STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA ASSETS Current Statement Date 4 1 2 3 December 31 Net Admitted Assets Prior Year Net Assets Nonadmitted Assets (Cols. 1 - 2) Admitted Assets 1. Bonds 18,319,533,383 18,319,533,383 18,337,598,974 2. Stocks: 2.1 Preferred stocks 19,000,000 19,000,000 19,000,000 2.2 Common stocks 47,689,176 47,689,176 47,555,820 3. Mortgage loans on real estate: 3.1 First liens 1,055,478,927 1,055,478,927 915,609,814 3.2 Other than first liens 4. Real estate: 4.1 Properties occupied by the company (less $ 0 encumbrances) 57,324,385 57,324,385 59,780,280 4.2 Properties held for the production of income (less $ encumbrances) 4.3 Properties held for sale (less $ 0 encumbrances) 5,998,500 5,998,500 5,998,500 5. Cash ($ (72,584,778) ), cash equivalents ($ 175,703,471 ) and short-term investments ($ 15,698,896 ) 118,817,589 118,817,589 57,890,656 6. Contract loans (including $ 0 premium notes) 56,037,498 56,037,498 58,774,401 7. Derivatives 7,047,347 7,047,347 14,767,807 8. Other invested assets 523,954,638 523,954,638 472,228,790 9. Receivables for securities 192,802 192,802 438,851 10. Securities lending reinvested collateral assets 29,527,985 29,527,985 24,166,983 11. Aggregate write-ins for invested assets 12. Subtotals, cash and invested assets (Lines 1 to 11) 20,240,602,228 20,240,602,228 20,013,810,875 13. Title plants less $ charged off (for Title insurers only) 14. Investment income due and accrued 272,184,556 272,184,556 258,229,504 15. Premiums and considerations: 15.1 Uncollected premiums and agents' balances in the course of collection 297,680,635 23,687,118 273,993,518 264,224,168 15.2 Deferred premiums, agents' balances and installments booked but deferred and not yet due (including $ earned but unbilled premiums) 369,150 369,150 436,762 15.3 Accrued retrospective premiums ($ ) and contracts subject to redetermination ($ ) 0 139,071 16. Reinsurance: 16.1 Amounts recoverable from reinsurers 68,038,322 29,168 68,009,155 66,101,291 16.2 Funds held by or deposited with reinsured companies 16.3 Other amounts receivable under reinsurance contracts 43,278,547 43,278,547 36,907,236 17. Amounts receivable relating to uninsured plans 9,080,598 1,260,016 7,820,582 7,914,827 18.1 Current federal and foreign income tax recoverable and interest thereon 18.2 Net deferred tax asset 368,629,095 180,922,456 187,706,639 184,347,690 19. Guaranty funds receivable or on deposit 31,859,933 31,859,933 8,267,230 20. Electronic data processing equipment and software 21. Furniture and equipment, including health care delivery assets ($ ) 3,284,128 3,284,128 0 0 22. Net adjustment in assets and liabilities due to foreign exchange rates 23. Receivables from parent, subsidiaries and affiliates 24. Health care ($ ) and other amounts receivable 6,486,779 6,486,779 0 0 25. Aggregate write-ins for other than invested assets 234,044,138 2,599,632 231,444,506 229,415,341 26. Total assets excluding Separate Accounts, Segregated Accounts and Protected Cell Accounts (Lines 12 to 25) 21,575,538,108 218,269,296 21,357,268,812 21,069,793,996 27. From Separate Accounts, Segregated Accounts and Protected Cell Accounts 8,806,254 8,806,254 7,964,131 28. Total (Lines 26 and 27) 21,584,344,362 218,269,296 21,366,075,066 21,077,758,126 DETAILS OF WRITE-INS 1101. 1102. 1103. 1198. Summary of remaining write-ins for Line 11 from overflow page 1199. Totals (Lines 1101 through 1103 plus 1198)(Line 11 above) 2501. Corporate owned life insurance 204,862,846 204,862,846 201,053,350 2502. State premium tax credits 13,853,455 13,853,455 16,753,411 2503. Other miscellaneous assets 5,743,576 2,599,632 3,143,944 2,844,757 2598. Summary of remaining write-ins for Line 25 from overflow page 9,584,261 9,584,261 8,763,823 2599. Totals (Lines 2501 through 2503 plus 2598)(Line 25 above) 234,044,138 2,599,632 231,444,506 229,415,341
2 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA LIABILITIES, SURPLUS AND OTHER FUNDS 1 2 Current December 31 Statement Date Prior Year 1. Aggregate reserve for life contracts $ 943,427,920 less $ 0 included in Line 6.3 (including $ 0 Modco Reserve) 943,427,920 963,751,344 2. Aggregate reserve for accident and health contracts (including $ 4,555,071,902 Modco Reserve) 7,558,285,594 7,756,169,139 3. Liability for deposit-type contracts (including $ Modco Reserve) 926,876,740 925,348,062 4. Contract claims: 4.1 Life 228,069,246 235,055,352 4.2 Accident and health 517,986,068 524,130,306 5. Policyholders’ dividends $ and coupons $ due and unpaid 6. Provision for policyholders’ dividends and coupons payable in following calendar year - estimated amounts: 6.1 Dividends apportioned for payment (including $ 0 Modco) 9,580,000 9,880,000 6.2 Dividends not yet apportioned (including $ Modco) 6.3 Coupons and similar benefits (including $ Modco) 7. Amount provisionally held for deferred dividend policies not included in Line 6 8. Premiums and annuity considerations for life and accident and health contracts received in advance less $ 0 discount; including $ 24,924,289 accident and health premiums 40,009,354 38,252,665 9. Contract liabilities not included elsewhere: 9.1 Surrender values on canceled contracts 9.2 Provision for experience rating refunds, including the liability of $ 3,185,764 accident and health experience rating refunds of which $ is for medical loss ratio rebate per the Public Health Service Act 3,868,269 3,574,288 9.3 Other amounts payable on reinsurance, including $ 2,117,779 assumed and $ 79,788,651 ceded 81,906,430 87,699,059 9.4 Interest Maintenance Reserve 17,611,539 14,670,626 10. Commissions to agents due or accrued-life and annuity contracts $ 7,919,547 , accident and health $ 31,855,535 and deposit-type contract funds $ 0 39,775,082 45,320,250 11. Commissions and expense allowances payable on reinsurance assumed 54,769 52,783 12. General expenses due or accrued 0 848,241 13. Transfers to Separate Accounts due or accrued (net) (including $ accrued for expense allowances recognized in reserves, net of reinsured allowances) 14. Taxes, licenses and fees due or accrued, excluding federal income taxes 37,553,510 16,925,595 15.1 Current federal and foreign income taxes, including $ (18,970,075) on realized capital gains (losses) 37,258,366 6,507,379 15.2 Net deferred tax liability 16. Unearned investment income 623,400 1,036,747 17. Amounts withheld or retained by company as agent or trustee 2,899,721 1,799,205 18. Amounts held for agents' account, including $ agents' credit balances 19. Remittances and items not allocated 72,809,844 69,767,714 20. Net adjustment in assets and liabilities due to foreign exchange rates 21. Liability for benefits for employees and agents if not included above 22. Borrowed money $ and interest thereon $ 23. Dividends to stockholders declared and unpaid 24. Miscellaneous liabilities: 24.01 Asset valuation reserve 275,453,347 260,256,711 24.02 Reinsurance in unauthorized and certified ($ ) companies 425,637 722,451 24.03 Funds held under reinsurance treaties with unauthorized and certified ($ ) reinsurers 8,621,308,064 8,228,572,393 24.04 Payable to parent, subsidiaries and affiliates 57,369,480 71,698,026 24.05 Drafts outstanding 24.06 Liability for amounts held under uninsured plans 762,672 762,672 24.07 Funds held under coinsurance 24.08 Derivatives 18,654,447 16,227,456 24.09 Payable for securities 45,996,590 0 24.10 Payable for securities lending 29,527,985 24,166,983 24.11 Capital notes $ and interest thereon $ 25. Aggregate write-ins for liabilities 86,893,066 80,081,591 26. Total liabilities excluding Separate Accounts business (Lines 1 to 25) 19,654,987,139 19,383,277,040 27. From Separate Accounts Statement 8,806,254 7,964,131 28. Total liabilities (Lines 26 and 27) 19,663,793,393 19,391,241,171 29. Common capital stock 5,000,000 5,000,000 30. Preferred capital stock 31. Aggregate write-ins for other than special surplus funds 17,213,470 21,327,258 32. Surplus notes 33. Gross paid in and contributed surplus 1,097,211,213 1,097,211,213 34. Aggregate write-ins for special surplus funds 35. Unassigned funds (surplus) 582,856,989 562,978,484 36. Less treasury stock, at cost: 36.1 shares common (value included in Line 29 $ ) 36.2 shares preferred (value included in Line 30 $ ) 37. Surplus (Total Lines 31+32+33+34+35-36) (including $ in Separate Accounts Statement) 1,697,281,673 1,681,516,956 38. Totals of Lines 29, 30 and 37 1,702,281,673 1,686,516,956 39. Totals of Lines 28 and 38 (Page 2, Line 28, Col. 3) 21,366,075,066 21,077,758,126 DETAILS OF WRITE-INS 2501. Unfunded commitments 11,195,220 13,867,074 2502. Policy claims and miscellaneous liabilities - other lines 29,351,198 21,568,652 2503. Other miscellaneous liabilities 18,529,245 15,995,139 2598. Summary of remaining write-ins for Line 25 from overflow page 27,817,404 28,650,726 2599. Totals (Lines 2501 through 2503 plus 2598)(Line 25 above) 86,893,066 80,081,591 3101. Deferred gain on reinsurance transactions 17,213,470 21,327,258 3102. 3103. 3198. Summary of remaining write-ins for Line 31 from overflow page 3199. Totals (Lines 3101 through 3103 plus 3198)(Line 31 above) 17,213,470 21,327,258 3401. 3402. 3403. 3498. Summary of remaining write-ins for Line 34 from overflow page 3499. Totals (Lines 3401 through 3403 plus 3498)(Line 34 above)
3 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SUMMARY OF OPERATIONS 1 2 3 Current Year Prior Year Prior Year Ended To Date To Date December 31 1. Premiums and annuity considerations for life and accident and health contracts 2,615,095,331 2,506,997,918 3,348,041,244 2. Considerations for supplementary contracts with life contingencies 3. Net investment income 825,611,129 820,331,611 1,098,285,731 4. Amortization of Interest Maintenance Reserve (IMR) 795,912 1,416,573 1,844,109 5. Separate Accounts net gain from operations excluding unrealized gains or losses 6. Commissions and expense allowances on reinsurance ceded 155,964,247 162,678,031 223,059,203 7. Reserve adjustments on reinsurance ceded (337,749,604) (375,948,126) (498,632,789) 8. Miscellaneous Income: 8.1 Income from fees associated with investment management, administration and contract guarantees from Separate Accounts 77,655 74,319 95,589 8.2 Charges and fees for deposit-type contracts 8.3 Aggregate write-ins for miscellaneous income 59,194,184 59,863,221 79,934,834 9. Totals (Lines 1 to 8.3) 3,318,988,853 3,175,413,546 4,252,627,920 10. Death benefits 352,656,009 355,381,529 464,952,036 11. Matured endowments (excluding guaranteed annual pure endowments) 256,500 439,096 881,491 12. Annuity benefits 8,983,134 9,720,966 12,823,586 13. Disability benefits and benefits under accident and health contracts 1,062,041,433 1,048,387,347 1,407,547,936 14. Coupons, guaranteed annual pure endowments and similar benefits 15. Surrender benefits and withdrawals for life contracts 4,646,429 4,613,519 6,040,054 16. Group conversions 145,935 384,769 503,351 17. Interest and adjustments on contract or deposit-type contract funds 6,814,913 5,806,982 7,957,706 18. Payments on supplementary contracts with life contingencies 770,716 831,106 974,125 19. Increase in aggregate reserves for life and accident and health contracts (121,225,839) (113,948,006) (186,135,924) 20. Totals (Lines 10 to 19) 1,315,089,231 1,311,617,307 1,715,544,361 21. Commissions on premiums, annuity considerations, and deposit-type contract funds (direct business only) 344,163,576 329,749,123 438,012,203 22. Commissions and expense allowances on reinsurance assumed 12,165,023 13,266,542 17,526,777 23. General insurance expenses 591,543,036 587,419,987 786,100,153 24. Insurance taxes, licenses and fees, excluding federal income taxes 97,604,744 85,668,042 110,982,190 25. Increase in loading on deferred and uncollected premiums (54,943) 34,207 10,451 26. Net transfers to or (from) Separate Accounts net of reinsurance (464,240) (578,941) (793,874) 27. Aggregate write-ins for deductions 529,769,345 485,928,139 678,813,027 28. Totals (Lines 20 to 27) 2,889,815,772 2,813,104,405 3,746,195,289 29. Net gain from operations before dividends to policyholders and federal income taxes (Line 9 minus Line 28) 429,173,081 362,309,141 506,432,631 30. Dividends to policyholders 6,300,329 6,630,995 9,630,836 31. Net gain from operations after dividends to policyholders and before federal income taxes (Line 29 minus Line 30) 422,872,752 355,678,146 496,801,795 32. Federal and foreign income taxes incurred (excluding tax on capital gains) 154,545,528 100,421,479 136,543,207 33. Net gain from operations after dividends to policyholders and federal income taxes and before realized capital gains or (losses) (Line 31 minus Line 32) 268,327,224 255,256,667 360,258,588 34. Net realized capital gains (losses) (excluding gains (losses) transferred to the IMR) less capital gains tax of $ (2,031,942) (excluding taxes of $ 2,012,136 transferred to the IMR) 2,891,179 (10,122,696) (10,942,750) 35. Net income (Line 33 plus Line 34) 271,218,403 245,133,971 349,315,837 CAPITAL AND SURPLUS ACCOUNT 36. Capital and surplus, December 31, prior year 1,686,516,956 1,567,292,100 1,567,292,100 37. Net income (Line 35) 271,218,403 245,133,971 349,315,837 38. Change in net unrealized capital gains (losses) less capital gains tax of $ 3,800,649 7,457,775 (2,130,752) 3,478,038 39. Change in net unrealized foreign exchange capital gain (loss) (1,340,466) 2,168,452 1,503,778 40. Change in net deferred income tax (6,641,909) (3,262,089) (5,005,593) 41. Change in nonadmitted assets 10,071,075 6,087,760 11,070,212 42. Change in liability for reinsurance in unauthorized and certified companies 296,815 1,676,929 2,878,530 43. Change in reserve on account of change in valuation basis, (increase) or decrease 94,013,448 0 0 44. Change in asset valuation reserve (15,196,635) (22,692,824) (30,608,847) 45. Change in treasury stock 46. Surplus (contributed to) withdrawn from Separate Accounts during period 47. Other changes in surplus in Separate Accounts Statement 48. Change in surplus notes 49. Cumulative effect of changes in accounting principles 50. Capital changes: 50.1 Paid in 50.2 Transferred from surplus (Stock Dividend) 50.3 Transferred to surplus 51. Surplus adjustment: 51.1 Paid in 51.2 Transferred to capital (Stock Dividend) 51.3 Transferred from capital 51.4 Change in surplus as a result of reinsurance (4,113,788) (4,805,325) (6,407,100) 52. Dividends to stockholders (340,000,000) (207,000,000) (207,000,000) 53. Aggregate write-ins for gains and losses in surplus 54. Net change in capital and surplus for the year (Lines 37 through 53) 15,764,717 15,176,122 119,224,855 55. Capital and surplus, as of statement date (Lines 36 + 54) 1,702,281,673 1,582,468,222 1,686,516,956 DETAILS OF WRITE-INS 08.301. Income from assumed modco agreements 20,781,074 21,491,105 28,539,664 08.302. Income from Family Medical Leave Act administration 25,017,834 23,694,953 30,994,814 08.303. Other income 9,799,780 7,372,909 11,836,805 08.398. Summary of remaining write-ins for Line 8.3 from overflow page 3,595,495 7,304,253 8,563,552 08.399. Totals (Lines 08.301 through 08.303 plus 08.398) (Line 8.3 above) 59,194,184 59,863,221 79,934,834 2701. Loss from ceded modco agreements 163,910,172 147,425,624 202,125,422 2702. Loss from transfer under funds held reinsurance 381,438,926 351,191,101 487,220,823 2703. Reserve adjustment on assumed modco agreements (14,301,131) (13,416,198) (11,572,529) 2798. Summary of remaining write-ins for Line 27 from overflow page (1,278,623) 727,612 1,039,312 2799. Totals (Lines 2701 through 2703 plus 2798)(Line 27 above) 529,769,345 485,928,139 678,813,027 5301. 5302. 5303. 5398. Summary of remaining write-ins for Line 53 from overflow page 5399. Totals (Lines 5301 through 5303 plus 5398)(Line 53 above)
4 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA CASH FLOW 1 2 3 Current Year Prior Year Prior Year Ended To Date To Date December 31
Cash from Operations
1. Premiums collected net of reinsurance 2,598,614,224 2,481,554,151 3,318,123,288
2. Net investment income 787,933,398 788,090,774 1,068,579,065
3. Miscellaneous income 207,324,843 213,062,359 290,433,556
4. Total (Lines 1 to 3) 3,593,872,465 3,482,707,284 4,677,135,909
5. Benefit and loss related payments 1,783,129,543 1,828,213,439 2,398,757,837
6. Net transfers to Separate Accounts, Segregated Accounts and Protected Cell Accounts (464,240) (578,941) (793,874)
7. Commissions, expenses paid and aggregate write-ins for deductions 1,602,258,907 1,539,325,419 2,040,861,470
8. Dividends paid to policyholders 6,600,329 6,830,995 10,030,836 9. Federal and foreign income taxes paid (recovered) net of $ 5,410,696 tax on capital
gains (losses) 123,774,735 110,887,284 128,809,344
10. Total (Lines 5 through 9) 3,515,299,274 3,484,678,196 4,577,665,614
11. Net cash from operations (Line 4 minus Line 10) 78,573,191 (1,970,912) 99,470,295
Cash from Investments
12. Proceeds from investments sold, matured or repaid:
12.1 Bonds 1,043,609,753 1,113,794,090 1,519,909,742
12.2 Stocks 455,901 0 5,000,000
12.3 Mortgage loans 34,926,923 88,151,223 95,330,673
12.4 Real estate 0 3,841,523 3,841,523
12.5 Other invested assets 34,238,723 21,154,106 45,965,363
12.6 Net gains or (losses) on cash, cash equivalents and short-term investments (342,939) (817) 0
12.7 Miscellaneous proceeds 46,249,074 10,068,447 22,570
12.8 Total investment proceeds (Lines 12.1 to 12.7) 1,159,137,435 1,237,008,572 1,670,069,871
13. Cost of investments acquired (long-term only):
13.1 Bonds 971,566,817 1,302,922,216 1,839,718,953
13.2 Stocks 187,901 691,300 691,300
13.3 Mortgage loans 174,796,036 120,377,893 188,675,685
13.4 Real estate 598,755 2,309,466 2,526,044
13.5 Other invested assets 87,862,712 117,332,500 147,027,598
13.6 Miscellaneous applications 10,939,351 12,612,385 8,663,493
13.7 Total investments acquired (Lines 13.1 to 13.6) 1,245,951,572 1,556,245,760 2,187,303,073
14. Net increase (or decrease) in contract loans and premium notes (2,736,903) 3,295,812 4,313,455
15. Net cash from investments (Line 12.8 minus Line 13.7 and Line 14) (84,077,234) (322,533,000) (521,546,657)
Cash from Financing and Miscellaneous Sources
16. Cash provided (applied):
16.1 Surplus notes, capital notes
16.2 Capital and paid in surplus, less treasury stock
16.3 Borrowed funds 0 42,000,000 0
16.4 Net deposits on deposit-type contracts and other insurance liabilities (2,313,009) (36,680,312) (34,557,596)
16.5 Dividends to stockholders 340,000,000 207,000,000 207,000,000
16.6 Other cash provided (applied) 408,743,985 424,981,691 602,717,549
17. Net cash from financing and miscellaneous sources (Line 16.1 through Line 16.4 minus Line 16.5 plus Line 16.6) 66,430,976 223,301,378 361,159,953
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) 60,926,933 (101,202,534) (60,916,409)
19. Cash, cash equivalents and short-term investments:
19.1 Beginning of year 57,890,656 118,807,064 118,807,064
19.2 End of period (Line 18 plus Line 19.1) 118,817,589 17,604,531 57,890,656
Note: Supplemental disclosures of cash flow information for non-cash transactions: 20.0001. Schedule D bonds exchanged 75,143,812 27,745,454 94,150,515 20.0002. Schedule B mortgage loans exchanged 5,238,964 19,097,107 33,899,315 20.0003. Bond principal received in the form of premium tax credits 805,394 748,009 1,061,055 20.0004. Other financing adjustment on contract claim reserves ceded in a funds withheld reinsurance agreement 3,059,616 3,535,791 3,535,791
5 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA EXHIBIT 1
DIRECT PREMIUMS AND DEPOSIT-TYPE CONTRACTS 1 2 3 Current Year Prior Year Prior Year Ended To Date To Date December 31
1. Industrial life
2. Ordinary life insurance 12,569,027 13,691,390 18,787,520
3. Ordinary individual annuities 39,143 74,297 77,552
4. Credit life (group and individual) 0 0 8,233
5. Group life insurance 1,050,693,322 1,019,125,797 1,363,310,935
6. Group annuities
7. A & H - group 2,260,562,755 2,186,580,889 2,916,606,522
8. A & H - credit (group and individual)
9. A & H - other 217,034,880 226,581,318 302,906,041
10. Aggregate of all other lines of business
11. Subtotal 3,540,899,127 3,446,053,690 4,601,696,803
12. Deposit-type contracts 845,188 1,217,714 1,587,353
13. Total 3,541,744,314 3,447,271,404 4,603,284,157
DETAILS OF WRITE-INS
1001.
1002.
1003.
1098. Summary of remaining write-ins for Line 10 from overflow page
1099. Totals (Lines 1001 through 1003 plus 1098)(Line 10 above)
6
STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA
NOTES TO FINANCIAL STATEMENTS
1. Summary of Significant Accounting Policies and Going Concern
A. Accounting Practices
The financial statements of Unum Life Insurance Company of America (the Company) have been completed in accordance with Statutory Accounting Principles (SAP) prescribed in the National Association of Insurance Commissioners’ (NAIC) Accounting Practices and Procedures manual. The Maine Bureau of Insurance (the Bureau) has adopted no accounting practices that differ materially from SAP.
SSAP # F/S Page F/S Line # 9/30/2017 12/31/2016 NET INCOME
(1) The Company's state basis (Page 4, Line 35, Columns 1 & 3) XXX XXX XXX $ 271,218,403 $ 349,315,837
(2) State Prescribed Practices that increase/(decrease) NAIC SAP — —
(3) State Permitted Practices that increase/(decrease) NAIC SAP — —
(4) NAIC SAP (1 -2-3=4) XXX XXX XXX $ 271,218,403 $ 349,315,837
SURPLUS
(5) The Company's state basis (Page 3, Line 38, Columns 1 & 2) XXX XXX XXX $ 1,702,281,673 $ 1,686,516,956
(6) State Prescribed Practices that increase/(decrease) NAIC SAP — —
(7) State Permitted Practices that incr ease/(decrease) NAIC SAP — —
(8) NAIC SAP (5 -6-7=8) XXX XXX XXX $ 1,702,281,673 $ 1,686,516,956
B. Use of Estimates in the Preparation of the Financial Statements
No significant change
C. Accounting Policy
(1) No significant change
(2) No significant change
(3) No significant change
(4) No significant change
(5) No significant change
(6) Loan-backed and structured securities are stated at either amortized cost or the lower of amortized cost or fair value. Amortization of mortgage-backed and loan-backed securities considers the estimated timing and amount of prepayments of the underlying loans at the date of purchase. Actual prepayment experience is periodically reviewed with significant changes in estimated cash flows from the original purchase assumptions accounted for using the retrospective method.
