5 $ 448 $ 448 6/3Q/2016 19624MAA5 $ 702 $ 696 $ 6 $ 696 $ 696 6/3Q/2016 3137G>JQ3 $ 1,013 $ 1,013 $ - $ 1,013 $ 1,013 6/3Q/2016 32113CBH2 $ 2,855 $ 2,852 $ 3 $ 2,852 $ 2,852 6/3Q/2016

383122AA6 $ 1,596 $ 1,595 $ $ 1,595 $ 1,596 6/3Q/2016 46186PAA1 $ 2,003 $ 1,972 $ 31 $ 1,972 $ 1,972 6/3Q/2016 67590WAE4 $ 829 $ 826 $ 3 $ 826 $ 826 6/3Q/2016 78444EAC3 $ 83 $ 83 $ - $ 83 $ 83 6/3Q/2016 80282.XAES $ 89 $ 89 $ - $ 89 $ 89 6/3Q/2016 059497AX5 $ 2,248 $ 2,244 $ 4 $ 2,244 $ 2,244 9/ 3Q/2016 19624MAA5 $ 704 $ 699 $ 5 $ 699 $ 699 9/ 3Q/2016 26208AAD4 $ 440 $ 439 $ $ 439 $ 439 9/ 3Q/2016 313789SJ5 $ 2,145 $ 2,135 $ 10 $ 2,135 $ 2,135 9/ 3Q/2016 3137BDY67 $ 4,422 $ 4,420 $ 2 $ 4,420 $ 4,420 9/ 3Q/2016 33766QAA5 $ 165 $ 165 $ - $ 165 $ 165 9/ 3Q/2016 36250UAG) $ 901 $ 901 $ - $ 901 $ 901 9/ 3Q/2016

380881DN9 $ 3,210 $ 3,210 $ - $ 3,210 $ 3,209 9/ 3Q/2016 38375BVN9 $ 6,224 $ 6,193 $ 31 $ 6,193 $ 6,193 9/ 3Q/2016 38376RQI.3 $ 6,073 $ 6,064 $ 9 $ 6,064 $ 6,064 9/ 3Q/2016 43813JAC9 $ 1,248 $ 1,247 $ $ 1,247 $ 1,247 9/ 3Q/2016 92347XAB2 $ 3,612 $ 3,608 $ 4 $ 3,608 $ 3,608 9/ 3Q/2016

Total $ 342

(4) - (5)

For the nine months ended September 30, 2016, there were no impaired loan-backed secm1ties for which an other-than-tempora1y impaitment has not been recognized it1 eamings as a realized loss.

E-G.

For the nit1e months ended September 30, 2016 and the year ended December 31, 2015, Health Plan had no illvestments ill repurchase agreements and/or secm1ties lendillg transactions, real estate or low-illcome housit1g tax credits.

10.2

STATEM ENT AS OF SEPTEMBER 30, 2016 OF THE KAISER FOUNDATION HEALTH PLAN OF THE NORTHWEST

NOTES TO FINANCIAL STATEMENTS H. Restricted Assets

(1) Restricted assets (including pledged) as of September 30, 2016 were as follows (in thousands):

.._...,,

£ Su.bjtoet to dok-·inci nip.udl.ase _.., .... ..-.-~ .......... or~l.'ll.s.........-..1.s toala 4 ..:ktd:m.sfHLB,_;.,,1.stock

l~as c.ollllt.aleoPlnB(mc.lud.m.g auaitsbaekiD.g6mdia.g~'tS)

m R-dpd as ClOn.w.lDOt eapttnd iDotbar c;at•~

T_.('«""111 "-t {CIA) (M •nr4A N...._.rvf)

CtAS11-,....,i•1 S/A A.rthf'7 {•) (.w.i.aH.lt

N .. ..-i.i•4')

Toral !;c..,_ ~•t{S/A)

Rat"'ftt' -"""-• (lwl..Ot lr4 & N"_.,...rv4

177 $ - $

(•) Sui-t of c.oluzm 1 (b) Sui-t of c.oluzm 3

(2) - (3)

!;/A ..U.c1 S• .......... G/A Ad"'>'~

<~••• N"_.._.rv4')

- $

,. .... (l pl'• 3)

(A$11fl~& N .. ..._.,.,_d)

277 $

M.., y,,__. .._., ~tte4 1t (Uerf'HK)

N ... *illined) 4s.o_,n

274

274 $

There were neither assets pledged as collateral nor other restricted assets.

I. Working Capital Finance Investments

Health Plan does not have Working Capital Finance Investments.

J. Offsetting and Netting of Assets and Liabilities

Not applicable to the Health Plan.

K. Stmctured Notes

Stmctured notes held at September 30, 2016 were as follows (in thousands):

!J.fil£... Bggk£6dim.i ltd ldentific.a tion Ac.rual Cos t Fair Value Carrvin i:; Value

30711XAA2 $ 462 $ 466 $ 461

30711XAC8 479 483 479

30711XAE4 462 4n 466

30711XAJ3 8 8 8

30711XBJ2 2,918 2,948 2,918

30711XBZ6 994 1,008 994

3137alAC3 2<50 262 2<50

3137GOEC9 79 79 79

3137GOEQ8 244 245 244

3137a>GQ6 510 511 510

3137alHC6 270 271 270

3137alJQ3 9fr7 989 987

T otals $ 7,673 $ 7,742 $ 7,676

6) Joint Venttu·es, Partnerships & Limited Liability Companies


7) Investment Income


8) Derivative Instnunents


10.3

TMAl ()u ''ft•t --& Ilk .. ~ .. Y~A.Mined. _ _...On r4 ,._ ........ MaMftr4• AIM!oind.

(.5.0• Q ' ) ,. .......... -· ~~ %

o.or.r. 0.02"!.

3 $ 1:11 o.or.r.

l\·"2r1a:a&1:-Bs;:Ctr1:11s;:s;:d Secm·itv (Xes/No}

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes



9) Income Taxes


10) Infonnation Conceming Parent, Subsidiaries and Affiliates


11) Debt

As of September 30, 2016 and December 31 , 2015 Health Plan has no bo1Towings.

12) Retirement Plans, Defe1Ted Compensation, Postemployment Benefits and Compensated Absences and other Postretirement Benefit Plans

( 4) Components of net period benefit cost:

Pension:

Health Plan pa1ticipates with affiliated organizations in a defined benefit pension plan covering substantially all its employees. Benefits are based on age at retirement, years of credited service, and average compensation for a specified period prior to retirement. Contributions are intended to prnvide not only for benefits attributed to service to date but also for those expected to be earned in the fottu·e.

The pension plan is administered by KFHP. Plan assets for Health Plan are not segregated and, accordingly, are not disclosed below. However, KFHP separately accounts for Health Plan liability and expense, and KFHP allocates pension expense and related prepaid or accmed benefit costs to Health Plan based on pa1ticipant demographics and plan prnvisions.

Health Plan Allocations

The accrued pension plan liability allocated to Health Plan at December 31, 2015 and the change tlu·ough September 30, 2016 are as follows (in thousands):

Allocated pension plan liability at December 31, 2015

Recognized transition liability

Provision Contributions

Allocated pension plan liability at September 30, 2016

Unrecognized transition liability

GAAP provision adjustment

Allocated GAAP basis pension obligation at September 30, 2016

$ 375,966

42,680 (98,636)

320,010

(2,429)

$ ===31=7=,5=8=1 =

For the nine months ended September 30, pension expense allocated to Health Plan was as follows (in thousands):

2016

Service cost $ 41,867 Interest cost 32,846 Expected return on plan assets (32,033) Amortization of net actuarial loss 11,847 Amortization of prior service cost 1,422

Net pension expense 55,949

Other changes in plan assets and benefit obligations recognized in capital and surplus:

Amortization of net actuarial loss (11,847) Amortization of prior service cost ~l ,422~

Total recognized in surplus {13,269~

Total recognized in net periodic benefit cost and surplus $ 42,680

10.4


NOTES TO FINANCIAL STATEMENTS Plan assets and actuarial assmnptions are materially consistent v.rith the 2015 annual statement.

Postretirement:

Certain employees may become eligible for postretirement health care and life insurance benefits while working for Health Plan. Benefits available to retirees, through both affiliated and unaffiliated provider networks, vary by employee group. Postretirement health care benefits available to retirees include subsidized Medicare premimns, medical and prescription dmg benefits, dental benefits, and vision benefits.

The accrued liability for postretirement benefits at December 31, 2015 and the change through September 30, 2016 are as follows (in thousands):

Accrued benefit liability at December 31, 2015

before liability transfer to KFHP $ 379,677

Liability transferred to KFHP ~83 ,064~

Accrued benefit liability at December 31, 2015 296,613 Provision 15,141

Contributions (91 ,747) Benefits paid or provided ~11 ,978~

Accrued benefit liability at September 30, 2016 208,029

Unrecognized transition liability

GAAP provision adjustment (207)

GAAP basis accumulated postretirement obligation at September 30, 2016 $ 207,822

For the nine months ended September 30, postreti.rement benefits expense was as follows (in thousands):

Service cost

Interes t cost

Expected return on plan assets

Amortizat ion of prior service cos t Amortizat ion of net actuarial loss

Postretire1nent benefits expense

Other changes in plan ass ets and benefit obligations

recognized in capital and stuph.1S: Arnortization of prior service cos t

Arnortization of net actuarial los s

Total recognized in stuph.lS

Total recognized in net periodic benefit cost and

stuph.lS

$ 201 6

5,452 16,265 (6 ,576) 8,491

946 24,578

(8,491) (946)

(9 ,437)

$ ___ 1 .. 5, ... 14_1_

Actuarial assumptions are consistent with the 2015 annual statement asstunptions.

13) Capital and Surplus, Shareholders' Dividend Restrictions and Quasi-Reorganizations


14) Contingencies


15) Leases


16) Information about Financial Instnunents with Off-Balance Sheet Risk and Financial Instnunents with Concentrations of Credit Risk.


10.5



17) Sale, Transfer and Servicing of Financial Assets and Extinguishments of Liabilities

A - B. Transfer of Receivables Repo1ted as Sales & Transfer and Servicing of Financial Assets

Health Plan has no transaction subject to the disclosure requirements of this footnote during the reporting period.

C. Wash Sales

SSAP No. 103 Accounting for Transfers and Servicing of Financial Assets and Extinguishment of Liabilities (SSAP No. 103), paragraph 28 requires a repo1ting entity to disclose any wash sales involving securities with a NAIC designation of 3 or below. Although the Health Plan's investment strategy does not include purchasing any securities with a NAIC designation of3 or below, four sectu-ities were held at September 30, 2016 with a NAIC designation of 3. Dtu-ing 2016 and 2015, Health Plan did not participate in any wash sale as defined by SSAP No. 103.

18) Gain or Loss to the Reporting Entity from Uninsured A&H Plans and the Uninstu·ed Portion of Pa1tially Insured Plans


19) Direct Premium Written/Produced by Managing General Agentsffhird Pa1ty Administrators


20) Fair Value Measurements

A - B.

Health Plan has no assets or liabilities that are measured and reported at fair value in the statement of financial position after initial recognition.

c.

Investments are repo1ted at lower of amortized cost or fair value, with impairment recorded if amortized cost is greater than fair value. The fair values of investments are based on quoted market pi-ices, if available, or estiniated using quoted market pi-ices for similar investments. If listed prices or quotes are not available, fair value is based upon other observable inputs or models that p1-imarily use market based or independently sourced market parameters as inputs. In addition to market information, models also incorporate transaction details such as maturity. Fair value adjustments, including credit, liquidity, and other factors, are included, as apprnpriate, to arrive at a fair value measurement.

Health Plan utilizes a three level valuation hierarchy for fair value measurements. An instrument's categorization within the hierarchy is based upon the lowest level of input that is significant to the fair value measurement. For instnunents classified in level 1 of the hierarchy, valuation inputs are quoted prices for identical instrtunents in active markets at the measm·ement date. For instrtunents classified in level 2 of the hierarchy, valuation inputs are directly observable but do not qualify as level 1 inputs. Examples oflevel 2 inputs include: quoted pi-ices for similar instnunents in active markets; quoted prices for identical or similar instnunents in inactive markets; other obse1vable inputs such as interest rates and yield ctuves observable at commonly quoted intervals, volatilities, prepayment speeds, loss seve1-ities, Cl·edit risks, and default rates; and market co!l'elated inputs that are de1-ived principally from or co!l'oborated by obse1vable market data. For instnunents classified in level 3 of the hierarchy, valuation inputs are unobse1vable inputs for the instnunent. Level 3 inputs incorporate asstunptions about the factors that market pa1t icipants would use in pi-icing the instnunent.

10.6



At September 30, 2016, bonds and short-term investments at statement value and estimated fair value, derived using level 2 inputs, were as follows (in thousands):

!01 6 .'\ggreg ... .'\dmtted r.. ... 1 1 Lnel Z r.. ... 13

T 'E! of Fmancial lnstnuoent F air Value ."\.uets Sb.ort~enninves tmmts:

Money muket funds 14,479 $ 14,479 $ $ 14,479 $ $ lndustrialandttiscelbneous bonds II 543 II 538 II 543

Total short-tenn invesh:r.ents 26.022 26017 26022

Bonds and other invested assets: U .S. Treaswy and gove.mment-sponsored

agencies 266,567 ~.185 266,567 All other govemment bonds 18,951 18,909 18,951 U.S. states, tenitories and possessions 972 970 972 U.S. special revenue bonds 5,857 5,829 5,857 loan-backed and/or sbucttued securities 206,310 204,466 206,310 Industrialandniscellaneous bonds 506.957 498 823 506957

Total bonds and other invested assets I 005614 993 182 I 005.614

Total investments 1,031,636 $ 1,019 199 $ 1:031.636 $ $

ZOl S .'\ggreg ... .'\dmtted r.. ... 1 1 L1nel Z r.. ... 13

T2 of Fmancial Instnuoent F air Value Assets Sb.ort~enninvestments:

Money muket funds 3,984 $ 3,984 $ $ 3,984 $ $ lndustrialandttiscelbneous bonds 7 .002 7002 7002

Total short-tenn invesh:r.ents JO~ 10,286 10986

Bonds and other invested assets: U .S. Treaswy and gove.m.ment-sponsored

agencies 278,508 278,314 278,508 All other govemment bonds 11,823 11,823 11,823 U.S. states, tenitories and possessions 985 984 985 U.S. special revenue bonds 382 379 382 loan-backed and/or sbucttued securities 221,356 220,872 221,356 Industrialandniscellaneous bonds 539.560 537 808 539 560

Total bonds and other invested assets 1.052,614 1050 180 I 052.614

Total investments 1.063,600 $ J,0613166 $ $ 1,063.600 $ $

D.

There were no investments at September 30, 2016 for which it was not practicable to estimate fair value.

21) Other Items

Health Plan had no other items for the reporting periods;

22) Events Subsequent


23) Reinsurance


24) Retrospectively Rated Contracts and Contract Subject to Redetennination

E. Risk Sharing Provisions of the Affordable Care Act

(1) Health Plan wrote health insurance pre1nium which is subject to the Affordable Care Act risk sharing provisions.

10.7

Not P'racti<'able !Carni5 Value}

Not P'racti<'able !Carni5 Value}

STATEM ENT AS OF SEPTEMBER 30, 2016 OF THE KAISER FOUNDATION HEALTH PLAN OF THE NORTHWEST


(2) Risk sharing provisions relating to the Affordable Care Act (ACA) were as follows :

a . Pennanent ACA Risk Adjustment Program

~ 1. Premiumadjustments receivable due to ACA Risk Adjustment

Liabilities 2. Risk adju.stment user fees payable for ACA Risk Adjustment

3. Premium adjustments payable due to ACA Risk Adjustment Ooerations !Revenue & Pa>ense)

4. Reported as revenue in premium for accident and heahh contracts (written/collected) due to ACA Risk Adju.stment

5. Reported in e11penses as ACA risk adjustment user fees (incurred/paid)

b . TransitionalACA Reinsurance Program and OTRP

~

$

1. Amounts recoverable for claims paid due to ACA Reinsurance and OTRP $

2. Amounts recoverable for claims unpaid due to ACA Reinsurance (Contra Liability)

3. Amounts receivable relating to uninsured plans for contnbutions for ACA Reinsurance

Liabilities

4. Liabilities for contributions payable due to ACA Reinsurance - not reported as ceded premium

5. Ceded reinsurance premiums payable due to ACA Reinsurance 6. Liabilities for amounts held under uninsured plans contributions for ACA

Reinsurance Opggtiogs (Revgpne & . Rnensfil

7. Ceded reinsurance premiums due to ACA Reinsurance 8. Reinsurance recoveries (income statement) due to ACA Reinsurance and

OTRP payments or eiq:i ected payments 9. ACA Reinsurance contributions - not reported as ceded premium

c. TeJlllorary ACA Risk Corridors Program

~ 1. Accrued retrospective premium due to ACA Risk Corridors

Liabilities

2. Reserve for rate credits or policy eiq:ierience rating refunds due to ACA Risk Corridors

0peratiogs CRevenne &.Emegs el

3. Effect of ACA Risk Corridors on net premium income (paid/received)

4. Effect of ACA Risk Corridors on change in reserves for rate credits

$

September 30, 2016

14,249,665

65,023 4,500,000

933,057

64,979

6,103,717

871,949

11,478,047

754,001

563,252

5,577,218

7,446,907

1,376,717

4,623,283

(3) Roll-forward of prior year ACA risk-sharing provisions for the following asset (gross of any nonadmisstion) and Liability balances, along with the reasons for adjustments to prior year balance:

UD'.mttWB~~ as o!thA

•· ~m•Dai:•

~«Paid4$o!thot PriorYc.u PriorY..,. Oxmvl.alW. 0.ci:aht"-.. Ac.cNtdDtrizigthaPriorYau a.natY .... oii.B~ ~u..,, Ac-.c;rwdLt';$ Balaoc.o from Ba1aocA &om

ooBu:oiaot..,,WrittciBafoni Wrin.flll!kti:n~ll ol P.aymqu P.,_m:s(C.Ol ToPriorYau ToPriorYfW' Pri«Y•an Pri«Yc.an (Col ci.c.ml:iwll ofcUPricwY_. tb.PriorY• ar fCola.3\ 2-4\ ~ BabDc4rs i Col 1·3+7'1 2-~

1 2 l 4

~ <Panbl. ~abM 1*i bc*\-ablit it-n~

s l6.970.4n • Sl&.113.864 • • &.116.601 • s n .066.943 s A S 6,749.60 S 2. Prcic:litei a Ell~ tu 3. Sb:ouil AC.AP~lik. Pro

b. TnimitioulACA~Pro aodontP l . Amoml$ ncona.lQ !or c.lailm oeid

2 . Amomu~bLt!orclaim.$uap4id ( C'.oatta Lia'-...

3. Amomts~ r.btiD•to mia.u.d 4. Liabilitia~ for 'oattil:uio1U payabaa 4-to ACA ~-DOt.._......adasc..t.d-*-

5.Q.drd~ , ... --,lit. 6. Wl:iilis:v few amoua.ts Mlduadlr ~ 7. 9.:btotal ACA Tnmitlooal~Prowam aadOTl:P

l . Acauad. flll:r,...,.ca:in 2. h-.n .. for rat• cnodit$ Of policy axpciaDCAI ratiq;

3. 9.ibtotal AC.A J.i.* Corridon Pro

13931 ll9l8 36.970.4n 13.931 2&.113.864 11.918 &.116.601 <2.066,943

20.193.682 20.417.401 n SJ.n 1 3.H 5,S95 - B Uil.170 1.682.170 (1.612.170) - B

39.908.401 3).817,263 4 .031.140

I 666 201 1 47S 455 190 74S

2U7U52 41.SJ.4.606 20.417.401 37.Hl.718 l .39"1.449 4.221.818 l .67l,42S

9.167.746 3.867,746 6 .000.000 (5,323.28.3) C

9.167.746 3.867,746 6 .000.000 f5,323.28J d. Total forACAJWk ProvUiom s SS,846.124 s Sl .4~.290 s 4&.631.267 s 41.134,402 s I0.21S.OS7 uo.22uas s <39l,Sl8 s S,323.283

Expi..tioo. of AdjwtlDAGb A CMS~fiml 2015 R.A~&:ipon 00- 061l0/2016 B. CMS~ lizla.12015111-hpon 00- 06!3012016 (•vly p.,_at f9C.9n-.d03116. 25% Com.-b• tiud.aiamdlita 'll.b:aittad02/0l/16). C. 2015Rclc~U'laapasof06/3M6~~oaly)

10.8

6,749.60

l.071.8"74

l.071.8"74

' 9,121.539 '

4.031.140

190 741

4.221.8!8

676.717

676.717 4.898,60S



(4) Roll-Forward of Risk Con-idors Asset and Liability Balances by Program Benefit Year:

Attrued as of December 31 R.ec:ei\--ed or Paid as of the of the prior year reporting Cane.at Period on Business

year Written For the Risk

Unsettled B.i..c.s as of the Reporring Date

Coiridors Program Year Less Accrued Less Cumulatn·e Cumulatn·e

B.i..c.s B.W.:. SW..:. r•6' Corridors Program Year.

2014 R.eser.--eforrateaedirsor policy experience rating

refunds

Recer.·able (Payable) Recei•>able (Payable) Recer.·able (Payable) Rttel\>able (Payable) Ref Rec.ivable (Payable)

3 867 746 3 867746

20151-R.......--,.-for- rat_e_cr_edirs_. -or--1---+----+--__,t----+----1----+----1----+--+---+----I

policy experience r.atiog refunds

2016 R.eser.--eforrateaedirsor policy experience rating

refunds

6,000,000

Total for Risk C.md ... a 9 867 746

Explanation of Adjusnnents A. 2015 Risk Corridor true up as of06/30/16 (recorded payables only)

3 867746

(5) ACA Risk Con-idors Receivable as ofRepo1ting Date:

Estimated Amount to be Non-Accrued Amounts for Risk Corridors Filed or Final Amount J.mpallment or Other Amounts received from

6,000,000 (5,323,283) A 676,717

15 323183' 676 717

Asset Balance (Gross of Non-

Program Year. Filed with CMS Reasons CMS admissions) Non-admitted Amount Net Admitted Asset

2014 s s $ $ $ s

2015 s 9,821,230 s 9,821,230 $ $ $ s

2016 s 15,554,588 s 15,554,588 $ $ $ s

Total s 25,375,818 s 25,375,818 $ $ $ s

25) Change in Incurred Claims and Claim Adjustment Expenses

Unpaid claims and claims adjustment expense includes both repo1ted and unreported medical claims, which have been pattially reduced by estimated recoverables for salvage and subrogation and estimated reinsurance recoveries tu1der the PPACA. Unpaid claims inctm·ed but not report.ed represent an estimate of claims incurred for or on behalf of Health Plan's members that had not yet been repo1ted to the Health Plan in the statutory statements of admitted assets, liabilities, capital, and stuplus. Unpaid claims are based on a number of factors including hospital admission data and p11or claims experience, as well as claims processing pattems; adjustments, if necessa1y, are made to medical expense in the pe1-iod the actual claims costs are ultiniately detennined. The estiniated salvage and subrogation included as a reduction to tu1paid claims and claims adjustment expense was $7.2 million and $8.8 million at September 30, 2016 and December 31 , 2015, respectively. At September 30, 2016 and December 31, 2015, the estimated rei.t1sm·ance recoveries under the PPACA included as a reduction to reserves for unpaid clai.tns and clai.tns adjustment expense was $0.9 and $1 . 7 million, respectively.

Claims adjustment expense represents costs incm1·ed related to the claim settlement process such as costs to record, process, and adjust claims. These expenses are calculated using a percentage of current medical costs, which is based on historical cost experience.

10.9

-

-



Activity in the reserves for unpaid claims and claims adjustment expense was smrunarized as follows (in thousands):

9/30/2016 12/3112015 Balances at Janua1y 1 $ 59,278 $ 52,837

Incull'ed related to Cm1·ent year $ 2,418,864 $ 3,117,839 Prior years $ 1,723 $ (6,3 17)

Total incull'ed $ 2,420,587 $ 3,111 ,522

Paid related to Cm1·ent year $ 2,370,891 $ 3,060,080 Prior years $ 59,954 $ 45,001

Total paid $ 2,430,845 $ 3,105,081

Balance at end of period $ 49,020 $ 59,278

Amounts incurred related to prior years vary from previously estimated liabilities as the claims are ultimately adjudicated and paid. Liabilities are reviewed and revised as infonnation regarding actual claims payments becomes known. Positive (negative) amounts repo1ted for incurred related to prior years result from claims being adjudicated and paid for amounts more (less) than originally estimated.

26) Intercompany Pooling Arrangements


27) Stmctured Settlements

Not applicable for Health Entities.

28) Health Care Receivables


29) Participating Policies


30) Premium Deficiency Reserves


31) Anticipated Salvage and Subrogation


10.10


GENERAL INTERROGATORIES

PART 1 · COMMON INTERROGATORIES GENERAL

1.1 Did the reporting entity experience any material transactions requiring the filing of Oisck>sure of Material Transactions with the State of

Domicile, as required by the Model Act? -·········--··········--··········--·········--··········--··········--·········--··········--··········-

1.2 If yes, has the report been fi led with the domiciliary state? -··········--··········--·········--··········--··········--·········--··········--····

2.1 Has any change been made during the year of this statement in the charter, by-laws, articles of incorporation, or deed of settlement of the

reporting entity? ········--·········--··········--··········--·········--··········--··········--·········--··········--··········--·········--········

Yes f J No (XJ

Yes f J No f J

Yes (XJ No f J

2.2 If yes, date of change: __ ······--······--······--······--······--······--······--······--······--······--··--··········--·····03/03/2016

3.1 Is the reporting entity a member of an Insurance Holding Company System consisting of two or more affii ated persons, one or more of

which is an insurer? _······--······--······--······--······--······--······--······--······--······--······--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? -·········--··········--··········--·········-

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

4.1 Has the reportilg entity been a party to a merger or consolidation during the period covered by this statement? -······--······--·······

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

Name of Entity NAIC Company Code State of Domicile

5. If the reporting entity is subject to a management agreement, including third.party administrator{s). managing general agent{s), attomey-in-

Yes (XJ No f J

Yes f J No (XJ

Yes f J No (XJ

fact, or similar agreement, have there been any significant changes regardilg the terms of the agreement or principals involved? ·--···· Yes ( ] No fXJ NA f J If yes, attach an explanation.

6.1 State as of what date the latest financial examination of the reporting entity was made or is being made. ·······--······--······--··--··········--·····.12/ 31 / 2013

6.2 State the as of date that the latest financial examination report became avai able from either the state of domicile or the reporting entity. This date should be the date of the examined balance sheet and not the date the report was completed or released. -······--······----··········--·····.12/ 31 / 2013

6.3 State as of what date the latest financial examination report became avai able to other states or the public from either the state of domicile or the reporting entity. This is the release date or completion date of the examination report and not the date of the examination {balance

sheet date>· --······--······--······--······--······--······--······--······--······--······--······--···--··········--·····03/24/2015 6.4 By what department or departments?

State of Oregon Department of Consumer & Bus iness Services_·········--··········--··········--·········--··········--··········--·········-

6.5 Have all financial statement adjustments within the latest financial examination report been accounted for in a subsequent m ancial statement filed witll Departments?-······--······--······--······--······--······--······--······--······--······- res [ I No ( J NA (XJ

6.6 Have all of the recommendations within the latest financial examination report been complied with? ·······--··········--··········--·········- Yes ( ] No f J NA (XJ

7.1 Has this reportilg entity had any Certificates of Authority, licenses or registrations (ilcluding corporate registration, if applicable) suspended or revoked by any governmental entity during the reporting period? __ ······--······--······--······--······-- Yes ( ] No (X]

7 .2 If yes, give ful information:

8.1 Is the company a subsidiary of a bank holding company regulated by the Federal Reserve Board? ......... ·--··········--··········--·········-

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

8.3 Is the company affiiated with one or more banks, thrifts or securities firms? __ ······--······--······--······--······--······-

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

Affiiate Name

2 Location

c· State

11

3

FRB DCC FDIC

Yes f J No (XJ

Yes f J No (XJ

6

SEC


GENERAL INTERROGATORIES 9.1 Are the senior officers (principal executive officer, principal financial officer, principal acoounting officer or controller, or persons performing

similar functions) of the reporting entity subject to a oode of ethics, which includes the following standards? ·········--··········--·········--

{a) Honest and ethical conduct, including the ethical handling of actual or apparent conflicts of in terest between personal and professional relationsh~s;

{b) Full, fair, accurate, timely and understandable disck>sure in the periodic reports requi"ed 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) Acoountability for adherence to the code.

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

9.2 Has the oode of ethics for senior managers been amended? ···--······--······--······--······--······--······--·······

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

9.3 Have any provisions of the code of ethics been waived for any of the specified officers? -·········--··········--··········--·········--········

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

FINANCIAL 10.1 Does the reporting entity report any amounts due from parent, subsidiaries or affiiates on Page 2 of this statement?_··········--··········-

Yes (XJ No ( I

Yes ( I No (XJ

Yes ( I No (XJ

Yes (XJ No ( I

102 If yes, indicate any amounts receivable from parent included in the Page 2 amount:_·········--··········--··········--·········--··········-$ -······--······--·D

INVESTMENT 11.1 Were any of the stocks, bonds, or other assets of the reporting entity loaned, placed under option agreement, or otherwise made available

for use by another person? (Exclude securities under securities lending agreements.>--······--······--······--······--·······

112 If yes, give ful and complete information relating thereto:

Yes ( I No (XJ

12. Amount of real estate and mortgages held in other invested assets in Schedule BA: -······--······--······--······--······~ -······--······--······

13. Amount of real estate and mortgages held in short-temi investments: ·······--·········--··········--··········--·········--··········--······$ -······--······--······

14.1 Does the reporting entity have any investments in parent, subsidiaries and affi liates? -··········--·········--··········--··········--·········-

142 If yes, please complete the following:

14.21 Bonds ·····--··········--·········--··········--··········--14.22 Preferred Stock ········--·········--··········--··········--14.23 Common Stock ·--······--······--······--···· 14.24 Short-Term lnvestments __ ······--······--······-14.25 Mortgage Loans on Real Estate ··--··········--··········-14.26 All Other·····--······--······--······--······-14.27 Total Investment in Parent, Subsidiaries and Affiliates

(Subtotal Lines 1421 to14.26)-...... --······--······-14.28 Total Investment in Parent included in Lines 1421 to14.26

above ··--·········--··········--··········--·········--····

Prior Year-End Book/Adjusted Carrying Value

-······--······_JJ

2 Current Quarter Book/Adjusted Carrying Value

$ ··--······--······· $ $ $ $ $

$ ··--······--·.!)

$ ··--······--·······

15.1 Has the reportilg entity entered into any hedging transactions reported on Schedule OB? ······--······--······--······--······-

152 If yes, has a comprehensive description of the hedging program been made available to the domiciiary state? ····--······--······--

If no, attach a description with this statement

11 .1

Yes I J No [XJ

Yes ( I No (XJ

Yes f I No f I


GENERAL INTERROGATORIES

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

16.1 Total fair value of reinvested collateral assets reported on Schedule OL, Parts 1 and 2 $ ..... ·--······--······-16.2 Total book adjusted/carryilg value of rei w ested co l a teral assets reported on Schedule Ol, Parts 1 and 2 $ ...... --······--······-16.3 Total payable for securities lendilg reported on the liabi ity page $ ..... ·--······--······-

17. Excluding items in Schedule E - Part 3 - Special Deposits, real estate, mortgage loans and investments held physicalty in the reporting entity's offices, vaults or safety deposit boxes, were all stocks, bonds and other securities, owned throughout the current year held pursuant to a custodial agreement with a quai fied bank or trust company in accordance with Section 1, Ill - General Examilation Considerations, F. outsourcing of Critical Functions, Custodial or Safekeeping Agreements of the NAIC Financial Condition Examiners

HandbooK'--······--······--······--······--······--······--······--······--······--······--······--····

17 .1 For all agreements that comply with the requirements of the NAIC Financial Condition Examiners Handbook, complete the followilg:

1 2 Name of Custodianls) Custodian Address

U.S. Bank Nat ional Association__ ......... --··········- !ll(JU Nico l let Mat I , Minneapol is , !fl 55402-70200 __ .. State Street Bank and Trust COOl)any .... ·--··········- 2 Ave de Lafayet te, Boston, MA 02111-.. ... ·--······-

17 2 For all agreements that do not comply with the requirements of the NA IC Financial Condition Examiners Handbook, provide the name, location and a complete explanation:

3 Name(sJ Location(s) Complete ExP'anation(s)

17.3 Have there been any changes, including name changes, in the custodian(s) identified il 17.1 during the current quarter? -······--······-

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

Old Custodian New Custodian 3

Date of Chan e 4

Reason

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

2 3 Central Reaistration Oeoositorv Name-ts\ Address

525 Market Street , 10th f Joor . San 104973_······--······--······ We l ls Gap i ta l Managemeot.. __ .. f ranc isco, CA 94510_·········--··········--···· 10716Q_······--······--······ Payden & Rygel_······--······- 333 S. Grand, Los Ange les , CA 9007L-....

18.1 Have all the fiing requirements of the Purposes and Procedures Manual of the NAIC Investment Analysis OfflCe been fol owed? -··········-18.2 If no, list exceptions:

11 .2

Yes (XJ No ( J

Yes ( I No (XJ

Yes [XJ No ( I


1. Openitlng Percentages:

GENERAL INTERROGATORIES PART 2 - HEALTH

1.1 A&H loaapemont.._ .......... - ·········--·--···- ··········- ·········-·······------··-··········- ··········-

1.2 A&H cost containment percent _ ....... - - - --- - --······-··········-------··········--······-

1.3 A&H expense percent excluding cost contaimtent expenses•- --- ---------·······---

2.1 Oo you act aa a custocfian tor healh aavings accounts?·- - - -··--- ··········-······------··········-·- ·- ········

2.2 II yea, please provide the amooot ol custodial funds held as of lhe repor&>g dale--······--······--······--······--······-

2.3 Oo you act aa an admilistrator for heat1h savings accounts? ..... --······- -······--······--······--······--······--···

2.4 II yea, please provide the balance of the funds admilislered as of the reporting date- .......... - .......... - ......... - .......... - ··········-

12

96 .1 'l

0.6 'l

7.4 'l

Yes I I It> [XI

$

Yes I I It> (X)

2

Co1

w

3

Effectiw Date

STATEMENT AS OF SEPTEMBER 30, 2016 OF THE KA ISER FOUNDATION HEALTH PLA N OF THE NORTHWEST

SCHEDULE S - CEDED REINSURANCE

NameofReinsurer

Showlna All New Relnsuran .. Treatlee -Current Year to Date 5

Domiciliary Jurisdiction

6 Type of

Reinsurance ~d

7 I 8 Certified

Re insurer Rating TW>eofReinsurer I (1 throuah61

9 Effective Date of Certified

Re insurer Ratin

··········-··•-·········-··········-··········-·········-··········-··········-·········-··········-··········-···•····-··········-··········-·········-····+-··········-··········-f·····-··········-·····+··-··········-········+·······-··········-···

··········-··•-·········-··········-··········-·········-··········-··········-·········-··········-··········-···•····-··········-··········-·········-····+-··········-··········-f·····-··········-·····+··-··········-········+·······-··········-··· ··········-··•-·········-··········-··········-·········-··········-··········-·········-··········-··········-···•····-··········-··········-·········-····+-··········-··········-f·····-··········-·····+··-··········-········+·······-··········-··· ··········-··•-·········-··········-··········-·········-··········-··········-·········-··········-··········-···•····-··········-··········-·········-····+-··········-··········-f·····-··········-·····+··-··········-········+·······-··········-···

··········-··•-·········-··········-··········-·········-··········-··········-·········-··········-··········-···•····-··········-··········-·········-····+-··········-··········-f·····-··········-·····+··-··········-········+·······-··········-··· ··········-··•-·········-··········-··········-·········-··········-··········-·········-··········-··········-···•····-··········-··········-·········-····+-··········-··········-f·····-··········-·····+··-··········-········+·······-··········-··· ··········-··•-·········-··········-··········-·········-··········-··········-·········-··········-··········-···•····-··········-··········-·········-····+-··········-··········-f·····-··········-·····+··-··········-········+·······-··········-···

··········-··•-·········-··········-··········-·········-··········-··········-·········-··········-··········-···•····-··········-··········-·········-····+-··········-··········-f·····-··········-·····+··-··········-········+·······-··········-··· ··········-··•-·········-··········-··········-·········-··········-··········-·········-··········-··········-···•····-··········-··········-·········-····+-··········-··········-f·····-··········-·····+··-··········-········+·······-··········-··· ··········-··•-·········-··········-··········-·········-··········-··········-·········-··········-··········-···•····-··········-··········-·········-····+-··········-··········-f·····-··········-·····+··-··········-········+·······-··········-···

··········-··•-·········-··········-··········-·········-··········-··········-·········-··········-··········-···•····-··········-··········-·········-····+-··········-··········-f·····-··········-·····+··-··········-········+·······-··········-··· ··········-··•-·········-··········-··········-·········-··········-··········-·········-··········-··········-···•····-··········-··········-·········-····+-··········-··········-f·····-··········-·····+··-··········-········+·······-··········-···

:::::::::: J~::::::::: :::::::::: :::::::::: ::::::::: :::::::::: :::::::::: :::::::tsJ:::~::a:e:: :::::::::: ::::::::: ::::~:::::::::: ::::::::::~::::: :::::::::: :::::r: :::::::::: ::::::::r:::::: :::::::::: :::i

··········-··•-·········-··········-··········-·········-··········-··········-·········-··········-··········-···•····-··········-··········-·········-····+-··········-··········-f·····-··········-·····+··-··········-········+·······-··········-··· ··········-··•-·········-··········-··········-·········-··········-··········-·········-··········-··········-···•····-··········-··········-·········-····+-··········-··········-f·····-··········-·····+··-··········-········+·······-··········-···

··········-··•-·········-··········-··········-·········-··········-··········-·········-··········-··········-···•····-··········-··········-·········-····+-··········-··········-f·····-··········-·····+··-··········-········+·······-··········-··· ··········-··•-·········-··········-··········-·········-··········-··········-·········-··········-··········-···•····-··········-··········-·········-····+-··········-··········-f·····-··········-·····+··-··········-········+·······-··········-···

··········-··•-·········-··········-··········-·········-··········-··········-·········-··········-··········-···•····-··········-··········-·········-····+-··········-··········-f·····-··········-·····+··-··········-········+·······-··········-··· ··········-··•-·········-··········-··········-·········-··········-··········-·········-··········-··········-···•····-··········-··········-·········-····+-··········-··········-f·····-··········-·····+··-··········-········+·······-··········-··· ··········-··•-·········-··········-··········-·········-··········-··········-·········-··········-··········-···•····-··········-··········-·········-····+-··········-··········-f·····-··········-·····+··-··········-········+·······-··········-···

··········-··•-·········-··········-··········-·········-··········-··········-·········-··········-··········-···•····-··········-··········-·········-····+-··········-··········-f·····-··········-·····+··-··········-········+·······-··········-··· ··········-··•-·········-··········-··········-·········-··········-··········-·········-··········-··········-···•····-··········-··········-·········-····+-··········-··········-f·····-··········-·····+··-··········-········+·······-··········-··· ··········-··•-·········-··········-··········-·········-··········-··········-·········-··········-··········-···•····-··········-··········-·········-····+-··········-··········-f·····-··········-·····+··-··········-········+·······-··········-···


SCHEDULE T ·PREMIUMS AND OTHER CONSIDERATIONS

States Etc.

1. Alabama ···--······--··AL

2. Alaska ·······--·········--····· AK

3. Arizona _·········--··········-AZ

4. Ar1<ansas - .. ·······--··········-AR 5. California ······--······--CA

6. Colorado ··········--··········- CO 7. Connecticut ......... ------------- CT 8. Delaware ______________ OE

9. Dist Columbia _ ...... --..... oc 10. Florida --······--······- FL

11. Georgia _··········--·········- GA

12. Hawaii ···--··········--········ HI

13. Idaho _·········--··········--· ID 14. Illinois ________________________ IL

15. lndiana _________________ IN

16. lowa--······--······-IA

17. Kansas.·--······--····· KS 18. Kentucky _······--······- KY

19. Louisiana -------------------- LA

20. Maine ····--··········--········ ME

21. Maryland _·········--········· MD

22. Massachusetts ·······--····· MA 23. Michigan_······--······- Ml

24. Minnesota __ ······--····· MN

25. Mississippi -------------------- MS 26. Missouri ________________ MO

27. Montana_······--······-MT

28. Nebraska ··--·········--····· NE

29. Nevada_······--······--NV

30. New Hampshire ······--····· NH

31. NewJersey ........ ·--··········-NJ

32. NewMexico .... ·--·········-NM

33. New Yori< ·····--··········--· NY 34. North Carolina __ ······--NC

35. North Dakota ··········--········· ND

36. Ohio __ ··········--·········-OH

37. Oklahoma ····--··········--· OK

38. Oregon ·····--··········--····· OR

39. Pennsytvania _··········--· PA

40. Rhode Island ··········--········· RI

41 . South Carolina_··········--· SC

42. South Dakota ······--······- SD

43. Tennessee _······--······_ TN

44. Texas --······--······- TX

45. Utah ···--·········--··········-UT

46. Vermont ····--······--· VT 47. Virginia ··--······--····· VA

48. Washington ·········--··········- WA

49. West Virginia ·······--······- WV

SO. Wisoonsin ·--······--· WI

51. Wyoming ......... ·--·········-WY

52. American Samoa --·········- AS

53. Guam ····--··········--········ GU

54. Puerto Rico _··········--····· PR

55. U.S. Virgin Islands ·····--····· VI 56. Northern Mariana Islands_. MP

57. Canada ·--······--····· CAN

58. Aggregate other ai en -······_QT

59. Subtotal.--··········--·········--60. Reporting entity contributions for

Employee Benefit Plans. .. ·--··· 61. Total Oi"ect Business

OETALS Of WRITE-INS

8001

8002

8003

8998 Summary of remaining write-ins for

Current Year to Date - AHocated by States and Territories

Active Status

Ac.cident& Health

Premiums Medicare Tttle XVIII

Medicaid TiUe XIX

. .540 ,940,439 ... _ (12,611)

,235, 164 . .191,320,914 ···-··········

......... __JJ ...... __ JJ .IL. ... 1,521.100,878 .732 ,261 ,353 ... _ (12,611)

X. •••••

.IL ....

X. .....

122,902,705

I 644 099 583 732 261 353

Direct Business Onty

5 Federal

Employees Health Lile & Annuity

Benefits Premiums & Program Other

Premiums Considerations

107 818 592

7

Property/ Casualty

Premiums

9

Total Columns Depostt-Type

2 Throu h 7 Contracts

······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D

1,909,4Q5 ,680

······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D !151,768,532

······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ······--D ····-········SJ ,361 ,264 ,212 ····-········D

.122 ,902,705 2 484 166 917

. Line 58 from overflow page ...... ·--+--""X. .... . . ........ __JJ ······--·D ···-·········D ··--······D .......... ---1J ·-··········.D ······--D ····-········D 8999 Totals (Lines 58001 through 58003

. plus 58998) (Line 58 above) xxx 0 0 (l) Lioensed or Oiartered - Lioensed Insurance Carrier or Domiciled RRG: (R) Registered - Non«imicied RRGs; (Q) Ouarifi.ed - Qualified oc Aocredited Reinsorer: (E) Eligible - Reporting Entities eligble or approved to write Surplus Lines in the state; (N) None of the abcNe - Not allowed io write business in the state. (a) klsert the nU11"tlerof L responses except for Canada and other Aien.

14

STATEMENT AS OF SEPTEMBER 30, 2016 OF THE KAISER FOUNDATION HEALTH PLAN OF THE NORTHWEST SCHEDULE Y - INFORMATION CONCERNING ACTIVITIES OF INSURER MEMBERS OF A HOLDING COMPANY GROUP

PART 1 -ORGANIZATION CHART

Kaiser Foundation Health Plan of the Northwest

Rainbow Dialysis, LLC

KAISER FOUNDATION HEALTH PLAN, INC. AND KAISER FOUNDATION HOSPITALS SUBSIDIARIES AND AFFILIATED CORPORATIONS

As of September 30, 2016

Kaiser Foundation Health Plan, Inc.