(7) No significant change
(8) No significant change
(9) No significant change
(10) No significant change
(11) No significant change
7
STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA
NOTES TO FINANCIAL STATEMENTS
(12) No significant change
(13) No significant change
D. Going Concern
Not applicable
2. Accounting Changes and Corrections of Errors
During the third quarter of 2017, the Company revalued group disability claim reserves utilizing an updated valuation table. The Exhibit 5A change decreased Exhibit 6 claim reserves by $94,013,448 with the corresponding increase in surplus.
3. Business Combinations and Goodwill
No significant change
4. Discontinued Operations
No significant change
5. Investments
A. No significant change
B. No significant change
C. No significant change
D. Loan-Backed Securities
(1) Prepayment assumptions for mortgage-backed/loan-backed and structured securities were obtained from broker dealer survey values and internal estimates.
(2) Not applicable
(3) Not applicable
(4) As of September 30, 2017, impaired securities (fair value is less than cost or amortized cost) for which an other-than- temporary impairment had not been recognized in earnings as a realized loss (including securities with a recognized other- than-temporary impairment for non-interest related declines when a non-recognized interest related impairment remains) are as follows:
a. The aggregate amount of unrealized losses: 1. Less than 12 months $ 1,774,011 2. 12 months or longer $ 730,050
b. The aggregate related fair value of securities with unrealized losses: 1. Less than 12 months $ 219,947,709 2. 12 months or longer $ 8,811,868
(5) In determining when a decline in fair value below amortized cost of a security is other than temporary, the Company evaluates the following factors:
• Whether the Company expects to recover the entire amortized cost basis of the security. • Whether the Company intends to sell the security or will be required to sell the security before the recovery of its amortized cost basis. • Whether the security is current as to principal and interest payments. • The significance of the decline in value. • The time period during which there has been a significant decline in value. • Current and future business prospects and trends of earnings.
7.1
STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA
NOTES TO FINANCIAL STATEMENTS
• The valuation of the security’s underlying collateral. • Relevant industry conditions and trends relative to their historical cycles. • Market conditions. • Rating agency and governmental actions. • Bid and offering prices and the level of trading activity. • Adverse changes in estimated cash flows for securitized investments. • Changes in fair value subsequent to the balance sheet date. • Any other key measures for the related security.
The Company evaluates available information, including the factors noted above, both positive and negative, in reaching its conclusions. In particular, the Company also considers the strength of the issuer’s balance sheet, its debt obligations and near term funding requirements, cash flow and liquidity, the profitability of its core businesses, the availability of marketable assets which could be sold to increase liquidity, its industry fundamentals and regulatory environment, and its access to capital markets. Although available and applicable factors are considered in the analysis, the expectation of recovering the entire amortized cost basis of the security, whether the Company intends to sell the security, whether it is more likely than not the Company will be required to sell the security before recovery of its amortized cost, and whether the security is current on principal and interest payments are the most critical factors in determining whether impairments are other than temporary. The significance of the decline in value and the length of time during which there has been a significant decline are also important factors, but the Company does not record an impairment loss based solely on these two factors, since often other factors will impact the evaluation of a security.
While determining other-than-temporary impairments is a judgmental area, the Company utilizes a formal, well-defined, and disciplined process to monitor and evaluate its investments, supported by issuer specific research and documentation as of the end of each period. The process results in a thorough evaluation of problem investments and the recording of realized losses on a timely basis for investments determined to have an other-than-temporary impairment.
E. Repurchase Agreements and/or Securities Lending Agreements
(1) No significant change
(2) No significant change
(3) a. No significant change
b. As of September 30, 2017 and December 31, 2016, the aggregate fair value of cash collateral received from securities lending transactions was $29,527,985 and $24,166,983, respectively. The Company reinvests this cash collateral into higher yielding securities. The Company has not sold or repledged any securities collateral received from securities lending transactions.
c. No significant change
(4) No significant change
(5) No significant change
(6) No significant change
(7) No significant change
F. No significant change
G. No significant change
H. No significant change
I. Not applicable
J. Not applicable
K. No significant change
L. No significant change
6. Joint Ventures, Partnerships and Limited Liability Companies
7.2
STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA
NOTES TO FINANCIAL STATEMENTS
No significant change
7. Investment Income
No significant change
8. Derivative Instruments
No significant change
9. Income Taxes
No significant change
10. Information Concerning Parent, Subsidiaries, Affiliates and Other Related Parties
No significant change
11. Debt
A. No significant change
B. FHLB (Federal Home Loan Bank) Agreements
(1) The Company is a member of the Federal Home Loan Bank (FHLB) of Boston. Through its membership, the Company has outstanding funding agreements in the amount of $246,000,000 as of September 30, 2017. The Company uses these funds in an investment spread strategy, consistent with its other investment spread programs. The Company records the funds under SSAP No. 52, Deposit Type Contracts , consistent with its accounting for other deposit type contracts. It is not part of the Company’s strategy to utilize these funds for operations, and any funds obtained from the FHLB of Boston for use in general operations would be accounted for under SSAP No. 15, Debt and Holding Company Obligations , as borrowed money. The Company has determined its actual maximum borrowing capacity, presented in the table below, based on the current value of collateral posted to FHLB of Boston.
(2) FHLB Capital Stock
7.3
STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA
NOTES TO FINANCIAL STATEMENTS a. Aggregate Totals
1. September 30, 2017 1 2 3 Total General Separate 2+3 Account Accounts
(a) Membership Stock - Class A $ — $ — $ — (b) Membership Stock - Class B 5,392,16 0 5,392,160 — (c) Activity Stock 9,840,000 9,840,000 — (d) Excess Stock 1,523,340 1,523,340 — (e) Aggregate Total (a+b+c+d) $ 16,755,500 $ 16,755,500 $ —
(f) Actual Borrowing Capacity as Determined by the Insurer $ 253,122,032 XXX XXX
2. December 31, 2016 1 2 3 Total General Separate 2+3 Account Accounts
(a) Membership Stock - Class A $ — $ — $ — (b) Membership Stock - Class B 5,953,440 5,953,440 — (c) Activity Stock 11,070,060 11,070,060 — (d) Excess Stock — — — (e) Aggregate Total (a+b+c+d) $ 17,023,500 $ 17,023,500 $ —
(f) Actual Borrowing Capacity as Determined by the Insurer $ 361,515,769 XXX XXX
b. Membership Stock (Class A and B) Eligible and Not Eligible for Redemption
1 2 Eligible for Redemption 3 4 5 6 Balance at Not Eligible 6 Months Membership 9/30/2017 for Less Than 6 to Less Than 1 to Less Than Stock (2+3+4+5+6) Redemption Months 1 Year 3 Years 3 to 5 Years
1. Class A $ — $ — $ — $ — $ — $ — 2. Class B 5,392,160 5,392,160 — — — —
7.4
STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA
NOTES TO FINANCIAL STATEMENTS
(3) Collateral Pledged to FHLB
a. Amount Pledged as of Reporting Date
September 30, 2017 1 2 3 Aggregate Total Collateral Pledged Fair Value Carrying Value Total Borrowing
1. General and Separate Accounts (Lines 2+3) $ 371,265,925 $ 358,863,310 $ 246,000,000 2. General Account 371,265,925 358,863,310 246,000,000 3. Separate Accounts — — —
December 31, 2016
4. General and Separate Accounts $ 491,204,693 $ 478,904,561 $ 246,000,000
b. Maximum Amount Pledged During the Reporting Period
September 30, 2017 1 2 3 Amount Borrowed at Time of Total Maximum Collateral Pledged Fair Value Carrying Value Maximum Collateral
1. General and Separate Accounts (Lines 2+3) $ 389,793,103 $ 380,775,954 $ 246,000,000 2. General Account 389,793,103 380,775,954 246,000,000 3. Separate Accounts — — —
December 31, 2016
4. General and Separate Accounts $ 491,204,693 $ 478,904,561 $ 246,000,000
7.5
STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA
NOTES TO FINANCIAL STATEMENTS
(4) Borrowing from FHLB
a. Amount Borrowed as of the Reporting Date
September 30, 2017 1 2 3 4 Total General Separate Funding Agreements 2+3 Account Accounts Reserves Established
1. (a) Debt $ — $ — $ — XXX (b) Funding Agreements 246,000,000 246,000,000 — 246,000,000 (c) Other — — — XXX (d) Aggregate Total (a+b+c) $ 246,000,000 $ 246,000,000 $ — $ 246,000,000
December 31, 2016 1 2 3 4 Total General Separate Funding Agreements 2+3 Account Accounts Reserves Established
2. (a) Debt $ — $ — $ — XXX (b) Funding Agreements 246,000,000 246,000,000 — 246,000,000 (c) Other — — — XXX (d) Aggregate T otal (a+b+c) $ 246,000,000 $ 246,000,000 $ — $ 246,000,000
b. Maximum Amount During Reporting Period (Current Year)
September 30, 2017 1 2 3 Total General Separate 2+3 Account Accounts
1. Debt $ — $ — $ — 2. Funding Agreements 246,000,000 246,000,000 — 3. Other — — — 4. Aggregate Total (Lines 1+2+3) $ 246,000,000 $ 246,000,000 $ —
c. FHLB - Prepayment Obligations
Does the company have prepayment obligations under the following arrangements (YES/NO)?
1. Debt — 2. Funding Agreements No 3. Other —
12. Retirement Plans, Deferred Compensation, Postemployment Benefits and Compensated Absences and Other Postretirement Benefit Plans
The Company purchases services from its affiliates in accordance with an intercompany cost sharing arrangement. There is no material obligation on the part of the Company beyond the amounts paid as part of the cost of services purchased.
13. Capital and Surplus, Shareholders’ Dividend Restrictions and Quasi-Reorganizations
(1) No significant change
(2) No significant change
(3) No significant change
7.6
STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA
NOTES TO FINANCIAL STATEMENTS
(4) During the first nine months of 2017, the Company paid the following ordinary common stock dividends in cash to Unum Group, parent of the Company.
Date Amount March 30 $ 210,000,000 June 27 $ 80,000,000 September 26 $ 50,000,000
(5) No significant change
(6) No significant change
(7) No significant change
(8) No significant change
(9) No significant change
(10) No significant change
(11) No significant change
(12) No significant change
(13) No significant change
14. Liabilities, Contingencies and Assessments
A. No significant change
B. Assessments
(1) The Company accrues in its financial statements estimates of guaranty fund assessments based on known insolvencies and historical Company state participation levels. A corresponding receivable is recorded for amounts estimated to be recoverable through future state premium tax offsets. Based on notifications the Company has received regarding the insolvency of various external companies, the Company has recognized a liability, the balance of which is $28,970,078 at September 30, 2017. The Company cannot determine the periods over which the assessments are expected to be paid.
(2) The change in the guaranty asset balance summarized below reflects estimated premium tax offsets of new insolvencies accrued for during 2017, revised estimated premium tax offsets for existing insolvencies based on revised estimated cost information provided by the National Organization of Life and Health Guaranty Associations, and an adjustment for premium tax offsets used.
Rollforward of Related Asset September 30, 2017
a. Assets recognized from paid and accrued premium tax offsets and policy surcharges prior year- end $ 8,267,230 b. Decreases current year: Premium tax offset applied 985,193 c. Increases current year: Change in cost estimate 24,577,896 d. Assets recognized from paid and accrued premium tax offsets and policy surcharges current quarter -end $ 31,859,933
C. No significant change
D. No significant change
E. No significant change
F. Unum Group is a defendant in a number of litigation matters. In some of these matters, no specified amount is sought. In others, very large or indeterminate amounts, including punitive and treble damages, are asserted. There is a wide variation of pleading practice permitted in the United States courts with respect to requests for monetary damages, including some courts in which no
7.7
STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA
NOTES TO FINANCIAL STATEMENTS specified amount is required and others which allow the plaintiff to state only that the amount sought is sufficient to invoke the jurisdiction of that court. Further, some jurisdictions permit plaintiffs to allege damages well in excess of reasonably possible verdicts. Based on extensive experience and that of others in the industry with respect to litigating or resolving claims through settlement over an extended period of time, Unum Group believes that the monetary damages asserted in a lawsuit or claim bear little relation to the merits of the case, or the likely disposition value. Therefore, the specific monetary relief sought is not stated.
Unless indicated otherwise in the descriptions below, reserves have not been established for litigation and contingencies. An estimated loss is accrued when it is both probable that a liability has been incurred and the amount of the loss can be reasonably estimated.
Claims Handling Matters
Unum Group and its insurance subsidiaries, including the Company, as part of the normal operations in managing claims, are engaged in claim litigation where disputes arise as a result of a denial or termination of benefits. Most typically these lawsuits are filed on behalf of a single claimant or policyholder, and in some of these individual actions punitive damages are sought, such as claims alleging bad faith in the handling of insurance claims. For its general claim litigation, Unum Group and its insurance company subsidiaries, including the Company, maintain reserves based on experience to satisfy judgments and settlements in the normal course. Management expects that the ultimate liability, if any, with respect to general claim litigation, after consideration of the reserves maintained, will not be material to the financial condition of the Company. Nevertheless, given the inherent unpredictability of litigation, it is possible that an adverse outcome in certain claim litigation involving punitive damages could, from time to time, have a material adverse effect on the Company’s results of operations in a period, depending on the results of operations of the Company for the particular period. The Company is unable to estimate the range of reasonably possible punitive losses.
From time to time class action allegations are pursued where the claimant or policyholder purports to represent a larger number of individuals who are similarly situated. Since each insurance claim is evaluated based on its own merits, there is rarely a single act or series of actions, which can properly be addressed by a class action. Nevertheless, Unum Group monitors these cases closely and defends itself appropriately where these allegations are made.
Miscellaneous Matters
Beginning in 2011, a number of state regulators began requiring insurers to cross-check specified insurance policies with the Social Security Administration’s Death Master File to identify potential matches. If a potential match was identified, insurers were requested to determine if benefits were due, locate beneficiaries, and make payments where appropriate. Unum Group initiated this process where requested, and in 2012 began implementing this process in all states on a forward-looking basis. In addition to implementing this on a forward-looking basis, in 2013 Unum Group began an initiative to search for potential claims from previous years. During 2013, the Company completed its assessment of benefits which it estimates will be paid under this initiative, and as such, established additional reserves for payment of these benefits.
Similar to other insurers, Unum Group is undergoing an examination by a third party acting on behalf of a number of state treasurers concerning its compliance with the unclaimed property laws of the participating states. Unum Group is cooperating fully with this examination as well as with a Delaware Market Conduct examination involving the same issue. The legal and regulatory environment around unclaimed death benefits continues to evolve. It is possible that the current examination and/or similar investigations by other state jurisdictions may result in additional payments to beneficiaries, the payment of abandoned funds under state law, and/or administrative penalties, the total of which may be in excess of the reserves established.
In 2009, a Pennsylvania-based insurance company and its affiliates were ordered into rehabilitation, and the Pennsylvania Insurance Commissioner, who was appointed as the Rehabilitator, filed petitions for liquidation with the Commonwealth Court of Pennsylvania. Under Pennsylvania law, payment of covered claims and other related insurance obligations are provided, within prescribed limits, by state guaranty associations. These guaranty associations assess fees to meet these obligations on insurance companies that sell insurance within the state, which are generally based on a company's pro rata portion of average premiums written or received for several years prior to the insolvency. Under Pennsylvania statutes, an insurer is declared insolvent only after it is placed under an order of liquidation by a court of competent jurisdiction with a finding for insolvency. In March 2017, a formal order of liquidation was issued, and as such, the Company was subject to an assessment by those guaranty associations that are responsible for policyholder claims, and accordingly accrued an estimated loss contingency of $7,939,539. This amount is net of expected recoverable premium tax offsets of $23,887,276 and net of income tax of $4,275,136.
Summary
Various lawsuits against Unum Group and/or its subsidiaries, including the Company, in addition to those discussed above, have arisen in the normal course of business. Further, state insurance regulatory authorities and other federal and state authorities regularly make inquiries and conduct investigations concerning Unum Group’s compliance with applicable insurance and other laws and regulations.
7.8
STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA
NOTES TO FINANCIAL STATEMENTS
Given the complexity and scope of Unum Group’s litigation and regulatory matters, it is not possible to predict the ultimate outcome of all pending investigations or legal proceedings or provide reasonable estimates of potential losses, except where noted in connection with specific matters. It is possible that the Company’s results of operations or cash flows in a particular period could be materially affected by an ultimate unfavorable outcome of pending litigation or regulatory matters depending, in part, on the Company’s results of operations or cash flows for the particular period. Unum Group believes, however, that the ultimate outcome of all pending litigation and regulatory matters, after consideration of applicable reserves and rights to indemnification, should not have a material adverse effect on the Company’s financial position.
15. Leases
No significant change
16. Information About Financial Instruments With Off-Balance Sheet Risk and Financial Instruments With Concentrations of Credit Risk
No significant change
17. Sale, Transfer and Servicing of Financial Assets, and Extinguishments of Liabilities
A. No significant change
B. Transfer and Servicing of Financial Assets
(1) No significant change
(2) a. Not applicable
b. Not applicable
c. Not applicable
(3) No significant change
(4) a. Not applicable
b. Not applicable
(5) No significant change
(6) No significant change
(7) No significant change
C. Wash sales
Not applicable
18. Gain or Loss to the Reporting Entity from Uninsured Plans and the Uninsured Portion of Partially Insured Plans
No significant change
19. Direct Premium Written/Produced by Managing General Agents/Third Party Administrators
No significant change
20. Fair Value Measurements
The fair values of the Company’s financial instruments are categorized into a three-level classification. The lowest level input that is significant to the fair value measurement of a financial instrument is used to categorize the instrument and reflects the judgment of management. The valuation criterion for each level is summarized as follows:
7.9
STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA
NOTES TO FINANCIAL STATEMENTS
• Level 1 - Inputs are unadjusted and represent quoted prices in active markets for identical assets or liabilities at the measurement date.
• Level 2 - Inputs (other than quoted prices included in Level 1) are either directly or indirectly observable for the asset or liability through correlation with market data at the measurement date and for the duration of the instrument’s anticipated life. Level 2 inputs include, for example, indicative prices obtained from brokers or pricing services validated to other observable market data and quoted prices for similar assets or liabilities.
• Level 3 - Inputs reflect the Company’s best estimate of what market participants would use in pricing the asset or liability at the measurement date. Financial assets and liabilities categorized as Level 3 are generally based on prices or valuation techniques that require inputs that are both unobservable and significant to the overall fair value measurement. The inputs reflect the Company’s estimates about the assumptions that market participants would use in pricing the instrument in a current period transaction.
See section C for further discussion of the Company’s valuation methods and techniques.
A. (1) Fair value measurements at September 30, 2017 are as follows:
(Level 1) (Level 2) (Level 3) Total a. Assets at Fair Value Separate account assets $ 8,806,254 $ — $ — $ 8,806,254 Common stock — — 1,084,977 1,084,977 Total assets at fair value $ 8,806,254 $ — $ 1,084,977 $ 9,891,231
b. Liabilities at fair value Derivatives $ — $ 11,389,538 $ — $ 11,389,538
There were no transfers between levels during the nine months ended September 30, 2017.
(2) Fair value measurements in Level 3 of the fair value hierarchy are as follows:
Total gains Total gains Ending Transfers Transfers and (losses) and (losses) Ending Balance at into out of included in included in Balance at 6/30/2017 Level 3 Level 3 Net Income Surplus Purchases Issuances Sales Settlements 9/30/2017
Common stock $ 1,066,448 $ — $ — $ — $ 18,529 $ — $ — $ — $ — $ 1,084,977
(3) For fair value measurements of financial instruments that are transferred between levels, the Company reflects the transfers using the fair value at the beginning of the reporting period.
(4) See Section C below for derivatives valuation description. The common stock held by the Company is a private equity investment. Inputs utilized in determining the price of the security are primarily based on assumptions generated from the investee’s financial statements. This results in the usage of significant unobservable inputs and requires the asset to be classified as a Level 3 holding. During 2017, the Company has applied valuation techniques on a consistent basis to similar assets and consistent with those techniques used at year end 2016.
(5) All derivatives positions are presented on a gross basis.
B. Not applicable
C. Presented as follows are the fair values, admitted values, and categorization by input level of financial instruments held at the reporting date. The admitted values of financial instruments such as short-term investments, cash and cash equivalents, accounts and premiums receivable, accrued investment income, payable for securities lending, and short-term payables approximate fair value due to the short-term nature of the instruments. As such, these financial instruments are not included in the following charts.
7.10
STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA
NOTES TO FINANCIAL STATEMENTS
September 30, 2017 Not Practicable Aggregate Admitted (Carrying Type of Financial Instrument Fair Value Values Level 1 Level 2 Level 3 Value) Admitted Assets Bonds $ 21,198,251,391 $ 18,319,533,383 $ 5,339,553,003 $ 15,182,951,071 $ 675,747,317 $ — Preferred Stocks 19,190,000 19,000,000 — 19,190,000 — — Common Stocks (Unaffiliated) 17,840,477 17,840,477 — 16,755,500 1,084,977 — Mortgage Loans 1,101,262,140 1,055,478,927 — 1,101,262,140 — — Contract Loans 69,606,154 56,037,498 — — 69,606,154 — Derivatives 7,452,533 7,047,347 — 7,452,533 — — Other Invested Assets 560,730,203 523,954,638 32,920,750 110,469,885 417,339,568 — Separate Accounts 8,806,254 8,806,254 8,806,254 — — —
Liabilities Deposit-Type Contracts $ 246,230,521 $ 246,230,521 $ — $ 246,230,521 $ — $ — Derivatives 25,994,825 18,654,447 — 25,994,825 — — Unfunded Commitments to Investment Partnerships 1,350,300 1,350,300 — 1,350,300 — —
December 31, 2016 Not Practicable Aggregate Admitted (Carrying Type of Financial Instrument Fair Value Values Level 1 Level 2 Level 3 Value) Admitted Assets Bonds $ 20,716,031,359 $ 18,337,598,974 1 $ 2,420,652,671 $ 17,367,406,168 1 $ 927,972,520 9 $ — 8 7 2 Preferred Stocks 18,700,000 19,000,000 — 18,700,000 — — Common Stocks (Unaffiliated) 18,106,549 18,106,549 — 17,023,500 1,083,049 — Mortgage Loans 949,168,687 915,609,814 — 949,168,687 — — Contract Loans 72,354,336 58,774,401 — — 72,354,336 — Derivatives 13,070,029 14,767,807 — 13,070,029 — — Other Invested Assets 501,500,820 472,228,790 — 135,253,681 366,247,139 — Separate Accounts 7,964,131 7,964,131 7,964,131 — — —
Liabilities Deposit-Type Contracts $ 246,198,955 $ 246,198,955 2 $ — $ 246,198,955 $ — $ — 4 Derivatives 23,770,597 16,227,456 — 23,770,597 — — Unfunded Commitments to Investment Partnerships 1,433,800 1,433,800 — 1,433,800 — —
The following methods and assumptions were used in estimating the fair values of the Company’s financial instruments.
Bonds and Preferred Stocks: Fair values are based on quoted market prices, where available. For bonds and preferred stocks not actively traded, fair values are estimated using values obtained from independent pricing services. For private placements, fair values are estimated using internally prepared valuations combining matrix pricing with vendor purchased software programs, including valuations based on estimates of future profitability. Additionally, the Company obtains prices from independent third- party brokers to establish valuations for certain of these securities.
Common Stocks (Unaffiliated): FHLB common stock is carried at cost, which approximates fair value. Fair values of other unaffiliated common stocks are based on internally prepared valuations derived from the issuer’s financial statements.
Mortgage Loans: Fair values are estimated using discounted cash flow analyses and interest rates currently being offered for similar loans to borrowers with similar credit ratings and maturities. Loans with similar characteristics are aggregated for purposes of the calculations.
Contract Loans: Fair values are estimated using discounted cash flow analyses and interest rates currently being offered to policyholders with similar policies.
Derivatives: Fair values for derivatives are based on market quotes and represent the net amount of cash the Company would have paid or received if the contracts had been settled or closed as of the last day of the period. The Company analyzes credit default swap spreads relative to the average credit spread embedded within the London Interbank Offered Rate (LIBOR) setting syndicate in determining the effect of credit risk on its derivatives' fair values. If net counterparty credit risk for a derivative asset is determined to be material and is not adequately reflected in the LIBOR-based fair value obtained from the Company’s pricing sources, it adjusts the valuations obtained from its pricing sources. For purposes of valuing net counterparty risk, the Company
7.11
STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA
NOTES TO FINANCIAL STATEMENTS measures the fair value of a group of financial assets and financial liabilities on the basis of the price that would be received to sell a net long position or transfer a net short position for a particular risk exposure in an orderly transaction between market participants at the measurement date under current market conditions.
Other Invested Assets: Carrying amounts for tax credit partnerships equal the unamortized balance of contractual commitments to the partnerships and approximate fair value. Fair values for private equity partnerships are primarily derived from partnership financial statement valuations provided by the general partner. Fair values for surplus notes are based on prices obtained from independent pricing services or quoted market prices.
Separate Accounts: The Company’s separate account investments consist of publicly traded mutual funds with fair values published by the respective investment companies.
Deposit-Type Contracts: Deposit-type contracts with stated maturity dates represent borrowings from the FHLB of Boston plus accrued interest. Admitted values approximate fair values.
Unfunded Commitments to Investment Partnerships: Unfunded equity commitments represent legally binding amounts that the Company has committed to certain investment partnerships subject to the partnerships meeting specified conditions. When these conditions are met, the Company is obligated to invest these amounts in the partnerships. Admitted values approximate fair values.
Fair values for the Company’s insurance contracts other than investment contracts are not required to be disclosed. However, the fair values of liabilities under all insurance contracts are taken into consideration in the Company’s overall management of interest rate risk, which minimizes exposure to changing interest rates through the matching of investment maturities with amounts due under insurance contracts.
Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date and, therefore, represents an exit price, not an entry price. The exit price objective applies regardless of a reporting entity’s intent and/or ability to sell the asset or transfer the liability at the measurement date.
The degree of judgment utilized in measuring the fair value of financial instruments generally correlates to the level of pricing observability. Financial instruments with readily available active quoted prices or for which fair value can be measured from actively quoted prices in active markets generally have more pricing observability and less judgment utilized in measuring fair value. An active market for a financial instrument is a market in which transactions for an asset or a similar asset occur with sufficient frequency and volume to provide pricing information on an ongoing basis. A quoted price in an active market provides the most reliable evidence of fair value and should be used to measure fair value whenever available. Conversely, financial instruments rarely traded or not quoted have less observability and are measured at fair value using valuation techniques that require more judgment. Pricing observability is generally impacted by a number of factors, including the type of financial instrument, whether the financial instrument is new to the market and not yet established, the characteristics specific to the transaction, and overall market conditions.
Valuation techniques used for assets and liabilities accounted for at fair value are generally categorized into three types. The market approach uses prices and other relevant information from market transactions involving identical or comparable assets or liabilities. The income approach converts future amounts, such as cash flows or earnings, to a single present amount, or a discounted amount. The cost approach is based upon the amount that currently would be required to replace the service capacity of an asset, or the current replacement cost.
The Company uses valuation techniques that are appropriate in the circumstances and for which sufficient data are available that can be obtained without undue cost and effort. In some cases, a single valuation technique will be appropriate (for example, when valuing an asset or liability using quoted prices in an active market for identical assets or liabilities). In other cases, multiple valuation techniques will be appropriate. If the Company uses multiple valuation techniques to measure fair value, it evaluates and weighs the results, as appropriate, considering the reasonableness of the range indicated by those results. A fair value measurement is the point within that range that is most representative of fair value in the circumstances.
The selection of the valuation method(s) to apply considers the definition of an exit price and depends on the nature of the asset or liability being valued. The Company generally uses valuation techniques consistent with the market approach, and to a lesser extent, the income approach. The Company believes the market approach provides more observable data than the income approach, considering the type of investments the Company holds. The Company’s fair value measurements could differ significantly based on the valuation technique and available inputs. When using a pricing service, the Company obtains the vendor's pricing documentation to ensure the Company understands their methodologies. The Company periodically reviews and approves the selection of its pricing vendors to ensure the Company is in agreement with their current methodologies. When markets are less active, brokers may rely more on models with inputs based on the information available only to the broker. The
7.12
STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA
NOTES TO FINANCIAL STATEMENTS
Company’s internal investment management professionals, which include portfolio managers and analysts, monitor securities priced by brokers and evaluate their prices for reasonableness based on benchmarking to available primary and secondary market information. In weighing a broker quote as an input to fair value, the Company places less reliance on quotes that do not reflect the result of market transactions. The Company also considers the nature of the quote, particularly whether the quote is a binding offer. If prices in an inactive market do not reflect current prices for the same or similar assets, adjustments may be necessary to arrive at fair value. When relevant market data is unavailable, which may be the case during periods of market uncertainty, the income approach can, in suitable circumstances, provide a more appropriate fair value. During 2017, the Company has applied valuation approaches and techniques on a consistent basis to similar assets and liabilities and consistent with those approaches and techniques used at year end 2016.
The Company uses observable and unobservable inputs in measuring the fair value of its financial instruments. Inputs that may be used include the following:
• Broker market maker prices and price levels • Trade Reporting and Compliance Engine (TRACE) pricing • Prices obtained from external pricing services • Benchmark yields (Treasury and interest rate swap curves) • Transactional data for new issuance and secondary trades • Security cash flows and structures • Recent issuance/supply • Sector and issuer level spreads • Security credit ratings/maturity/capital structure/optionality • Corporate actions • Underlying collateral • Prepayment speeds/loan performance/delinquencies/weighted average life/seasoning • Public covenants • Comparative bond analysis • Derivative spreads • Relevant reports issued by analysts and rating agencies • Audited financial statements
The management of the Company’s investment portfolio includes establishing pricing policy and reviewing the reasonableness of sources and inputs used in developing pricing. The Company reviews all prices obtained to ensure they are consistent with a variety of observable market inputs and to verify the validity of a security’s price. In the event the Company receives a vendor's market price that does not appear reasonable based on its market analysis, the Company may challenge the price and request further information about the assumptions and methodologies used by the vendor to price the security. The Company may change the vendor price based on a better data source such as an actual trade. The Company also reviews all price changes from the prior month which fall outside a predetermined corridor. The overall valuation process for determining fair values may include adjustments to valuations obtained from the Company’s pricing sources when they do not represent a valid exit price. These adjustments may be made when, in the Company’s judgment and considering its knowledge of the financial conditions and industry in which the issuer operates, certain features of the financial instrument require that an adjustment be made to the value originally obtained from the Company’s pricing sources. These features may include the complexity of the financial instrument, the market in which the financial instrument is traded, counterparty credit risk, credit structure, concentration, or liquidity. Additionally, an adjustment to the price derived from a model typically reflects the Company’s judgment of the inputs that other participants in the market for the financial instrument being measured at fair value would consider in pricing that same financial instrument. In the event an asset is sold, the Company tests the validity of the fair value determined by its valuation techniques by comparing the selling price to the fair value determined for the asset in the immediately preceding month end reporting period closest to the transaction date.
The parameters and inputs used to validate a price on a security may be adjusted for assumptions about risk and current market conditions on a quarter to quarter basis, as certain features may be more significant drivers of valuation at the time of pricing. Changes to inputs in valuations are not changes to valuation methodologies; rather, the inputs are modified to reflect direct or indirect impacts on asset classes from changes in market conditions.
Certain of the Company’s investments do not have readily determinable market prices and/or observable inputs or may at times be affected by the lack of market liquidity. For these securities, the Company uses internally prepared valuations combining matrix pricing with vendor purchased software programs, including valuations based on estimates of future profitability, to estimate the fair value. Additionally, the Company may obtain prices from independent third-party brokers to aid in establishing valuations for certain of these securities. Key assumptions used to determine fair value for these securities include risk free interest rates, risk premiums, performance of underlying collateral (if any), and other factors involving significant assumptions which may or may not reflect those of an active market.
7.13
STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA
NOTES TO FINANCIAL STATEMENTS
The Company considers transactions in inactive or disorderly markets to be less representative of fair value. The Company uses all available observable inputs when measuring fair value, but when significant other unobservable inputs and adjustments are necessary, it classifies these assets or liabilities as Level 3.
D. Not applicable
21. Other Items
A. No significant change
B. No significant change
C. During 2009, the Company entered into a quota share reinsurance agreement with RGA Americas Reinsurance Company, Ltd. under which the Company cedes specified blocks of group long-term disability claims. The agreement is on a combination coinsurance with funds withheld and modified coinsurance basis and provides 80 percent quota share reinsurance on the blocks of ceded business. The Company ceded additional funds withheld reserves and modified coinsurance reserves of $3,059,616 and $302,901,955, respectively, effective September 1, 2017 and $3,535,791 and $350,043,325, respectively, effective September 1, 2016.
D. No significant change
E. No significant change
F. No significant change
G. No significant change
H. No significant change
22. Events Subsequent
No significant change
23. Reinsurance
No significant change
24. Retrospectively Rated Contracts & Contracts Subject to Redetermination
A. No significant change
B. No significant change
C. No significant change
D. No significant change
E. Not applicable
25. Change in Incurred Losses and Loss Adjustment Expenses
As of December 31, 2016, reserves for unpaid claim and claim adjustment expenses attributable to claims incurred on or before that date were $7,983,625,758, which has been restated for the Exhibit 5A basis adjustment of $94,013,448 discussed in Note 2. For the nine months ended September 30, 2017, $1,287,312,530 had been paid for incurred claims and claim adjustment expenses attributable to claims incurred in prior years. As of September 30, 2017, reserves remaining for prior years were $6,753,110,209 as a result of re-estimation of unpaid claims and claim adjustment expenses, principally on accident and health policies. Therefore, there has been a cost related to prior year development of $56,796,981 for the period December 31, 2016 to September 30, 2017, excluding net investment income of $316,750,569 earned on invested assets supporting these reserves during the same period. The majority of the reserve balance is related to disability claims with long-tail payouts on which interest earned on assets backing the liabilities is an integral part of reserving, and this should be considered in understanding the development of prior year claims. The reserve basis for prior year claims has changed during 2017 due to the previously mentioned Exhibit 5A basis adjustment. In addition, the Company experienced $1,564,998 of unfavorable premium adjustments on directly written experience-rated policies during the nine months ended September 30, 2017.
26. Intercompany Pooling Arrangements
No significant change
7.14
STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA
NOTES TO FINANCIAL STATEMENTS
27. Structured Settlements
No significant change
28. Health Care Receivables
No significant change
29. Participating Policies
No significant change
30. Premium Deficiency Reserves
No significant change
31. Reserves for Life Contracts and Annuity Contracts
No significant change
32. Analysis of Annuity Actuarial Reserves and Deposit-Type Liabilities by Withdrawal Characteristics
No significant change
33. Premium & Annuity Considerations Deferred and Uncollected
No significant change
34. Separate Accounts
No significant change
35. Loss/Claim Adjustment Expenses
No significant change
7.15 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA GENERAL INTERROGATORIES
PART 1 - COMMON INTERROGATORIES
GENERAL
1.1 Did the reporting entity experience any material transactions requiring the filing of Disclosure of Material Transactions with the State of Domicile, as required by the Model Act? Yes [ ] No [ X ]
1.2 If yes, has the report been filed with the domiciliary state? Yes [ ] No [ ]
2.1 Has any change been made during the year of this statement in the charter, by-laws, articles of incorporation, or deed of settlement of the reporting entity? Yes [ ] No [ X ]
2.2 If yes, date of change:
3.1 Is the reporting entity a member of an Insurance Holding Company System consisting of two or more affiliated persons, one or more of which is an insurer? Yes [ X ] No [ ] If yes, complete Schedule Y, Parts 1 and 1A.
3.2 Have there been any substantial changes in the organizational chart since the prior quarter end? Yes [ ] No [ X ]
3.3 If the response to 3.2 is yes, provide a brief description of those changes.
4.1 Has the reporting entity been a party to a merger or consolidation during the period covered by this statement? Yes [ ] No [ X ]
4.2 If yes, provide the name of the entity, NAIC Company Code, and state of domicile (use two letter state abbreviation) for any entity that has ceased to exist as a result of the merger or consolidation.
1 2 3 Name of Entity NAIC Company Code State of Domicile
5. If the reporting entity is subject to a management agreement, including third-party administrator(s), managing general agent(s), attorney- in-fact, or similar agreement, have there been any significant changes regarding the terms of the agreement or principals involved? Yes [ ] No [ X ] N/A [ ] 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 available from either the state of domicile or the reporting entity. This date should be the date of the examined balance sheet and not the date the report was completed or released. 12/31/2013
6.3 State as of what date the latest financial examination report became available to other states or the public from either the state of domicile or the reporting entity. This is the release date or completion date of the examination report and not the date of the examination (balance sheet date). 06/18/2015
6.4 By what department or departments? Maine 6.5 Have all financial statement adjustments within the latest financial examination report been accounted for in a subsequent financial statement filed with Departments? Yes [ ] No [ ] N/A [ X ]
6.6 Have all of the recommendations within the latest financial examination report been complied with? Yes [ ] No [ ] N/A [ X ]
7.1 Has this reporting entity had any Certificates of Authority, licenses or registrations (including corporate registration, if applicable) suspended or revoked by any governmental entity during the reporting period? Yes [ ] No [ X ]
7.2 If yes, give full information:
8.1 Is the company a subsidiary of a bank holding company regulated by the Federal Reserve Board? Yes [ ] No [ X ]
8.2 If response to 8.1 is yes, please identify the name of the bank holding company.
8.3 Is the company affiliated with one or more banks, thrifts or securities firms? Yes [ ] No [ X ]
8.4 If response to 8.3 is yes, please provide below the names and location (city and state of the main office) of any affiliates regulated by a federal regulatory services agency [i.e. the Federal Reserve Board (FRB), the Office of the Comptroller of the Currency (OCC), the Federal Deposit Insurance Corporation (FDIC) and the Securities Exchange Commission (SEC)] and identify the affiliate's primary federal regulator.
1 2 3 4 5 6 Affiliate Name Location (City, State) FRB OCC FDIC SEC
8 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA GENERAL INTERROGATORIES
9.1 Are the senior officers (principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions) of the reporting entity subject to a code of ethics, which includes the following standards ? Yes [ X ] No [ ] (a) Honest and ethical conduct, including the ethical handling of actual or apparent conflicts of interest between personal and professional relationships; (b) Full, fair, accurate, timely and understandable disclosure in the periodic reports required to be filed by the reporting entity; (c) Compliance with applicable governmental laws, rules and regulations; (d) The prompt internal reporting of violations to an appropriate person or persons identified in the code; and (e) Accountability for adherence to the code. 9.11 If the response to 9.1 is No, please explain:
9.2 Has the code of ethics for senior managers been amended ? Yes [ ] No [ X ] 9.21 If the response to 9.2 is Yes, provide information related to amendment(s).
9.3 Have any provisions of the code of ethics been waived for any of the specified officers ? Yes [ ] No [ X ] 9.31 If the response to 9.3 is Yes, provide the nature of any waiver(s).
FINANCIAL
10.1 Does the reporting entity report any amounts due from parent, subsidiaries or affiliates on Page 2 of this statement? Yes [ ] No [ X ] 10.2 If yes, indicate any amounts receivable from parent included in the Page 2 amount: $
INVESTMENT
11.1 Were any of the stocks, bonds, or other assets of the reporting entity loaned, placed under option agreement, or otherwise made available for use by another person? (Exclude securities under securities lending agreements.) Yes [ X ] No [ ] 11.2 If yes, give full and complete information relating thereto: The Company has $6,225,085, $1,994,000, $10,260,800, $1,797,162 and $84,221 statement value in bonds that are held as collateral for open derivative contracts with CIBC, Goldman Sachs, JPMorgan Chase, Merrill Lynch and Morgan Stanley respectively. In addition, the Company has $153,808,897 and $205,054,413 statement value in bonds and commercial mortgage loans, respectively, held as collateral for FHLB funding agreements. 12. Amount of real estate and mortgages held in other invested assets in Schedule BA: $ 0 13. Amount of real estate and mortgages held in short-term investments: $ 0 14.1 Does the reporting entity have any investments in parent, subsidiaries and affiliates? Yes [ X ] No [ ] 14.2 If yes, please complete the following: 1 2 Prior Year-End Current Quarter Book/Adjusted Book/Adjusted Carrying Value Carrying Value 14.21 Bonds $ $ 14.22 Preferred Stock $ $ 14.23 Common Stock $ 29,449,271 $ 29,848,699 14.24 Short-Term Investments $ $ 14.25 Mortgage Loans on Real Estate $ $ 14.26 All Other $ $ 14.27 Total Investment in Parent, Subsidiaries and Affiliates (Subtotal Lines 14.21 to 14.26) $ 29,449,271 $ 29,848,699 14.28 Total Investment in Parent included in Lines 14.21 to 14.26 above $ $
15.1 Has the reporting entity entered into any hedging transactions reported on Schedule DB? Yes [ X ] No [ ] 15.2 If yes, has a comprehensive description of the hedging program been made available to the domiciliary state? Yes [ X ] No [ ] If no, attach a description with this statement.