Northern California Region

Kaiser Foundation Health Plan of Georgia, Inc.

Kaiser Foundation Health Plan of the Mid-Atlantic States, Inc.

Kaiser Permanente Insurance Company

Camp Bowie Service Center

1800 Harrison Foundation

Kaiser Foundation Health Plan of Washington

KP Cal, LLC

Kaiser Health Alternatives

Southern California Region

Hawaii Region

15

Kaiser Foundation Health Plan of Colorado

Kaiser Health Plan Asset Management, Inc.

Lokahi Assurance, Ltd.

Ordway International, Ltd.

Kaiser Colorado Holdings

Kaiser Properties Services, Inc.

Oak Tree Assurance, Ltd.

OrdWay Indemnity, Ltd.

Kaiser Foundation Hospitals

..... O>

Gr0'4) Code


SCHEDULE Y PART 1A- DETAIL OF INSURANCE HOLDING COMPANY SYSTEM

2 3 5 6 7 Name of Serurities

Exchange if

8

Company ID Federal Traded (U.S. or Parent Stbsidiaries NAIC I I I I Ptblidy I Name of

Gro14> Name I Code Ni.mber RSSD CIK International) or Affiliates Kaiser 001datioo ttial th Ian, Kaiser ounda tioo Heal th Ian

9

Domiciliary Location

10

Relationshi> to Reporting

Entitv

11

Directly Controlled by (Name of Entity/Personl

12 T)l)e of Control

(Ownershi>, Board,

Management, Attorney-ir>-Fact I nftuence, Otherl

13

If Control is ONnership

Provide Percentage

14

Ultinate Controlling Entity(iesY Person(s)

15

00001-. .. .l lnc(l(FH')_ .......... -.......... 95600 .. ____ 84-0591617_ .. ____________________ --------------· of ColoradQ____ ______________ j_C0 ....... -1-·.NIA.. ....... j KFHP .... _ .......... - ......... j Owne rsh ip _____ l_ ...... J OO.O IKFH'._ .......... j .. --0

......... -.~~~F~ldat·i·~ .. ttla l t~ .. ~l.an , _......... 03-03~700 ______ , __ ...... _ ...... __ .... ____ .... ___ Oak Tree Assu raice, Ltd ...... ___ VT ....... ____ OTtL ...... KFHP .... _ .......... -......... O·rne rsh ip_ .... _ ...... .J00.0 KFH'._ .......... ____ 1 Kai se r Foundatioo Heal th Plan

Kaiser f001dat ioo ttial th Plan, of the Mid·At lai t ic States , 00001-.... l lnc(l(FH')- .......... -.......... 95639 .. - ... 52-09544S'J....._ .. --·----.... _ ...... __ .... ____ ,, .. ___ Inc ........ - .......... - ......... _ ___Mn... ... __ . .NIA.. ....... KFHP .... - .......... -......... Owne rsh ip__ .... _ ...... .J00.0 KFH'.-.......... .._o

00001-.. .. ~~~F~ldat·~-~ .. ttial '.~ .. ~'._an , 96237 .. _ ... 58 ·1 592076-.. --·----.... _ ...... __ .... ____ .... ___ ~i~~r~~~4~~°'1 . Heal t.~ .~.1.~ _ GA ...... __ . .NIA ......... KFHP .... _ .......... -......... o·rne rsh ip_ .... _ ...... .JOO.O KFH'._.......... ____ o Kaise r f001datioo ttla lth Plan , Kai se r Heal th Plan Asse t

......... _ lnc(l(FH')_ .......... -.......... _......... 94-3299124-.. ----------- --------- --------------· Management , Inc .... _ ......... __ CA ...... ___ .NIL ...... KFHP .... _ .......... -......... Ownership__ .... _ ...... J OO.O KFH'._.......... ____ O Kaise r F001dat ioo ttlalth Plan , Kai se r Permaiente lnsu raice

00001-.... lnc(l(FH')_ .......... -.......... 00053 .. _ ... 94.J2034(12__ .. --·----.... _ ...... __ .... ____ ,, .. ___ Company ..... __________ ...... _ CA ...... __ ... IL ...... KFHP .... _ .......... -......... Ownership__ .... _ ...... .JOO.O KFH'._.......... ..-----2 Kaise r F001datioo ttlalth Plan , Kai se r Foundatioo Heal th Plan, Board of

00001-.... lnc (l(FH')_ .......... - .......... _......... 94 ·13«!523......_ ..... _________________ --------------· Inc. ("Kf!W') ..... - ......... - .... - CA... .... ____ UOP .......... _ .......... - ......... -.......... Directors....._ .... _ ........... 0.0 KFH'.-.......... ____ o Kaise r F001datioo ttlalth Plan , Kai se r Founda t ioo Heal th Plan

00001-.... lnc(l(FH')- .......... -.......... 955«l .. - ... 93-0700-039..,__ .. --·----.... ___ ,, .. __ .... ____ ,, .. ___ of the Norttnrest ('Kf!W-NI ' )- _ OR ...... ____ JlL ...... KFHP .... _ .......... -......... Owne rsh ip__ .... _ ...... .J00.0 KFH'.-.......... .._o Kaiser f001dat ioo ttial th Plan, Kaiser PrOj)E!r t ies Services ,

.. ....... _, lnc (l(FH')- .......... -.......... _......... 94-32$432..,__ .. ----------- --------- --------------· Inc ........ - .......... - ......... __ CA.. .... ___ .NIL ...... KFHP .... - .......... -......... O·rne rsh ip__ .... _ ...... J 00.0 KFH'.-.......... .._o Kaise r f001datioo ttla lth Plan ,

......... _, lnc(l(FH')_ .......... -.......... _......... 93-0954562......_ .. ____________________ --------------· Kai se r Hea l th Al ternat iveL ....... _ OR ...... ___ .NIA.. ....... KFHP .... _ .......... -......... Owne rsh ip_ .... _ ...... J 00.0 KFH'._.......... ____ O Kaise r f001datioo tbspi tal s

......... _, ("KFH')_ .... ______ .... __ .... _......... 94-3245176-.. --·----.... _ ...... __ .... ____ .... ___ Kaiser Permaiente lnterna t iooal _ CA ...... __ . .NIA.. ....... KffL ...... ____ .... __ ...... Ownership__ .... _ ...... .JOO.O KFK ...... --...... ____ o Kaise r F001datioo tbspi tals Kai se r Hospi tal Asse t

......... _, ("KFH') ______________________ ......... 94-3299125......_ .. ----------- --------- --------------· Management , Inc .... _ ......... __ CL ... ___ .NIL ...... KffL ...... ________________ Ownership__ .... _ ...... J OO.O KFK ...... ____________ O Kaise r F001dat ioo ttlalth Plan ,

......... _, lnc (l(FH')_ .......... -.......... _......... 94-3299123......_ .. --·----.... _ ...... __ .... ____ ,, .. ___ Camp Bowie Se rvice Cmter_ .... _ CA. ...... __ . .NIA ......... KFHP .... - .......... -......... O·rne rsh ip__ .... _ ...... .JOO.O KFH'.-.......... ____ O Kaise r F001datioo tbspi tals Kai se r Foundatioo Hospi tals Board of

......... _, ("KFH') ______________________ ......... 94 ·110562B..,__ .. ----------- --------- --------------· ('Kflf' ) ..... ________________ _ CL ... ___ .NIA.. ....... _ .......... - ......... -.......... Directors....._ .... _ ........... 0.0 KFK ...... ________ .. _o Kaiser f001dat ioo ttial th Plan,

......... _, lnc(l(FH')_ .......... - .......... _......... 91·2171891 _______________________________________ Lok"1 i Assu rance LTD_.......... --111.. .... _____ 0TK ......... KFHP .... _ .......... -......... Owne rsh ip_ .... _ ...... J 00.0 KFH'._ .......... ____ 1 Kaise r f001datioo ttla lth Plan ,

......... _, lnc (l(FH')_ .......... -.......... _......... 20-2712661_ .. --·----.... _ ...... __ .... ____ ,, .. ___ IG' Ca l , LLC_ ...... --...... _ CA. ...... __ . .NIA ......... KFHP .... _ .......... -......... O·rne rsh ip_ .... _ ...... .J00.0 KFH'._.......... ____ O Kaise r f001datioo ttla lth Plan ,

......... _, lnc(l(FH')_ .......... -.......... _......... 90-0031974-.. ____________________ --------------· Ordway lndellfl i ty. LTD. ________ ___ll!U ______ OTK ......... Or<tray lntema tiooal . LTD ....... Ownership__ .... _ ...... J OO.O KFH'._.......... ____ 1 Kaise r F001dat ioo ttlalth Plan ,

......... _, lnc (l(FH')_ .......... -.......... _......... .. ....... - .......... _ --·----.... _ ...... __ .... ____ ,, .. ___ Ordway lnterna tiooal , LID._ ....... ___ll!U ______ OTK ......... KFHP .... - .......... -......... O·rne rsh ip__ .... _ ...... .JOO.O KFH'.-.......... ..-3 Kaise r F001datioo tbspi tals Kaise r Hospi tal Asset

......... _, ("KFH' ) ______________________ ......... .. ....... - .......... _ ----------- --------- --------------· HAMl·Colorado, LLC. .... _________ ___DE. ...... ___ .NIA.. ....... Mana9enent , Inc._......... O·rne rsh ip__ .... _ ...... J OO.O KFK ...... ____________ 4 Kaiser f001dat ioo ttial th Plan,

......... _, lnc(l(FH')- .......... -.......... _......... 94-3317484-.. --·----.... ___ ,, .. __ .... ____ ,, .. ___ 1800 Harrisoo Foondatioo ..... __ CA ...... __ . .NIA.. ....... KFHP .... _ .......... -......... Owne rsh ip__ .... _ ...... .J00.0 KFH'.-.......... .._o Kaiser f001dat ioo tbspi tals Kaiser Permaiente Vent ures , LLC

......... _, ("l<FH')_ ...... ______ ,, __ .... _......... 27 -22525Z1_ ..... --...... _ ...... __ .... ____ ,, .. ___ · Series A .. ____ ,, .. __ , ..... ___DE. ...... __ . .NIA ......... KFfL ...... ____ ,, .. __ ...... O·rne rsh ip_ .... _ ...... .J00.0 KFK ...... --...... ____ O Kaise r f001datioo tbspi tals Kai se r Permaiente Ventures , LLC

......... _, ("l<FH') ______________________ ......... 27-3339892......_ ..... ________ -----------------------· · Series 8_ __________________ ___DE. _________ .NIA.. ....... KFfL ...... ________________ Maiagemm L ....... _ ........... 0.0 KFK ...... ____________ O Kaise r f001datioo tbspi tals Kai se r Permaiente Ventures , LLC ("KFH')_ ...... ____ .... __ .... _......... 47·2924619 ____ --·----.... _ ...... __ .... ____ .... __ , ·Series c. .. ____ .... __ ...... ___DE. ...... _, ...... -10wnershin. . .NIA.. ...... .JKffL ...... ...... .JOO.O IKFK ...... 0

..... ?> .....

Gr0t4> Code


SCHEDULE Y PART 1A- DETAIL OF INSURANCE HOLDING COMPANY SYSTEM

2 3 5 6 7 Name of Serurities

Exchange if

8

Company ID Federal Traded (U.S. or Parent Stbsidiaries NAIC I I I I Ptblidy I Name of

Gro14> Name I Code Ni.mber RSSD CIK International) or Affiliates Kaiser 001datioo tbspi tals Kaiser erm<11ente Ventu res , LL

9

Domiciliary Location

10

Relationshi> to Reporting

Entitv

11

Directly Controlled by (Name of Entity/Personl

12 T)l)e of Control

(Ownershi>, Board,

Management, Attorney-ir>-Fact I nftuence, Otherl

13

If Control is ONnership

Provide Percentage

14

Ultinate Controlling Entity(iesY Person(s)

15

·········-• ( "l(FH")_______________________________ 47-1874300_ _____________ -······--····--······--· - Series D .. ·--······--······ ___DE_ _________ .NIA.... ...... KFIL ..... ·--······--······ MMagemeoL ....... -···········0.0 KFtL _______________ O Kai se r F001datioo tila l th Plan ,

·········-• l rc (l<FH')_ ......... ·-·········· -········· 27-04737'!1 ____ ···--······ -······-- ····--······--· Ra irlJow Dialys is, LLC ....... ·-··· ___DE. ...... ___ .NIA ......... KFHP ... ·-··········-········· O·rne rsh ip_ .... _ ...... .JOO.O KFH'·-·········· ____ O Kai se r F001datioo tl:>spi tal s Kai se r Hospi tal Ass i starce

·········-• ("l(FH') _____________________ -········· 31-1779500_ .. ···--······ -······-- ····--······--· C.Orporat i(ll________________ _ CA ...... ___ .NIA.... ...... KFIL ..... ·--······--······ Ownership_ .... -······J OO.O KHL ... --······ ____ Q Kai se r F001datioo tl:>spi tal s Kai se r Hospi tal Ass i starce I -

·········-• ("l(FH')_ ..... ·--······--···· -········· ·········-··········- ···--······ -······-- ····--······--· uc__ ____ ··--······--······ _ CA... ... ___ .NIA ......... KFIL ..... ·--······--······ Ownership_ .... _ ...... .JOO.O KFK ..... ·--······ ____ 5 Kai se r F001datioo tl:>spi tal s llXT Capi tal Senior loan Fund 1,

········--• ("l(FH')_______________________________ 37 -1 651297 ______________ -······-- ····--······--· uc__ ______________________ ___DE_ _________ .NIA.... ...... KFIL ..... ·--······--······ O·rnersh ip_ .... -········.75.1 KFK ..... ·--········--6 Kaiser F001dat ioo tsal th Plan, Kaiser Founda t ion Heal th Plan

·········-• l rc(l<FH')--·········-·········· -········· g3.(J43)a__ __ ···--······ -······-- ····--······--· of lashi rg too .... ·-·········-···· _ IA ...... ___ .NIA ......... KFHP ... ·-··········-········· Owne rsh ip_ .... _ ...... .JOO.O KFH'·-·········· ____ 7 Kaiser F001dat ioo tsal th Plan,

·········-• l rc (l<FH')_ ......... ·-·········· -········· ·········-··········- ···--······ -······-- ····--······--· Kai se r Colorado Holdings. ..... __ CO ....... ___ .NIA ......... KFH' of C.Ol°'ado_......... O·rne rsh ip_ .... _ ...... .JOO.O KFH'·-·········· ____ 8 Kai se r F001datioo tl:>spi tal s Mau i Hea l th System, A Kai ser

·········-• ( "l(FH") _____________________ -········· 81-15$375..__ __ ···--······ -······--····--······--· Foundation tl:>spi tal s LLC ...... ___ Jll ....... ___ .NIA ......... KFIL ..... ·--······--······ Owne rsh ip _____ -······J OO.O KFK ..... ·--······ ____ O Kai se r F001datioo tl:>spi tal s Kai se r PermMente School of ("l(FH')_ ...... --······--···· -········· 814053028..__ .. ···--······ -······-- ····--······--· Medicine, l nc ..... . CA... ... _, . .NIA ........ .JKFIL ..... . . ..... -10wnershin_ . ..... .JOO.O IKFK ..... . 0

•••••••••-1•-•••••••••-••••••••••-mmmj-mmm==jmmm-mmuu-1m--mmj-••••••--jm•--••••••--·1-mmuu-•••••••••-••••••••••-1---"""""l-••••--m..-.mmm-•••••••••-mmm•=j--••••••--·1-mmuu==jmmm-mmm-1u--•••

Asterisk 1 2 3 4 5

Exnlanation

100% of pre ferred stock owned by KFttP , ~of voti ng stock owned by KFHP and 00% owned by Perm<11ente Medical Groups__ _________ ·····--······--······--······--······--······--······--······--······--······--······--······--······-Relat ion to repor ting mti ty - holdi ng caupany - _holds 1()(g _of the sha res of Ordway l nde1111 i ty, Ltd . Thi s enti ty i s a_f(){eign corporation . _I t does not Ojlerate i n the Uni ted States and the ref°'e no US tax identif ica t ion nunter required ...... ·--······--~MI C.Ol(){ado, LLC 1s not a stand -alone oorpora t 1on and 1t 1s a disregarded ent i ty w1th1n Hlllll , tl'e re f(){e , no US tax 1dm t 1f 1cat 1on nunter 1s required ..... ·--······--······--······--······--······--······--······--······--······--······-Kaiser Hospi tal Assist<11ce M LC is not a stand -alone oorporat ion and i t is a disregarded ent i ty, tl'e refore , no US tax ident i f icat ioo nunter is required·-··········--··········--·········--··········--··········--·········--··········--··········--·········--··········--······· KFH and the Kaise r Permanm te Group Trus t are the Par ticipation menbers of this LLC, aid KFH owns 75.1% and Kai se r Permmente Groop Trus t owns 24 .g%. Kaiser Foondation Heal th Plan, Inc. i s t l'e fiduciary of Kai se r Permanen te Gr<J14> Trust. llXT Capi tal

Relation to repor ting mti ty - captive i nsurarce c~any oon trolled by KFHP·--······--······--······--······--······--······--······--······--······--······--······--······--······--······--······--······--······--·····-~

:~i::~~i~g:~:~~:!~ ~:fn~~~e:~::·;·;;·;·~_i __ i_h·;~···;;;-::_:::::::::: ······ :::::::::· ······_::::::::: ······ :::::::::: ······ :::::::::· ······_::::::::: ······ :::::::::: ······ :::::::::· ······_::::::::: ······ :::::::::: ······ :::::::::· ······_::::::::: ······ :::::::::: ······ :::::::::· ······_::::::::: ······ :::::::::: ······ :::::::::· ······_::::::::: ······ :::::::::: ······ :::::::


SUPPLEMENTAL EXHIBITS AND SCHEDULES INTERROGATORIES The folk>wing supplemental reports are required to be filed as part of your statement filing. However, in the event that your company does not transact the type of business for which the special report must be filed, your response of NO to the specific interrogatory will be accepted il lieu of ftilg a •NONE• report and a bar code will be printed below. If the supplement is required of your company but is not being fi led for whatever reason enter SEE EXPLANATION and provide an explanation following the in terrogatory questions.

RESPONSE

1. Will the Medicare Part 0 Coverage Supplement be filed with the state of domicile and the NAIC with this statement? -······____NQ ________ _

Explanation:

1.

Bar Code:

1. I lllllllllllJllllJllll lllll lllllJllll lllll jllllJllllJllllJllllJllll lllll lllll lllll lllllJlll llll

17


OVERFLOW PAGE FOR WRITE-INS

M0003 Additional Aggregate l ines for Page 03 l ine 23. 'LIAB

1 2 3 Covered Uncovered Total

2304. Other Liabi l i ty .. ·-··········-··········-·········-··········-··········- ......... - 18,251,068 ·······-·········-···· ····-····18,251,068 2305. Se l f Insurance_ ..... ·--······--······--······--······--······ ·········-·5,256 ,616 ·······-·········-···· ····-······5 ,256,616 2306. ··········-·········-··········-··········-·········-··········-··········- ·········-··········-· ·······-·········-···· ····-··········-·.!) 2397. Summarv of remainina write-ins for l ine 23 from Paae 03 23,507,684 0 23 ,507 ,684

18

4 Total

·-·······11 ,273,345 ·-·········5,090,041 ·-··········-····.!)