8.1 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA GENERAL INTERROGATORIES
16. For the reporting entity’s security lending program, state the amount of the following as of the current statement date: 16.1 Total fair value of reinvested collateral assets reported on Schedule DL, Parts 1 and 2. $ 29,527,985 16.2 Total book adjusted/carrying value of reinvested collateral assets reported on Schedule DL, Parts 1 and 2 $ 29,527,985 16.3 Total payable for securities lending reported on the liability page. $ 29,527,985
17. Excluding items in Schedule E - Part 3 - Special Deposits , real estate, mortgage loans and investments held physically in the reporting entity’s offices, vaults or safety deposit boxes, were all stocks, bonds and other securities, owned throughout the current year held pursuant to a custodial agreement with a qualified bank or trust company in accordance with Section 1, III - General Examination Considerations, F. Outsourcing of Critical Functions, Custodial or Safekeeping Agreements of the NAIC Financial Condition Examiners Handbook? Yes [ X ] No [ ] 17.1 For all agreements that comply with the requirements of the NAIC Financial Condition Examiners Handbook, complete the following:
1 2 Name of Custodian(s) Custodian Address JPMorgan Chase Bank N.A. New York, NY
17.2 For all agreements that do not comply with the requirements of the NAIC Financial Condition Examiners Handbook, provide the name, location and a complete explanation: 1 2 3 Name(s) Location(s) Complete Explanation(s)
17.3 Have there been any changes, including name changes, in the custodian(s) identified in 17.1 during the current quarter? Yes [ ] No [ X ] 17.4 If yes, give full information relating thereto:
1 2 3 4 Old Custodian New Custodian Date of Change Reason
17.5 Investment management – Identify all investment advisors, investment managers, broker/dealers, including individuals that have the authority to make investment decisions on behalf of the reporting entity. For assets that are managed internally by employees of the reporting entity, note as such. [" that have access to the investment accounts"; " handle securities"] 1 2 Name of Firm or Individual Affiliation Provident Investment Management, LLC A JPMorgan Chase Bank N.A. U
17.5097 For those firms/individuals listed in the table for Question 17.5, do any firms/individuals unaffiliated with the reporting entity (i.e. designated with a "U") manage more than 10% of the reporting entity’s assets? Yes [ ] No [ X ]
17.5098 For firms/individuals unaffiliated with the reporting entity (i.e. designated with a "U") listed in the table for Question 17.5, does the total assets under management aggregate to more than 50% of the reporting entity’s assets? Yes [ ] No [ X ]
17.6 For those firms or individuals listed in the table for 17.5 with an affiliation code of "A" (affiliated) or "U" (unaffiliated), provide the information for the table below. 1 2 3 4 5 Investment Management Central Registration Agreement Depository Number Name of Firm or Individual Legal Entity Identifier (LEI) Registered With (IMA) Filed 108527 Provident Investment Management, LLC DS JPMorgan Chase Bank N.A. 815DZWZKVSZI1NUHU748 NO
18.1 Have all the filing requirements of the Purposes and Procedures Manual of the NAIC Investment Analysis Office been followed? Yes [ X ] No [ ] 18.2 If no, list exceptions:
8.2 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA GENERAL INTERROGATORIES
PART 2 - LIFE & HEALTH
1. Report the statement value of mortgage loans at the end of this reporting period for the following categories: 1 Amount 1.1 Long-Term Mortgages In Good Standing
1.11 Farm Mortgages $
1.12 Residential Mortgages $
1.13 Commercial Mortgages $ 1,055,478,927
1.14 Total Mortgages in Good Standing $ 1,055,478,927
1.2 Long-Term Mortgages In Good Standing with Restructured Terms
1.21 Total Mortgages in Good Standing with Restructured Terms $
1.3 Long-Term Mortgage Loans Upon which Interest is Overdue more than Three Months
1.31 Farm Mortgages $
1.32 Residential Mortgages $
1.33 Commercial Mortgages $
1.34 Total Mortgages with Interest Overdue more than Three Months $
1.4 Long-Term Mortgage Loans in Process of Foreclosure
1.41 Farm Mortgages $
1.42 Residential Mortgages $
1.43 Commercial Mortgages $
1.44 Total Mortgages in Process of Foreclosure $
1.5 Total Mortgage Loans (Lines 1.14 + 1.21 + 1.34 + 1.44) (Page 2, Column 3, Lines 3.1 + 3.2) $ 1,055,478,927
1.6 Long-Term Mortgages Foreclosed, Properties Transferred to Real Estate in Current Quarter
1.61 Farm Mortgages $
1.62 Residential Mortgages $
1.63 Commercial Mortgages $
1.64 Total Mortgages Foreclosed and Transferred to Real Estate $
2. Operating Percentages:
2.1 A&H loss percent 50.400 %
2.2 A&H cost containment percent 2.800 %
2.3 A&H expense percent excluding cost containment expenses 32.500 %
3.1 Do you act as a custodian for health savings accounts? Yes [ ] No [ X ]
3.2 If yes, please provide the amount of custodial funds held as of the reporting date $
3.3 Do you act as an administrator for health savings accounts? Yes [ ] No [ X ]
3.4 If yes, please provide the balance of the funds administered as of the reporting date $
9 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE S - CEDED REINSURANCE Showing All New Reinsurance Treaties - Current Year to Date 1 2 3 4 5 6 7 8 9 Effective Certified Date of NAIC Type of Reinsurer Certified Company ID Effective Domiciliary Reinsurance Rating Reinsurer Code Number Date Name of Reinsurer Jurisdiction Ceded Type of Reinsurer (1 through 6) Rating
10 NONE STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE T - PREMIUMS AND ANNUITY CONSIDERATIONS Current Year To Date - Allocated by States and Territories Direct Business Only 1 Life Contracts 4 5 6 7 2 3 Accident and Health Insurance Premiums, Including Policy, Total Active Life Insurance Annuity Membership Other Columns Deposit-Type States, Etc. Status Premiums Considerations and Other Fees Considerations 2 Through 5 Contracts 1. Alabama AL L 19,957,674 38,586,875 58,544,548 2. Alaska AK L 3,127,165 8,529,456 11,656,621 3. Arizona AZ L 11,045,529 38,134,558 49,180,087 4. Arkansas AR L 9,999,857 35,383,674 45,383,531 5. California CA L 92,412,097 5,318 241,475,030 333,892,444 28 6. Colorado CO L 34,896,695 55,526,863 90,423,558 16,375 7. Connecticut CT L 9,275,043 1,300 24,469,685 33,746,028 8. Delaware DE L 3,654,630 7,928,352 11,582,982 9. District of Columbia DC L 10,412,875 24,498,826 34,911,700 16 10. Florida FL L 51,457,209 124,702,138 176,159,347 10,159 11. Georgia GA L 34,970,167 99,690,306 134,660,473 12. Hawaii HI L 3,405,317 18,960,770 22,366,087 13. Idaho ID L 2,825,296 6,074,144 8,899,440 14. Illinois IL L 53,035,999 106,826,174 159,862,172 15. Indiana IN L 13,869,247 31,813,543 45,682,790 16. Iowa IA L 10,878,141 17,597,736 28,475,877 17. Kansas KS L 6,519,327 450 16,219,645 22,739,421 18. Kentucky KY L 8,541,970 23,480,193 32,022,164 19. Louisiana LA L 9,283,889 29,412,242 38,696,131 20. Maine ME L 12,732,205 1,982 26,394,567 39,128,754 21. Maryland MD L 20,900,754 58,606,072 79,506,826 22. Massachusetts MA L 36,415,981 6,500 118,104,790 154,527,272 91,854 23. Michigan MI L 46,761,417 88,734,863 135,496,281 112,880 24. Minnesota MN L 32,942,771 61,942,207 94,884,978 25. Mississippi MS L 12,010,495 15,844,964 27,855,459 4,370 26. Missouri MO L 22,525,236 11,580 49,476,103 72,012,919 27. Montana MT L 6,960,750 8,735,617 15,696,367 28. Nebraska NE L 5,800,562 15,300,779 21,101,341 29. Nevada NV L 4,889,716 11,316,000 16,205,716 30. New Hampshire NH L 4,652,375 11,386,646 16,039,021 31. New Jersey NJ L 24,606,157 62,729,423 87,335,581 32. New Mexico NM L 3,894,342 11,699,774 15,594,115 33. New York NY N 5,765,789 16,017,839 21,783,628 604,230 34. North Carolina NC L 40,197,715 85,435,234 125,632,949 35. North Dakota ND L 7,946,270 8,866,763 16,813,033 36. Ohio OH L 32,337,414 93,205,854 125,543,268 37. Oklahoma OK L 11,964,179 21,460,839 33,425,018 38. Oregon OR L 14,951,719 11,250 35,475,068 50,438,037 39. Pennsylvania PA L 35,834,776 113,092,364 148,927,140 40. Rhode Island RI L 3,291,359 6,716,830 10,008,189 41. South Carolina SC L 8,541,623 23,615,236 32,156,859 42. South Dakota SD L 4,388,780 9,200,304 13,589,084 43. Tennessee TN L 35,237,549 1,500 80,025,603 115,264,652 44. Texas TX L 141,592,702 90 219,393,159 360,985,952 45. Utah UT L 9,154,987 14,885,102 24,040,089 46. Vermont VT L 4,984,485 1,500 9,972,491 14,958,475 47. Virginia VA L 22,104,560 180 68,146,885 90,251,625 48. Washington WA L 27,937,424 66,014,106 93,951,530 5,276 49. West Virginia WV L 3,547,815 9,789,765 13,337,580 50. Wisconsin WI L 21,767,116 55,001,220 76,768,336 51. Wyoming WY L 1,514,561 3,090,295 4,604,856 52. American Samoa AS N 394 394 53. Guam GU L 2,214 13,422 15,637 54. Puerto Rico PR L 242,764 834,382 1,077,146 55. U.S. Virgin Islands VI N 630 22,991 23,621 56. Northern Mariana Islands MP N 619 619 57. Canada CAN N 189,671 5,733,641 5,923,312 58. Aggregate Other Aliens OT XXX 2,225,843 3,185,199 5,411,041 59. Subtotal (a) 52 1,060,382,833 41,650 2,438,777,616 3,499,202,098 845,188 90. Reporting entity contributions for employee benefits plans XXX 91. Dividends or refunds applied to purchase paid-up additions and annuities XXX 3,762,547 3,762,547 92. Dividends or refunds applied to shorten endowment or premium paying period XXX 93. Premium or annuity considerations waived under disability or other contract provisions XXX 245,482 20,507,691 20,753,173 94. Aggregate or other amounts not allocable by State XXX 95. Totals (Direct Business) XXX 1,064,390,862 41,650 2,459,285,307 3,523,717,818 845,188 96. Plus Reinsurance Assumed XXX 127,962 61,395,745 61,523,707 97 Totals (All Business) XXX 1,064,518,824 41,650 2,520,681,052 3,585,241,525 845,188 98. Less Reinsurance Ceded XXX 469,643,949 41,650 516,941,703 986,627,301 844,632 99. Totals (All Business) less Reinsurance Ceded XXX 594,874,875 2,003,739,349 2,598,614,224 555 DETAILS OF WRITE-INS 58001. ARE UNITED ARAB EMIRATES XXX 72,835 78,972 151,807 58002. ARG ARGENTINA XXX 90,394 98,817 189,211 58003. AUS AUSTRALIA XXX 109,925 115,269 225,194 58998. Summary of remaining write-ins for Line 58 from overflow page XXX 1,952,689 2,892,140 4,844,829 58999. Totals (Lines 58001 through 58003 plus 58998)(Line 58 above) XXX 2,225,843 3,185,199 5,411,041 9401. XXX 9402. XXX 9403. XXX 9498. Summary of remaining write-ins for Line 94 from overflow page XXX 9499. Totals (Lines 9401 through 9403 plus 9498)(Line 94 above) XXX (L) Licensed or Chartered - Licensed Insurance Carrier or Domiciled RRG; (R) Registered - Non-domiciled RRGs; (Q) Qualified - Qualified or Accredited Reinsurer; (E) Eligible - Reporting Entities eligible or approved to write Surplus Lines in the state; (N) None of the above - Not allowed to write business in the state. (a) Insert the number of L responses except for Canada and Other Alien.
11 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA
SCHEDULE Y - INFORMATION CONCERNING ACTIVITIES OF INSURER MEMBERS OF A HOLDING COMPANY GROUP PART 1 - ORGANIZATIONAL CHART
Unum Group (D E) FEIN: 62-1598430
Provident Colonial Provident First U num Unum Life The Paul Life and Life & Fairw ind U num Life and Life Insurance Unum Revere Life Accident Accident Insurance Insurance Casualty Provident Provident Insurance Company Duncanson European UnumProvident Northwind Insurance Insurance Insurance Company Company Insurance Investment Financing H&J Capital, Company of America & Holt, Inc. Holding Finance Holdings, LLC Company Company Company (VT) (M E) Company Management, Trust I (DE) L.L.C. (LA) (N Y) (M E) (N Y) Company Company (D E) (M A) (TN ) (SC) FEIN: FEIN: (TN ) LLC (TN) FEIN: FEIN: FEIN: FEIN: FEIN: Lim ited Lim ited FEIN: FEIN: FEIN: FEIN: 98-0179389 04-2381280 FEIN: FEIN: 52-6894896 72-0977314 13-1898173 01-0278678 13-2588770 (England) (England) 26-0702757 04-1768571 62-0331200 57-0144607 NAIC: NAIC: 62-0506281 62-1705665 [5] NAIC: NAIC: [3] NAIC: NAIC: NAIC: 15463 67601 NAIC: 64297 62235 67598 68195 62049 68209 [2]
Duncanson 12 Northwind & Holt U num National Unum Reinsurance Services, Inc. Lim ited Dental Plan Ire land (England) Lim ited Lim ited Company (M E) Starmount [4] (England) (Ireland) (VT) FEIN: Insurance 01-0358803 FEIN: 26-0702523 Agency, Inc. Claims NAIC: (LA) Duncanson Services Claims 13031 FEIN: & Holt International Assistance 72-0809131 Canada Ltd. Lim ited (UK) Limited Starmount (Canada) (England) (England) [1] Life Insurance Company Duncanson (LA) & Holt Unum Select NDPH NDP (UK) FEIN: Underwriters Lim ited Lim ited Lim ited 72-0977315 Ltd. (England) (England) (Engalnd) NAIC: 68985 (England) Percentage of ownership is 100% unless otherwise indicated : [1] 50% owned by Unum European Holding Company Limited, and 50% owned by Unum Limited AlwaysCare [2] 85.9% owned by Unum Group, 10.1% owned by The Paul Revere Life Insurance Company, Benefits, Inc. Duncanson and 4.0% owned by Unum Life Insurance Company of America (LA) & Holt [3] 80% owned by Unum Group, and 20% owned by UnumProvident Finance Company Limited FEIN: Europe Ltd. [4] 72% owned by Unum European Holding Company Limited, and 28% owned by UnumProvident 72-1146709 (England) Finance Company Limited M IC Minories M IC Holdings [5] Statutory business trust which issued common and preferred securities representing undivided Guernsey Insurance Lim ited beneficial interests in the assets of the trusts. Unum Group owns 100% of the common securities. First Look Lim ited PCC Lim ited Vision (Guernsey) (Guernsey) (Guernsey) Network, L.L.C. (M O) FEIN: 20-1373510
STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 Type If of Control Control (Ownership, is Is an Name of Securities Relation- Board, Owner- SCA Exchange Domi- ship Management, ship Filing NAIC if Publicly Traded Names of ciliary to Attorney-in-Fact, Provide Re- Group Company ID Federal (U.S. or Parent, Subsidiaries Loca- Reporting Directly Controlled by Influence, Percen- Ultimate Controlling quired? Code Group Name Code Number RSSD CIK International) Or Affiliates tion Entity (Name of Entity/Person) Other) tage Entity(ies)/Person(s) (Y/N) * 00000 62-1598430 0000005513 NYSE Unum Group DE UDP 0.000 N 0565 Unum Group 64297 13-1898173 First Unum Life Insurance Company NY IA Unum Group Ownership 100.000 Unum Group N 0565 Unum Group 62235 01-0278678 Unum Life Insurance Company of America ME RE Unum Group Ownership 100.000 Unum Group N Unum Group 00000 13-2588770 Duncanson & Holt, Inc. NY NIA Unum Group Ownership 100.000 Unum Group N Unum Group 00000 01-0358803 Duncanson & Holt Services, Inc. ME NIA Duncanson & Holt, Inc. Ownership 100.000 Unum Group N Unum Group 00000 Duncanson & Holt Canada Ltd. CAN NIA Duncanson & Holt, Inc. Ownership 100.000 Unum Group N Unum Group 00000 Duncanson & Holt Underwriters Ltd. GBR NIA Duncanson & Holt, Inc. Ownership 100.000 Unum Group N Unum Group 00000 Duncanson & Holt Europe Ltd. GBR NIA Duncanson & Holt, Inc. Ownership 100.000 Unum Group N Unum Group 00000 Unum European Holding Company Limited GBR NIA Unum Group Ownership 80.000 Unum Group N 0000009 Unum Group 00000 Unum European Holding Company Limited GBR NIA UnumProvident Finance Company Limited Ownership 20.000 Unum Group N 0000010 Unum Group 00000 Unum Limited GBR IA Unum European Holding Company Limited Ownership 72.000 Unum Group N 0000011 Unum Group 00000 Unum Limited GBR IA UnumProvident Finance Company Limited Ownership 28.000 Unum Group N 0000012 Unum Group 00000 Claims Services International Limited GBR NIA Unum European Holding Company Limited Ownership 50.000 Unum Group N 0000013 Unum Group 00000 Claims Services International Limited GBR NIA Unum Limited Ownership 50.000 Unum Group N 0000014 Unum Group 00000 Unum Select Limited GBR NIA Unum European Holding Company Limited Ownership 100.000 Unum Group N Unum Group 00000 UnumProvident Finance Company Limited GBR NIA Unum Group Ownership 100.000 Unum Group N Unum Group 00000 Unum Ireland Limited IRL NIA UnumProvident Finance Company Limited Ownership 100.000 Unum Group N 0565 Unum Group 62049 57-0144607 Colonial Life & Accident Insurance Company SC IA Unum Group Ownership 100.000 Unum Group N Unum Group 00000 98-0179389 Fairwind Insurance Company VT IA Unum Group Ownership 100.000 Unum Group N
13 0565 Unum Group 67598 04-1768571 The Paul Revere Life Insurance Company MA IA Unum Group Ownership 100.000 Unum Group N 0565 Unum Group 67601 04-2381280 Unum Insurance Company ME IA Unum Group Ownership 100.000 Unum Group N Provident Life and Accident Insurance Company 0565 Unum Group 68195 62-0331200 TN IA Unum Group Ownership 85.900 Unum Group N 0000022 Provident Life and Accident Insurance Company 0565 Unum Group 68195 62-0331200 TN IA The Paul Revere Life Insurance Company Ownership 10.100 Unum Group N 0000023 Provident Life and Casualty Insurance Company 0565 Unum Group 68209 62-0506281 TN IA Unum Group Ownership 100.000 Unum Group N Unum Group 00000 62-1705665 Provident Investment Management, LLC TN NIA Unum Group Ownership 100.000 Unum Group N Unum Group 00000 26-0702757 Northwind Holdings, LLC DE NIA Unum Group Ownership 100.000 Unum Group N 0565 Unum Group 13031 26-0702523 Northwind Reinsurance Company VT IA Northwind Holdings, LLC Ownership 100.000 Unum Group N Unum Group 00000 52-6894896 Provident Financing Trust I DE NIA Unum Group Ownership 100.000 Unum Group N 0000028 Unum Group 00000 National Dental Plan Limited GBR NIA Unum European Holding Company Limited Ownership 100.000 Unum Group N Unum Group 00000 Claims Assistance (UK) Limited GBR NIA Unum European Holding Company Limited Ownership 100.000 Unum Group N Unum Group 00000 NDPH Limited GBR NIA Unum European Holding Company Limited Ownership 100.000 Unum Group N Unum Group 00000 NDP (UK) Limited GBR NIA NDPH Limited Ownership 100.000 Unum Group N Unum Group 00000 MIC Guernsey Limited GGY NIA Unum European Holding Company Limited Ownership 100.000 Unum Group N Unum Group 00000 MIC Holdings Limited GGY NIA MIC Guernsey Limited Ownership 100.000 Unum Group N Unum Group 00000 Minories Insurance PCC Limited GGY IA MIC Holdings Limited Ownership 100.000 Unum Group N Unum Group 00000 72-0977314 H&J Capital, L.L.C. LA NIA Unum Group Ownership 100.000 Unum Group N Unum Group 00000 72-0809131 Starmount Insurance Agency, Inc. LA NIA H&J Capital, L.L.C. Ownership 100.000 Unum Group N 0565 Unum Group 68985 72-0977315 Starmount Life Insurance Company LA IA H&J Capital, L.L.C. Ownership 100.000 Unum Group N Unum Group 00000 72-1146709 AlwaysCare Benefits, Inc. LA NIA H&J Capital, L.L.C. Ownership 100.000 Unum Group N Unum Group 00000 20-1373510 First Look Vision Network, L.L.C. MO NIA H&J Capital, L.L.C. Ownership 100.000 Unum Group N
STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA
Asterisk Explanation 0000009 80% owned by Unum Group and 20% owned by UnumProvident Finance Company Limited. 0000010 80% owned by Unum Group and 20% owned by UnumProvident Finance Company LImited. 0000011 72% owned by Unum European Holding Company Limited and 28% owned by UnumProvident Finance Company Limited. 0000012 72% owned by Unum European Holding Company Limited and 28% owned by UnumProvident Finance Company Limited. 0000013 50% owned by Unum European Holding Company Limited and 50% owned by Unum Limited. 0000014 50% owned by Unum European Holding Company Limited and 50% owned by Unum Limited. 0000022 Provident Life and Accident Insurance Company is 85.9% owned by Unum Group, 10.1% owned by The Paul Revere Life Insurance Company and 4.0% owned by Unum Life Insurance Company of America. 0000023 Provident Life and Accident Insurance Company is 85.9% owned by Unum Group, 10.1% owned by The Paul Revere Life Insurance Company and 4.0% owned by Unum Life Insurance Company of America. 0000028 A statutory business trust which issued common and preferred securities representing undivided beneficial interests in the assets of the trust. Unum Group owns 100% of the common securities.
13.1 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SUPPLEMENTAL EXHIBITS AND SCHEDULES INTERROGATORIES
The following supplemental reports are required to be filed as part of your statement filing. However, in the event that your company does not transact the type of business for which the special report must be filed, your response of NO to the specific interrogatory will be accepted in lieu of filing a “NONE” report and a bar code will be printed below. If the supplement is required of your company but is not being filed for whatever reason enter SEE EXPLANATION and provide an explanation following the interrogatory questions.
Response
1. Will the Trusteed Surplus Statement be filed with the state of domicile and the NAIC with this statement? NO 2. Will the Medicare Part D Coverage Supplement be filed with the state of domicile and the NAIC with this statement ? NO 3. Will the Reasonableness of Assumptions Certification required by Actuarial Guideline XXXV be filed with the state of domicile and electronically with the NAIC ? NO 4. Will the Reasonableness and Consistency of Assumptions Certification required by Actuarial Guideline XXXV be filed with the state of domicile and electronically with the NAIC ? NO 5. Will the Reasonableness of Assumptions Certification for Implied Guaranteed Rate Method required by Actuarial Guideline XXXVI be filed with the state of domicile and electronically with the NAIC? NO 6. Will the Reasonableness and Consistency of Assumptions Certification required by Actuarial Guideline XXXVI (Updated Average Market Value) be filed with the state of domicile and electronically with the NAIC? NO 7. Will the Reasonableness and Consistency of Assumptions Certification required by Actuarial Guideline XXXVI (Updated Market Value) be filed with the state of domicile and electronically with the NAIC? NO
Explanation:
1.
2.
3.
4.
5.
6.
7.