16,363,386

STATEMENT AS OF SEPTEMBER 30, 201 6 OF THE KAISER FOUNDATION HEALTH PLAN OF THE NORTHWEST

SCHEDULE A - VERIFICATION Real Estate

Year To Date

2 Prior Year Ended

Oecember31

1. Book/adjusted carrying value, December 31 of prior year-······--······--······--······--······- -······------216, 193 ,095 --······---209, 100 ,999 2. Cost of acquired:

2.1 Actual cost at time of acquisffion ... --··········--·········--··········--··········--·········--··········--·· -······--······--·O --······--······___j) 2.2 Additional investment made after acquisition --··········--·········--··········--··········--·········--··· -······--··19.758,312 --······----25 ,595,950

3. Current year change in encumbrances ···--·········--··········--··········--·········--··········--··········- -······--····· (312,620) --······--·999, 197 4. Total gain Qoss) on disposals········--··········--··········--·········--··········--··········--·········--·········· -······--···;J,943 ,605 --······--·388,712 5. Deduct amounts received on disposals ······--·········--··········--··········--·········--··········--··········- -······--···6,663 ,964 --······--·484,737 6. Total foreign exchange change in bookladjusted carrying value-..... ·--······--······--······--·· -······--······--·O --······--······___j) 7. Deduct current year's other-than-temporary impaiment recognized--·········--··········--··········--········· -······--······--·O --······--······_JJ 8. Deduct current year's depreciation ...... ·--······--······--······--······--······--······- -······----14,950,625 --······--19,407 ,026 9. Book/adjusted carrying value attheend of current period (Lines 1•2•3•4-5•6-7-8)...__ ...... --······- -······------217,961 ,803 --······---216, 193,095

10. Deduct total nonadmitted amounts _··········--··········--·········--··········--··········--·········--·········· -······--······--·O --······--······___j) 11. Statement value at end of current oeriod Cline 9 minus Line 10) 217 9fi1 803 216 193 095

SCHEDULE B - VERIFICATION Mort a e Loans

Year To Date

2 Prior Year Ended

December31

1. Book value/recorded investment excluding accrued interest, December 31 of prior year.--······--······ ······--······--D --······--······_JJ 2. Cost of acquired:

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

3. Capitalized deferred interest and other ... ·--·········--~·· .... ......... ...... . .... . .... . 4. Accrual of disoount_.·········--·········--··········--······ .... .. .... .... ... ·········--··· 5. Unrealized valuation increase (decrease>-······--······ ... .... ... --··· 6. Total gain (loss) on disposals········--··········--·········· ... .......... ..... ······--·········· 7. Deduct amounts received on disposats..___······--·· ...... ...... ... . 8. Deduct amortization of premium and mortgage ilterest points and oommitment fees····--······--······ 9. Total foreign exchange change in book value/recorded investment excludilg accrued interest ······--······

10. Deduct current year's other-than-temporary impaiment recognized __ ·········--··········--··········--········· 11. Book value/recorded investment excluding accrued interest at end of current period (Liles 1 +2+3+4+5+6-7-

8•9-10)--·····--······--······--······--······--······--······--······--······-12. Total vaktation allowance_·········--··········--··········--·········--··········--··········--·········--··········-13. Subtotal (Line 11 plus Line 12l----···--······--······--······--······--······--······--··· 14. Deduct total nonadmitted amounts_·········--··········--··········--·········--··········--··········--········· 15. Statement value atend of current riod Line 13 minus Line 14

······--······--D ······--······--·o ······--······--·o ······--······--D ······--······--·o ······--······--D ······--······--·o ······--······--D ······--······--·o ······--······--·o

······--······--·o ······--······--D ······--······--D ······--······--·o

0

SCHEDULE BA- VERIFICATION Other Lon -Tenn Invested As.sets

Year To Date

--······--······_JJ --······--······_JJ --······--······_JJ --······--······_JJ --······--······_JJ --······--······_JJ --······--······_JJ --······--······_JJ --······--······_JJ --······--······_JJ

--······--······_JJ --······--······_JJ --······--······_JJ --······--······_JJ

2 Prior Year Ended

December31

0

1. Book/adjusted carrying vakte, December 31 of prior year ......... ·--··········--·········--··········--·········· ······--······--D --······--······_JJ 2. Cost of acquired:

2.1 Actual cost at time of acquisition ······--·········--··········--··········--·········--··········--·········· 2.2 Additional investment made after acquisition __ ······N····e· .. ENE.. .... ... ··--···

3. Capitalized deferred interest and other ... ·--·········--··· . ... ... ... . .... . ........ .

~: ~~~~~~ d~~~~~~~~~~~ (d;~~~~se)_::::::==:::::: ::: :··· .. . . ... ::::::~::: 6. Total gain (loss) on disposals ....... ·--··········--··········--·········--··········--··········--·········--·········· 7. Deduct amounts received on disposats..___······--······--······--······--······--······ 8. Deduct amortization of premium and depreciation_······--······--······--······--······--······ 9. Total foreign exchange change in bookladjusted carrying value-..... ·--······--······--······--··

10. Deduct current year's other-than-temporary impaiment recognized __ ·········--··········--··········--········· 11. Book/adjusted carrying value at end of current period (Lines 1 +2+3+4+5+6-7-8+9-10) ......... --··········--······ 12. Deduct total nonadmitted amounts_·········--··········--··········--·········--··········--··········--········· 13. Statement value at end of current riod Line 11 minus Line 12

······--······--D ······--······--·o ······--······--D ······--······--D ······--······--·o ······--······--D ······--······--·o ······--······--D ······--······--D ······--······--·o ······--······--D ······--······--·o

0

SCHEDULED - VERIFICATION Bonds and Stocks

Year To Date

1. Book/adjusted carrying value of bonds and stocks, December 31 of prior year-··········--··········--········· -······--1,050, 179 , 771 2. Cost of bonds and stocks acquired ··--······--······--······--······--······--······--··· _ ...... ----510,900 ,277 3. Accrual of discount __ ······--······--······--······--······--······--······--······- -······----.2, 174 ,073 4. Unrealized valuation increase (decrease>-······--······--······--······--······--······--··· -······--······--D 5. Total gain Qoss) on disposals········--··········--··········--·········--··········--··········--·········--·········· -······--··.2,756 ,692 6. Deduct consideration for bonds and stocks disposed of_··········--·········--··········--··········--·········- _ ...... ----570,910 ,564 7. Deduct amortization of premiurn ......... ·--··········--·········--··········--··········--·········--··········--·· -······--····1,305 ,278 8. Total foreign exchange change in bookladjusted carrying value_······--······--······--······--·· -······--······--D 9. Deduct current year's other-than-temporary impaiment recognized--·········--··········--··········--········· -······--·······612 ,521

10. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9). __ ·········--··········--·· _ ...... ---993.182 ,450 11. Deduct total nonadmitted amounts_·········--··········--··········--·········--··········--··········--·········- -······--······--D 12. Statement value at end of current oeriod Cline 10 minus Line 11) 993, 182 ,450

SI01

--······--······_JJ --······--······_JJ --······--······_JJ --······--······_JJ --······--······_JJ --······--······_JJ --······--······_JJ --······--······_JJ --······--······_JJ --······--······_JJ --······--······_JJ --······--······_JJ

2 Prior Year Ended

December31

0

--······---864 ,559,715 --······_J76 ,891,058 --······___J ,996,067 --······--······_JJ --······----2.175,891 --······---587 ' :l94. 843 --······----2.611,219 --······--······_JJ --······----5,436,898 --······-1,050.179,771 --······--······_JJ

1,050.179,771

~ 0 N

NAIC Designation

BONDS


Book/Pd justed Carrying Value Beginning of

Current Quarter

SCHEDULED - PART 18 Showing the Acquioitions, Dioposition• and Non-Trading Activity

Durina the Current Quarter for all Bonds and Prefe1Ted Stock by NAIC Desianation 2 I 3 I 4

Acquisitions During

Current Quarter

Dispositions During

Current Quarter

Nor>-Trading Activity During

Current Quarter

5 Book/Aq usted Carrying Value

End of First Quarter

6 Book/.odjusted Carrying Value

End of Second Quarter

7 8 Book/Aqusted Book/Pd justed Carrying Value Carrying Value

End of Deoeorber 31 Third Quarter Prior Year

1. NAIC 1 (a) .... - .......... - ......... - .......... - .......... - ........... - ...... 772,711 ,240 _ .......... -228,084,264 ~----------213, 525, 712 ·--...... ----355,527 [ ...... -----821 ,946,267 ..... - ........ .772,711 ,240 [ .......... __J87,625,319 ......... - ..... .805,635,008

2. NAIC2 (a) .... - .......... - ......... - .......... - .......... - ........... - ...... 233 .102,976 _,, ........ ---27,452,478 ...... __ .... J1 ,329 ,re9 , ____ ,,,, __ (85,288) ...... -----242,898 .118 ..... - ......... 233 .102,976 .......... ---229,141,097 ......... - ..... 255,529 ,583

:: ::~:::::::: :::::::::: ::::::::: :::::::::: :::::::::: ::: :::::::: :::::::::2, 7~ ·:::: :::::::::: ::::::::::~ :::::: :::::: ::::: : ::::::---4::·~) :::::: :::':4~ .: ::::: :::::::::-2, 7: ,::~ :::::::::: :::·:~ ::::::::: ::::::::: :::::::: 6. NAIC6 (a) .... - .......... - ......... - .......... - .......... -... 0 0 0 0 0 0 0 0

7. Total Bonds 1.008.543,446 255 ,536.742 244 ,854.781 (25 ,5al) 1.re7.245 ,«l5 1,008,543,446 1 .~9 .199,887 1.061.165 ,001

PREFERRED STOCK

8. NAIC 1 ,_ .......... - .......... - ......... - .......... - .......... 1 ........ - ......... - ........ 0 _,, ........ - .......... J ~--.... - ...... _ .... o ·---.... - ...... J ~--.... - ...... _ o ..... - ......... - ........... 0 ~ .......... - .......... ___o ......... - ......... - ....... 0

:: §~ •••••••••• •••••••••• ••••••••• •••••••••• •••••••••• •••••••• ••••••••• l •••••••••• ~ [ •••••• l •••••• ~ E •••••• L ••••••••• l E ··········~ ••••••••• ••••••••• l :: :~...;;;;::~ ==-=-===-1 ..... ~J ~ ... J ••. ~ .. '. I

0

0

15. Total Bonds & Preferred Stock (25,5al1

0 0 0 0

1,re1,245,«i5 1,008,543,446 1 .~9 .199,887 1,061, 165,001

(a) Book/Aqusted Carrying Value column for the end of the OJrrent reporting period includes the following amount of n0r>-rated short-term and cash equivalent bonds by NAIC designation: NAIC 1 $ _ .......... _ 10,550,000 ; NAIC 2 $ ........ --..... 988,549

NAIC 3 $ _ ......... - .......... 0 ; NAIC 4 $ ---------..... .0 ; NAIC 5 $ ,_ .......... - .... .0 ; NAIC 6 $ _ .......... - ........ .0


SCHEDULE DA· PART 1 Short-Term Investments

1 2 3 4 5 Paid for Accrued

Book/Adjusted Interest Collected Interest C<>m.•ina Value Par Value Actual Cost Year To Date Year To Date

9199999 26,017 ,436 )()()( 26 ,017, 199 2,200 2,024

SCHEDULE DA· VERIFICATION Short.Term Investments

2

Year To Date Prior Year

Ended December 31

1. Book/adjusted carrying value, December 31 of prior year_·········--.. ········--.. ········--.. ····· .. --.. ········ ..... --.......... - 10 ,985,320 - ......... --....... 35,023 ,434

2. Cost of short-term investments acquired --·----------------------------------·----------------------------------·- ..... --.......... 2 17 ,091,629 ---------·-------~01 ,902 ,284

3. Accrual of discount ...... --······--······--······--······--······--······--······--······ ·····--··········--········689 ~-········--··········-3 , 550

4. Unrealized valuation increase {decrease)_ ...... --······--······--······--······--······- ·····--··········--··········..!) -·········--··········--·····D

5. Total gain (loss) on disposals --------------------------------------------------------- ..... --.......... __ .... 3,511 - ......... --.......... _ 10 ,555

6. Deduct consideration received on disposals __ ...... ----------------------------------------- ·····--.......... ..202 ,059 ,485 f-......... --.... .A25,932 ,053

7. Deduct amortization of premium __ ...... --.. ··----.. ··----.. ····--.. ····--.. ····--.. ··--- ·····--.. ········--.... 4,228 f-......... --.......... --21,676

8. Total fore;gn exchange change in book/adjusted carrying value-..... ·--······--······--······- ·····--··········--··········.JJ -·········--··········--······O

9. Deduct current year's other-than-temporary impairment recognized ...... ·--··········--·········--··········--·· ·····--··········--··········.JJ -·········--··········--·]74

10. Book/adjusted call)'ing value at end of current period (Lines 1 •2•3•4•5-6-7•8-9~ ....... --.. ········--......... _ ·····--.......... -26 ,017,436 f-......... --...... ..10,985 ,320

11. Deduct total nonadmitted amounts .. ·--··········--·········--··········--··········--·········--··········--······ ·····--··········--··········..!) -·········--··········--·····D 12. Statement value at end of current oeriod rune 10 minus Line 11) 26 ,017,436 10,985 ,320

SI03


Schedule DB - Part A - Verification

NONE Schedule DB - Part B - Verification

NONE Schedule DB - Part C - Section 1

NONE Schedule DB - Part C - Section 2

NONE Schedule DB - Verification

NONE

8104, SIDS, 8106, 8107


SCHEDULE E ·VERIFICATION (Cash Equivalents)

Year To Date

2 Prior Year

Ended December 31

1. Bookladjusted carrying value, December 31 of prior year_·········--··········--··········--·········--·········· ·····--··········--··········_!} ~-········--··········--·····.1

2. Cost of cash equivalents acquired_······--······--······--······--······--······--······- ·····--··········-11,969, 181 -·········--········.2,999 ,543

3. Accrual of discount ...... --······--······--······--······--······--······--······--······ ·····--··········--········765 -·········--··········--·212

4. Unrealized valuation increase {decrease)··--······--······--······--······--······--······- ·····--··········--··········j) ~-········--··········--·····D

5. Total gain (loss) on disposal•-··········--·········--··········--··········--·········--··········--··········--·· ·····--··········--········(18) >-·········--··········--··129

6. Deduct consideration received on disposal•--······--······--······--······--······--······- ·····--··········-11,969 ,928 -·········--·········2 ,999 ,885

7. Deduct amortization of premium··--······--······--······--······--······--······--······ ·····--··········--··········j) ~-········--··········--·····D

8. Total fore;gn exchange change in book/adjusted carrying value ··--······--······--······--······- ·····--··········--··········_!} ~-········--··········--······O

9. Deduct current year's other than temporary impairment recognized ······--··········--··········--·········--··· ·····--··········--··········j) -·········--··········--·····D

10. Book/adjusted carryilg value at end of current period (Lines 1+2+3+4+5-6-7+8-9) ........... --·········--·········· ·····--··········--··········_!} -·········--··········--······O

11. Deduct total nonadmitted amounts ······--·········--··········--··········--·········--··········--··········--·· ·····--··········--··········_!} ~-········--··········--······O 12. Statement value at end of current period (Line 10 minus Line 11) 0

SI08

m 0 .....

STATEMENT AS OF SEPTEMBER 30, 2016 OF THE KA ISER FOUNDATION HEALTH PLAN OF THE NORTHWEST

SCHEDULE A - PART 2

Name o t Vender

:::::~iiii i!iiL vlii io~:::::==::::::==::::::==::::::==::::::==::: ::::::::==::::::::::==:::::::o 4""'"""" _ ........ .... -- ... ,, .. .. ....... --······--······--·· ,,,, ... ..,, .......... --······- ""'---······--······· Ll12 · 3500 N llOB!SlAll'-CllNIC & l/llL_ .......... --··········--········· PORllAlll. ..... --······-~-·····--······· L313 · 3325 N llOB!SlAll' -CllNIC & l/llL_ .......... --··········--········· PORllAlll. ..... --······-~-·····--······· .... .111311 1971- V/IUOlll. ..... --······--······--······--······--··· ········--··········--·······0 Lll4 · 19!00 SESllll< • Q.INIC& IJlllL_ .. ········--··········--········· 11'.lRllAlll. ..... --······-~-·····--······· ..... 1013111985- V/IUOlll. ..... --······--······--······--······--··· ········--··········--·······O l3l5 · 3600 N JIRERSTAlE-Q.lN IC&IJJCl_ •....• --······--······ PORTU.ln ....• --······- CR...._ •....• --······· .... Jn/ll/ 1978- VMIOUS. ..... --······--······--······--······--··· ········--··········--·······O l3)8 . '855 Sf 1ES1ERH AVE.Cl llUC & um_ .......... --·········--·········· IEA'SHOL. ••••••••• --···· ~--····--······· •••• .111311 1939_ V/lllOUS •••••• __________ ••••• ·--······--······--··· ········--··········--·······0 t:m - 2'00 NE IJ.11:1.SlER CR -a.N & l/10 •• ____________________ SALEIL •••••• --······-~--····--······· •••• .CM/31/ llDl_ V/lllOUS .••••• __________ ••••• ·--······--······--··· ········--··········--·······0 L310 · 5125 S SK\'lllf i()·Q.INIC & IJllQ. ____________________ SALEIL •••••• --······-~--····--······· •••.. 0913111938.... V/lllOlll. ••••• _____________________________________ ········--··········--·······0 L311 · 19185 $.t . 91H Al~ll.E • lAlll. ••••• --······--······--·· lV!tATlll ••••• _________ ~--····--······· •••. Jl613111991L V/lllOlll. ••••• _____________________________________ ········--··········--·······0 lill2 · &l25 SE 281lt A\~.Q.IN IC & IJlllL_ ••••••••• ·--··········--········· PORllAlll. ••••• --······-~--····--······· •••• .cMl311199tL V/ll lOlll. ••••• _____________________________________ ········--··········--·······O lro< · 2300 NE lAll:l.SlER CR · Q.INIC&lllv....__ •••••• ____________ SALEIL •••••• --······-~--····--······· •••• .09131119111L V/lllOlll. ••••• __________ ••••• ·--······--······--··· ········--··········--·······0 lll'.16 · 5135 S. S<nlNE ro . · Q.INIC .••... --······--······--·· SALEIL ...... --······-~-·····--······· .... .Cl61311 1939_ V/lllOUS . ..... --······--······--······--······--··· ········--··········--·······0 111JI . 10104 N.E. IJ.ISAN · CLINIC & lllD_··········--·········--·········· PORllAll'.) ...... --······-~-·····--······· .... .1013111995_ V/lllOUS . ..... --······--······--······--······--··· ········--··········--·······0 l102 · r.?01 N llOB!SlAll' -CllNIC & l/llL_ .......... --··········--········· PORllAlll. ..... --······-~-·····--······· .... .111311 19111L V/lllOlll. ..... --······--······--······--······--··· ········--··········--·······0 l103 · 51 17 1381lt Al~ll.E · CLINIC & IJllL .......... --·········--·········· PORllAlll. ..... --······-~-·····--······· ..... 0113111995- V/lllOlll. ..... --······--······--······--······--··· ········--··········--·······0 l715· 13105 If Al~Rl UY • lAB....__ •..... --······--······- PORllAlll. •.... --······-~-·····--······· .... .121031201 1- V/lllOlll. ..... --······--······--······--······--··· ········--··········--·······0 l.851 • 1'«111 If 201H Al~ • CLINIC & IJllL .......... --·········--·········· VAllXIJISL .......... --···· f.L._······--······· .... Jl21281199L V/lllOlll. ..... --······--······--······--······--··· ········--··········--·······O l.852 · 128)7 SE l lU PlAIN-Cl UUC & l/IL ...... --······--······ VAllXIJISL .......... --···· f.L._······--······· .... .o71311198L V/lllOlll. ..... --······--······--······--······--··· ········--··········--·······0 l.853 · 123171lt AIE • Q.INIC & lllD_ ••••• ·--······--······ LOllJl'IE'I ..•••• --······- \L._······--······· •••• .1213111987_ V/lllOUS •••••• __________ ••••• ·--······--······--··· ········--··········--·······0 l.950 - 12711 SO l lU PlAIN-Cl UUC& llD_ ••••• ·--······--······ VAllXIJIBL •••••••••• --···· \L._······--······· ••••• 0113111992.... V/lllOUS .••••• __________ ••••• ·--······--······--··· ········--··········--·······0 ll04 · &JO N.E. l tlnlCIW1 • BlOO & l llll.. •••••• --······--······ PORllAlll. ••••• --······-~--····--······· •••.. Oll1311199L V/lllOlll. ••••• _____________________________________ ········--··········--·······0 V/lllClll lOCAHOIS LESS llWI $501(__ ·····-- ·····-- ·····- VARIWs....__ ... V/lllOlll.... . ...... 0

199999 • J.c:quired ~ ourcriase 0399999 Totals

SCHEDULE A - PART 3 Showing All Real Eatllo DISPOSED During II• Quarter, Including Paymentl During the Final Year on "Salee Under Contract"

Locafoo Changes. in Book/Adi,J$ted Camfng Value l e&.$ EncunbranOM 14 9 I 10 I ,, I 12 I 13

OJrrent Bool</Aqusted

:::::::::==:::::::::::____o ·········--··········-----" ·········--··········-----" ·········--··········-----" ·········--··········-----" ·········--··········-----" ·········--··········-----" ·········--··········-----" ·········--··········-----" ·········--··········-----" ·········--··········-----" ·········--··········-----" ·········--··········-----" ·········--··········-----" ·········--··········-----" ·········--··········-----" ·········--··········-----" ·········--··········-----" ·········--··········-----" ·········--··········-----"

-----"

15 16

BooWA'*>•"d Conyiig Vdue Leu Encumranoes

::::::==:::::::::==::::::::::o ······--·········--··········o ······--·········--··········o ······--·········--··········o ······--·········--··········o ······--·········--··········o ······--·········--··········o ······--·········--··········o ······--·········--··········o ······--·········--··········o ······--·········--··········o ······--·········--··········o ······--·········--··········o ······--·········--··········o ······--·········--··········o ······--·········--··········o ······--·········--··········o ······--·········--··········o ······--·········--··········o ······--·········--··········o

2.

17 18 7 Expended

fcrAdditicwls. Pennanent

l~vemem and Changes.

in

Bo<*'A'*>•"d C..nyiigValJe

L ... &lcurtuances

Pltot YHI

Yeo~~' I I I Tctal Fo~V> Cunent Temporary Cunent Yeafa Total Change Exchange

De""dalonl Reoogrlted Enatmtnnoos (11·9-10) B./A. C. V.

Le&.$ Exchange Gain Realzed C..nyiig Value I I FollilJl

Encumtonoes l'lnounts Reoei""d (Loos) on IGain(l.oos) onl Tolal Gain (Loss} on nou.osa1 """"""llM o f Property I Cilv I Slale

Prciierty disposed

Disl>osal Dale Name of Pll'Chased Act.Ill Coat Enc:un tranoea

Yeafs l~iment Change fl i"I B./A. C.V. Change i n on DisOO"' Durt-Q Year o;so°"' c:>;sooul

::::::::::==:::::::::i :52 i :'199 ··········--·········-135.004 ··········--·········-156.2'9 ··········--·········...1116.126 ··········--·········...]22.'97 ··········--·········-87.356 ··········--·········-130.836 ··········--·········....Jll7.046 ··········--·········-148.084 ··········--·········....211 .198 ··········--·········-112.316 ··········--·········...Jll•.m ··········--·········-127.019 ··········--·········....357.208 ··········--·········....211 .536 ··········--·········-103.291 ··········--·········-152.100 ··········--·········...]21.669 ··········--·········J57.'71 ··········--·········-498.'77

19

G"'" lnoome

Eamed le$$ lnteres.t

Incurred on Enoun"OMOM

_ 143.695 .lii

8.367.078

20

~ ..... ~ ... 1

and Expenses lnQJned

lllD & llJ llD@ 5 115 N Cl!fll.EY BKAO . ...... IPort 1.m..JCIL .......... .

au1t.0 ufj 2211 e. ••u Pt.411t ... --·· ~rui·1u.J tA... .......... . _DI IOll/20I ~2'i i""fiifiliili"1ii "."""I-····~ ."15 •954 ~

a:l i<lls /mr ica ,

_JM/291201 u c..__ ...... :'.:..L .... 8 .965 .353

········--····o 1·--1.188.949 t ...... 27.1!94 t··········___o t·······---2.383 f--<25 .2111t·········___o t·······--·····o f--... .3.110.193 t·········_o t··_l .9S3 .6&l t······- 1.953.650 1--·········_J t ..... (4.759JI

.... o ___ 1.587.19• ......... _o .......... ___o ·······--··D L ...... ...D •.......• ___o ·······--·····o L ... .3.'93.m ......... _o .. _l .939 .955 ...... - 1.989.955 --·········_J ..... 10.231 OIOClfm • Prcper ty d isposOO 13,411 ::rn o I 2,776,743 I ZT,fl:M I o I 2,383 I <25.21111 o I o I 6,663,954 I o I 3,9'3,ros I 3,943,0'.15 I o I 65,472

······-······-······-··1-·········-~---·-····1-····1····-······-§··········-1········-·······1·-·········-§·········3··········-1·······-·····§·····-~---······-·1·······-········§·····-~---······3··-·····1······-····1-········-~---·······3 ······-······-······-··-·········· ····-···· -········-······- ··········-········-········-·········- ......... ··········- ·······-····· ...... ·········-········-········ ...... ......... ··-····· ······-····-········· ......... . ······-······-······-··-·········· ····-···· -········-······- ··········-········-········-·········- ......... ··········- ·······-····· ...... ·········-········-········ ...... ......... ··-····· ······-····-········· ......... . ······-······-······-··-·········· ····-···· -········-······- ··········-········-········-·········- ......... ··········- ·······-····· ...... ·········-········-········ ...... ......... ··-····· ······-····-········· ......... .

······-······-······-··1-··········~····-····1-····1····-······-§··········-1········-·······1·-·········-§·········§··········-1·······-·····§······~·········-·1·······-········§······~·········§··-·····1······-····1-·········~··········§ ······-······-······-··-·········· ····-···· -········-······- ··········-········-········-·········- ......... ··········- ·······-····· ...... ·········-········-········ ...... ......... ··-····· ······-···· -········· ......... . ······-······-······-··-·········· ····-···· -········-······- ··········-········-········-·········- ......... ··········- ·······-····· ...... ·········-········-········ ...... ......... ··-····· ······-···· -········· ......... . ······-······-······-··-·········· ····-···· -········-······- ··········-········-········-·········- ......... ··········- ·······-····· ...... ·········-········-········ ...... ......... ··-····· ······-···· -········· ......... . ······-······-······-··-·········· ····-···· -········-······- ··········-········-········-·········- ......... ··········- ·······-····· ...... ·········-········-········ ...... ......... ··-····· ······-···· -········· ......... . ······-······-······-··-·········· ····-···· -········-······- ··········-········-········-·········- ......... ··········- ·······-····· ...... ·········-········-········ ...... ......... ··-····· ······-···· -········· ......... .

······-······-······-··1-·········-~·-··-····1-····1····-······-~·-········-1········-·······1·-·········-~·-······-~·-········-1·······-····-~·-···-~·-·······-·1·······-·······-~·-···-~·-······-~---·····1······-····1-·········*·········-~ ······-······-······-··-·········· ····-···· -········-······- ··········-········-········-·········- ......... ··········- ·······-····· ...... ·········-········-········ ...... ......... ··-····· ······-····-········· ......... . ······-······-······-··-·········· ····-···· -········-······- ··········-········-········-·········- ......... ··········- ·······-····· ...... ·········-········-········ ...... ......... ··-····· ······-····-········· ......... . ······-······-······-··-·········· ····-···· -········-······- ··········-········-········-·········- ......... ··········- ·······-····· ...... ·········-········-········ ...... ......... ··-····· ······-····-········· ......... . ······-······-······-··-·········· ····-···· -········-······- ··········-········-········-·········- ......... ··········- ·······-····· ...... ·········-········-········ ...... ......... ··-····· ······-····-········· ......... .

0399999 Tctals 13,__fil_._3)7 2,776,743 21 cl!94 2c383 25c211 6,663,964 3.oo .ros 3.943.8'.15 65c'72


Schedule B - Part 2

NONE Schedule B - Part 3

NONE Schedule BA - Part 2

NONE Schedule BA - Part 3

NONE

E02, E03

m ~

STATEMENT AS OF SEPTEMBER 30, 2016 OF THE KAISER FOUNDATION HEALTH PLA N OF THE NORTHWEST

CUSIP Identification

Bonds - U.S. Go"9rM18nts

~ ..... 91'828-lf-L_. us TllfASOO Ml ..... 91'828-N2-2.__. us TllfASOO Ml ..... 91'828·P9·L-. US TllfASl.ltY Ml ..... 91'828·R8·L-. US TllfASl.ltY Ml ..... 91'828·119·3,__. US TllfASl.ltY Ml ..... 91'828-S2-7 __ us TllfASOO Ml ..... 91'828-56-a.__. us TllfASOO Ml ..... 91'828-S7 -&.___. US TllfASOO Ml

2 3

Oesaiptjon Foreign

SCHEDULE D - PART 3 Show Ml Lona-Term Bonds and Sk>ckAcquired Durina the CurTent Quarter

5

Date AcQuired Name of Vendor

6

Nt.mberof Shares of Stoel<

7

Actual Cost

1.1251106/31/21... ... _ .......... -..... 00/02/2016.... .... t.:lllMASECIRITIES INTEL ........ - .......... - .......... - ......... _------------------------- .......... _ 2,517,115 1.250% 12115118 ...... - .......... -..... 0010112016.... .... Var loos_____________________________________________________ ------------------------- .......... ---23,679,868 1.000'4 03115119 ...... - .......... -..... 0610112016.... .... llJRGAN STAN.EY CO INl'.Xl .......... - .......... - ......... -.......... ------------------------- .......... _ .... 312,022 1.000'4 06115119 ...... - .......... -..... 0710612016.... .... Var ioos ___________________________________________ .......... ------------------------- .......... _ 2,041, 198 0.625'4 06130118. ..... - .......... -..... 712912016.... .... CITIGROLl'Gl.06Al JWl!(L .......... - ......... - .......... -.......... .. .. - ......... -.......... . ......... - 9 ,294, 188 1.12511 06130121... ... _ .......... -..... 11512016.... .... Var ioos_ ......... - .......... - .......... - ......... -.......... .. .. - ......... -.......... . ......... ---22,514,066 0.750% 07131118 ...... - .......... -..... 0611612016..... ... t.:lllMA SECIRITIES INTEI. ......... - .......... - .......... - ......... _ .... - ......... -.......... . ......... _ 9,874,771 1.12511 07/31/21... ... _ .......... -..... 0611712016..... ... IW!Q.AYS 8.'N< ........ - .......... - .......... - ......... -.......... .. .. - ......... -.......... • ......... - ... .928,474

0599999 · Bonds · U.S. Gol<llrrvnents 71£700 Bonds - All Other Goverrvnents

..... 045167-0Q·l,__. ASIAN IB'B.OPIENT 8MK SERIES OOH 1.0.. ......... --...... ____£___ 0610012016..... ... Oppenheimer! Co Inc__ .......... --.......... --......... --.......... .. .. --......... --.......... . ......... __ 2,454,563

E ..... 12f93C·AE·1-. Cl'PIBCAPITAL INC SERIES 1441. 1.250% 0.. ......... - ...... ____L__ 00/13/2016..... ... Gol<!nM SadlS Co ... - .......... - .......... - ......... -.......... .. .. - ......... -.......... . ......... _ 3,430,437

:::::E:~:~: : :=~~~:A06

'.~~~;~::::::::: :::::. ::: :J___ ~iili~lt:: ~~~~~::::::::: :::::::::: :::::::::: -::::::::: :::: ::::::::: :::::::::: :::::::::: :l:fil:E 1099999 - Bonds - All Other Goverrvnents I 10.379.161

Bonds· U.S. Special Rel<llnue

8

Par Value

9

Paid for Acx:rued Interest and Dividends

10 NAIC

Designation or Malt<et

lndic:ator<I)

......... - ....... 2,525,000 ___________________ fi/4 ........ !... ..... _

......... - ..... .23,400,000 ______________ A2,6JO ........ !... ..... _

......... - ........... 310,000 --------------·-' · 196 ....... L ..... _

......... - ....... 2,030,000 _______________ J ,275 ....... L ..... _

......... - ....... 9 ,l:JO,OOO ___ , ......... - .. 5,054 ....... L ..... _

......... - ..... .22,520,000 ___ , ......... _ 26,810 ....... L ..... _

......... - ....... 9,874,000 ___ , ........ ,_ .. 3,421 ........ !... ..... _ .......... .930.000 ,,_, ........ ,_ ..... 512 ........ !... ..... _

70"889,000 I 81 ,472 I ill

......... - ....... 3,440,000

......... - ....... 2,460,000

......... - ....... .! ,350,000

......... - ....... .! ,580,000 ....... .1~000

10.400.000

___ , ......... - ......... 0 ...... lfL ... _ ___ , ......... - ......... 0 ..... JFE. ..... _ ___ , ......... - ......... 0 ..... JFE. ..... _ ___ , ......... - ......... 0 ..... JFE. ..... _ ,,_ .......... - ........ h ..... JFE. .... .

OI ill

..... 31li00-P4-9__. FAlfllE MAE 1.()(X)% 06128119.... .......... - ......... - ...... -------- ------------------------- .......... _ 3,284,868 ......... - ....... 3,290,000 --------------......... 0 ........ !... ..... _ .... - ......... -.......... . ......... _ 3,272,062 ......... - ....... 3,280,000 .. _ .......... - ......... 0 ........ !... ..... _

6 556,930 6 570,000 0 ill Bonds - Industrial and Misoellaneous (Unaffiliated!

..... 02!ii5l-!IE-Q___ A#ERl()H t«ll{)A FINANCE SERIES M1N 1.20.... ....... - ...... -------- 07/07/2016.... .... IW!a.AYS 8.'N< ........ - .......... - .......... - ......... -.......... ------------------------- .......... _ ... .739,2fi0 ......... - .......... .740,ooo _______________________ o ..... JFE. ..... _

.... J)26674·00·9__. AIERl()H IHTl Gll(lP 3.l10'4 03/0l/21-......... - ...... -------- 0613012016.... .... Gol<!nM SadlS Co ... - .......... - .......... - ......... -.......... ------------------------- .......... _ 3 ,366,284 ......... - ....... 3 ,205,000 _____________________ 55 ..... Jff. ..... _

..... 064>70-BX·L-. llElll<SHIRE H!.THAI AY INC I. ISO% 06115118.. ......... - .... ---------- 06/06/2016.... .... l achovia Se:ur ilies llC .......... - .......... - .......... - ......... _ ------------------------- .......... _ .... 419,950 ......... - .......... .420.000 _______________________ o ..... JFE. ..... _

.... .1391411·AE·L_. CAPITAL AUTO RECEIVABLES AS9:T SERIES 2Q. ......... - ...... -------- 0711212016.... .... CITIGROLl'Gl.06Al JWl!(E._., ........ - ......... - .......... -.......... ------------------------- .......... _ ... J89,990 ..... 1391411-AF-l,__. CAPITAL AUTO RECEIVABLES AS9:T SERIES ZO.. ......... - ...... -------- 711212016..... ... CITIGROLl'Gl.06Al fWl!(E._, ......... - ......... - .......... -.......... .. .. - ......... -.......... . ......... - ... .389,940

......... - .......... J90,ooo _______________________ o ..... JFE. ..... _

......... - .......... .390,000 ,,_, ........ ,_, ....... h ..... .IFE. ..... _ ..... 172/SR-&l-L_. CISCO SYSTEMS INC 1.400% Ql/20/19._ .......... -..... /13/2016..... ... CITIGROLl'Gl.06Al fWl!(E._, ......... - ......... - .......... -.......... .. .. - ......... -.......... . ......... _ J ,023,862 ......... - ....... .1 ,025,000 ,,_, ........ ,_, ....... h ..... .IFE. ..... _ ..... 1961411-M-L-. Ctll.00 AMERICAN HllES SERIES 2014-2A ClA .......... - ...... -------- 0611712016..... ... Interes t C<pll al lzal la> .......... - .......... - .......... - ......... _ .... - ......... -.......... . ......... - ......... J ..... 233331 -AX-L-. DTE 08lGY OJ!IPANI 1.500% 10101119__ .......... - ..... ... -... 00/29/2016..... ... l achovla Se:ur llles llC .......... - .......... - .......... - ......... _ .... - ......... -.......... . ......... - .... 634,206

......... - .......... - .. 0 .. _ .......... - ......... 0 ..... .IFE. ..... _

......... - ........... 635,000 .. _ .......... - ......... 0 ..... .IFE. ..... _ ..... 257460-Cll-7_. OO!llNIOH llESQUl\:ES INC SERIES 144A 1.5.. ......... - ...... ________ 0012612016..... ... RSC CAPITAL JWl!(Els___ ......... - .......... - ......... -.......... .. .. - ......... -.......... . ......... _ J,583,066 ......... - ....... .1,585,000 .. _ .......... - ......... 0 ..... Jff. ..... _ ..... J6ZiOO·AG·9__. GN FINViCIAL AUTa«J61lE l EASIN SERIES 2Q. ......... - ...... -------- 0012612016.... .... Chase Sewri I ies ... _ .......... - .......... - ......... -.......... .. .. - ......... -.......... . ......... _ .... 901 ,038 ......... - ........... 880,000 ,,_, ........ ,_ ..... 113 ..... Jff. ..... _ ..... 44811E·AG·L_. HYlHJAI AUTO RECEIVABLES TJll6T SERIES !&.. ......... - ...... -------- 00/14/2016.... .... Chase Sewri I ies ... _ .......... - .......... - ......... -.......... .. .. - ......... -.......... . ......... - ... .749,763 ..... 46625H·tl-7 __ JP f«lfllAN CHI.SE & CO 6.300:\ 04/23/19-.......... -..... 712012016.... .... Var ioos ___________________________________________ .......... ------------------------- .......... _ .... 416,053

......... - ........... 750,000 ,,_, ......... - ......... 0 ..... 2111. ..... _

......... - .......... .370,000 ________________ S,808 ..... JFE. ..... _ ..... 5W'll·AG·1-. KRJFTIEINZ FOOOSCO 2.000:I 07102118-.......... -..... 11612016.... .... Tax Free E>cllarlge _____________________________________________ ------------------------- .......... _ J,403,436 ..... 653l9K-AJ-9__. 1£XTERI. BfRGY CIPITAL 1.649% 00/01118.... ....... - ...... -------- /25/2016.... .... CITIGROLl'Gl.06Al fWl!(L .......... - ......... - .......... -.......... ------------------------- .......... - ... .250,625

......... - ....... 1,430,000 ______________ J8, 162 ...... 2fL ... _

......... - .......... .250,000 --------------........ h ...... 2fL ... _ ..... 654/ll'l-AD-7 __ NISSAN AUTO RECEIVABLES OlltR SERIES 20L.. ....... - ...... -------- 0610212016.... .... HS8C Sewr ll les ..... - .......... - ......... - .......... -.......... ------------------------- .......... _ 3,044,700 ......... - ....... 3,045,ooo _______________________ o ..... JFE. ..... _ .... .71l4m -M-2.__. SU' Gl.06Al INC 5.900% 11115117 ...... - .......... -..... 0712912016.... .... Tax Free E>cllarlge _____________________________________________ ------------------------- .......... - .... 130,240 ..... 71l4m-AJ-L__ SU' Gl.06Al INC 3.l10'4 06114120 ...... - .......... -..... 0712912016.... .... Tax Free E>cllarlge _____________________________________________ ------------------------- .......... _ 2,257,m ..... 92343\'·CH·L-. VERIZ<N COlll..lilCATIONS SERIES I I 2.625.... ....... - ...... -------- 0710112016.... .... Var ioos_ ......... - .......... - .......... - ......... -.......... ------------------------- .......... _ .... 139,967

......... - .......... J25,000 ________________ 2, 131 ..... Jff. ..... _

......... - ....... 2,260,000 ______________ 34, 183 ..... Jff. ..... _

......... - .......... J35,000 --------------·-' ,339 ..... Jff. ..... _ ..... 92343\'·IF·a.__. VERIZ<N COlll..lilCATIONS 1.375'4 06115119.. ......... - ...... -------- 07/Z7/2016.... .... MlztH) SECIRITIES USA INC ....... - .......... - ......... -.......... ------------------------- .......... - ... .759,932 ..... 92347X-M-L_. VERIZ<N Ot!ER TJll6T SERIES :1)16-IA a.ASS.. ......... - ...... -------- 711212016..... ... Oppenheimer! Co Inc__ .......... - .......... - ......... -.......... .. .. - ......... -.......... . ......... - ... .399,933 ..... 92347X-A8-2.__. VERIZ<N Ot!ER TJll6T SERIES :1)16-AI a.ASS.. ........ ,_,,,,,,________ 711412016..... ... Oppenlleimerl Co Inc__ ......... ,_, ........ ,_,,,,, .... _,......... .. .. - ......... _,......... . ........ ,_3,611 ,041 ..... 9861F-A0-7_. 10fl1D Olrll AUTC!«BllE LEASE SE SERIES ZO.. ......... - ...... -------- 0711212016..... ... Oppenheimer! Co Inc__ .......... - .......... - ......... -.......... .. .. - ......... -.......... . ......... _ A,329,457 ..... 06Ji7T-Jl-1-. 8MK f1' ll1HTllEAL SERIES M1N 1.350% 06'-.. ....... - ...... ____L__ 0612412016..... ... H.l.llRIS 1£S81IT CQllP_ .......... - .......... - ......... -.......... .. .. - ......... -.......... . ......... _ 2,009,920

......... - .......... .760,ooo _______________________ o ..... .2ff. ..... _

......... - ........... 400,000 ,,_, ........ ,_, ....... h ..... .IFE. ..... _

......... - ....... 3,630,000 ,,_, ........ ,_, ....... h ..... .IFE. ..... _

......... - ....... A,330,000 .. _ .......... - ......... 0 ..... .IFE. ..... _

......... - ....... 2,010,000 .. _ .......... - ......... 0 ..... .IFE. ..... _ ..... 380081·1lN·9__. QJUJEN CllEOIT CAR! TRUST SERIES 2016·5A.... .......... - ........ -... 0011312016..... ... RSC CAPITAL JWl!(ETL_ .......... - .......... - ......... -.......... .. .. - ......... -.......... . ......... _ 3,200,098 ......... - ....... 3,210,000 .. _ .......... - ......... 0 ..... JFE. ..... _ ..... 05253J·AN·I_, AUST & NZ BMKIM> GROlP SERIES M1N I.&.... ....... - ...... ____£___ 0711112016..... ... RSC CAPITAL JWl!(ETL_ .......... - .......... - ......... -.......... .. .. - ......... -.......... . ......... _ J ,449,870 ......... - ....... J ,450,000 .. _ .......... - ......... 0 ..... Jff. ..... _ ..... 05$21-EJ-9__. llN? PIRIBAS NY 1.520% OO/'Z">/17 ...... - .......... - ..... _____f_____ 0012212016..... ... JPllJRGAN SB:l.ltlTIES Ill .......... - .......... - ......... -.......... .. .. - ......... -.......... . ......... _ 3,220,000 ..... 05&'52-AO-Q___ BAIOU INC 2.750:\ 06/00/19-......... - .......... - ..... _______ f. 10112016.... .... MlztH) SECIRITIES USA INC ....... - .......... - ......... -.......... ------------------------- .......... _ J ,253,911

......... - ....... 3,220,000 ,,_, ......... - ......... 0 ..... ..ll_ ..

......... - ....... .1 ,230,000 ________________ S, 168 ..... JFE. ..... _ ..... 2Yr!l;A-AF-a.__. DANSl<E 8MK A/S :ERIES 144A 1.650% 00'-.. ....... -...... /3112016.... .... CITIGROLl'Gl.06Al JWl!(E._ ________________________________ .......... ------------------------- .......... - ... .948,784 ......... - .......... .950,000 ______________________ h ..... JFE. ..... _ ..... 63254>.-AQ-1-. NATIONIL AUSTRAL IA 8MK 1.375'4 07112/L.. ....... - ...... ____£___ 0710512016.... .... Oppenheimer! Co Inc__ .......... - .......... - ......... -.......... ------------------------- .......... _ 2,002,692 ..... 63SliEIU-!IO-L_. NATIOlll~ 81.00 SJCIETY SERIES 144A L ......... _______ ____£___ 0712012016.... .... Chase Securities ... _ .......... - .......... - ......... -.......... ------------------------- .......... _ 2,695,194

......... - ....... 2, 100,000 _______________________ o ..... JFE. ..... _

......... - ....... 2,100,000 _______________________ o ..... JFE. ..... _ ..... 78448T-M-Q___ SlllC AV IATION CAPITAL Fl SERIES 144A 2.. ......... - ...... ____£___ 0711212016.... .... CITIGROLl'Gl.06Al fWl!(L .......... - ......... - .......... -.......... ------------------------- .......... - .... 449,375 ......... - ........... 450,ooo _______________________ o ..... .2ff. ..... _ ..... 8241lll -M-7_. SHIRE ACQ IN\' 1118.MIJ DA 1.900% 00/23'-.. ....... - ...... ____£___ 0011912016.... .... IW!Q.AYS 8.'N< ........ - .......... - .......... - ......... -.......... ------------------------- .......... _ A, 111,667 ......... - ....... A, 115,000 --------------......... 0 ..... Jff. ..... _ ..... 853154·118-L-. STMIJNID CHARTEJIBJ PlC SERIES 144A 2. L.. ....... - ...... ____£___ 0611612016.... .... Chase Sewri I ies ... _ .......... - .......... - ......... -.......... ------------------------- .......... _ .... 648,856 ..... 860006-AN-2.__. SVENSl<A 1Ml8.S8.'N<EN AB SERIES JFXO L.. ....... - ...... ____£___ /YJ/2016..... ... OEUTSCIE 8.'N< AG. .. _ .......... - .......... - ......... -.......... .. .. - ......... -.......... . ......... _ J ,381 ,441

......... - ........... 650,ooo _______________________ o ..... JFE. ..... _

......... - ....... .1 ,385,000 ,,_, ........ ,_, ....... h ..... .IFE. ..... _ ..... 88167A·M-9__. TEVA AWIMACEVTIOO.S IE 1.400% 07120/L.. ....... - ...... ____£___ 7/18/2016..... ... IW!a.AYS BIN<. ....... - .......... - .......... - ......... -.......... .. .. - ......... -.......... . ......... - ... .929,200 ......... - .......... .930,000 ,,_, ........ ,_, ....... h ..... £ ..... _ ..... 8867A-A8-7_. TEVA AWIMACEVTIOO.S IE 1.700% 07/19/L ........ - ...... ____£___ 7/18/2016..... ... IW!a.AYS 8.'N< ........ - .......... - .......... - ......... -.......... .. .. - ......... -.......... • ......... - ... .819,926 ......... - .......... .820,000 ,,_, ........ ,_, ....... h ..... £ ..... _ ..... 8867A-AC-5__. TEVA AWIMACEVTIOO.S IE 2.200% 0712112.... ....... - ...... ____£___ 711812016.... .... Var ioos_ ......... - .......... - .......... - ......... -.......... .. .. - ......... -.......... . ......... _3~527 ....... 3~000 ,,_, ........ ,_, ....... h ..... £ ..... _

m ~ .....