Bar Code: 1. Trusteed Surplus Statement [Document Identifier 490] *62235201749000003* 2. Medicare Part D Coverage Supplement [Document Identifier 365] *62235201736500003* 3. Reasonableness of Assumptions Certification required by Actuarial Guideline XXXV [Document Identifier 445] *62235201744500003* 4. Reasonableness and Consistency of Assumptions Certification required by Actuarial Guideline XXXV [Document Identifier 446] *62235201744600003* 5. Reasonableness of Assumptions Certification for Implied Guaranteed Rate Method required by Actuarial Guideline XXXVI [Document Identifier 447] *62235201744700003* 6. Reasonableness and Consistency of Assumptions Certification required by Actuarial Guideline XXXVI [Document Identifier 448] *62235201744800003* 7. Reasonableness and Consistency of Assumptions Certification required by Actuarial Guideline XXXVI (Updated Market Value) [Document Identifier 449] *62235201744900003*
14 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA OVERFLOW PAGE FOR WRITE-INS
Additional Write-ins for Assets Line 25 Current Statement Date 4 1 2 3 December 31 Net Admitted Assets Prior Year Net Assets Nonadmitted Assets (Cols. 1 - 2) Admitted Assets 2504. Receivable for investment income 4,666,470 4,666,470 2,092,736 2505. Premiums receivable - other lines 3,990,775 3,990,775 6,671,087 2506. Other tax receivables 927,016 927,016 0 2597. Summary of remaining write-ins for Line 25 from overflow page 9,584,261 9,584,261 8,763,823
Additional Write-ins for Liabilities Line 25 1 2 Current December 31 Statement Date Prior Year 2504. Missing claimants liability 21,375,446 16,888,768 2505. Cash collateral on derivatives 6,070,000 11,390,000 2506. Liability for unauthorized reinsurance (P&C) 371,958 371,958 2597. Summary of remaining write-ins for Line 25 from overflow page 27,817,404 28,650,726
Additional Write-ins for Summary of Operations Line 8.3 1 2 3 Current Year Prior Year Prior Year Ended To Date To Date December 31 08.304. Income from corporate owned life insurance 3,809,496 3,870,765 5,180,994 08.305. Premium income - other lines 121,192 14,055 (68,252) 08.306. Other income from other lines (335,192) 3,419,432 3,450,809 08.397. Summary of remaining write-ins for Line 8.3 from overflow page 3,595,495 7,304,253 8,563,552
Additional Write-ins for Summary of Operations Line 27 1 2 3 Current Year Prior Year Prior Year Ended To Date To Date December 31 2704. Benefits and expenses from other lines (1,285,935) 717,940 1,029,640 2705. Fines and penalties paid to regulatory authorities 7,313 9,672 9,672 2797. Summary of remaining write-ins for Line 27 from overflow page (1,278,623) 727,612 1,039,312
Additional Write-ins for Schedule T Line 58 Direct Business Only 1 Life Contracts 4 5 6 7 2 3 Accident and Health Insurance Premiums, Including Policy, Total Active Life Insurance Annuity Membership Other Columns Deposit-Type States, Etc. Status Premiums Considerations and Other Fees Considerations 2 Through 5 Contracts 58004. BEL BELGIUM XXX 103,360 110,642 214,001 58005. BLR BELARUS XXX 309 309 58006. BMU BERMUDA XXX 16,806 653,113 669,918 58007. BRA BRAZIL XXX 119,606 121,243 240,849 58008. BRB BARBADOS XXX 182 182 58009. CHE SWITZERLAND XXX 7,036 8,506 15,541 58010. CHL CHILE XXX 110,291 117,995 228,287 58011. CHN CHINA XXX 86,360 94,042 180,402 58012. CRI COSTA RICA XXX 373 373 58013. CYP CYPRUS XXX 1,778 52 1,830 58014. CZE CZECH REPUBLIC XXX 109,252 117,995 227,247 58015. DEU GERMANY XXX 110,590 123,438 234,028 58016. DNK DENMARK XXX 350 350 58017. ESP SPAIN XXX 100,279 97,587 197,866 58018. FRA FRANCE XXX 3,480 20,048 23,528 58019. GBR UNITED KINGDOM XXX 132,358 156,977 289,335 58020. GRC GREECE XXX 1,356 1,356 58021. HKG HONG KONG XXX 35,307 10,408 45,714 58022. IND INDIA XXX 2,252 258 2,510 58023. IRL IRELAND XXX 6,639 4,543 11,182 58024. ISR ISRAEL XXX 3,316 11,631 14,946 58025. ITA ITALY XXX 101,892 110,368 212,260 58026. JPN JAPAN XXX 15,045 80,441 95,486 58027. KOR KOREA, REPUBLIC OF XXX 2,070 3,520 5,590 58028. LBN LEBANON XXX 248 248 58029. LUX LUXEMBOURG XXX 100,848 108,919 209,767 58030. MAR MOROCCO XXX 72,835 78,664 151,498 58031. MEX MEXICO XXX 109,560 119,212 228,772 58032. MHL MARSHALL ISLANDS XXX 775 775 58033. MOZ MOZAMBIQUE XXX 360 360 58034. MYS MALAYSIA XXX 194 4,610 4,804 58035. NIC NICARAGUA XXX 736 736 58036. NLD NETHERLANDS XXX 100,848 111,341 212,189 58037. NOR NORWAY XXX 2,810 2,810 58038. NPL NEPAL XXX 693 693 58039. NZL NEW ZEALAND XXX 150 10,692 10,842 58040. PER PERU XXX 72,835 81,229 154,063 58041. PHL PHILIPPINES XXX 10,275 210 10,485 58042. QAT QATAR XXX 72,835 78,664 151,498 58043. SAU SAUDI ARABIA XXX 740 740 58044. SGP SINGAPORE XXX 4,350 118,714 123,064 58045. SWE SWEDEN XXX 4,738 4,738 58046. THA THAILAND XXX 1,062 1,062 58047. TTO TRINIDAD AND TOBAGO XXX 1,318 1,318 58048. TUR TURKEY XXX 72,835 78,664 151,498 58049. TWN TAIWAN, PROVINCE OF CHINA XXX 90,343 97,573 187,916 58050. UGA UGANDA XXX 118 29 147 58051. VEN VENEZUELA XXX 91,555 78,664 170,218 58052. VNM VIET NAM XXX 72,835 78,664 151,498 58997. Summary of remaining write-ins for Line 58 from overflow page XXX 1,952,689 2,892,140 4,844,829
15 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA OVERFLOW PAGE FOR WRITE-INS
15.1 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE A - VERIFICATION Real Estate 1 2 Prior Year Ended Year to Date December 31 1. Book/adjusted carrying value, December 31 of prior year 65,778,780 70,941,659 2. Cost of acquired: 2.1 Actual cost at time of acquisition 2.2 Additional investment made after acquisition 598,755 2,526,044 3. Current year change in encumbrances 4. Total gain (loss) on disposals 141,189 5. Deduct amounts received on disposals 3,841,523 6. Total foreign exchange change in book/adjusted carrying value 7. Deduct current year’s other than temporary impairment recognized 8. Deduct current year’s depreciation 3,054,650 3,988,589 9. Book/adjusted carrying value at the end of current period (Lines 1+2+3+4-5+6-7-8) 63,322,885 65,778,780 10. Deduct total nonadmitted amounts 11. Statement value at end of current period (Line 9 minus Line 10) 63,322,885 65,778,780
SCHEDULE B - VERIFICATION Mortgage Loans 1 2 Prior Year Ended Year to Date December 31 1. Book value/recorded investment excluding accrued interest, December 31 of prior year 915,609,814 822,264,802 2. Cost of acquired: 2.1 Actual cost at time of acquisition 180,035,000 222,575,000 2.2 Additional investment made after acquisition 3. Capitalized deferred interest and other 4. Accrual of discount 5. Unrealized valuation increase (decrease) 6. Total gain (loss) on disposals 7. Deduct amounts received on disposals 40,165,887 129,229,988 8. Deduct amortization of premium and mortgage interest points and commitment fees 9. Total foreign exchange change in book value/recorded investment excluding accrued interest 10. Deduct current year’s other than temporary impairment recognized 11. Book value/recorded investment excluding accrued interest at end of current period (Lines 1+2+3+4+5+6-7-8+9-10) 1,055,478,927 915,609,814 12. Total valuation allowance 13. Subtotal (Line 11 plus Line 12) 1,055,478,927 915,609,814 14. Deduct total nonadmitted amounts 15. Statement value at end of current period (Line 13 minus Line 14) 1,055,478,927 915,609,814
SCHEDULE BA - VERIFICATION Other Long-Term Invested Assets 1 2 Prior Year Ended Year to Date December 31 1. Book/adjusted carrying value, December 31 of prior year 472,228,790 382,687,822 2. Cost of acquired: 2.1 Actual cost at time of acquisition 10,886,387 42,525,929 2.2 Additional investment made after acquisition 76,892,824 104,403,755 3. Capitalized deferred interest and other 4. Accrual of discount 36,412 45,621 5. Unrealized valuation increase (decrease) 9,890,439 5,240,794 6. Total gain (loss) on disposals 7. Deduct amounts received on disposals 34,238,723 45,965,363 8. Deduct amortization of premium and depreciation 10,868,763 14,024,768 9. Total foreign exchange change in book/adjusted carrying value 10. Deduct current year’s other than temporary impairment recognized 872,728 2,685,000 11. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5+6-7-8+9-10) 523,954,638 472,228,790 12. Deduct total nonadmitted amounts 13. Statement value at end of current period (Line 11 minus Line 12) 523,954,638 472,228,790
SCHEDULE D - VERIFICATION Bonds and Stocks 1 2 Prior Year Ended Year to Date December 31 1. Book/adjusted carrying value of bonds and stocks, December 31 of prior year 18,404,154,794 18,043,128,713 2. Cost of bonds and stocks acquired 1,046,898,530 1,934,560,768 3. Accrual of discount 48,689,692 66,245,547 4. Unrealized valuation increase (decrease) 402,130 100,224 5. Total gain (loss) on disposals 7,730,234 12,158,624 6. Deduct consideration for bonds and stocks disposed of 1,120,014,860 1,620,121,311 7. Deduct amortization of premium 13,207,908 19,396,047 8. Total foreign exchange change in book/adjusted carrying value 11,569,945 6,811,687 9. Deduct current year’s other than temporary impairment recognized 19,333,411 10. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9) 18,386,222,558 18,404,154,794 11. Deduct total nonadmitted amounts 12. Statement value at end of current period (Line 10 minus Line 11) 18,386,222,558 18,404,154,794
SI01 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE D - PART 1B Showing the Acquisitions, Dispositions and Non-Trading Activity During the Current Quarter for all Bonds and Preferred Stock by NAIC Designation 1 2 3 4 5 6 7 8 Book/Adjusted Book/Adjusted Book/Adjusted Book/Adjusted Book/Adjusted Carrying Value Acquisitions Dispositions Non-Trading Activity Carrying Value Carrying Value Carrying Value Carrying Value Beginning During During During End of End of End of December 31 NAIC Designation of Current Quarter Current Quarter Current Quarter Current Quarter First Quarter Second Quarter Third Quarter Prior Year
BONDS
1. NAIC 1 (a) 7,352,304,139 174,448,146 231,591,735 92,421,990 7,324,894,953 7,352,304,139 7,387,582,540 7,468,554,790 2. NAIC 2 (a) 8,723,346,292 2,586,402,464 2,521,050,684 (41,411,572) 8,709,400,295 8,723,346,292 8,747,286,500 8,633,811,899 3. NAIC 3 (a) 1,533,085,906 47,025,963 42,564,757 (30,796,314) 1,556,729,337 1,533,085,906 1,506,750,798 1,559,960,912 4. NAIC 4 (a) 734,690,703 83,779,000 15,619,652 (18,995,557) 709,918,989 734,690,703 783,854,494 674,093,919 5. NAIC 5 (a) 69,213,833 15,475,054 72,167,192 69,213,833 84,688,887 100,969,509 6. NAIC 6 (a) 775,649 (3,118) 778,215 775,649 772,531 780,998 7. Total Bonds 18,413,416,522 2,891,655,573 2,810,826,828 16,690,483 18,373,888,981 18,413,416,522 18,510,935,750 18,438,172,027
SI02
PREFERRED STOCK
8. NAIC 1 19,000,000 19,000,000 19,000,000 19,000,000 19,000,000 9. NAIC 2 10. NAIC 3 11. NAIC 4 12. NAIC 5 13. NAIC 6 14. Total Preferred Stock 19,000,000 19,000,000 19,000,000 19,000,000 19,000,000 15. Total Bonds and Preferred Stock 18,432,416,522 2,891,655,573 2,810,826,828 16,690,483 18,392,888,981 18,432,416,522 18,529,935,750 18,457,172,027 (a) Book/Adjusted Carrying Value column for the end of the current reporting period includes the following amount of short-term and cash equivalent bonds by NAIC designation: NAIC 1 $ 24,176,728 ; NAIC 2 $ 167,225,639 ; NAIC 3 $ NAIC 4 $ ; NAIC 5 $ ; NAIC 6 $ STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE DA - PART 1 Short-Term Investments 1 2 3 4 5 Paid for Book/Adjusted Interest Collected Accrued Interest Carrying Value Par Value Actual Cost Year-to-Date Year-to-Date
9199999 Totals 15,698,896 XXX 16,041,835 (131,988) 210,000
SCHEDULE DA - VERIFICATION Short-Term Investments 1 2
Prior Year Ended Year To Date December 31
1. Book/adjusted carrying value, December 31 of prior year 733,548 684,400
2. Cost of short-term investments acquired 16,439,545 3,070,799
3. Accrual of discount
4. Unrealized valuation increase (decrease)
5. Total gain (loss) on disposals
6. Deduct consideration received on disposals 1,131,258 3,021,651
7. Deduct amortization of premium 342,939
8. Total foreign exchange change in book/adjusted carrying value
9. Deduct current year’s other than temporary impairment recognized
10. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9) 15,698,896 733,548
11. Deduct total nonadmitted amounts
12. Statement value at end of current period (Line 10 minus Line 11) 15,698,896 733,548
SI03 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE DB - PART A - VERIFICATION Options, Caps, Floors, Collars, Swaps and Forwards
1. Book/Adjusted Carrying Value, December 31, prior year (Line 9, prior year) (1,459,649)
2. Cost Paid/(Consideration Received) on additions
3. Unrealized Valuation increase/(decrease) 965,854
4. Total gain (loss) on termination recognized
5. Considerations received/(paid) on terminations (832,159)
6. Amortization
7. Adjustment to the Book/Adjusted Carrying Value of hedged item 2,438,087
8. Total foreign exchange change in Book/Adjusted Carrying Value (14,383,551)
9. Book/Adjusted Carrying Value at End of Current Period (Lines 1+2+3+4-5+6+7+8) (11,607,100)
10. Deduct nonadmitted assets
11. Statement value at end of current period (Line 9 minus Line 10) (11,607,100)
SCHEDULE DB - PART B - VERIFICATION Futures Contracts
1. Book/Adjusted carrying value, December 31 of prior year (Line 6, prior year)
2. Cumulative cash change (Section 1, Broker Name/Net Cash Deposits Footnote - Cumulative Cash Change column)
3.1 Add:
Change in variation margin on open contracts - Highly Effective Hedges
3.11 Section 1, Column 15, current year to date minus
3.12 Section 1, Column 15, prior year
Change in variation margin on open contracts - All Other
3.13 Section 1, Column 18, current year to date minus
3.14 Section 1, Column 18, prior year
3.2 Add:
Change in adjustment to basis of hedged item
3.21 Section 1, Column 17, current year to date minus
3.22 Section 1, Column 17, prior year
Change in amount recognized
3.23 Section 1, Column 19, current year to date minus 3.24 Section 1, Column 19, prior year NONE 3.3 Subtotal (Line 3.1 minus Line 3.2)
4.1 Cumulative variation margin on terminated contracts during the year
4.2 Less:
4.21 Amount used to adjust basis of hedged item
4.22 Amount recognized
4.3 Subtotal (Line 4.1 minus Line 4.2)
5. Dispositions gains (losses) on contracts terminated in prior year:
5.1 Total gain (loss) recognized for terminations in prior year
5.2 Total gain (loss) adjusted into the hedged item(s) for terminations in prior year
6. Book/Adjusted carrying value at end of current period (Lines 1+2+3.3-4.3-5.1-5.2)
7. Deduct total nonadmitted amounts
8. Statement value at end of current period (Line 6 minus Line 7)
SI04 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA
Schedule DB - Part C - Section 1 - Replication (Synthetic Asset) Transactions (RSATs) Open N O N E
Schedule DB-Part C-Section 2-Reconciliation of Replication (Synthetic Asset) Transactions Open N O N E
SI05, SI06 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE DB - VERIFICATION Verification of Book/Adjusted Carrying Value, Fair Value and Potential Exposure of all Open Derivative Contracts
Book/Adjusted Carrying Value Check
1. Part A, Section 1, Column 14 (11,607,100)
2. Part B, Section 1, Column 15 plus Part B, Section 1 Footnote - Total Ending Cash Balance
3. Total (Line 1 plus Line 2) (11,607,100)
4. Part D, Section 1, Column 5 7,047,347
5. Part D, Section 1, Column 6 (18,654,447)
6. Total (Line 3 minus Line 4 minus Line 5)
Fair Value Check
7. Part A, Section 1, Column 16 (18,542,292)
8. Part B, Section 1, Column 13
9. Total (Line 7 plus Line 8) (18,542,292)
10. Part D, Section 1, Column 8 7,452,533
11. Part D, Section 1, Column 9 (25,994,825)
12 Total (Line 9 minus Line 10 minus Line 11)
Potential Exposure Check
13. Part A, Section 1, Column 21 2,902,479
14. Part B, Section 1, Column 20
15. Part D, Section 1, Column 11 2,902,479
16. Total (Line 13 plus Line 14 minus Line 15)
SI07 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE E - VERIFICATION (Cash Equivalents) 1 2
Prior Year Ended Year To Date December 31
1. Book/adjusted carrying value, December 31 of prior year 99,839,505 168,998,423
2. Cost of cash equivalents acquired 7,750,039,535 8,970,866,886
3. Accrual of discount
4. Unrealized valuation increase (decrease)
5. Total gain (loss) on disposals
6. Deduct consideration received on disposals 7,674,175,570 9,040,025,804
7. Deduct amortization of premium
8. Total foreign exchange change in book/adjusted carrying value
9. Deduct current year’s other than temporary impairment recognized
10. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9) 175,703,471 99,839,505
11. Deduct total nonadmitted amounts
12. Statement value at end of current period (Line 10 minus Line 11) 175,703,471 99,839,505
SI08 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE A - PART 2 Showing All Real Estate ACQUIRED AND ADDITIONS MADE During the Current Quarter 1 4 5 6 7 8 9 Location 2 3 Additional Book/Adjusted Investment Date Actual Cost at Amount of Carrying Value Made After Description of Property City State Acquired Name of Vendor Time of Acquisition Encumbrances Less Encumbrances Acquisition HOII - 2211 CONGRESS STREET PORTLAND ME 12/01/1982 111,723 HO111 - 2211 CONGRESS STREET PORTLAND MA 06/01/1998 147,900 0199999. Acquired by Purchase 259,623
0399999 - Totals 259,623 SCHEDULE A - PART 3 Showing All Real Estate DISPOSED During the Quarter, Including Payments During the Final Year on “Sales Under Contract” 1 Location 4 5 6 7 8 Change in Book/Adjusted Carrying Value Less Encumbrances 14 15 16 17 18 19 20 2 3 Expended 9 10 11 12 13 for Book/ Total Book/ Gross Additions, Adjusted Total Foreign Adjusted Income
E01 Permanent Carrying Current Change in Exchange Carrying Foreign Earned Improve- Value Less Year’s Current Book/ Change in Value Less Exchange Realized Total Less Taxes, ments and Encum- Current Other Than Year's Adjusted Book/ Encum- Amounts Gain Gain Gain Interest Repairs Changes brances Year’s Temporary Change in Carrying Adjusted brances Received (Loss) (Loss) (Loss) Incurred on and Disposal Actual in Encum- Prior Depre- Impairment Encum- Value Carrying on During on on on Encum- Expenses Description of Property City State Date Name of Purchaser NONECost brances Year ciation Recognized brances (11-9-10) Value Disposal Year Disposal Disposal Disposal brances Incurred
0399999 - Totals STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE B - PART 2 Showing All Mortgage Loans ACQUIRED AND ADDITIONS MADE During the Current Quarter 1 Location 4 5 6 7 8 9 2 3 Additional Loan Actual Cost at Investment Made Value of Land Loan Number City State Type Date Acquired Rate of Interest Time of Acquisition After Acquisition and Buildings Mortgages in good standing - Commercial mortgages-all other 100013478 CINCINNATI OH 08/07/2017 4.230 4,100,000 6,500,000 100013547 COLUMBUS OH 09/01/2017 4.020 6,400,000 8,550,000 100013556 WEST DES MOINES IA 08/15/2017 3.940 13,000,000 17,450,000 100013571 CHICAGO IL 08/11/2017 4.250 4,475,000 6,000,000 100013624 NEW BERN NC 09/21/2017 3.870 10,500,000 17,500,000 100013627 WEST DES MOINES IA 09/28/2017 4.400 19,250,000 28,100,000 100013674 HORNELL NY 09/29/2017 3.960 8,500,000 11,775,000 100013675 GENESEE NY 09/29/2017 3.960 12,985,000 18,290,000 0599999. Mortgages in good standing - Commercial mortgages-all other 79,210,000 114,165,000 0899999. Total Mortgages in good standing 79,210,000 114,165,000 1699999. Total - Restructured Mortgages 2499999. Total - Mortgages with overdue interest over 90 days 3299999. Total - Mortgages in the process of foreclosure
3399999 - Totals 79,210,000 114,165,000
E02 SCHEDULE B - PART 3 Showing All Mortgage Loans DISPOSED, Transferred or Repaid During the Current Quarter 1 Location 4 5 6 7 Change in Book Value/Recorded Investment 14 15 16 17 18 2 3 Book Value/ 8 9 10 11 12 13 Book Value/ Recorded Current Recorded Investment Year’s Other Total Investment Foreign Excluding Unrealized Current Than Capitalized Change Total Foreign Excluding Exchange Realized Total Accrued Valuation Year’s Temporary Deferred in Exchange Accrued Gain Gain Gain Loan Date Disposal Interest Increase (Amortization) Impairment Interest and Book Value Change in Interest on Consid- (Loss) on (Loss) on (Loss) on Loan Number City State Type Acquired Date Prior Year (Decrease) /Accretion Recognized Other (8+9-10+11) Book Value Disposal eration Disposal Disposal Disposal Mortgages closed by repayment 100005119 TEMECULA CA 08/07/2008 09/07/2017 4,697,432 4,697,432 4,697,432 0199999. Mortgages closed by repayment 4,697,432 4,697,432 4,697,432 Mortgages with partial repayments 100000833 CHICAGO IL 10/26/1998 68,740 68,740 68,740 100003257 GRAND RAPIDS MI 10/12/2006 40,853 40,853 40,853 100003313 COLORADO SPRINGS CO 12/06/2006 58,018 58,018 58,018 100003589 NORTH SMITHFIELD RI 05/31/2007 41,680 41,680 41,680 100003847 ASHBURN VA 11/13/2007 76,055 76,055 76,055 100004645 BALTIMORE MD 07/09/2008 68,306 68,306 68,306 100004725 SAN FRANCISCO CA 05/01/2008 51,696 51,696 51,696 100004790 DES MOINES IA 11/13/2008 113,680 113,680 113,680 100004809 CHICAGO IL 07/10/2008 91,361 91,361 91,361 100004821 BALTIMORE MD 07/09/2008 14,561 14,561 14,561 100004851 BRADENTON FL 07/17/2008 52,925 52,925 52,925 100005003 NASHVILLE TN 08/14/2008 54,063 54,063 54,063 100005029 CHATTANOOGA TN 05/30/2012 88,718 88,718 88,718 100005081 BEND OR 08/15/2008 35,756 35,756 35,756 100005119 TEMECULA CA 08/07/2008 40,493 40,493 40,493 100005558 EL SEGUNDO CA 09/30/2009 101,572 101,572 101,572 100005755 MULTIPLE LOCATIONS IL 03/31/2009 91,655 91,655 91,655 100005792 DALLAS GA 05/28/2009 11,961 11,961 11,961 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE B - PART 3 Showing All Mortgage Loans DISPOSED, Transferred or Repaid During the Current Quarter 1 Location 4 5 6 7 Change in Book Value/Recorded Investment 14 15 16 17 18 2 3 Book Value/ 8 9 10 11 12 13 Book Value/ Recorded Current Recorded Investment Year’s Other Total Investment Foreign Excluding Unrealized Current Than Capitalized Change Total Foreign Excluding Exchange Realized Total Accrued Valuation Year’s Temporary Deferred in Exchange Accrued Gain Gain Gain Loan Date Disposal Interest Increase (Amortization) Impairment Interest and Book Value Change in Interest on Consid- (Loss) on (Loss) on (Loss) on Loan Number City State Type Acquired Date Prior Year (Decrease) /Accretion Recognized Other (8+9-10+11) Book Value Disposal eration Disposal Disposal Disposal 100005817 BOSTON MA 07/10/2009 204,702 204,702 204,702 100005887 COLUMBUS OH 03/31/2011 31,221 31,221 31,221 100005894 MORRISVILLE NC 06/17/2009 51,801 51,801 51,801 100005977 LAWRENCEVILLE GA 05/28/2009 11,041 11,041 11,041 100006186 SAN DIEGO CA 08/25/2015 63,223 63,223 63,223 100006244 CICERO IL 07/31/2009 35,165 35,165 35,165 100006310 FEDERAL WAY WA 12/30/2009 67,245 67,245 67,245 100006402 WHITESTOWN IN 11/24/2009 43,103 43,103 43,103 100006410 ROCKFORD IL 01/13/2011 36,700 36,700 36,700 100006760 PENSACOLA FL 04/13/2010 60,781 60,781 60,781 100006852 POWAY CA 04/16/2010 14,596 14,596 14,596 100006983 CHARLOTTE NC 05/20/2010 85,260 85,260 85,260 100007016 SAN RAMON CA 08/31/2010 154,971 154,971 154,971 100007032 SANTA CRUZ CA 10/28/2010 167,487 167,487 167,487 100007076 PLANO TX 04/06/2015 26,702 26,702 26,702 100007342 LONGVIEW WA 03/30/2011 36,311 36,311 36,311 100007438 HOUSTON TX 10/08/2010 96,777 96,777 96,777 100007458 REDONDO BEACH CA 01/05/2011 30,672 30,672 30,672 100007494 DULUTH MN 03/18/2011 83,381 83,381 83,381 100007508 ALEXANDRIA VA 03/18/2011 48,790 48,790 48,790 100007722 ROCHESTER NY 12/22/2010 64,382 64,382 64,382
100007816 LEXINGTON MA 07/07/2011 86,079 86,079 86,079 E02.1 100008041 UPPER MARLBORO MD 05/26/2011 32,188 32,188 32,188 100008379 VONORE TN 07/19/2011 46,225 46,225 46,225 100008435 EAGAN MN 08/11/2011 50,287 50,287 50,287 100008722 TOWSON MD 03/28/2012 85,610 85,610 85,610 100008771 UTICA NY 12/20/2011 88,472 88,472 88,472 100009111 SPOKANE WA 06/29/2012 98,352 98,352 98,352 100009128 MERIDIAN ID 06/05/2012 84,159 84,159 84,159 100009173 MULTIPLE LOCATIONS FL 08/10/2012 145,662 145,662 145,662 100009252 MULTIPLE LOCATIONS TX 05/31/2012 116,433 116,433 116,433 100009270 PHOENIX AZ 10/01/2012 27,956 27,956 27,956 100009312 FRESNO CA 10/01/2012 139,618 139,618 139,618 100009714 ALBUQUERQUE NM 10/24/2012 79,355 79,355 79,355 100010009 CONOVER NC 04/30/2013 26,134 26,134 26,134 100010026 BURNSVILLE MN 07/31/2013 31,066 31,066 31,066 100010137 PHILADELPHIA PA 06/11/2013 39,165 39,165 39,165 100010188 MULTIPLE LOCATIONS MN 09/12/2013 233,851 233,851 233,851 100010222 RALEIGH NC 10/08/2013 33,061 33,061 33,061 100010223 AUSTIN TX 07/01/2013 77,913 77,913 77,913 100010239 SAVANNAH GA 10/29/2013 145,443 145,443 145,443 100010674 TEMPE AZ 11/15/2013 58,868 58,868 58,868 100010741 LOGAN UT 01/30/2014 68,615 68,615 68,615 100010973 LINDALE TX 10/03/2014 91,958 91,958 91,958 100011105 CHARLOTTESVILLE VA 08/29/2014 39,843 39,843 39,843 100011187 KIRKLAND WA 08/18/2014 83,253 83,253 83,253 100011238 SAN DIEGO CA 10/08/2014 143,899 143,899 143,899 100011302 BELLEVUE WA 10/01/2014 96,163 96,163 96,163 100011370 TEMECULA CA 11/10/2014 79,002 79,002 79,002 100011429 ALBANY OR 03/20/2015 38,651 38,651 38,651 100011506 HOOVER AL 11/25/2014 56,789 56,789 56,789 100011515 PARK CITY UT 01/30/2015 95,592 95,592 95,592 100011672 NASHVILLE TN 02/24/2015 37,735 37,735 37,735 100011761 WEST DES MOINES IA 05/14/2015 26,832 26,832 26,832 100011784 MULTIPLE LOCATIONS TX 04/07/2015 49,074 49,074 49,074 100011800 HAMPTON VA 08/19/2015 72,885 72,885 72,885 100011812 MORGAN HILL CA 05/14/2015 34,021 34,021 34,021 100011850 SAN DIEGO CA 06/23/2015 40,110 40,110 40,110 100011910 MANTENO IL 05/14/2015 58,886 58,886 58,886 100011925 SAN ANTONIO TX 10/29/2015 130,795 130,795 130,795 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE B - PART 3 Showing All Mortgage Loans DISPOSED, Transferred or Repaid During the Current Quarter 1 Location 4 5 6 7 Change in Book Value/Recorded Investment 14 15 16 17 18 2 3 Book Value/ 8 9 10 11 12 13 Book Value/ Recorded Current Recorded Investment Year’s Other Total Investment Foreign Excluding Unrealized Current Than Capitalized Change Total Foreign Excluding Exchange Realized Total Accrued Valuation Year’s Temporary Deferred in Exchange Accrued Gain Gain Gain Loan Date Disposal Interest Increase (Amortization) Impairment Interest and Book Value Change in Interest on Consid- (Loss) on (Loss) on (Loss) on Loan Number City State Type Acquired Date Prior Year (Decrease) /Accretion Recognized Other (8+9-10+11) Book Value Disposal eration Disposal Disposal Disposal 100012014 PORTLAND OR 07/28/2015 56,091 56,091 56,091 100012019 MULTIPLE LOCATIONS TX 07/22/2015 48,090 48,090 48,090 100012030 SANTA FE SPRINGS CA 07/30/2015 25,674 25,674 25,674 100012051 SAN DIEGO CA 08/25/2015 44,822 44,822 44,822 100012184 WEST DES MOINES IA 10/15/2015 75,350 75,350 75,350 100012242 GREENVILLE SC 09/29/2015 73,782 73,782 73,782 100012302 BROOMFIELD CO 09/28/2015 113,805 113,805 113,805 100012367 OGDEN UT 05/06/2016 148,559 148,559 148,559 100012435 WILMINGTON DE 02/10/2017 89,644 89,644 100012572 SACRAMENTO CA 03/18/2016 44,106 44,106 44,106 100012689 MCDONOUGH GA 08/25/2016 40,421 40,421 40,421 100012716 ARNOLD MO 06/01/2016 64,537 64,537 64,537 100012768 COLUMBIA SC 04/29/2016 27,620 27,620 27,620 100012769 PELHAM AL 04/29/2016 49,103 49,103 49,103 100012795 MULTIPLE LOCATIONS TX 08/01/2016 49,828 49,828 49,828 100012925 DURHAM NC 10/03/2016 32,058 32,058 32,058 100012967 BRISTOL PA 09/01/2016 94,131 94,131 94,131 100013005 RICHMOND VA 08/23/2016 53,026 53,026 53,026 100013070 DURHAM NC 09/28/2016 43,256 43,256 43,256 100013169 HADDON TOWNSHIP NJ 12/15/2016 65,904 65,904 65,904 100013178 PALM BAY FL 12/12/2016 43,722 43,722 43,722
100013218 KENOSHA WI 12/30/2016 118,077 118,077 118,077 E02.2 100013234 DENVER CO 11/22/2016 57,121 57,121 57,121 100013241 MULTIPLE LOCATIONS OH 01/31/2017 28,540 28,540 100013267 W SACRAMENTO CA 01/24/2017 36,970 36,970 100013278 VALENCIA CA 12/21/2016 26,919 26,919 26,919 100013287 SAN DIEGO CA 01/24/2017 36,527 36,527 100013393 SALT LAKE CITY UT 03/03/2017 96,979 96,979 100013427 GLENVIEW IL 04/18/2017 50,009 50,009 100013431 KANSAS CITY MO 04/27/2017 67,071 67,071 100013437 MULTIPLE LOCATIONS NJ 04/27/2017 37,292 37,292 0299999. Mortgages with partial repayments 6,882,406 7,325,438 7,325,438 0599999 - Totals 11,579,838 12,022,870 12,022,870 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE BA - PART 2 Showing Other Long-Term Invested Assets ACQUIRED AND ADDITIONS MADE During the Current Quarter 1 2 Location 5 6 7 8 9 10 11 12 13 3 4 Commitment Date Type Actual Cost Additional for CUSIP Name of Vendor NAIC Originally and at Time of Investment Made Amount of Additional Percentage of Identification Name or Description City State or General Partner Designation Acquired Strategy Acquisition After Acquisition Encumbrances Investment Ownership Joint Venture Interests - Common Stock - Unaffiliated 000000-00-0 BISON CAPITAL PARTNERS IV LP SANTA MONICA CA BISON CAPITAL PARTNERS IV GP LP 08/30/2013 68,617 8,234,251 9.150 000000-00-0 BISON CAPITAL PARTNERS V LP SANTA MONICA CA BISON CAPITAL PARTNERS V LP 09/18/2017 2,394,734 27,605,266 8.530 000000-00-0 CCP FOCUSED FUND III BOSTON MA CCP FOCUSED III LP 12/22/2011 115,287 783,632 4.291 000000-00-0 CCP FOCUSED FUND IV BOSTON MA CCP FOCUSED IV LP 02/03/2016 1,008,846 7,698,662 2.914 000000-00-0 CERBERUS OFFSHORE LEVERED OPPORTUNITIES III NEW YORK NY CERBERUS OFFSHORE LEVERED LOAN OPPORTUNITIES FUND III LP 01/17/2017 2,516,545 17,410,586 2.264 000000-00-0 KAYNE SENIOR CREDIT FUND II LP LOS ANGELES CA KAYNE SENIOR CREDIT II GP LLC 12/19/2014 255,237 4,003,566 12.120 000000-00-0 KAYNE SENIOR CREDIT FUND III LP LOS ANGELES CA KAYNE SENIOR CREDIT III GP LLC 05/30/2017 9,399,902 5,702,760 30.028 000000-00-0 KKR MEZZANINE PARTNERS I LP SAN FRANCISCO CA KKR MEZZANINE GP LLC 08/03/2010 195,543 2,546,202 2.440 000000-00-0 LBC CREDIT PARTNERS IV LP PHILADELPHIA PA LBC CREDIT PARTNERS INC 09/19/2016 1,454,246 21,465,337 4.448 000000-00-0 NAPIER PARK AIRCRAFT LEASING VEHICLE I LLC NEW YORK NY NAPIER PARK GLOBAL CAPITAL LP 02/27/2015 2,646,319 14,612,368 6.610 000000-00-0 REGATTA LOAN MANAGEMENT WILMINGTON DE REGATTA PARTNERS LLC 01/27/2016 1,200,000 2,400,000 2.667 000000-00-0 RIVERSIDE STRATEGIC CAPITAL FUND NEW YORK NY RSCF I GP, LLC 06/10/2016 334,592 19,130,931 7.568 000000-00-0 TRIDENT VI LP CAMANA BAY CYM TRIDENT VI LP 09/12/2014 1,058,237 2,462,651 0.414 1599999. Joint Venture Interests - Common Stock - Unaffiliated 2,394,734 20,253,371 134,056,212 XXX 4499999. Total - Unaffiliated 2,394,734 20,253,371 134,056,212 XXX 4599999. Total - Affiliated XXX 4699999 - Totals 2,394,734 20,253,371 134,056,212 XXX
E03 SCHEDULE BA - PART 3 Showing Other Long-Term Invested Assets DISPOSED, Transferred or Repaid During the Current Quarter 1 2 Location 5 6 7 8 Change in Book/Adjusted Carrying Value 15 16 17 18 19 20 3 4 9 10 11 12 13 14 Book/ Current Book/ Adjusted Year’s Total Total Adjusted Carrying Current Other Change in Foreign Carrying Value Year’s Than Capital- Book/ Exchange Value Foreign Less Unrealized (Depre- Temporary ized Adjusted Change in Less Exchange Encum- Valuation ciation) or Impair- Deferred Carrying Book/ Encum- Gain Realized Total Date brances, Increase (Amorti- ment Interest Value Adjusted brances (Loss) Gain Gain Invest- CUSIP Name of Purchaser or Originally Disposal Prior (De- zation)/ Recog- and (9+10- Carrying on Consid- on (Loss) on (Loss) on ment Identification Name or Description City State Nature of Disposal Acquired Date Year crease) Accretion nized Other 11+12) Value Disposal eration Disposal Disposal Disposal Income Joint Venture Interests - Common Stock - Unaffiliated 000000-00-0 EIG ENERGY FUND XVI WASHINGTON DC DISTRIBUTION 09/23/2013 09/11/2017 196,723 11,980 11,980 208,703 208,703 2,179 000000-00-0 GLOBAL INFRASTRUCTURE PARTNERS III NEW YORK NY DISTRIBUTION 08/02/2016 08/02/2017 6 6 6 000000-00-0 MEZZANINE PARTNERS II LP WILMINGTON DE DISTRIBUTION 05/23/2012 07/31/2017 1,546,957 (291,706) (291,706) 1,255,251 1,255,251 12,534 000000-00-0 KAYNE SENIOR CREDIT FUND II LP LOS ANGELES CA DISTRIBUTION 12/19/2014 08/31/2017 801,829 35,668 35,668 837,497 837,497 17,975 000000-00-0 KKR LENDING PARTNERS II LP SAN FRANCISCO CA DISTRIBUTION 01/26/2015 09/28/2017 470,093 (10,472) (10,472) 459,621 459,621 15,259 000000-00-0 KKR MEZZANINE PARTNERS I LP SAN FRANCISCO CA DISTRIBUTION 08/03/2010 08/14/2017 968,563 9,113 872,728 (863,615) 104,948 104,948 658 000000-00-0 LBC CREDIT PARTNERS III LP PHILADELPHIA PA DISTRIBUTION 11/21/2013 09/28/2017 2,273,990 (165,934) (165,934) 2,108,056 2,108,056 53,450 000000-00-0 LBC CREDIT PARTNERS IV LP PHILADELPHIA PA DISTRIBUTION 09/19/2016 08/30/2017 463,764 1,573 1,573 465,337 465,337 18,389 000000-00-0 MGG SF EVERGREEN FUND LP NEW YORK NY DISTRIBUTION 04/15/2016 09/20/2017 3,958,895 (175,672) (175,672) 3,783,223 3,783,223 000000-00-0 NAPIER PARK RAILCAR LEASE FUND LLC NEW YORK NY DISTRIBUTION 05/02/2013 08/22/2017 853,092 17,836 17,836 870,928 870,928 13,217 000000-00-0 TRIDENT V LP GEORGETOWN CYM DISTRIBUTION 07/09/2010 08/22/2017 1,402,196 (409,873) (409,873) 992,323 992,323 37,082 000000-00-0 TRIDENT VI LP CAMANA BAY CYM DISTRIBUTION 09/12/2014 09/25/2017 283,980 (40,675) (40,675) 243,305 243,305 6,002 1599999. Joint Venture Interests - Common Stock - Unaffiliated 13,220,088 (1,018,162) 872,728 (1,890,890) 11,329,198 11,329,198 176,745 Any Other Class of Assets - Unaffiliated 52465#-AZ-8 LEGG MASON (FLUOR) SER 2001 CTL IRVING TX REDEMPTION 01/01/2014 09/08/2016 126,643 (260) (260) 126,383 126,383 2,170 4299999. Any Other Class of Assets - Unaffiliated 126,643 (260) (260) 126,383 126,383 2,170 4499999. Total - Unaffiliated 13,346,731 (1,018,162) (260) 872,728 (1,891,150) 11,455,581 11,455,581 178,915 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE BA - PART 3 Showing Other Long-Term Invested Assets DISPOSED, Transferred or Repaid During the Current Quarter 1 2 Location 5 6 7 8 Change in Book/Adjusted Carrying Value 15 16 17 18 19 20 3 4 9 10 11 12 13 14 Book/ Current Book/ Adjusted Year’s Total Total Adjusted Carrying Current Other Change in Foreign Carrying Value Year’s Than Capital- Book/ Exchange Value Foreign Less Unrealized (Depre- Temporary ized Adjusted Change in Less Exchange Encum- Valuation ciation) or Impair- Deferred Carrying Book/ Encum- Gain Realized Total Date brances, Increase (Amorti- ment Interest Value Adjusted brances (Loss) Gain Gain Invest- CUSIP Name of Purchaser or Originally Disposal Prior (De- zation)/ Recog- and (9+10- Carrying on Consid- on (Loss) on (Loss) on ment Identification Name or Description City State Nature of Disposal Acquired Date Year crease) Accretion nized Other 11+12) Value Disposal eration Disposal Disposal Disposal Income 4599999. Total - Affiliated 4699999 - Totals 13,346,731 (1,018,162) (260) 872,728 (1,891,150) 11,455,581 11,455,581 178,915
E03.1 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE D - PART 3 Show All Long-Term Bonds and Stock Acquired During the Current Quarter 1 2 3 4 5 6 7 8 9 10 NAIC Desig- nation or Number of Paid for Accrued Market CUSIP Date Shares of Interest and Indicator Identification Description Foreign Acquired Name of Vendor Stock Actual Cost Par Value Dividends (a) Bonds - U.S. Governments 3130AB-XA-9 FEDERAL HOME LOAN BANK 3.400% 08/09/32 08/02/2017 PIPER JAFFRAY, INC 9,699,177 9,705,000 1 3130AC-EZ-3 FEDERAL HOME LOAN BANK 3.200% 09/20/32 09/11/2017 FIRST TENNESSEE 24,970,500 25,000,000 1 0599999. Subtotal - Bonds - U.S. Governments 34,669,677 34,705,000 XXX Bonds - U.S. Special Revenues 3128MJ-2R-0 FGLMC G08783 3.000% 10/01/47 09/20/2017 RBC CAPITAL MARKETS 6,484,023 6,440,000 12,880 1FE 41978C-AR-6 HAWAII ST ARPTS SYS CUSTOMER 3.894% 07/01/37 07/13/2017 BANK OF AMERICA 2,925,000 2,925,000 1FE 59333P-2S-6 MIAMI-DADE CY FL AVIATION 3.982% 10/01/41 08/11/2017 GOLDMAN SACHS 7,000,000 7,000,000 1FE 3199999. Subtotal - Bonds - U.S. Special Revenues 16,409,023 16,365,000 12,880 XXX Bonds - Industrial and Miscellaneous (Unaffiliated) 00122@-AA-9 AES SOUTHLAND ENERGY, LLC 4.500% 02/29/40 08/31/2017 J P MORGAN CHASE 3,138,496 3,138,496 2FE 00164V-AE-3 AMC NETWORKS INC 4.750% 08/01/25 07/19/2017 CITIGROUP 250,000 250,000 3FE 01748N-AE-4 ALLEGION US HOLDING CO 3.550% 10/01/27 09/27/2017 VARIOUS 14,945,500 15,000,000 2FE 02406P-AS-9 AMERICAN AXLE & MFG 6.500% 04/01/27 08/02/2017 VARIOUS 5,421,875 5,500,000 124,222 4FE 02530#-AG-6 AMERICAN CRYSTAL SUGAR 4.220% 08/08/32 08/08/2017 DIRECT 15,000,000 15,000,000 2Z 03040#-AE-2 AMERICAN WATER CAPITAL CORP 5.770% 12/21/21 09/13/2017 HEDGE BASIS ADJUSTMENT 46,156 1 04317@-AY-4 ARTHUR J. GALLAGHER & CO. 4.190% 08/02/29 08/02/2017 BANK OF AMERICA 5,000,000 5,000,000 2Z 05352A-AA-8 AVAOR INC 6.000% 10/01/24 09/28/2017 VARIOUS 10,160,000 10,000,000 4FE 161175-BE-3 CHARTER COMMUNICATIONS OPER 3.750% 02/15/28 07/07/2017 VARIOUS 6,870,500 7,000,000 4,375 2FE 172967-LP-4 CITIGROUP INC 3.668% 07/24/28 07/17/2017 CITIGROUP 5,000,000 5,000,000 2FE 224044-BU-0 COX COMMUNICATIONS 144A NTS 9.375% 01/15/19 09/06/2017 HEDGE BASIS ADJUSTMENT 2,138 2FE 224044-CK-1 COX COMMUNICATIONS 4.600% 08/15/47 07/24/2017 RBC CAPITAL MARKETS 6,957,020 7,000,000 2FE 226373-AP-3 CRESTWOOD MIDSTREAM PART 5.750% 04/01/25 08/16/2017 VARIOUS 10,067,500 10,000,000 217,221 4FE