STATEMENT AS OF SEPTEMBER 30, 2016 OF THE KA ISER FOUNDATION HEALTH PLA N OF THE NORTHWEST

2 3

CUSIP Identification I Desaiptjon Foreign ... 96t214-CY·7 JIESTPK: 8MKIOO (l)fiP t.6oo:I 06/19/19-... .. .

3899999 - Bonds - Industrial and Misoollaneous (Unaffiliated) 8399997 • StA>totals · Bonds · Part 3 8399999 - SIA>totals - Bonds

SCHEDULE D - PART 3 Show Ml Lona-Term Bonds and Sk>ckAcquired Durina the CurTent Quarter

s I 6

Date AcQuired I Name of Vendor 06/tt/201L .. .ICITIGROlfGUl6Al MAllJ(L ...

Nt.mber of Shares of Stoel<

7 I

Actual Cost

_J t58 711 68,882,707

156,960,498 156,960,498

8 I 9 I 10 NAIC

Designation or Paid for Acx:rued Malt<et

Par Value Interest and Dividends lndic:ator <I) ...... .7 160 000 ......... 0 ..... .tfE. ...

68,700,000 67,559 xxx 156 559,000 149,031 xxx 156,559,000 149,031 xxx

~··•••••••• ••••••••••:••• •••••••••• •••••••••• ••••••••• •••••••••• ••••• ••• : H : •••••••••• •••••••••• ••••••••• •••••••••• H ••••••••• •••••••••~•••••••••• ••••••••~••••••••• •••••••••• ••••• •• •••••••••• m •• ~++ ++~I/ ++ ++ /+: ++ HJ/ :+ :+~++ :/IH+: ++ ++ /+: ++ ++~:::: ::::+ ++~++ :::+:~+:::: ++ /[ ++ ::::+:~+:::: ::I

~··•••••••• r•••••••••••••••••••••••••••••••••••••••••••••••:E :••••••••••••••••••••••••••••••••••••••• @••••••••• L @•••••••••••••••••••••••••••I•• 9999999 Totals 156,960,498 xxx 149,031 xxx (a) For all 0011111on stoci< bearing the NAIC mar1<et indicator "l!' provide: the runber of such issues -··········--·········J

m 0 (JI


SCHEDULE D - PART 4 Show All Long-Tenn Bonds and Stock Sold, Redeemed or Otherwise Disposed of Du~ng the Current Quarter

CUSIP ldeni-

8 I 9 I 10 I I Change in ~ook/Adus.ted c ,-n!ng Value

PricrYear Bod</Acju•"d!

11 12

lklrealzed Valuation CuTentYear'$

13

CUnentYeafs Of'lerThan Terrcxuary

14

18

15

17 18 19 20

Bond Fcreign

E>Change Ga in Realzed Gain

21 22

MAIC Des;g-nation

Stated « conracl\lal Ma11<e1

fleaticrl I De!ffi:Alon Clis!loool

Date Named P\Jttnaset

Nt.mberof Slaresof

St>ct< Consldetallonl Par llalue ActJalCo&t Conyi'lg

Value lnaeoS&' (Nnortimion)/

I Demase Accntticrl '""'*ment Recoooiz~

Tctal Charge inl B./A.C.V.

111 +1~13)

Total Fcreign Exeharge Charge i"I B/A&,V.

Book/ Adj.1$ted

ConyirgValue at

Disoosal Date (l.oos) on (l.oss) on nt&N'lgal 0 Ml

Tolal Gain (Lo• ) on f'krlogal

lnEresVStodt CJMcjend$ ReceNed

Duma Year Maturiy Indicator

Date a 8Md$ - U.S. Govemnents

OOl'E>li Blf l~TIOW. 3837•V-H7 -7 .. l l HGN'JE ~RIES all /01/ a'.116- Payd:lwn...__...... ·········-- .83,937

OOl'E>l• Ba HATIOW. 383758-'11·9 •• l l HGN'JE A BIES 20 00/01/ a'.116_ Pa)'OOwtL__...... ·········-- 70,19'

Q• A S:RIE5 2016·1114 3BmR-<l.J.. ~~~~a ~~:w.CL..... . 10112016.. Paydo"'--······ ·········-- 89,987

383781-lll -t.. ~:l!:l~S::'eso2sro1 10112016.. Paydaln___...... ·········-- 53.625

9 12828-Hl -7 .. 011 15/ la....__.......... OOIZT/2016_ Va r io.it....__...... ·········-- 18,650,5 16 Ill M.151.R\' 16 1.00?I FIRST lBflESSEE BAI~ BOV

9 12S28.J6·&. 00115/llL_.......... 118/2016.. OIVL ___ .... ___ ,3 11 ,141 Ill M.151.R\' 16 o. 7!0I

912S28-K2-6.. 0<11511IL_.......... 12712016.. 1011.P.A SECLIUTIE5 ltl!E I. .Ol'.1.402 lll M/.51.R\' 16 O.srol

9 12828·1C7 ·2.. 1113J/ 17_.......... '111'11121J l6_ \'ar iw t....__...... ,775,705 Ill M/.51.R\' 16 1.00?I

9 121128;6 -5 •• 121311 17_.......... 0710712016_ CllllllCll'GLCBAl llAl'l<E........ ,288,553 Ill M.151.R\' 16 1.00?I

912S28-P9-6.. 00115/l!l__.......... 11312016.. CITllJ!Cll'GLCBAL llAfl\C........ .<31,063 lll M/.51.R\' 16 O.srol

912S28.f!S ·L 0513111IL_.......... 12712016.. CITllJ!Cll'GLCBAL llAfl\C........ ·········-- 10,871,033 Ill M/.51.R\' 111 1.00?I

9 121128-P.8 -5 .. 06115/l!l__.......... . ........ __ 11 ,63'.l,908 Ill M/.51.R\' 16 1. 12!/'i

9 12S28-s2 ·7 .. Cllll'.112 L-.......... 120/2016.. Cllase Soair itles... . ........ __ ,698,3 13 Ill M.151.R\' 16 o. 7!0I

912828-l.R ·9.. 02128118....__.......... /Olla:ll6- (\:>pcrtla inorl Co Inc...__ ·········-- .631.8'17 lll M/.51.R\'16 1.12!/'i

9 121128-.lf -~ . 06115/llL_ .. , 0599999 . Bonda- u.s. Govemments

Bcru:ts - Al O!her GovetRnent$ JIRER-A&lCIJI CE\H El<

.071:1912016_! CllllllCll'GLCBAl llAl'l<E. ... Q,378,965 77,Jfij , 149

..... ----83 ,931 ...... ...85,<1<7 .... JJS,"7 ___ ...... ..o ..... .; 1,51oi ...... ___ n __ ; 1,51oi ...... __p ...... ---83,937 __ ...... ..o ...... ---" ...... ___ n ___ ,2,371 12012on. ..t.. ....

_____ _Jro ,19' •••••• J 11.wi1 •••••••••• _o ·--······..o ...... J l ,613J ······--··o __ J l ,613J •••••• __p ...... _ 110.19< --······..o ······---" ······--··o ____ J ,3'.15 • .1 ••••••

.•••• -211! .WT •••••• .Z¥J .727 .......... .JJ ·--······..o ...... -l893J •••••• ---2.332 __ ;3.2SSJ •••••• __p ...... --289.987 ________ ..o ······---" ······--··o ____ 2 ,002 12012002.. ..1 ••••••

.•••• _JS3 ,625 •••••• .J55 . .W6 ••• J55.o3' ·--······..o ...... ; 1.«!IJ ······--·n __ ; 1 .«!IJ •••••• __p ...... _ 153.625 --······..o ······---" ······--·n ____ ;i,071 1161200.. ..t... .. .

.... .18,610 ,000 .. .18,518,963 18,5 19,13'.l ___ ...... ..P ...... 28.7'6 ..... , ____ O __ 28,7'6 ...... __p ..... ,_18,5'7,875 __ ...... ..P ..... .102,6'1 ...... _ 102,8' 1 __ IWJ ,950 . .1. .... .

..... .2 .»:1 .000 .... 2.20 1.996 2 .291.996 ___ ...... ..o ...... _ 1,m ...... ____ o ___ .1 ,m ...... __p ...... _ 2,:193.968 __ ...... ..o ...... _11. 173 ...... __J1,113 ___ .19 .<1311 1151201a . . .1 ..... .

..... .J .000 .000 ..... 1.020.019 .1 .020.019 ___ ...... ..o ...... .2.<78 ...... ___ n ___ 2 ,'78 ...... __p ...... _ 1,022.'98 __ ...... ..o ...... _ 7,905 ...... __ 7,005 ___ .. 6.079 1151201a . ..t... .. .

.•••• .J .70'.l .ooo •••• 3.752,963 2.891,6 19 ·--······..o ...... .2.100 ······--··o ___ 2,100 •••••• __p ...... _ 3,755,072 --······..o ...... ..20.633 .••••• ---20,633 ___ JfJ ,ooo • .1 ••••••

.•••• Jl .250.ooo •••. ~.2'2,188 ~.2'2, 188 ·--······..o ...... .2.0 11 ······--··o ___ 2,011 •••••• __p ...... _ 6,2'<.199 --······..o ······-"·355 .••••• ___J<,355 ___ 32,00 • .1 ••••••

.•••• .2 .'25 .ooo •••• 2 .m .22• •••••••••• .JJ ·--······..o ...... - ······--·n ______ .914 •••••• __p ...... _ 2,'20.159 --······..o ...... _10.89' .••••• __J0,89• ___ .12 .059 1151201a . ..t... .. .

.••• .to .950 .ooo •• .to .8"3 .3'6 •••••••••• .JJ ·--······..o ...... _1,m ······--·n ___ .t .<12 •••••• __p ...... _10.a.1.758 --······..o ...... ..29.275 .••••• ---29.275 ___ 28 ,'111 1311201a . ..t... .. .

..... 11 .620,000 ... 11 .6!!l,176 .......... _o ___ ...... ..o ...... ; 1.a.1i ...... __ J __ ; 1.ooi ...... __p ...... _11 ,667,535 __ ...... ..o ...... (36,627) ...... _ (36,627) ___ J<.oo . .1. .... .

..... .2 ,700 ,000 .... 2,698,840 .......... ..IJ ___ ...... ..P ..... ,_I ..... , ____ 0 __ ...... _I ...... __p ..... ,_2,698,84 1 __ ...... ..P ...... _(52B) ...... ____(528) ___ ,J ,733 ll'.112021.. . .1 ..... .

..... .1 .633 .ooo .... J.631.16• .......... .JJ ___ ...... ..o ...... ---2!111 ...... ___ n ___ ... 1!111 ...... __p ...... _ 7,631.'29 __ ...... ..o ...... ---378 ...... ------318 ___ 29 ,573 1201201a . ..t... .. .

... .9 ,»:! ,000 ... 9.:19 1,639 J ,981,2WJ ~ ,,,_3,332 .9 ,b332 .,,__p 9,29• ,97 1 ~ ... .$3.993 ... ___ll3,993 .~ .7'8 L 061t512018 .. ,.!.~ 77 , 175 ,743 71 ,079 ,935 39.186,_7 13 36,:lll 2,399 33 ,WJ6 77, 116Jl58 2WJ,092 280,002 '20 ,444 I ID ID

<581X0-8'1' -9 .. J t . t :!!l'i 0011511 ......... ....J.F.L00/2712016_! HAl'RIS IESBITI CIRP. 1,001,5ro l .... J .000 .000 L .... .t .002.200 L .t .002.200 ~ ~351 ~ & 35111 .,,__p 1,000,8'9 ~ .711 .,,__Jlt . .11 ,656 L oo11512011 .. 1~ 1099999 - Bonda- AIClher Govemmenta 1.001.5ro I 1 000 ooo I 1.002.200 I 1.002.200 1.35111 1.35111 1.000.849 711 711 11 .656 I m m

Bonds • U.S. Soec:ial Reverue aid Seed• Anessment and a l Non-Guaranteed Otjgations d enciet aid Authorities o f Go.-errmenlS aid Their Poff cal SubdMsions flUC GCUI POCl J19~

3 128)0-0< -6 .. 2.50'.l'i 06101122_...... loll,9'6 FNllUE 11/E 1.00?I

..... --318 .916 ...... .J58.106 •••••••••• _o ·--······..o ...... J9,10'.IJ ······--··o __ ; 9 ,10'.IJ •••••• __p ...... -3'8,9'6 --······..o ······---" ······--··o _____ 3,0'.12 • .1 ••••••

3 13SG0-111·9 .. 0812Bll!l__.......... 33,739 FNllUE 11/E la!IE5 2013·81

.•••• -835 .ooo •••••• ..633 .697 •••••••••• .JJ ·--······..o ...... --22 ······--··o ________ 22 •••••• __p ...... ---833.119 ________ ..o ...... ___Jf) ________ 20 _______ _;41 12B12019.. ..1 ••••••

3136AF-Oll -O.. a;ss TP 3.0......... 78.956 FNINIE 11/E la!IE5 2013·

.•••• --278 .956 •••••• .28' .m ... 283.100 ·--······..o ...... ;6. 1<1<J ······--·n __ ;6 .1<1<J •••••• __p ...... --276.956 --······..o ······---" ······--·n ____ .s,5311 1251200.. ..t... .. .

3 136AG-l<IJ -5 .. Cl.4SS P• 3.0......... 65,08' FNINIE 11/E la!IE5 2013·

.... ,_J65,0!W ...... J 68,659 ... J68,659 ___ ...... ..o ...... J3,575J ...... ____ o __ J3,575J ...... __p ...... _ 165,08< __ ...... ..o ...... ---" ...... ____ o ___ ,_3,2!W . .1. .... .

3 1:1>AG-1Ji.J.. Cl.4SS •P 3.0......... 38,52' FNllUE 11/E la!IE5 2014·

..... _J38 ,52A ...... J 41,45 1 ... W .451 ___ ...... ..o ...... ;2.927J ...... ____ o __ ;2.927J ...... __p ...... _ 138.524 __ ...... ..o ...... ---" ...... ____ o ___ .2,roi 125120<2.. . .1 ..... .

3136AK.J3 -8.. a;ss GU <.O......... l'.1.959 fR;lDIE llAC la! IE5 3914

..... --2ll .959 ...... .239 .598 ... 239.598 ___ ...... ..o ...... ;8.639J ...... ___ n __ ;8 .639J ...... __p ...... ---230.959 __ ...... ..o ...... ---" ...... ___ n ___ .. 6.21< .. t... .. .

3137AE·TI ·l . a;ss LA 3,&JQ__ ... ,. • 53.097 FA;IDIE llAC S IE5 39'5

..... _JS3 ,097 ...... .Jro .257 ... JS8.575 ___ ...... ..o ...... ;5.'78J ...... ___ n __ ; 5.'78J ...... __p ...... _ 153.007 __ ...... ..o ...... ---" ...... ___ n __ .. .3.5311 1151201!l.. ..t... .. .

3 137AG-!11·9 .. (USS CA 3.00Q__...... ·········-- JlS,8!0 FA;IDIE llAC la! IE5 3939

.•••• ---85 .950 •••••• ...88.024 •••. .87.765 ·--······..o ...... ; 1.915J ······--··o __ ; 1.915J •••••• __p ...... ---85.sso ________ ..o ······---" ······--··o ____ J , 128 1151201!l.. ..1 ••••••

3 137AG-ES·9 .. Cl.4SS AE 3.00Q__...... ·········-- .68,886 fR;lDIE llAC la! IE5 «J97

.•••• --1i8 .8il6 •••••• J0.534 ••••• ro.338 ·--······..o ...... ; 1.452J ······--··o __ ; 1.452J •••••• __p ...... ----68.886 ________ ..o ······---" ······--··o ____ J ,3111 1151201!l.. ..1 ••••••

3137AT.ff·L (USS IP 2,&JQ__...... ·········-- 31,25' FA;IDIE llAC S IE5 <l28

.•••• _JJ l .25< •••••• .JJ l .31' ••• J31.286 ·--······..o ...... - (32J ······--·n _______ (32J •••••• __p ...... _ 1J 1.25• --······..o ······---" ······--·n ____ 2 ,121 115121m.. ..t... .. .

3 13789-SJ-5 .. a;ss 1s 3.00Q__ ... ,.. . ........ __ 06,268 FHlll.: • utTIFMll LY

..... - .268 ...... .:i1<.0<6 ... 3 1<.00 ___ ...... ..o ...... ;1.mi ...... ____ o __ ;1.mi ...... __p ...... _3l6,2!18 __ ...... ..o ...... ---" ...... ____ o ___ ,_6,2:19 . .1. .... .

3 13780·Y6·7 .. S!RlC!VIBI P S:RIE5 <13.... • ........ __ 08,189 fR;lDIE llAC 0 ,875,

..... - . 189 ...... .m.94 1 ... 1 23.941 ___ ...... ..o ..... ( 15, 752J ...... ____ o __ ( 15.752J ...... __p ...... _ ..i8. 189 __ ...... ..o ...... ---" ...... ____ o ___ .11 .261 11512009.. . .1 ..... .

313l!:A-Ell·1.. 07119/l!l__.......... . ........ __ .265.207 A• A ll'.l!l AL5957 <.00

..... .J .28l .ooo .... 3.272.062 .......... .JJ ___ ...... ..o ...... _ <JS ...... ___ n __ ..... <35 ...... __p ...... - 3.272.'97 __ ...... ..o ...... ..(7.:190) ...... ___..( 7.:190J --···"863 1191201a . ..t... .. .

3 13!EN-1P -< .. 05101121_... n___... .. ....... __ 39,323 .... ,_J39 ,323 ...... J loll,'6 1 .......... _o ·-- ..... ..o ...... 9,<10 ...... ____j)J8 __ 10 ,318 ...... __p ...... _ 139,323 __ ..... ..o ...... ---P ...... __ ,_o __ .. 2 ,8l'.l 0510112021.. ..1 ......

m 0 ~ .....


CUSIP ldeni· fleaticrl

Clis!IOIOI Date

31397• -0<-6.. QASS Al <.O......... /011al16... P•yctown____ ....... FNllllE 11/C SERIES 20ll ·

3 13WO.OC-9 •• a.ASS PA ' ·5......... 00/01/a'.116_ Pa)'OOwtL__ ••••••. FNllllE 11/C SERIES 20ll ·

3 l397S·l1).(I.. a;ss 8 4 .00......... /01/allL Payctown____ ....... A• A lllCl 68820 l 5.1()

31'00E-GJ-3.. 0310111&__.......... /01/allL P•yctown____ ....... A• A lllCl 725191 5.00

31"120-KC-3.. 1110111&__.......... /01/allL P•yctown____ ....... A• A POct AIW29 ' .00

3 l4l6X-!f-O .. 0110112L-.......... 101/allL Payctown____ ....... CIJJO SI HOO FIN IC! llTGE

611l007-l6-0 .. 1£'Etl 0.4!0I......... 107/allL Cllase Soair ltles. ... CIJJO SI HOO FIN /li'I llTGE

611l007<6-0.. 1£'Etl O.<&'.lll........ 101/allL llo<1>1>tiai 100.0003. ... I 3199999 · Bonds · U.S. Special Re""1ue •nd Special A"°"""'nt ond .. Non-Quwonteed

Ct>ligatm• ot Agencies ond ...,,,,.._ ot Governments ond The~ Political SubdMsiom

Bonds • Indus.trial aid Misc:elaneous /CINA llC l.900I

008171-AT-6.. 0010711iL._ ......... .. AUi /IJTO RE!EJVAllJ.ES

OaJOOl./t-3.. TIUSl SllUES al1"-. ...... Ml Y JLITO RECEIVJa.ES

OaJOOX-/B-3 .. TIUSI LE lERJES al ........ JIERICAN me ' PENT

OlOOSV·M·l.. SER IES all4-$FR J C. ....... 1"1e&:XI le llENT JM.