E04 24718P-AA-5 DELPHI JERSEY HOLDINGS 5.000% 10/01/25 09/14/2017 BARCLAYS 3,980,000 4,000,000 3FE 26969P-AA-6 EAGLE MATERIALS INC 4.500% 08/01/26 08/11/2017 SEAPORT GROUP LLC 15,739,395 15,125,000 149,187 2FE 404119-BV-0 HCA - THE HEALTHCARE CO 5.500% 06/15/47 07/07/2017 VARIOUS 13,986,563 13,500,000 23,605 3FE 539830-BM-0 LOCKHEED MARTIN CORPORATION 4.090% 09/15/52 09/07/2017 VARIOUS 9,400,000 9,400,000 2FE 585055-BT-2 MEDTRONIC INC 4.375% 03/15/35 09/01/2017 PAUL REVERE LIFE INSURANCE CO. 11,108,300 10,000,000 201,736 1FE 629377-CC-4 NRG ENERGY INC 6.625% 01/15/27 08/09/2017 J P MORGAN CHASE 5,311,250 5,000,000 25,580 4FE 667274-AB-0 NORTHWELL HEALTHCARE INC 3.391% 11/01/27 09/19/2017 CITIGROUP 5,000,000 5,000,000 1FE 682680-AS-2 ONEOK INC 4.000% 07/13/27 07/10/2017 VARIOUS 10,007,250 10,000,000 2FE 682680-AT-0 ONEOK INC 4.950% 07/13/47 07/10/2017 CITIGROUP 9,875,300 10,000,000 2FE 74166N-AA-2 ADT CORP 4.875% 07/15/32 08/25/2017 VARIOUS 7,725,500 8,300,000 46,380 3FE 845467-AN-9 SOUTHWESTERN ENERGY CO 7.750% 10/01/27 09/18/2017 J P MORGAN CHASE 3,045,000 3,000,000 4FE 87305R-AH-2 TTM TECHNOLOGIES INC 5.625% 10/01/25 09/19/2017 VARIOUS 13,611,875 13,500,000 4FE 87470L-AD-3 TALLGRASS NRG PRTNR/FIN 5.500% 01/15/28 09/13/2017 MORGAN STANLEY 6,005,000 6,000,000 3FE 92343V-EA-8 VERIZON COMMUNICATIONS 4.500% 08/10/33 08/08/2017 VARIOUS 9,966,700 10,000,000 625 2FE 928563-AC-9 VMWARE INC 3.900% 08/21/27 08/16/2017 J P MORGAN CHASE 4,983,200 5,000,000 2FE 12117#-AA-9 BUREAU VERITAS HOLDINGS, INC. 3.670% 09/01/27 D 09/01/2017 BANK OF AMERICA 5,000,000 5,000,000 2Z 49835L-AB-7 KLABIN FINANCE SA 4.875% 09/19/27 D 09/12/2017 MORGAN STANLEY 9,941,400 10,000,000 3FE 59284B-AF-5 MEXICHEM SAB DE CV 4.000% 10/04/27 D 09/28/2017 VARIOUS 20,891,090 21,000,000 2FE 654902-AE-5 NOKIA OYJ 4.375% 06/12/27 D 08/09/2017 MORGAN STANLEY 5,137,500 5,000,000 37,674 3FE 89705P-AA-3 TRONOX FINANCE PLC 5.750% 10/01/25 D 09/15/2017 VARIOUS 10,155,000 10,000,000 4FE 98954U-AB-9 ZIGGO BOND FINANCE BV 6.000% 01/15/27 D 09/08/2017 CREDIT SUISSE 5,162,500 5,000,000 47,167 4FE G7219*-AK-1 PREMIER OIL UK LIMITED SERIES 9.630% 05/31/21 D 07/28/2017 DIRECT 3,621,815 4Z G7219*-AS-4 PREMIER OIL UK LIMITED SERIES 9.630% 05/31/21 D 07/28/2017 EXCHANGE 20,844,000 27,000,000 4Z Q0697#-AB-2 AUSGRID FINANCE PTY LTD SERIES 3.600% 10/01/29 D 09/06/2017 CW BANK OF AUSTRALIA 10,000,000 10,000,000 2FE Q2762#-AC-6 CONNECTEAST FINANCE PTY LTD 3.620% 09/27/29 D 09/27/2017 BANK OF AMERICA 15,000,000 15,000,000 2FE 3899999. Subtotal - Bonds - Industrial and Miscellaneous (Unaffiliated) 314,736,008 322,335,311 877,772 XXX 8399997. Total - Bonds - Part 3 365,814,708 373,405,311 890,652 XXX 8399998. Total - Bonds - Part 5 XXX XXX XXX XXX 8399999. Total - Bonds 365,814,708 373,405,311 890,652 XXX 8999997. Total - Preferred Stocks - Part 3 XXX XXX 8999998. Total - Preferred Stocks - Part 5 XXX XXX XXX XXX 8999999. Total - Preferred Stocks XXX XXX Common Stocks - Industrial and Miscellaneous (Unaffiliated) G7216B-19-4 PREMIER OIL UK LIMITED WARRANT WARRANTS B 07/28/2017 DIRECT 805,690.000 187,901 V 9099999. Subtotal - Common Stocks - Industrial and Miscellaneous (Unaffiliated) 187,901 XXX XXX STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE D - PART 3 Show All Long-Term Bonds and Stock Acquired During the Current Quarter 1 2 3 4 5 6 7 8 9 10 NAIC Desig- nation or Number of Paid for Accrued Market CUSIP Date Shares of Interest and Indicator Identification Description Foreign Acquired Name of Vendor Stock Actual Cost Par Value Dividends (a) 9799997. Total - Common Stocks - Part 3 187,901 XXX XXX 9799998. Total - Common Stocks - Part 5 XXX XXX XXX XXX 9799999. Total - Common Stocks 187,901 XXX XXX 9899999. Total - Preferred and Common Stocks 187,901 XXX XXX 9999999 - Totals 366,002,608 XXX 890,652 XXX (a) For all common stock bearing the NAIC market indicator "U" provide: the number of such issues
E04.1 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15 Total Total NAIC Current Change in Foreign Desig- Year's Book/ Exchange Book/ Bond nation Prior Year Current Other Than Adjusted Change in Adjusted Foreign Interest/ Stated or Book/ Unrealized Year's Temporary Carrying Book Carrying Exchange Realized Stock Con- Market CUSIP Number of Adjusted Valuation (Amor- Impairment Value /Adjusted Value at Gain Gain Total Gain Dividends tractual In- Ident- For- Disposal Name Shares of Consid- Actual Carrying Increase/ tization)/ Recog- (11 + 12 - Carrying Disposal (Loss) on (Loss) on (Loss) on Received Maturity dicator ification Description eign Date of Purchaser Stock eration Par Value Cost Value (Decrease) Accretion nized 13) Value Date Disposal Disposal Disposal DuringYear Date (a) Bonds - U.S. Governments 38373T-M6-9 GNMA 2002-4 6.500% 01/16/32 09/01/2017 PAYDOWN 138,485 138,485 137,366 137,807 678 678 138,485 5,840 01/16/2032 1 38373V-CQ-1 GNMA GNR 2002-54 6.000% 08/20/32 09/01/2017 PAYDOWN 166,118 166,118 169,311 167,573 (1,455) (1,455) 166,118 6,763 08/20/2032 1 38373X-D3-7 GNMA 2002-52 BZ 6.000% 07/20/32 09/01/2017 PAYDOWN 247,716 247,716 250,962 248,795 (1,079) (1,079) 247,716 9,876 07/20/2032 1 38374C-K2-6 GNMA 2003-86 5.000% 10/20/33 09/01/2017 PAYDOWN 424,440 424,440 372,328 398,594 25,846 25,846 424,440 14,082 10/20/2033 1 38374F-V5-0 GNMA 2004-31 5.000% 04/20/34 09/01/2017 PAYDOWN 1,006,578 1,006,578 877,384 943,977 62,601 62,601 1,006,578 33,692 04/20/2034 1 3837H1-6W-6 GNMA 199-10 ZC CMO 6.500% 04/20/29 09/01/2017 PAYDOWN 184,708 184,708 193,495 189,777 (5,069) (5,069) 184,708 8,032 04/20/2029 1 911760-MJ-2 VA VENDEE 1999-1 6.500% 01/15/29 09/01/2017 PAYDOWN 454,793 454,793 442,617 447,759 7,034 7,034 454,793 20,292 01/15/2029 1 911760-NF-9 VA VENDEE 1999-3 6.500% 10/15/29 09/01/2017 PAYDOWN 491,351 491,351 461,441 474,205 17,146 17,146 491,351 22,026 10/15/2029 1 911760-NR-3 VA VENDEE 2000-1 7.250% 01/15/30 09/01/2017 PAYDOWN 109,984 109,984 116,303 113,569 (3,585) (3,585) 109,984 5,177 01/15/2030 1 0599999. Subtotal - Bonds - U.S. Governments 3,224,173 3,224,173 3,021,207 3,122,056 102,117 102,117 3,224,173 125,780 XXX XXX Bonds - All Other Governments 68323Z-GC-7 ONTARIO STRIP 0.000% 07/13/17 07/13/2017 MATURITY 14,450,625 14,450,625 6,120,780 13,280,781 393,347 393,347 (667,568) 13,006,560 1,444,065 1,444,065 07/13/2017 1FE 68325Z-GB-7 ONTARIO STRIP 0.000% 08/07/17 08/07/2017 MATURITY 2,379,600 2,379,600 1,254,787 2,163,686 72,831 72,831 (111,721) 2,124,796 254,804 254,804 08/07/2017 1FE 1099999. Subtotal - Bonds - All Other Governments 16,830,225 16,830,225 7,375,567 15,444,467 466,178 466,178 (779,289) 15,131,356 1,698,869 1,698,869 XXX XXX Bonds - U.S. Political Subdivisions of States, Territories and Possessions 167484-QS-6 CHICAGO ILL GEN OBLIGATION 0.000% 01/01/27 07/14/2017 CITIGROUP 10,977,362 16,670,000 5,905,181 9,447,420 299,726 299,726 9,747,146 1,230,216 1,230,216 01/01/2027 1FE 2499999. Subtotal - Bonds - U.S. Political Subdivisions of States, Territories and Possessions 10,977,362 16,670,000 5,905,181 9,447,420 299,726 299,726 9,747,146 1,230,216 1,230,216 XXX XXX
E05 Bonds - U.S. Special Revenues 3128F7-DE-1 FHLMC GOLD POOL FGD67301 7.000% 01/01/26 09/01/2017 PAYDOWN 818 818 814 815 3 3 818 38 01/01/2026 1FE 3128KH-AR-7 FGLMC POOL A54516 6.000% 04/01/36 09/01/2017 PAYDOWN 17,912 17,912 17,668 17,702 210 210 17,912 708 04/01/2036 1FE 3128KT-3P-3 FGLMC POOL A63506 6.000% 07/01/37 09/01/2017 PAYDOWN 174 174 172 172 2 2 174 7 07/01/2037 1FE 3128LX-BG-4 FHLMC POOL G01839 5.000% 06/01/35 09/01/2017 PAYDOWN 25,703 25,703 25,445 25,484 219 219 25,703 850 06/01/2035 1FE 3128M4-LX-9 FGLMC POOL G02742 6.000% 03/01/37 09/01/2017 PAYDOWN 15,255 15,255 15,048 15,074 181 181 15,255 610 03/01/2037 1FE 3128M4-X9-9 FGLMC POOL G03104 6.000% 07/01/37 09/01/2017 PAYDOWN 2,875 2,875 2,836 2,841 34 34 2,875 115 07/01/2037 1FE 3128M6-MX-3 FGLMC POOL G04574 6.000% 01/01/38 09/01/2017 PAYDOWN 27,600 27,600 27,513 27,517 83 83 27,600 1,147 01/01/2038 1FE 3128M9-PY-2 FGLMC POOL G07339 2.500% 04/01/43 09/01/2017 PAYDOWN 341,707 341,707 332,577 332,831 8,876 8,876 341,707 5,765 04/01/2043 1FE 3128M9-X6-4 FGLMC G07601 3.000% 07/01/43 09/01/2017 PAYDOWN 2,427,005 2,427,005 2,353,246 2,356,871 70,134 70,134 2,427,005 48,238 07/01/2043 1FE 3128MJ-GH-7 FGLMC POOL G08199 5.500% 05/01/37 09/01/2017 PAYDOWN 20,490 20,490 20,145 20,184 306 306 20,490 727 05/01/2037 1FE 3128MJ-GU-8 FGLMC POOL G08210 6.000% 07/01/37 09/01/2017 PAYDOWN 22,321 22,321 22,018 22,055 266 266 22,321 932 07/01/2037 1FE 3128MJ-S3-5 FGLMC G08537 3.000% 07/01/43 09/01/2017 PAYDOWN 2,223,277 2,223,277 2,158,978 2,161,940 61,337 61,337 2,223,277 44,214 07/01/2043 1FE 3128MJ-S6-8 FGLMC G08540 3.000% 08/01/43 09/01/2017 PAYDOWN 4,503,602 4,503,602 4,381,037 4,386,764 116,838 116,838 4,503,602 89,279 08/01/2043 1FE 3128MJ-TA-8 FGLMC FG G08544 3.000% 09/01/43 09/01/2017 PAYDOWN 3,453,164 3,453,164 3,303,109 3,311,111 142,053 142,053 3,453,164 68,865 09/01/2043 1FE 3128MJ-WA-4 FGLMC FG G08640 3.000% 05/01/45 09/01/2017 PAYDOWN 4,691,280 4,691,280 4,732,925 4,731,545 (40,265) (40,265) 4,691,280 93,459 05/01/2045 1FE 3128MJ-WJ-5 FGLMC FG G08648 3.000% 06/01/45 09/01/2017 PAYDOWN 990,023 990,023 987,393 987,436 2,587 2,587 990,023 19,712 06/01/2045 1FE 3128MJ-X7-0 FGLMC FG G08701 3.000% 04/01/46 09/01/2017 PAYDOWN 668,393 668,393 686,095 685,819 (17,426) (17,426) 668,393 13,409 04/01/2046 1FE 3128MJ-XJ-4 FGLMC G08680 3.000% 12/01/45 09/01/2017 PAYDOWN 101,791 101,791 102,053 102,046 (255) (255) 101,791 2,046 12/01/2045 1FE 3128MJ-XW-5 FGLMC FG G08692 3.000% 02/01/46 09/01/2017 PAYDOWN 55,655 55,655 56,681 56,662 (1,007) (1,007) 55,655 1,120 02/01/2046 1FE 3128MJ-YG-9 FGLMC FG G08710 3.000% 06/01/46 09/01/2017 PAYDOWN 90,063 90,063 93,272 93,244 (3,181) (3,181) 90,063 1,794 06/01/2046 1FE 3128MJ-YY-0 FGLMC G08726 3.000% 10/01/46 09/01/2017 PAYDOWN 136,760 136,760 141,697 141,653 (4,893) (4,893) 136,760 2,730 10/01/2046 1FE 3128MJ-ZF-0 FGLMC G08741 3.000% 01/01/47 09/01/2017 PAYDOWN 200,422 200,422 198,246 198,255 2,167 2,167 200,422 4,004 01/01/2047 1FE 3128MJ-ZM-5 FGLMC G08747 3.000% 02/01/47 09/01/2017 PAYDOWN 182,272 182,272 181,855 417 417 182,272 1,713 02/01/2047 1FE 3128MM-HY-2 FGLMC POOL G18246 4.500% 04/01/23 09/01/2017 PAYDOWN 110,060 110,060 109,439 109,625 435 435 110,060 3,252 04/01/2023 1FE 3128MM-KQ-5 FGLMC POOL G18302 4.000% 03/01/24 09/01/2017 PAYDOWN 58,900 58,900 58,900 58,900 58,900 1,560 03/01/2024 1FE 31292G-6S-0 FGLMC PC# C00881 GOLD 7.000% 11/01/29 09/01/2017 PAYDOWN 928 928 916 919 9 9 928 43 11/01/2029 1FE 31293X-RB-6 FGLMC PC# C32282 GOLD 7.000% 10/01/29 09/01/2017 PAYDOWN 77 77 76 76 1 1 77 4 10/01/2029 1FE 31293Y-LS-3 FGLMC PL #C33037 GOLD 7.000% 11/01/29 09/01/2017 PAYDOWN 603 603 596 597 6 6 603 28 11/01/2029 1FE 312943-ZX-4 FGLMC POOL A95258 4.000% 11/01/40 09/01/2017 PAYDOWN 123,468 123,468 120,825 121,067 2,401 2,401 123,468 3,307 11/01/2040 1FE 312944-5W-7 FGLMC POOL A96261 4.000% 01/01/41 09/01/2017 PAYDOWN 287,901 287,901 292,175 291,773 (3,872) (3,872) 287,901 7,235 01/01/2041 1FE 31297T-D9-1 FGLMC POOL A37328 5.000% 09/01/35 09/01/2017 PAYDOWN 363 363 360 360 3 3 363 12 09/01/2035 1FE 3132HP-SY-1 FGLMC FG Q13235 3.000% 11/01/42 09/01/2017 PAYDOWN 110,586 110,586 105,661 105,905 4,681 4,681 110,586 2,381 11/01/2042 1FE 3132JB-GF-4 FGLMC FG Q19697 3.000% 06/01/43 09/01/2017 PAYDOWN 757,985 757,985 712,861 714,991 42,994 42,994 757,985 15,124 06/01/2043 1FE 3132JM-BV-0 FGLMC FG Q20052 3.000% 07/01/43 09/01/2017 PAYDOWN 731,925 731,925 692,491 694,350 37,575 37,575 731,925 14,602 07/01/2043 1FE 3132JN-RK-5 FGLMC FG Q21390 3.000% 09/01/43 09/01/2017 PAYDOWN 341,628 341,628 323,425 324,276 17,352 17,352 341,628 6,927 09/01/2043 1FE 31339D-4Q-8 FHLMC 2411 ZE 6.500% 02/15/32 09/01/2017 PAYDOWN 128,860 128,860 120,689 124,388 4,472 4,472 128,860 5,781 02/15/2032 1FE 31339D-MZ-8 FHLMC 2420 Z 6.500% 02/15/32 09/01/2017 PAYDOWN 89,970 89,970 85,789 86,889 3,081 3,081 89,970 3,935 02/15/2032 1FE STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15 Total Total NAIC Current Change in Foreign Desig- Year's Book/ Exchange Book/ Bond nation Prior Year Current Other Than Adjusted Change in Adjusted Foreign Interest/ Stated or Book/ Unrealized Year's Temporary Carrying Book Carrying Exchange Realized Stock Con- Market CUSIP Number of Adjusted Valuation (Amor- Impairment Value /Adjusted Value at Gain Gain Total Gain Dividends tractual In- Ident- For- Disposal Name Shares of Consid- Actual Carrying Increase/ tization)/ Recog- (11 + 12 - Carrying Disposal (Loss) on (Loss) on (Loss) on Received Maturity dicator ification Description eign Date of Purchaser Stock eration Par Value Cost Value (Decrease) Accretion nized 13) Value Date Disposal Disposal Disposal DuringYear Date (a) 31339D-YL-6 FHLMC 2412 ZE 6.500% 02/15/32 09/01/2017 PAYDOWN 31,531 31,531 32,721 32,415 (884) (884) 31,531 1,341 02/15/2032 1FE 31339G-BY-6 FHLMC 2369 Z 6.500% 10/15/31 09/01/2017 PAYDOWN 63,259 63,259 60,103 61,496 1,763 1,763 63,259 2,732 10/15/2031 1FE 31339N-G2-6 FHLMC 2413 Z 6.500% 02/15/32 09/01/2017 PAYDOWN 22,850 22,850 20,961 21,835 1,015 1,015 22,850 990 02/15/2032 1FE 31339N-PB-6 FHLMC 2429 ZC 6.500% 03/15/32 09/01/2017 PAYDOWN 26,984 26,984 27,868 27,647 (663) (663) 26,984 1,164 03/15/2032 1FE 31339N-Y5-9 FHLMC 2427 EZ 6.500% 03/15/32 09/01/2017 PAYDOWN 511,868 511,868 473,865 490,301 21,567 21,567 511,868 22,021 03/15/2032 1FE 3133TK-2F-6 FHLMC REMIC FHR 2134 6.500% 03/15/29 09/01/2017 PAYDOWN 102,315 102,315 95,488 99,126 3,189 3,189 102,315 4,591 03/15/2029 1FE 3133TK-B5-8 FHLMC REMIC FHR 2136 6.500% 03/15/29 09/01/2017 PAYDOWN 209,456 209,456 195,456 203,446 6,010 6,010 209,456 8,809 03/15/2029 1FE 3133TK-DV-9 FHLMC FHR 2145 KZ 6.500% 04/15/29 09/01/2017 PAYDOWN 100,312 100,312 98,404 99,050 1,262 1,262 100,312 4,100 04/15/2029 1FE 3133TL-M9-6 FHLMC 2173 ZA CMO 6.000% 07/15/29 09/01/2017 PAYDOWN 36,856 36,856 31,173 34,335 2,521 2,521 36,856 1,469 07/15/2029 1FE 3133TM-SE-7 FHLMC 2196 Z 7.000% 11/15/29 09/01/2017 PAYDOWN 5,365 5,365 5,623 5,546 (181) (181) 5,365 250 11/15/2029 1FE 3133TN-3V-4 FHLMC 2207 ZA 7.000% 12/15/29 09/01/2017 PAYDOWN 36,250 36,250 31,893 34,086 2,164 2,164 36,250 1,686 12/15/2029 1FE 3133TP-5X-3 FHLMC FHR 2235 7.000% 06/15/30 09/01/2017 PAYDOWN 93,697 93,697 91,614 92,850 847 847 93,697 4,402 06/15/2030 1FE 3133TP-6L-8 FHLMC FHR 2235 6.500% 06/15/30 09/01/2017 PAYDOWN 111,693 111,693 95,080 103,148 8,545 8,545 111,693 4,438 06/15/2030 1FE 3133TP-B7-3 FHLMC FHR 2237 7.000% 05/15/29 09/01/2017 PAYDOWN 25,859 25,859 25,123 25,483 376 376 25,859 1,195 05/15/2029 1FE 3133TR-5P-6 FGLMC 2280-Z 6.000% 01/15/31 09/01/2017 PAYDOWN 65,853 65,853 67,999 67,113 (1,260) (1,260) 65,853 2,650 01/15/2031 1FE 3133TV-N6-9 FHLMC FHR 2440 Z 6.500% 04/15/32 09/01/2017 PAYDOWN 34,779 34,779 31,703 32,957 1,822 1,822 34,779 1,496 04/15/2032 1FE 3133TV-NP-7 FHLMC 2433 EZ 6.500% 04/15/32 09/01/2017 PAYDOWN 249,651 249,651 234,715 241,909 7,742 7,742 249,651 10,929 04/15/2032 1FE 3133TV-UR-5 FHLMC 2434 Z 6.500% 04/15/32 09/01/2017 PAYDOWN 717,745 717,745 669,823 692,960 24,785 24,785 717,745 31,420 04/15/2032 1FE 31345F-XD-2 FHLMC PC #304276 8.000% 07/01/18 07/01/2017 PAYDOWN 39 39 42 39 39 2 07/01/2018 1FE