032l5P-<E -7 .. SECLIUT IES SERIES 1 BlllC '1 !<ERICA <X1l•

0~7 -AX-5.. l l HG m; SERIES al-.....•.. BllJC '1 !<ERICA

0119513·/f·&. <X11181: JM. llJ! SERIES 21 BAYER US FllWCE UC

OW4E·llJ-6.. SERIES 1441 2 .376.... ........ ll!!KlHJIE HAlllAIAY llC

084670-SX-6.. 1.150i 08/15/18-....... OOEDIT 9.JlSlf •Cl!!Gll.E

126161-/C-8 .. TIUSI SERIES al l3 ..... _ C/BB.AS llASlER CHDIT

126&:12-CA-3.. C/l!O lRU SERIES al ....... ...J.--L07108/allLIClllCl!Cl.PGLOllAL llAlll<E. ....... C/f' ITM. /IJTO !Ea!JY.111.ES

1397tiE-/C-3.. ASSET SERIES ai_ ...... _ Clf' ITM. /IJTO !Ea!JY.111.ES

1397tiE-lf -O .. ASSET CJPITi

l413'20·ll-O .. J.300 CRCBE

151020-111 ·<.. 0511511iL._ .......... j --L071151al1L I BAWlS BNK.. ...... __ , CIT 18/llK CRllllT C/l!O

17.llSE-FC -".. ISSlWt:E ~RIES a:IL ..... .. CIT 18/IJK CRllllT C/l!O

17l'.ISE.fE -0 .. ISSU/ICE lERJES al'-. ...... CClOtt Nel lCJll ll'.IES

19624l·M·7 .. SERIES all4 ·1A QA ....... CClO« Nel JCJIJ l(I ES

19624• -M-6.. SERIES all4 ·2A QA ....... DAYTOJ l\'.llER & llGIT

2<0019.as .1 .. 1.871/'i 00115116_ ...... t --L081281al16_lc. JJ 100.0750_ ....... .Olli a:BE Clf'llM. CXllP

24<22E-Sl -7 .. SERIES llTN l.L._ ....... etmmuse RB:T

29372E-1£ -7.. FlNNtllr, LLC SERIES Ell'JOESS 9Jl ll'!S l(ll.01113

30219G·M. ·2.. CO 3.~ 0212...___...... 071 13/a'.116_ SANJNlrER JtflESDENJ I_

Show All Lon'

ActJalCo&t

.. ... -231 ,3SI ...... .2<2 ,220

.. ... _J<S,m ...... J S3,287

.. ... - ,932 ...... .323 ,234

.37,03' ..... --37 ,03' ...... ....37,<32

.311,500 ..... ---'lll ,500 ...... ....36,<39

.67,2ff! ..... --1il ,'2f/! ...... J0,329

91,000 ..... - ,003 ...... ..891 ,000

.. 5.000 ..... ---5 ,003 ...... _ 5,000

8,287,alS I 8,:m,505

,758,635 ..... J ,740 ,003 .... J ,739,723

,3811,851 ..... J ,386 ,035 .... J ,383, 139

,OOO.<<l ..... J ,003 ,599 ...... .lll8 ,867

.23,674 ..... ----13 ,674 ...... ...23,39 1

..... 32 .. ,,, __ .. 32 ...... ----31

83,267 ..... ---483 ,1!fl •....• AS ,71•

00,828 .... ,_J00 ,828 ...... Jl4.228

36,524 ..... ..3 ,280 ,003 .... 3 ,28 1,466

75,261 .•••• ~.cm ...... :JJ•.001

'6.<24 .... ,__28 ,42' ...... ...2<.25 1

,725,644 ..... .2 ,718 ,003 .... 2,723,467

35.7<3 .... ,_J35 .7<3 ...... J 33 ,894

..... ---ffi ,oas ...... J 5,5'0

..... J ,100 ,003 .... J ,686,3!9

2<.121 1 ..... --2al ,003 ...... .218 ,008

.. ... Jl.570,003 .... M7 l,<l3

.. ... JI ,675 ,003 .... ~.688,0 19

.. 3,37< 1 ..... ---3 ,374 ...... _ 3,3l4

.. ... ---2 ,646 ...... _ 2,8l7

.. ... J ,491,003 .... J .468,131

.. .. ,_J65 ,003 ...... J 5' ,337

..... -6ll ,«l ...... ..8lll ,916

..... .1. 18l ,003 .... 2. 155,464

SCHEDULE D - PART 4 the Current Quarter

PricrYear Bod</Acju•tedl

C.nyi'lg Value

... 235,829

11

lklrealzed Valuation lnc:reeset Demase'

.. .J46,249 ___ ...... ..P

... 323,23! ___ ...... ..P

.... .311,289 ___ ...... .JJ

.... .35,528 ___ ...... .JJ

..... 68.4 15 ___ , ..... ..P

.......... .JJ ___ , ..... ..P

.......... .JJ ___ , ..... .JJ

2,886,29'

.......... .JJ ___ ...... ..P

J ,383,139 ___ ...... .JJ

... 998,867 ___ , ..... ..P

.... .23,199 ___ , ..... ..P

.......... 31 ___ , ..... .JJ

... 495,7 1• ·--······..IJ

... J 14.228 ___ ...... ..P

2 ,514.268 ___ ...... ..P

.......... .JJ . __ ...... .JJ

.... i<.<m ___ ...... ..P

2 ,723,487 ___ , ..... ..P

... J35,253 ___ , ..... .JJ

..... 65,8811 ___ ...... ..P

J ,686,349 ___ ...... ..P

... 218,068 ___ ...... .JJ

M7l,928 ___ ...... ..P

U811,0 l9 ___ ...... ..P

...... 3,30< ___ , ..... .JJ

...... 2,583 ___ , ..... .JJ

J .<89,372 ___ ...... ..P

... J5',337 ___ ...... ..P

... 608,931 ___ ...... .JJ

.......... _o ...... ..P

12 13

CUnentYeafs Of'lerThan Terrcxuary '""'*ment Recoooiz~

14

Total Charge inl B./A.C.V. 11+1~13'

...... i2,522) ...... __ .. O __ i2,522)

..... ( 17,:llJJ ...... __ .. o __ (17 ,:llJJ

...... - ™ ...... ___ n --.... ·™

...... _1,032 ...... ___ n ___ J ,032

...... ; 1, 156J ...... __ .. o __ i 1.156J

...... ___o ...... __ .. o __ ...... ..P

...... ___o ...... ___ n __ ...... .JJ

95c'70J 008 96 c378

...... ___j4Jr ...... _ .. o _ ...... j4)

...... _1,o:ll ...... ___ n ___ J ,Oll

..... ,_1,351 ..... , __ .. O __ .. 1,351

..... ,__ffl8 ..... ,____!(14 ___ ,, .. 474

...... _ 1 ······--·n --······-1

..... (12,447J ...... ___ n __ (J2,447J

...... i<."12J ...... __ .. o __ i4."12J

...... _j2S2J ...... __ .. o __ ... i2S2J

...... _ 1 ...... ___ n __ ...... _1

..... ,_1,956 ..... , __ .. O __ .. 1,955

...... ;2,li97J ...... __ .. o __ ;2.li97J

...... _ 491 ...... ___ n __ ..... 491

...... _ 197 ...... __ .. O __ .... .197

...... .li.519 ...... __ .. o ___ .5 ,519

...... ----3l< ...... ___ n __ .... .ll<

...... j l ,9111) ..... , __ .. O __ i l ,9111)

..... (13,019) ..... , __ .. O __ (13,019)

...... ----1S ...... ___ n __ ...... 89

..... ,_ll3 ..... , __ 50 __ , ..... 63

...... _1.7'5 ...... __ .. O ___ J .7'5

...... ----219 ...... __ .. o __ .... 219

...... -2,9ll ...... -----398 ___ 2 ,513

..... ,___285 '""' .. 0 .... JBS

18

15

17

Fcreign E>Change Gain

(l.oos)on ·---~

...... ---D ...... _ 145,727 __ ...... ..P

...... ---D ...... ___,))5,932 __ ...... ..P

...... ---D ...... ---37,034 __ ...... .JJ

...... ---D ...... ---36,560 __ ...... .JJ

...... ---D ...... ---67,259 __ , ..... ..P

...... ---D ...... -890,000 __ , ..... ..P

...... ---D ...... --5,000 __ , ..... .JJ

8,278,<2 1

...... ---D ...... _ l,739,720 __ ...... ..P

...... ---D ...... _ 1,384. 170 __ ...... .JJ

...... ---D ..... ,_1,000,219 __ , ..... ..P

...... ---D ...... ---23,674 __ , ..... ..P

...... ---D ..... , __ 32 __ , ..... .JJ

...... ---D ...... -483,287 __ , ..... .JJ

...... ---D ...... _ 109,826 __ ...... ..P

...... ---D ...... _ 3,283,037 __ ...... ..P

...... ---1J ...... ~•.968 --······..IJ

...... ---D ...... ---26,<24 __ , ..... ..P

...... ---D ..... ,_2,720,89 1 __ , ..... ..P

...... ---D ..... ,_135.743 __ , ..... .JJ

...... ---D ...... ---66,085 __ ...... ..P

...... ---D ...... _ l,69 1,928 __ ...... ..P

...... ---D ...... --218,373 __ ...... .JJ

...... ---D ..... ,_6,570,000 __ , ..... ..P

...... ---D ..... ,_6,675,000 __ , ..... ..P

. ..... ---D ...... --3,374 __ , ..... .JJ

...... ---D ...... ---2,5'6 __ , ..... .JJ

...... ---D ...... _ 1,49 l,ll8 __ ...... ..P

...... ---D ...... _ 164.166 __ ...... ..P

...... ---D ...... -611 ,443 __ ...... .JJ

...... ---D '""' 2,155.749 ...... ..P

18 19

Tolal Gain (Lo•) on

h -osa1

20

Bond lnEresVStodt

CJMcjends ReceNed

oumaYeat

__ ,,.6,171

"""__p L .. ___ ,,O [ __ ,, ... 383

...... __p ...... __ .. o --.. ~.084

...... __p ...... ___ n __ .. J ,339

...... __p ...... ___ n __ .. .1 ,211

...... __p ...... __ .. o __ .. .1 ,818

...... __p ...... __ .. o __ .. J ,298

...... __p ...... ___ n __ ...... ...JJ

7c270J 7 c270J 8l,_U1'

...... _18,916 ...... __J8,9l6 __ .. .3, 122

...... - 4.681 """ __ A,681 ___ J0,010

...... --71A ...... ----224 __ ... 5:m

...... __p ...... __ .. o ___ .... w

...... __p ...... ___ n __ ...... ...2

...... __p ...... ___ n __ .. 11,121

...... __p ...... __ .. o __ .. .4,228

...... J3,4811 ...... --13,468 ---~' ,lli2

•••••• ----294 .••••• _____29. --······193

...... __p ...... __ .. O ___ .... $3

...... _ 4,75' """ __ 4,754 ___ 25 ,5911

...... __p ...... ___ n __ .. .1 ,122

...... __p ...... __ .. O __ ...... WJJ.

...... -8,208 ...... --8,al8 ___ J 4,6ll

...... -5.746 ...... --5.748 __ .. .3,3119

...... __p ...... __ .. O ___ ]2,fJll

...... __p ...... __ .. O __ J l8,ll0

...... __p ...... ___ n __ ...... ..37

...... __p ...... ___ n __ ...... .25

...... __p ...... __ .. O ___ $,463

...... _ l,11'8 """ __ J,178 __ .. 2 ,545

...... __p ...... ___ n __ ... <.278

...... HC.58' ...... 11' ,58' .28.31'

21 22

NAJC DesOg· nation

S1at•d I ,.. COnracl\lal Mal1<el

Mat\riy Indicator Date

1212512021.I

,02/25/202Jj

•• 1. .... .

.J .... ..

.J.. .. ..

•• 1. •••••

•• 1. •••••

• .1 ......

lfL ..

1fL ..

xxx

:lfL ..

1fL ..

1FL ..

lfL ..

1FIL ..

1FIL ..

lFIL ..

lfL ..

1fL ..

1FIL ..

lfL ..

1fL ..

1FL ..

:lfL ..

:lfL ..

1FL ..

1FL ..

1fL ..

1fL ..

:lfL ..

lfL ..

1fL ..

:lfL ..

m 0 (JI

iv


CUSIP ldeni· fleaticrl

Al

Clis!loool Date Named P\Jttnaset

30711X-AA·l. SECLIUT IES SERIES 201... 12!1/allL P•y<IOwn....__ •....•. OlllECT IWT A''EllE

3071U-J.c-8 •• S:ClRll JES BIES 201... OO/al/a'.116_ Pa)'OOwtL__ ••••••. OlllECT IWT A''EllE

30711X-lc ·4 .. SECLIUT IES Ser les 201... 12!ilal16... Paydawn....__ ••••••. CXlllfCllCllT Al~ll.E

30711X..U-3.. SECLIUT IES SERIES 201... 12!1/allL P•y<IOwn....__ ••••••. CXlllfCllCllT Al~ll.E

30711X-8J·l. SECLIUT IES SERIES 201... 12!11al16... P•y<IOwn....__ ••••••. OJllECT IOJT A''EllE

307111-81-6.. ~~~ l:i~ ~l:!iiiT 12!1/aJIL Paydawn....__ •....•.

3131GO·IC-3.. RISK SERIES all_...... 12!1/aJIL Paydawn....__ •....•. S!RLCllJllD NBICY CllDIT

3131GO.£C·R. RISK SERIES 15·-······ 12!11al16... P•y<IOwn....__ •....•. S!RLCllJllD llBICY CllDIT

3 137GO-E0-8 •• RISK ~RIES 15·-······ OO/al/a'.116_ Pa)'OOwtL__ ••••••. S!RLCllJllD llBICY CllDIT

3131G04l-6.. RISK SERIES 15·-······ 12!ilal16... Paydawn....__ ••••••. S!RLCllJllD Nl'HCY CllDIT

3131GO-te -6.. RISK SERIES 15·-······ 12!1/allL P•y<IOwn....__ ••••••. S!RLCllJllD Nl'HCY CllDIT

3 137GO.J'J-3 . . RISK ~RIES all_...... OOlal/a'.116_ Pa)'OOwtL__ ...... . FIRSlEllERlY ClUO Pll'B

337000·M-6.. ~~l~:J lfili~/f;.(f · 115/aJIL Paydawn....__ •....•.

34Sl1l·ID-3.. lRJSl SffilES al IL.. 115/aJIL Paydawn....__ •....•. GSAA llllf EllJITY ll!UST

36228F-5Z-5.. BIES al.W-S:.1.2...__...... laila'.116- Payd:lwn...__ ...... . IEINZ HJ 00 SERIES 144A

,.2ll7.C-EB-8 •• 1.6ooii. 00/30/ L...... 081 16/a'.116_ Ta x Free Exdla~·-······-i IEINZ HJ 00 SERIES 144A

41ll74.ftl-6.. 2.000I 0710211......... 116/allL Tu Free Em'll< .. ······-IOIDA AUTO llf!E !VAiil.ES

43813J.JC ·R. Ollffi T SERIES al..... 1211al16... P•y<IOwn....__ ..... .. IUITllr,JCll NATIOW. 8/llK

.C '6'38.flff-8 •. 1.37b\ 0412'1 ••• --····· '11106/a'.116_ • llllO S:ClRITIES USA lit:. HiUlllAI 11110 lfASE

4$1Y·IC-6.. SECLIUT IZAT SERIES al. .. . 115/aJIL Paydawn....__ ....... lllllTATIOl 11.'IES ll!UST

46186H·M-6.. SERIES al13.m!L-...... 117/allL P•y<IOwn....__ ....... llU ITATICll KIES ll!UST

' 6186P·M·1.. BIES all.C.s:R l_...... 00117/a'.116_ Pa)'OOwtL__ ...... . JP • :R>NI CHASE

• tm4S·IB·1.. mll:A: IM. l '.R BIES 2 00/01/a'.116_ Pa)'OOwtL__ ••••••. ICl.llOTA CIBl IT OWER 1RJ

50116R.Afl ·l . SERIES al15·1L ...... 115/allL P•y<IOwn....__ ..... .. ll))PJ.l HIU CXlS UC

58l645.Jf·9 .. 5.900l 11115117_...... 071291al16_ Tax Froo fmfll' ......... _ ll))PJ.l HIU CXlS UC I

58'.lfW5-Nl·9 .. BIES ti 3.3~ 0 '11129/a'.116_ Tax Free Excfla~········-NIS&UU HICIER lllJCATIO

600072-IA ·l . lllAll SERIES al. ........ 12!1/aJIL Paydawn....__ ....... lll!G/11SlNllfY 8/lll lRJ

61600 .. M·l . SERIES al15-C1......... 1011al16... P•y<IOwn....__ ....... • :RGlll SlNllfY OON

617'46-C2-3 •• 5.'~ 01109117_...... '11105/a'.116_ lach:Jvia Secur il ies UC •. • :RGlll SlNllfY 8/lll 1RJ

617810·All·&. SERIES al12 -<a........ 1011al16... Paydawn....__ ..... .. IR IET Sll.llBfl l0/11 1RJ

6<033l -AA-8.. SERIES al1' ·2A......... 125/allL P•y<IOwn....__ ..... .. PSEG 111111! UC 2. 7&ll

693628-AX -O .. 00/ 151 16....__.......... 00115/a'.116_ latur it)' .... --·········-• l'EGI06 FlllNCIN. CCFP

79:11EP·IJ ·9 .. 2.0~ 051 15118-...... 081181~16- Cor ra1e Acticn ...

Nt.mberof Slaresof

St>ct<.

Show All Lon'

Consldetallonl Par llalue ActJal Co&t

.82.415 ..... ---82 .415 ...... ....82.6111

.63.589 ..... ___JI) ,589 •••••• ...Jl3,49•

.65.829 ..... ----65 .829 •••••• ...Jl4.&:I•

..1,935 ..... _ 1,935 •••••• _ 1,917

.48.256 ..... _ 48 .256 •••••• _ 48.256

.17 .899 .... ,_17 .899 ..... ,_17 .899

,77,658 ..... ---64 .078 ...... ...Jl3.890

78.953 .. ,.,_J78 .953 ...... .J78 .463

.«1.8'2 ·····-'° ,M2 ······-'0,655

48,100 ..... - . 100 •••••• .313 . 100

811.352 ..... _J811 ,352 •••••• .J811 ,147

Jll.210 ..... ___J!J :zro ...... ...J.6.'110

25.548 ..... -125 ,54$ ...... .J'l4 ,777

, 195,800 ..... .J , 195 ,$)) ..... 1.193.949

.. ... ---28 ,:l!W ...... ...J.8,376

..... - .000 •••••• JJlfl.129

..... J ,<()) .000 ••• .7 .39• .930

.. ••• .J .024.467 •••• .1 .022.625

..,.,__,'JSJ ,000 ...... ..248.490

.. ... .2 .Sal .465 .... 2.817,«I•

..2.823 ..... ---2 .823 ..... ,_2,787

..1.938 ..... _ 1,938 •••••• _ 1,008

13,049 ..... _J l3,CM9 •••••• .J l3,510

83.074 ..... _J83 .074 •••••• .J82 .727

ll.246 .. ,.,_J25 .000 ...... .J32 .53•

..... J .2!!0,000 .... 2.257,415

.15.2&:1 .... ,_15,2!!0 ..... ,_14,927

.811.12!1 ..... ---811 .12!1 ...... ....87.648

59,729 ..... - .000 •••••• ..167.123

.35,412 ..... ---35 .422 •••••• ....35.420

.47,156 ..... _ 47 ,156 •••••• _ 46.910

10.000 ..... _;po .ooo ...... .381 ,526

38.133 ..... ---631 000 ...... .B95 .545

SCHEDULE D - PART 4 the Current Quarter

PricrYear Bod<./Acju•"dl

Conyi'lg Value

.... .82.609

11

lklrealzed Valuation lnc:reeset Demase'

••••• 63.492 ·--······..P

••••• 64.878 ·--······..P

•••••• 1,912 ·--······.JJ

•••••••••• ..IJ . __ •••••• .JJ

.......... ..IJ . __ ...... ..P

..... 74.2811 . __ ...... ..P

... J78.562 ·--...... .JJ

••••• «1.674 ·--······..P

••• 348,100 ·--······..P

••• J811.352 ·--······.JJ

.......... _o ·--...... ..P

... 325,133 ·--...... ..P

.1 ,193,949 ·--...... ..P

.... 28,378 ·--...... .JJ

••• 987,129 ·--······..P

J ,394.939 ·--······..P

.1 .012.625 ·--······.JJ

... 248.400 ·--...... ..P

2 .8 17,404 ·--...... ..P

...... 2.787 ·--...... .JJ

•••••• 1.896 ·--······..P

•• .J13,510 ·--······..P

••• J82.7'11 ·--······.JJ

... J32.53' ·--...... ..P

2.251.m ·--...... ..P

..... 15,183 ·--...... ..P

.... .87.648 ·--...... .JJ

••• 187,123 ·--······..P

•••• .35.4al . __ •••••• ..P

••••• 46.953 ·--······.JJ

... 372.4811 . __ ...... ..P

... 612 553 ...... .JJ

12 13

CUnentYeafs Of'lerThan Terrcxuary

'""'*ment Recoooiz~

•••••• _ 101L ••••• ·--·-'

14

TctalCharge inl B./A.C.V. 11+1~13'

...... --953 ······--.. 0 --····.953

...... ---2 ······--·n --······.2

...... __JJ ······--·n --······.JJ

...... __JJ ...... __ .. o __ ...... ..P

...... .13. 712 ...... __ .. o __ ,13,112

...... --391 ...... __ .n __ .... .391

•••••• _ 168 ······--··o __ .... .168

...... __JJ ······--.. 0 --······..P

...... ---'llS ...... ------'ll5 --······.JJ

...... __JJ ...... __ .. o __ ...... ..P

..... ,_770 ...... ------356 __ ..... 414

...... _1,851 ...... __ .. o __ . .1 ,ss1

...... ---8 ...... __ .n __ ...... ..a

•••••• _1,183 ······--··o __ .J ,183

•••••• ..S.506 ······--.. 0 --·H06

•••••• _1,842 ······--·n __ .J ,842

...... _ &:II ...... __ .. O __ ..... &:II

...... ..J.061 ...... __ .. o __ . J ,061

...... ---56 ...... __ .n __ ...... 56

...... ---96 ...... __ 54 --······11.

...... -146'.IJ ······--··o --···J46'.IJ

•••••• ___:w ······--·n --····:MT ..... .J2.2811J ...... __ .. o __ J2 .2811J

...... _ 3al ...... __ .. o __ ..... 3al

...... -336 ...... ----2.39 __ ...... !II

...... _ 478 ...... __ .n __ ..... 478

...... J8,663) ······--··O __ J8,663)

...... ---2 ······--.. 0 --······.2

...... --115 ······--12 --····.llll

...... J2,'88J ...... __ .. o __ J2,4811J

..... ,_4 524 ...... ..0 .. 4 .524

18

15

17

Fcreign E>Change Gain

(l.oos)on ·---~

...... __JJ ...... ---63,589 --······..P

...... __JJ ...... ---65.829 --······..P

...... __JJ ······--1.935 --······.JJ

...... __JJ ...... ---48.256 --······.JJ

.,. .. ,__JJ .,. .. ,__J 7,899 __ ...... ..P

.,. .. ,__JJ .,. .. ,__J7,658 __ ...... ..P

.,. .. ,__JJ ..... ,_178.963 __ ...... .JJ

...... __JJ ...... ---40,642 --······..P

...... __JJ ...... ----3'8, 100 --······..P

...... __JJ ...... _ 188.352 --······.JJ

.,. .. ,__JJ .,. .. ,__,'}6,'110 __ ...... ..P

.,. .. ,__JJ ...... --325.548 __ ...... ..P

.,. .. ,__JJ ..... ,_ l,195.890 __ ...... ..P

...... ---1J ...... ---28,38' --······..IJ

...... __JJ ...... --988,312 --······..P

...... __JJ ...... _ 7,403.'36 --······..P

...... __JJ ...... _ 1,024.467 --······.JJ

.,. .. ,__JJ ...... ---2'9,09 1 __ ...... ..P

.,. .. ,__JJ ..... ,_2,820.465 __ ...... ..P

. ,. .. ,__JJ ...... --2.823 __ ...... .JJ

...... __JJ ...... __ 1,938 --······..P

...... __JJ ...... _ 113,049 --······..P

...... __JJ ...... _ 183.074 --······.JJ

..... ,__JJ ..... ,_130.246 __ ...... ..P

.,. .. ,__JJ ..... ,_2,257,777 __ ...... ..P

..... ,__JJ ..... ,__J5,2!10 __ ...... ..P

.,. .. ,__JJ ...... ---88.126 __ ...... .JJ

...... __JJ ...... _ 458,459 --······..P

...... __JJ ...... ---35.422 --······..P

...... __JJ ...... ---47,156 --······.JJ

...... __JJ ...... __:no.ooo __ ...... ..P

.,. .. ,__JJ ...... 617 077 ...... .JJ

18 19

Tolal Gain (Lo•) on

h -osa1

20

Bond lnEresVStodt

CJMcjends ReceNed

oumaYeat

21 22

MAIC DesOg· nation

Stated I "' Conracl\lal Mal1<el Mat\riy Indicator

Date

__ ... 1.355 1012512023.. 1FL .•

...... __p ...... __ .. o __ ...... 874 1FL ••

...... __p ...... --.. 0 __ •••••• 618 12512024.. IFL ••

...... __p ...... __ .n __ ...... .21 12512024.. 1FL ••

...... __p ...... __ .n __ ...... 610 1251202a. 21'1.... ••

...... __p ...... __ .. o __ ..... .192 1251202a. 21'1.... ••

..... ,__p ...... --.. 0 __ ..... ~11 IFL .•

..... ,__p ...... __ .n __ ... 1.814 12512025.. 1FL .•

...... __p ...... __ .. o --······cm 1FL ••

...... __p ...... --.. 0 __ •• .4.289 1251202a. IFL ••

...... __p ...... __ .n __ .. .2.000 1251202a. 1FL ••

...... __p ...... __ .. o __ ..... .13' 21'1.... ••

..... ,__p ...... --.. 0 __ .. .2,210 IFL .•

..... ,__p ...... --.. 0 __ ... 7,031 11512017.. IFL .•

...... __p ...... __ .n __ ..... ::w 1251203<.. 1FL. .•

...... __p ...... __ .. o __ ... 9.9" lfL ..

...... __p ...... __ .. o __ 100 .182 1021201a. lfL ..

...... __p ...... __ .n __ ... 4.5611 1212112017.. 1FL ••

...... _ 1,509 ...... __ 1,509 __ .. .2,454 0412'12017.. 1FL .•

..... ,__p ...... --.. 0 __ . .18 ,350 1111512017.. IFL .•

..... ,__p ...... __ .n __ ...... .31 1211112on. 1FL .•

...... __p ...... __ .. o --······.J!J 0611712031.. 1FL ••

...... __p ...... __ .. o __ .. J .656 os115120<S.. 1FL ••

...... __p ...... __ .n __ .. .1 .147 1211512017.. 1FL ••

...... __p ...... __ .. o __ ... 5.818 1111512011.. lfL ..

...... __p ...... __ .. o __ .J0,6" oa1w2oai.. lfL ..

..... ,__p ...... --.. 0 __ ..... .131 112!112026.. IFL .•

..... ,__p ...... __ .n __ ... 1,161 1211512047.. 1FL .•

•••••• _ 1,210 ...... __ 1,'110 __ .JA,451 0110912017.. 1FL ••

...... __p ...... --.. 0 --······<143 1111512045.. IFL. ••

...... __p ...... __ .n --·····Zll 12512021.. 1FL ••

...... __p ...... __ .. o __ .Jo, 175 0911512016.. lfL ..

...... .21 051 ...... __,'} I 057 __ .. .9 600 OSI 151201&. lfL ..

m 0 ~ w


SCHEDULE D - PART 4 Show All Long-Tenn Bonds and Stock Sold, Redeemed or Otherwise Disposed of Du~ng the Current Quarter

8 I 9 I 10 I I Change in ~ook/Adus.ted c ,-n!ng Value 18

11 12 13 14 15

17 18 19 20 21 22

MAIC Des;g-

CUnent Yeafs Bend nation PricrYear lklrealzed Of'lerThan Fcreign lnEresVStoCk «

CUSIP i Nt.mberof BodVA<t.Jsed Valuation Terrcxuary Tctal Change in E>ChangeGain Tolal Gain 0Mdend$ Market ldeni- Clis!loool Sl,..sof Conyi'lg lnaeow '°"'*menl B./A.C.V. (l.oos)on (Lo• ) on ReoeM>d Indicator ftcaticrl Date Named P\utnaset Stlek Consideration Pat value Act.Jal Cost Value Dec:tease Reco ized 11+12·13 · Ml · osal o i.m Yeat

78"<f·.IC-3.. Sl!!IES '/!Xlf.7 CIA.... 1251al16... P•yctown....__...... .83.025 ..... ----83 .025 ...... --82.969 .... .82.800 __ ...... 482 SNITNCIER ORl\'E ILllO

801.82X .. u .. :;~~:~~~~ ~im... . os1151ai16_ Payctown....__...... .. ....... __ .88,8<3 ..... __Jl8 ,8<l ...... --88,88 1 ... ..1n.211 ·--...... ..P ...... --lll<J ...... __ 19 __ ... J383J ...... __p ...... __118,8'3 __ ...... ..P ...... __p ...... __ .. o __ ... um

817441·M-6.. ~Wi.~i~~iRiITT 1011al16... Paydawn....__...... .. ....... __ .18.082 ..... _ 18 .082 ...... _ 17.197 .... .17.834 ·--...... ..P ...... --243 ...... __ .. o __ .... .243 ...... __p ...... __J8,082 __ ...... ..P ...... __p ...... __ .. o __ ..... .325

817441-M-8.. Sll!IES al13 ·1 CIA.... 1011al16... P•yctown....__...... .. ....... __ .28.1<6 ..... ---1!1 .1<6 ...... --2<.106 .... .24.792 ·--...... .JJ ...... _1,35' ...... __ .n __ ,J ,35' ...... __p ...... ----26.1'6 __ ...... .JJ ...... __p ...... __ .n __ ..... 2!12 SBlll11A Ol!TGN;E ll!UST

817441./t -O.. Sll!IES al13 .. CIA.... 1011al16... P•yctown....__...... .. ....... __ .ll.972 ..... ---'ll .972 ...... --28.'79 .... .28.722 ·--...... .JJ ...... ..2.2&l ...... __ .n __ ,.2 ,2&l ...... __p ...... ----30.972 __ ...... .JJ ...... __p ...... __ .n __ ..... .325 9'.UllERN 00 1 .960\

8<2587-0i ·&. 09101116..__.......... IOllall6...11l1ur l1y .... __ ......... _ ......... __ .631.000 SIUQE/f lll!TG/Q' l.OAN

85172C·M·4 .. lRJSl S!RIES 20_...... 1011al16... Payctown....__...... .. ....... __ 96.303 SPR llQE/f Ol!IG/ll: l.OAN

..... .2 .631 .ooo t .... 2.618.001 t 2 .628.m 1·--...... ..P t ...... _1,123 t ...... __ .. o1--·.1 .m t ...... __p 1 ...... - 2.630.0001--...... ..P t ...... __p l ...... __ .. o 1--·s1 .285 f--091011201~.t:lfL ..

1 ..... -396 .3l3 ...... -393 .112 ..... 69.613 ·--...... ..P ...... -2.522 ...... _____&13 __ . .1 ,1119 ...... __p ...... __.396.313 __ ...... ..P ...... __p ...... __ .. o __ .. .3,381 µi,12512asa. 1F1L ..

85172G·M-6.. 1RJSlS!RifS 20_...... 1011al16...P•yctown....__...... .. ....... _ .25.073 ..... --25 .073 ~ ...... --2<.819 § .... .24.833 ·--...... .JJ E ...... --2<0 ~ ...... __ .n __ .... .240 § ...... __p ...... ----25.073 __ ...... .JJ E ...... __p ...... __ .n __ ..... 298 E 212512065..E1FIL .. SlSOO CCl'l'OR.ITIOI

871829-lll ·2.. 1.90'.l'i CM/011 19_...... 071081aJ16_ l'ar iw'---...... .. ....... __ 73,6 13 ..... _JJ0 ,000 ...... Jm.852 .......... _o ·--...... ..P ...... __J I ...... __ .. o __ ..... .JI ...... __p ...... ____.289,962 __ ...... ..P ...... -3.750 ...... -3.750 __ .. J ,<5< 0<10112019.. 2fL .. TOYOTA I JTOR CREDIT CXRP

89233P-6S.0 .. 1l1N I .2&l\ ICI_...... 1021al16... CITICl!CU'GlreAl llAlll<E........ .. ....... __ .OOll.874 ..... ..5 .99l .000 .... i .880.333 U37.731 ·--...... ..P ...... .17.:IOO ...... --.. 0 __ J7 ,:IOO ...... __p ...... _ 5,955.020 __ ...... ..P ...... ..50.85' ...... ----50.854 --·~I .9ill IOIOll/2017.. lfL .. 1'11!1201 OlllWICATIOS

923<lV-CA-O.. 1.62lli 0611 7119-...... 1011ai16... Go 1<11an SaCllS co... .. ....... __ <0.634 ..... _J<0 ,000 ...... ..139 .0llt ... J39.051 ·--...... .JJ ...... _ ,., ...... __ .n __ ..... m ...... __p ...... _ 139.192 __ ...... .JJ ...... - • .•C! ...... __ t ,442 __ .. J ,075 1111201a . 2fL .. \\'.llH 111/llCIM. 8lJ IAE

9'JMTf .JC-5 •. UC BIES all......... '11108/a'.116_ lacfuv ia Secur ilies U C. ·········-- '8, 171 IFl'BS W.ER:IM.

9l936Y ·M ·9.. Ol!TGAGE ll!U SERIES al.... 1011 al16... Payctown....__...... .. ....... __ .821.864 le.lS Fl/ll1J BNIK I~

9498111-&l-6.. l.7!0I Oll/24/19_...... 127/al16... VarlaJL--...... 95.815 llillOOI IBJl!RS Ol!P

..... - .<66 t ...... ..B<7 .011 t ... B'7,0 11 1·-...... ..P t ...... _988 ~ ...... _ .. o1-..... 988 t ...... __p l ...... _ 8'7.999

..... ..3 .821.864 .... 3.005.741 J .806.131 ·--...... ..P ...... .15. 733 ...... --.. 0 __ .15.733 ...... __p ...... _ 3,82Ull4

..... -900 .ooo ...... ..9119 .574 .......... JJ ·--...... ..P ...... ---35 ...... __ .. o __ ...... 35 ...... __p ...... ---9119.009

_ ...... ..P t ...... _ 173

__ ...... ..P ...... __p

__ ...... ..P ...... _ 6,206

...... __ 1131--... •.025 f--0<11612018 .. t •FL ..

1 ...... __ .. o __ . 26 ,2<0 Los11512CMS.. 1F1L ..

...... __ 6,aJ6 l--.. S.<ll LOll12412019 .. ~lfL .. ,

88'9l3-9.l-8.. 1 .6~ 001291 11_...... 1021a:i16-G:i ldlanSactisCo... . .... .J ,700 ,0XI ..... 1.m 1,262 .1 ,691,262 ·--······..IJ ...... ..2,9 12 ······--·n ___ 2,912 ...... ---1J ...... _ 1,m•.11• --······..IJ ...... _11 .095 ...... ____J l ,006 ___ 22,"".I 1ZJ12011.. H-.. NU W.1 IO~l INTl NZ

00182E-A.S-8 •• BIES 1W. 1.40'.L •••••• f . '11105121J l6_ Southwest Seoor il ies loc.... 01.20'.I .•••• ___JiOO ,OXI •••••• _jgS,«35 ••• ~00.3 1• ·--······JJ ...... _'1!fT ······--.. 0 --····J!fl ...... _o ...... _ '99,58 1 --······JJ ...... _ 1,679 ...... __ 1Jf19 --···•,881 1FE.... •• 0!6780·1E ·2.. IR:ESA 1.625\0211011 .F. 1071al16... Sou11" .. 1 Soarr ltles lno.... 31.749 ..... --331 .000 ...... .Jl9 .244 ... 319.244 ·--...... ..P ...... -3119 ...... --.. 0 __ .... .3119 ...... __p ...... ---329.004 __ ...... ..P ...... _ l,145 ...... __ l,145 __ .. .4,945 lfL ..

00\f<RIH RllVING PlC 383122-M-8.. Sll!IES al16 ·1A CUL ...... F. 1151al16... P•yctown....__...... <0.068 ..... _J<0 ,068 ...... ..139 .9113 .......... JJ ·--...... .JJ ...... --85 ...... __ 85 __ ...... .JJ ...... __p ...... _ 1'0.068 __ ...... .JJ ...... __p ...... __ .n __ .. .1 ,068 115120lla. 1fL ..

"1lltl'.I BNK l lll Sll!IES 60688X-M-8 .. 144A 1.310IO<I..... 071081al16_ SoulhfOSI Soarr ities Inc.... al.122 ..... __JJJ .000 ...... ..ll6 .1'0 ... l 17.80ll ·--...... ..P ...... _ 895 ...... __ .. o __ ..... 895 ...... __p ...... _ '18.699 __ ...... ..P ...... _ 1.•22 ...... __ 1.C!2 __ .... . 034 •FL ..

l'ERRIOO 00 l lll 1.:mi 71Cl94·111 ·1.. 11108116..__.......... 119m1L c:. 11 100. 1161_...... .. ... ..1 .025 .ooo .... .1 .011.753 .1 .011.153 ·--...... ..P ...... ..B.4<l ...... __ .. o --·~ .«l ...... __p ...... _ 1.026.191 __ ...... ..P ...... __p ...... __ .. o __ .. 11 ,881 2fL ..

SNITNV!R UK PlC 2.50 80283l·N< ·9 .. 0311ma.__.......... 1011ai16... Var lwL--...... 14.453 ..... -310 .000 ...... .l'.19 .439 .......... JJ ·--...... ..P ...... ---32 ...... __ .. o __ ...... 32 ...... __p ...... ___.ll9.52 1 __ ...... ..P ...... - 4.931 ...... __ ;,931 __ .. .3,014 11412019.. IFL ..

SEAGAlE HD CAYll/ll 811001·11'-8.. 3.7!0l 11115119-...... 107/aJIL Var iOOL--...... .. ... .2 .<&l .000 .... 2.<31.825 2 .<31.625 ·--...... .JJ ...... -3.172 ...... __ .n __ , .3 ,172 ...... __p ...... - 2.<l<.197 __ ...... .JJ ...... _15.203 ...... __J5,al3 __ .ffl ,1119 111 151201&. 2fL ..

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88167A·.IC-6.. 2.20'.l'i 0712112.... .F. 09102/aJIL Var lw '---...

..... ~.ooo t ...... ..fl'.M ,510 .......... _o 1·--...... ..P t ...... __p t ...... __ .. o 1--...... ..P t ...... __p l ...... _ ro•.5101--...... ..P t ...... _ oi l ...... __ <l61--...... __p oo12312019.. 2fL ..

.. . ..3375 .ooo .... 3.374.111 ., ........ _o ·--...... .JJ ...... __J ...... __ .. o __ ...... J ...... __p ...... _ 3374.178 __ ...... .JJ ...... _ 408 ...... __ <08 __ .. ~<D 0712112021.. 2fL .. 3899999 - Bond• - lnduarial and Miscelaneouo (llnalliiated) I lU 16,223 ro .sso .oai I ro ,310 ,ro6 I 65,383,698 I o I 66,81' I 2.69 11 64 .123 I o I 16.«1 1,570 I o I 35',656 I 35<.656 I 999 ,998 I xxx I xxx 8399997 - Sutt"111• - BondS- Part 4 I 163.485.083 163.012 .968 I 162.785.376 I 1os.<38.90ll I o I 6.1911 I 5.998 I aio I o I 162.856.698 I o I 628.169 I 628.189 I u 12.1n I xxx I xxx 8399999 - Suttctals - Bondo I 163.<85,083 163.012 ,968 I 162,785,376 I 1os.•38,90ll I o I 6.198 I 5,998 I aio I o I 162,856,998 I o I 628.199 I 628.189 I 1 ,512. m I xxx I xxx ........ _.l_ ...... - ...... m ......... ~ .... -.......... -...... ~ ......... -~ ...... ~ ..... -...... ~ ...... -~ .......... ~.-...... I ...... ~ ...... - .... 1_ ...... I ...... ~ ...... - .... 1_ ...... I ...... ~ ...... - .... 1-...... I ...... i ...... ~ ········-·-······-······ ......... ····-··········-······ ·········- ...... ·····-······ ······- .......... ·-······ ...... ······-····-······ ...... ······-····-······ ...... ······-····-······ ...... . .... .

········-·-······-······ ......... ····-··········-······ ·········- ...... ·····-······ ······- .......... ·-······ ...... ······-····-······ ...... ······-····-······ ...... ······-····-······ ...... . .... . ········-·-······-······ ......... ····-··········-······ ·········- ...... ·····-······ ······- .......... ·-······ ...... ······-····-······ ...... ······-····-······ ...... ······-····-······ ...... . .... . ········-·-······-······ ......... ····-··········-······ ·········- ...... ·····-······ ······- .......... ·-······ ...... ······-····-······ ...... ······-····-······ ...... ······-····-······ ...... . .... . ........ _.l_ ...... - ...... m ......... ~ .... -.......... -...... ~ ......... -§ ...... § ..... - ...... ~ ...... -§ .......... §.-...... ~ ...... § ...... - .... 1_ ...... ~ ...... ~ ...... - .... 1_ ...... ~ ...... ~ ...... - .... 1_ ...... I ...... I ...... ~ ········-·-······-······ ......... ····-··········-······ ·········- ...... ·····-······ ······- .......... ·-······ ...... ······-····-······ ...... ······-····-······ ...... ······-····-······ ...... . .... . ········-·-······-······ ......... ····-··········-······ ·········- ...... ·····-······ ······- .......... ·-······ ...... ······-····-······ ...... ······-····-······ ...... ······-····-······ ...... . .... . ········-·-······-······ ......... ····-··········-······ ·········- ...... ·····-······ ······- .......... ·-······ ...... ······-····-······ ...... ······-····-······ ...... ······-····-······ ...... . .... . ········-·-······-······ ......... ····-··········-······ ·········- ...... ·····-······ ······- .......... ·-······ ...... ······-····-······ ...... ······-····-······ ...... ······-····-······ ...... . .... . ········-·-······-······ ......... ····-··········-······ ·········- ...... ·····-······ ······- .......... ·-······ ...... ······-····-······ ...... ······-····-······ ...... ······-····-······ ...... . .... .

9999999 rcu1s I 163.•85,083 I xxx I 162,785,376 I 1os.•38,90ll 6c198 5c998 aJO 162,856,998 628c199 628c189 1 ,filh11:1 xxx xxx (a} For al COtrVnCr'I &i:X:k beaMg the NA.IC mnet lndicatcr "LI" p-<Nide: the nunat d kld'I ts.sue& -······--······___tt


Schedule DB - Part A - Section 1

NONE Schedule DB - Part B - Section 1

NONE Schedule DB - Part D - Section 1

NONE Schedule DB - Part D - Section 2

NONE Schedule DL - Part 1

NONE Schedule DL - Part 2

NONE

E06, E07, E08, E09, E10, E11


SCHEDULEE-PART1-CASH

D silo De si tor ies

lell s Fargo· ~rating A<xxlunt_ __________ _for t land, OIL ____________ _ lell s Fargo· PharL ______________________ _for t land, OIL ____________ _ lell s Fargo· rire&...._ _____________________ __f'or t land, OIL ____________ _ lell s Fargo· ~l/Oent_ ____________________ _for t land, OIL ____________ _

Cit ibalk · Disbursement EML--·········~ Casile, CE·--········· Cit ibalk • Disbursement CSSQ__ .......... __Hew Casile, CE·--········· Cit ibalk · Disbursement T~l r)' ........... _New Casile, OC·--········· State St reet BanlL__ ........ ·--··········-Boston , ~.\.·······--········· 0199398 Depos its in -······--·······O depositor ies that do

m l exceed the alfCM'able I i1i t in any one depos itory (See Instruct ions) • ~ Oeposi tor ies

0199399 Total Open Depos i tor i es

0399999 Total tash m it 0499999 C3sll in ·s Off ice 0599999Toal

Month End Depository Balances 2 3 4

Rate of

Code Interest

Amount of Interest

Received During Current Quarter

s

Amount o f Interest

Accrued at Current

Statement Date

.000 -··········-0 ·······--·········o

xxx xxx

E12

Book Balance at End of Each Month Ourin Current Quarter

6 7

First Month Second Month Third Month

9

...... J ,427,8li0 ... ----2,612,723 ........ 3,001 ,348 xxx

........ ..738,950 ···--··J i82,562 .......... .Ji35. 150 xxx

.......... 499,145 ···--···471,039 .......... _459,070 xxx

.......... 318,642 ···--···302,647 .......... .298,704 xxx

..... (1 ,178,384) ···--··(578,921) ....... 1,048,767) xxx

........ ~345,314) ···--··(163,404) .......... (226,882) xxx

..... (6,912,924) ... _ (6,579,612) ....... 9,847 ,941) xxx

.......... _J,435 ···--···115,306 .......... --8,852 xxx

Descri>tion

m ..... w

8699999 Total Cash Equivalents


SCHEDULE E - PART 2 - CASH EQUIVALENTS

2 Show lnv• tmeni. Owned End of Current Quarter

3 I 4 I 5 Date Rate of Maturity uired Interest Date

6 Book/Pd justed Carrvina Value

7 Amount of Interest

Due & Aa:rued

-~----··e··· ····1···e··-----------------------,-----------------------,----------------------· . .. .. .... ... . .. -··········-·········-······ ·····-······-······-····-······-······-·······

: .... :::::_::: .. ~~~~:_:::: .... : .. ::: .... =~~::::::::=::::::::: :::::: ::::: :::::: :::::: ::: : :::::: :::::: :::::::

OI o

8 Amount Recsived

Durina Year

Documents

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