E05.1 31358S-YQ-8 FNMA 2000-M2 Z 7.523% 06/17/40 09/01/2017 PAYDOWN 26,886 26,886 28,826 28,337 (1,451) (1,451) 26,886 1,336 06/17/2040 1FE 31359L-3W-3 FNMA 1996 10-Z 6.500% 04/25/26 09/01/2017 PAYDOWN 80,795 80,795 83,957 82,075 (1,280) (1,280) 80,795 3,532 04/25/2026 1FE 31359N-HG-9 FNMA 96- 68Z 6.500% 01/18/27 09/01/2017 PAYDOWN 36,847 36,847 38,297 37,682 (835) (835) 36,847 1,535 01/18/2027 1FE 31359N-UY-5 FNMA 1997-16ZB 7.000% 03/18/27 09/01/2017 PAYDOWN 42,251 42,251 44,302 43,183 (932) (932) 42,251 1,883 03/18/2027 1FE 31359Q-DE-1 FNMA 1997-54 Z 6.500% 08/18/27 09/01/2017 PAYDOWN 21,018 21,018 18,092 19,869 1,149 1,149 21,018 918 08/18/2027 1FE 31359S-4L-1 FNMA 2001-27 ZB 6.500% 06/25/31 09/01/2017 PAYDOWN 56,039 56,039 52,843 54,171 1,868 1,868 56,039 2,440 06/25/2031 1FE 31359W-FC-0 FNMA FNR 1999-34 CMO 6.500% 07/25/29 09/01/2017 PAYDOWN 58,291 58,291 51,164 55,078 3,213 3,213 58,291 2,564 07/25/2029 1FE 31359X-DV-8 FNMA 1999-M5 Z CMO 6.970% 08/17/39 09/01/2017 PAYDOWN 6,212 6,212 6,071 6,141 71 71 6,212 289 08/17/2039 1FE 31359X-FT-1 FNMA 1999-56 Z 7.000% 12/18/29 09/01/2017 PAYDOWN 33,313 33,313 30,007 31,672 1,641 1,641 33,313 1,586 12/18/2029 1FE 31359X-SN-0 FNMA FNR 2000-2 Z 7.000% 02/25/30 09/01/2017 PAYDOWN 44,113 44,113 39,022 41,517 2,596 2,596 44,113 2,151 02/25/2030 1FE 31359X-ZH-5 FNMA FNR 2000-5 ZA 6.500% 03/25/30 09/01/2017 PAYDOWN 75,575 75,575 78,962 77,361 (1,786) (1,786) 75,575 3,229 03/25/2030 1FE 31371G-FF-2 FNMA PC# 251366 8.000% 12/01/27 09/01/2017 PAYDOWN 1,352 1,352 1,384 1,369 (17) (17) 1,352 72 12/01/2027 1FE 31374G-SM-0 FNMA PC# 313824 8.000% 11/01/27 09/01/2017 PAYDOWN 14,647 14,647 14,999 14,834 (187) (187) 14,647 856 11/01/2027 1FE 3137AF-M9-0 FHLMC 3923 PQ 4.000% 09/15/40 09/01/2017 PAYDOWN 530,881 530,881 530,715 530,374 507 507 530,881 13,676 09/15/2040 1FE 31383C-XU-4 FNMA PC# 499391 8.000% 09/01/29 09/01/2017 PAYDOWN 1,096 1,096 1,123 1,110 (14) (14) 1,096 57 09/01/2029 1FE 31383P-H8-2 FNMA PC# 508855 8.000% 08/01/29 09/01/2017 PAYDOWN 406 406 416 412 (6) (6) 406 22 08/01/2029 1FE 31383S-Y4-6 FNMA PC# 512031 8.000% 11/01/29 09/01/2017 PAYDOWN 613 613 628 621 (8) (8) 613 33 11/01/2029 1FE 31384V-LN-0 FNMA POOL 535033 7.500% 12/01/29 09/01/2017 PAYDOWN 17,218 17,218 17,242 17,195 23 23 17,218 890 12/01/2029 1FE 31384V-LP-5 FNMA PC# 535034 8.000% 12/01/29 09/01/2017 PAYDOWN 9,029 9,029 9,247 9,160 (131) (131) 9,029 447 12/01/2029 1FE 31388U-JW-1 FNMA POOL 615077 6.500% 01/01/32 09/01/2017 PAYDOWN 5,938 5,938 5,934 5,928 10 10 5,938 253 01/01/2032 1FE 313920-A2-6 FNMA 2001-42 ZG 6.500% 09/25/31 09/01/2017 PAYDOWN 52,434 52,434 49,842 50,823 1,611 1,611 52,434 2,333 09/25/2031 1FE 313920-SH-4 FNMA IES 2001-35 6.000% 08/25/31 09/01/2017 PAYDOWN 86,955 86,955 80,779 83,549 3,406 3,406 86,955 3,461 08/25/2031 1FE 313920-TW-0 FNMA 2001-35 ZB 6.500% 08/25/31 09/01/2017 PAYDOWN 56,024 56,024 51,949 53,622 2,402 2,402 56,024 2,187 08/25/2031 1FE 31392B-6G-6 FNMA 2002-10 ZG 6.500% 03/25/32 09/01/2017 PAYDOWN 99,964 99,964 94,623 96,801 3,163 3,163 99,964 4,401 03/25/2032 1FE 31392B-J5-6 FNMA 2002-9 ZA 6.500% 03/25/32 09/01/2017 PAYDOWN 398,739 398,739 402,295 400,340 (1,601) (1,601) 398,739 15,880 03/25/2032 1FE 31392B-XQ-4 FNMA 2002-2 QZ 6.000% 02/25/32 09/01/2017 PAYDOWN 159,498 159,498 143,360 151,113 8,385 8,385 159,498 6,242 02/25/2032 1FE 31392C-JG-0 FNMA 2002-18 ZA 6.500% 04/25/32 09/01/2017 PAYDOWN 181,143 181,143 186,846 184,564 (3,421) (3,421) 181,143 7,694 04/25/2032 1FE 31392K-K5-4 FHLMC 2453 KZ 6.500% 05/15/32 09/01/2017 PAYDOWN 64,056 64,056 61,562 62,617 1,439 1,439 64,056 2,771 05/15/2032 1FE 31392M-U3-4 FHLMC 2463 ZA 6.000% 06/15/32 09/01/2017 PAYDOWN 448,194 448,194 411,121 429,718 18,476 18,476 448,194 16,734 06/15/2032 1FE 31392P-VX-0 FHLMC FHR 2473 QZ 6.000% 07/15/32 09/01/2017 PAYDOWN 406,910 406,910 404,940 405,336 1,574 1,574 406,910 16,012 07/15/2032 1FE 31392R-2E-0 FHLMC 2474 ASS ZB 6.000% 07/15/32 09/01/2017 PAYDOWN 104,692 104,692 104,328 104,340 352 352 104,692 4,399 07/15/2032 1FE 31392R-MA-6 FHLMC 2470 ASS Z 6.000% 07/15/32 09/01/2017 PAYDOWN 404,266 404,266 393,547 398,746 5,520 5,520 404,266 16,247 07/15/2032 1FE 31392X-YC-6 FHLMC IES 2524 5.500% 11/15/32 09/01/2017 PAYDOWN 90,864 90,864 84,214 87,779 3,085 3,085 90,864 3,002 11/15/2032 1FE 31393G-V3-5 FHLMC 2533 Z 5.500% 12/15/32 09/01/2017 PAYDOWN 555,924 555,924 503,599 532,985 22,939 22,939 555,924 20,605 12/15/2032 1FE 31393J-6C-7 FHLMC 2556 KZ 5.500% 01/15/33 09/01/2017 PAYDOWN 604,945 604,945 572,893 590,915 14,030 14,030 604,945 22,450 01/15/2033 1FE 31393L-QJ-5 FHLMC 2564 ZG 5.500% 02/15/33 09/01/2017 PAYDOWN 279,431 279,431 274,110 276,627 2,804 2,804 279,431 9,996 02/15/2033 1FE 31394B-6X-7 FNMA 2005-6 GZ 5.000% 02/25/35 09/01/2017 PAYDOWN 331,345 331,345 368,843 359,380 (28,035) (28,035) 331,345 10,977 02/25/2035 1FE 31395J-M6-0 FGLMC 2882 ZA 5.000% 11/15/34 09/01/2017 PAYDOWN 193,278 193,278 165,517 181,256 12,022 12,022 193,278 6,407 11/15/2034 1FE 31395P-D2-5 FHLMC 2954 ZG 5.000% 02/15/34 09/01/2017 PAYDOWN 752,602 752,602 822,982 819,266 (66,664) (66,664) 752,602 25,200 02/15/2034 1FE STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15 Total Total NAIC Current Change in Foreign Desig- Year's Book/ Exchange Book/ Bond nation Prior Year Current Other Than Adjusted Change in Adjusted Foreign Interest/ Stated or Book/ Unrealized Year's Temporary Carrying Book Carrying Exchange Realized Stock Con- Market CUSIP Number of Adjusted Valuation (Amor- Impairment Value /Adjusted Value at Gain Gain Total Gain Dividends tractual In- Ident- For- Disposal Name Shares of Consid- Actual Carrying Increase/ tization)/ Recog- (11 + 12 - Carrying Disposal (Loss) on (Loss) on (Loss) on Received Maturity dicator ification Description eign Date of Purchaser Stock eration Par Value Cost Value (Decrease) Accretion nized 13) Value Date Disposal Disposal Disposal DuringYear Date (a) 31395X-FY-6 FHLMC IES 3022 5.500% 08/15/35 09/01/2017 PAYDOWN 537,272 537,272 598,964 595,955 (58,683) (58,683) 537,272 19,797 08/15/2035 1FE 31396C-3Y-4 FHLMC R003 ZA 5.500% 10/15/35 09/01/2017 PAYDOWN 297,142 297,142 271,886 285,600 11,542 11,542 297,142 10,927 10/15/2035 1FE 31396F-KN-2 FHLMC FHR 3072 NZ 5.000% 11/15/35 09/01/2017 PAYDOWN 413,317 413,317 370,214 394,032 19,285 19,285 413,317 14,158 11/15/2035 1FE 31396F-QS-5 FHLMC 3080 WZ 5.500% 12/15/35 09/01/2017 PAYDOWN 396,787 396,787 364,781 382,745 14,042 14,042 396,787 14,665 12/15/2035 1FE 31396G-PA-3 FHLMC 3095 WZ 5.500% 01/15/36 09/01/2017 PAYDOWN 489,583 489,583 449,354 472,125 17,458 17,458 489,583 17,708 01/15/2036 1FE 31398E-Z4-9 FHLMC 3559 BA 4.500% 08/15/24 09/01/2017 PAYDOWN 303,309 303,309 298,854 301,388 1,921 1,921 303,309 9,041 08/15/2024 1FE 31412M-HP-6 FNMA POOL 929138 5.500% 02/01/23 09/01/2017 PAYDOWN 29,163 29,163 29,100 29,082 81 81 29,163 1,057 02/01/2023 1FE 478045-AA-5 JOHN SEVIER COMB CYE 4.626% 01/15/42 07/15/2017 REDEMPTION 100.0000 55,068 55,068 59,100 58,611 (3,543) (3,543) 55,068 2,547 01/15/2042 1FE 3199999. Subtotal - Bonds - U.S. Special Revenues 34,243,603 34,243,603 33,427,514 33,525,283 536,465 536,465 34,243,603 896,025 XXX XXX Bonds - Industrial and Miscellaneous (Unaffiliated) 00101J-AH-9 ADT CORP 4.125% 06/15/23 08/25/2017 VARIOUS 8,129,461 8,095,000 7,534,481 7,576,883 44,739 44,739 7,621,622 507,839 507,839 233,088 06/15/2023 3FE 00434N-AA-3 ACCESS MIDSTREAM PARTNER 4.875% 05/15/23 07/03/2017 CALL 103.8310 16,612,959 16,000,000 16,145,000 16,078,514 534,445 534,445 16,612,959 494,000 05/15/2023 2FE 03040#-AE-2 AMERICAN WATER CAPITAL CORP 5.770% 12/21/21 09/13/2017 CALL 114.9694 10,140,300 8,820,000 8,866,156 8,820,000 1,320,300 1,320,300 10,140,300 370,376 12/21/2021 1 031652-BE-9 AMKOR TECHNOLOGIES INC 6.625% 06/01/21 07/19/2017 CALL 101.6560 2,658,304 2,615,000 2,648,450 2,624,418 33,886 33,886 2,658,304 06/01/2021 1 077454-AF-3 BELDEN CDT INC SUB 5.500% 09/01/22 08/07/2017 CALL 102.9990 15,449,850 15,000,000 15,025,000 15,012,780 437,070 437,070 15,449,850 109,721 09/01/2022 4FE 11448*-CG-0 BROOKSHIRE GROCERY COMPANY 6.950% 10/01/17 09/01/2017 REDEMPTION 100.0000 63,988 63,988 63,988 63,988 63,988 770,000 10/01/2017 3FE 11448*-CH-8 BROOKSHIRE GROCERY COMPANY 6.950% 10/01/17 09/01/2017 REDEMPTION 100.0000 82,720 82,720 82,720 82,720 82,720 2,966 10/01/2017 2 11448*-CJ-4 BROOKSHIRE GROCERY COMPANY 6.950% 10/01/17 09/01/2017 REDEMPTION 100.0000 117,752 117,752 117,752 117,752 117,752 3,835 10/01/2017 2
11448*-CK-1 BROOKSHIRE GROCERY COMPANY 6.950% 10/01/17 09/01/2017 REDEMPTION 100.0000 84,569 84,569 84,569 84,569 84,569 5,458 10/01/2017 2 E05.2 11448*-CL-9 BROOKSHIRE GROCERY COMPANY 6.950% 10/01/17 09/01/2017 REDEMPTION 100.0000 77,436 77,436 77,436 77,436 77,436 3,920 10/01/2017 2 118230-AE-1 BUCKEYE PARTNERS 5.125% 07/01/17 07/01/2017 MATURITY 11,000,000 11,000,000 9,517,600 10,895,001 104,999 104,999 11,000,000 3,590 07/01/2017 2 12189P-AH-5 BURLINGTON NORTHERN SAA 7.908% 01/15/20 07/15/2017 REDEMPTION 100.0000 22,602 22,602 26,300 23,168 (566) (566) 22,602 563,750 01/15/2020 2FE 125152-AC-2 CE GENERATION LLC BDS 7.416% 12/15/18 07/27/2017 CALL 105.1710 3,417,714 3,249,675 3,068,770 3,219,023 198,691 198,691 3,417,714 1,787 12/15/2018 1FE 126650-BP-4 CVS HEALTH CORP PASS THRU 6.036% 12/10/28 09/10/2017 REDEMPTION 100.0000 104,489 104,489 104,489 104,489 104,489 148,614 12/10/2028 4FE 126650-BQ-2 CVS HEALTH CORP PASS THRU 6.943% 01/10/30 09/10/2017 REDEMPTION 100.0000 28,067 28,067 28,067 28,067 28,067 4,206 01/10/2030 2FE 12669F-ZT-3 COTRYWIDE HOME LOANS 5.250% 07/25/34 09/01/2017 PAYDOWN 465,158 465,158 450,939 456,067 9,091 9,091 465,158 1,300 07/25/2034 2FE 20035C-AB-6 COMERICA BANK SUB 5.200% 08/22/17 08/22/2017 MATURITY 15,000,000 15,000,000 14,559,165 14,964,870 35,130 35,130 15,000,000 16,098 08/22/2017 1FM 224044-BU-0 COX COMMICATIONS 9.375% 01/15/19 09/06/2017 CALL 109.8050 10,980,500 10,000,000 13,056,068 11,174,896 (194,396) (194,396) 10,980,500 1,070,313 01/15/2019 2FE 22410@-AA-4 CP9K, LLC 5.720% 06/30/27 09/30/2017 REDEMPTION 100.0000 175,911 175,911 175,911 175,911 175,911 1,070,313 06/30/2027 2FE 26138E-AH-2 DR PEPPER SNAPPLE GROUP 6.820% 05/01/18 07/06/2017 CALL 104.1420 14,128,945 13,567,000 13,329,712 13,523,323 605,622 605,622 14,128,945 05/01/2018 2FE 29335*-AA-3 ENHANCED CAP ALABAMA FD 0.000% 03/01/19 08/15/2017 REDEMPTION 100.0000 82,049 82,049 82,049 82,049 82,049 6,711 03/01/2019 2 29335@-AA-1 ENHANCED CAPITAL CONNECTICUT 12/15/20 09/15/2017 REDEMPTION 100.0000 38,418 38,418 38,418 38,418 38,418 629,697 12/15/2020 2FE 33812@-AA-5 FITCH GROUP, INC. 5.120% 08/09/21 08/09/2017 REDEMPTION 100.0000 2,000,000 2,000,000 2,000,000 2,000,000 2,000,000 08/09/2021 1 35671D-BX-2 FREEPORT MCMORAN COPPER & GOLD 06/15/19 09/18/2017 CALL 101.5310 1,377,776 1,357,000 1,357,000 1,357,000 20,776 20,776 1,377,776 06/15/2019 1 35671D-BZ-7 FREEPORT MCMORAN COPPER & GOLD 05/01/21 09/18/2017 CALL 102.4580 2,661,859 2,598,000 2,594,929 2,594,930 66,929 66,929 2,661,859 102,400 05/01/2021 2 35803Q-AD-9 FRESENIUS MED CARE US 6.875% 07/15/17 07/15/2017 MATURITY 1,000,000 1,000,000 981,250 998,631 1,369 1,369 1,000,000 63,492 07/15/2017 3FE 38013A-AB-8 GMAC COMMERCIAL MILITARY 5.587% 05/10/50 09/10/2017 REDEMPTION 100.0000 16,590 16,590 16,588 16,589 1 1 16,590 131,479 05/10/2050 3FE 39121J-AG-5 GREAT RIVER ENERGY 7.233% 07/01/38 07/01/2017 REDEMPTION 100.0000 260,838 260,838 260,838 260,838 260,838 68,750 07/01/2038 3FE 42208@-AA-8 HD SALEM, OR LANDLORD, 6.250% 11/30/30 09/30/2017 REDEMPTION 100.0000 81,266 81,266 81,266 81,266 81,266 618 11/30/2030 1FE 47232X-AA-6 JEFFERIES MILITARY HOUSING 6.730% 06/10/55 09/10/2017 REDEMPTION 100.0000 12,346 12,346 12,494 12,481 (135) (135) 12,346 18,866 06/10/2055 1FE 52465#-AT-2 LEGG MASON MTGE J SAINSBURY 05/10/25 09/10/2017 REDEMPTION 100.0000 40,322 40,322 40,322 40,322 40,322 3,388 05/10/2025 1 539830-AD-1 LOCKHEED MARTIN CORPORATION 7.200% 05/01/36 09/07/2017 EXCHANGE 9,960,790 7,000,000 7,288,630 7,244,957 (4,292) (4,292) 7,240,665 2,720,125 2,720,125 554 05/01/2036 1FE 549271-AG-9 LUBRIZOL CORP 8.875% 02/01/19 07/14/2017 CALL 110.2630 5,513,152 5,000,000 4,962,800 4,989,396 523,756 523,756 5,513,152 2,235 02/01/2019 3 59748T-AA-7 MIDLAND COGEN VEURE 6.000% 03/15/25 09/15/2017 REDEMPTION 100.0000 365,000 365,000 365,000 365,000 365,000 428,400 03/15/2025 2FE 59748T-AB-5 MIDLAND COGEN VEURE 5.250% 03/15/25 09/15/2017 REDEMPTION 100.0000 333,456 333,456 333,456 333,456 333,456 422,795 03/15/2025 1FE 67059T-AC-9 NUSTAR LOGISTICS LP 4.750% 02/01/22 09/18/2017 BANK OF AMERICA 5,081,250 5,000,000 4,988,200 4,993,304 854 854 4,994,158 87,092 87,092 21,900 02/01/2022 2FE 724060-AA-6 PIPELINE FDING CO LLC 7.500% 01/15/30 07/15/2017 REDEMPTION 100.0000 190,000 190,000 193,132 192,346 (2,346) (2,346) 190,000 17,506 01/15/2030 2FE 832248-AQ-1 SMITHFIELD FOODS INC SNR 7.750% 07/01/17 07/01/2017 MATURITY 15,000,000 15,000,000 15,760,000 15,093,577 (93,577) (93,577) 15,000,000 269,826 07/01/2017 3FE 845467-AL-3 SOUTHWESTERN ENERGY CO 6.700% 01/23/25 09/18/2017 J P MORGAN CHASE 3,000,000 3,000,000 2,993,460 2,994,416 387 387 2,994,803 5,197 5,197 14,250 01/23/2025 3AM 848609-AA-1 SPIRITS OF ST LOUIS 5.300% 06/30/36 09/30/2017 REDEMPTION 100.0000 43,442 43,442 43,442 43,442 43,442 1,162,500 06/30/2036 2FE 88031J-AB-2 TENASKA GEORGIA PARTNERS, 9.500% 02/01/30 08/01/2017 REDEMPTION 100.0000 93,764 93,764 93,764 93,764 93,764 232,825 02/01/2030 3FE 907833-AE-7 ION PACIFIC PASS THRU CERT 6.700% 02/23/19 08/23/2017 REDEMPTION 100.0000 109,121 109,121 118,196 110,674 (1,553) (1,553) 109,121 1,727 02/23/2019 2FE 92783#-AA-4 VIRGINIA IL GATEWAY INC. 3.930% 06/30/30 09/30/2017 REDEMPTION 100.0000 63,215 63,215 63,215 63,215 63,215 8,908 06/30/2030 2FE 929160-AK-5 VULCAN MATERIALS SNR 7.000% 06/15/18 07/12/2017 CALL 104.8320 7,338,240 7,000,000 6,992,650 6,998,571 339,669 339,669 7,338,240 7,311 06/15/2018 1FE 94978#-GV-3 AMERICAN HONDA MOTOR 5.400% 01/15/24 07/25/2017 CALL 100.0000 6,984 6,984 6,984 6,984 6,984 1,863 01/15/2024 1FE 97181#-GV-9 WILM TRUST OCCIDEAL PETRO 8.068% 01/15/27 07/15/2017 REDEMPTION 100.0000 1,893,570 1,893,570 1,893,570 1,893,570 1,893,570 281,750 01/15/2027 2FE 989207-AC-9 ZEBRA TECHNOLOGIES CORP 7.250% 10/15/22 08/07/2017 CALL 106.4526 10,645,262 10,000,000 10,032,500 10,022,006 623,256 623,256 10,645,262 388 10/15/2022 1 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15 Total Total NAIC Current Change in Foreign Desig- Year's Book/ Exchange Book/ Bond nation Prior Year Current Other Than Adjusted Change in Adjusted Foreign Interest/ Stated or Book/ Unrealized Year's Temporary Carrying Book Carrying Exchange Realized Stock Con- Market CUSIP Number of Adjusted Valuation (Amor- Impairment Value /Adjusted Value at Gain Gain Total Gain Dividends tractual In- Ident- For- Disposal Name Shares of Consid- Actual Carrying Increase/ tization)/ Recog- (11 + 12 - Carrying Disposal (Loss) on (Loss) on (Loss) on Received Maturity dicator ification Description eign Date of Purchaser Stock eration Par Value Cost Value (Decrease) Accretion nized 13) Value Date Disposal Disposal Disposal DuringYear Date (a) 29268B-AB-7 ENEL FINANCE IL SA CO GTD 6.250% 09/15/17 09/15/2017 MATURITY 25,000,000 25,000,000 24,744,401 24,976,201 23,799 23,799 25,000,000 152,770 09/15/2017 1 706448-AH-0 PEMEX FINANCE 9.150% 11/15/18 08/15/2017 REDEMPTION 100.0000 65,313 65,313 62,048 64,944 369 369 65,313 588,056 11/15/2018 4FE G7219*-AC-9 PREMIER OIL UK LIMITED 6.530% 06/09/21 D 07/28/2017 EXCHANGE 20,844,000 27,000,000 20,844,000 20,844,000 20,844,000 1,562,500 06/09/2021 2FE L8038*-AA-4 SBM BALEIA AZUL S.A.R.L. 5.500% 09/15/27 D 09/15/2017 REDEMPTION 100.0000 314,000 314,000 314,000 314,000 314,000 4,482 09/15/2027 1FE L8992#-AC-0 SYNGEA LUXEMBOURG FINANCE 5.590% 12/08/35 D 07/20/2017 TENDER 10,000,000 10,000,000 10,000,000 10,000,000 10,000,000 1,203,653 12/08/2035 3 3899999. Subtotal - Bonds - Industrial and Miscellaneous (Unaffiliated) 232,172,748 229,534,061 224,521,175 224,224,222 4,628,273 4,628,273 228,852,495 3,320,253 3,320,253 12,284,935 XXX XXX 8399997. Total - Bonds - Part 4 297,448,111 300,502,062 274,250,644 285,763,448 6,032,759 6,032,759 (779,289) 291,198,773 1,698,869 4,550,469 6,249,338 13,306,740 XXX XXX 8399998. Total - Bonds - Part 5 XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX 8399999. Total - Bonds 297,448,111 300,502,062 274,250,644 285,763,448 6,032,759 6,032,759 (779,289) 291,198,773 1,698,869 4,550,469 6,249,338 13,306,740 XXX XXX 8999997. Total - Preferred Stocks - Part 4 XXX XXX XXX 8999998. Total - Preferred Stocks - Part 5 XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX 8999999. Total - Preferred Stocks XXX XXX XXX Common Stocks - Industrial and Miscellaneous (Unaffiliated) 000000-00-0 FHLB BOSTON COMMON STOCK 08/11/2017 DIRECT 2,680.000 268,000 268,000 268,000 268,000 5,516 L G7216B-19-4 PREMIER OIL UK LIMITED WARRANT B 08/31/2017 J P MORGAN CHASE 805,690.000 187,907 187,901 187,901 (2,604) 2,610 6 2,610 V 9099999. Subtotal - Common Stocks - Industrial and Miscellaneous (Unaffiliated) 455,907 XXX 455,901 268,000 455,901 (2,604) 2,610 6 8,126 XXX XXX
9799997. Total - Common Stocks - Part 4 455,907 XXX 455,901 268,000 455,901 (2,604) 2,610 6 8,126 XXX XXX E05.3 9799998. Total - Common Stocks - Part 5 XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX 9799999. Total - Common Stocks 455,907 XXX 455,901 268,000 455,901 (2,604) 2,610 6 8,126 XXX XXX 9899999. Total - Preferred and Common Stocks 455,907 XXX 455,901 268,000 455,901 (2,604) 2,610 6 8,126 XXX XXX 9999999 - Totals 297,904,018 XXX 274,706,544 286,031,448 6,032,759 6,032,759 (779,289) 291,654,674 1,696,265 4,553,079 6,249,344 13,314,866 XXX XXX (a) For all common stock bearing the NAIC market indicator "U" provide: the number of such issues STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE DB - PART A - SECTION 1 Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 Description Cumulative of Item(s) Strike Prior Current Credit Hedge Hedged, Price, Year(s) Year Initial Total Current Adjustment Quality Effectiveness Used for Type(s) Date of Rate or Initial Cost Cost of Book/ Unrealized Foreign Year’s to Carrying of at Inception Income Schedule/ of Maturity Number Index of Premium Premium Current Adjusted Valuation Exchange (Amorti- Value of Refer- and at Generation Exhibit Risk(s) Exchange, Counterparty Trade or of Notional Received (Received) (Received) Year Carrying Increase/ Change in zation)/ Hedged Potential ence Quarter-end Description or Replicated Identifier (a) or Central Clearinghouse Date Expiration Contracts Amount (Paid) Paid Paid Income Value Code Fair Value (Decrease) B./A.C.V. Accretion Item Exposure Entity (b) 0079999. Subtotal - Purchased Options - Hedging Effective XXX XXX XXX 0149999. Subtotal - Purchased Options - Hedging Other XXX XXX XXX 0219999. Subtotal - Purchased Options - Replications XXX XXX XXX 0289999. Subtotal - Purchased Options - Income Generation XXX XXX XXX 0359999. Subtotal - Purchased Options - Other XXX XXX XXX 0369999. Total Purchased Options - Call Options and Warrants XXX XXX XXX 0379999. Total Purchased Options - Put Options XXX XXX XXX 0389999. Total Purchased Options - Caps XXX XXX XXX 0399999. Total Purchased Options - Floors XXX XXX XXX 0409999. Total Purchased Options - Collars XXX XXX XXX 0419999. Total Purchased Options - Other XXX XXX XXX 0429999. Total Purchased Options XXX XXX XXX 0499999. Subtotal - Written Options - Hedging Effective XXX XXX XXX 0569999. Subtotal - Written Options - Hedging Other XXX XXX XXX 0639999. Subtotal - Written Options - Replications XXX XXX XXX 0709999. Subtotal - Written Options - Income Generation XXX XXX XXX 0779999. Subtotal - Written Options - Other XXX XXX XXX 0789999. Total Written Options - Call Options and Warrants XXX XXX XXX 0799999. Total Written Options - Put Options XXX XXX XXX
0809999. Total Written Options - Caps XXX XXX XXX E06 0819999. Total Written Options - Floors XXX XXX XXX 0829999. Total Written Options - Collars XXX XXX XXX 0839999. Total Written Options - Other XXX XXX XXX 0849999. Total Written Options XXX XXX XXX Swaps - Hedging Effective - Foreign Exchange Currency Swap - TERASEN GAS INC Receive US$, Pay CN$ 05534ZAF3 D 1 Currency GOLDMAN SACHS 09/29/2004 09/21/2029 16,668,702 6.460%(6.950%) (379,911) (64,188) (932,362) (1,838,250) (1,262,121) 288,710 100/100 Currency Swap - CANADA, GOV'T OF CIBC WORLD MARKETS Receive US$, Pay CN$ 135087UT9 D 1 Currency CORP. 03/30/2005 06/01/2023 757,577 7.435%(8.00%) (143,664) (3,712) (122,964) (82,306) (57,800) 9,083 100/100 Currency Swap - CANADA, GOV'T OF CIBC WORLD MARKETS Receive US$, Pay CN$ 135087VH4 D 1 Currency CORP. 03/30/2005 06/01/2025 2,840,909 8.388%(9.00%) (593,399) (15,155) (515,774) (366,347) (216,750) 39,544 100/100 Currency Swap - CANADA, GOV'T OF CIBC WORLD MARKETS Receive US$, Pay CN$ 135087UT9 D 1 Currency CORP. 03/30/2005 06/01/2023 8,522,727 7.435%(8.00%) (1,616,220) (41,756) (1,383,345) (925,941) (650,250) 102,184 100/100 Currency Swap - BELL CANADA 077906HY4 BARCLAYS CAPITAL Receive US$, Pay CN$ D 1 Currency INC. 03/30/2005 06/01/2029 5,086,470 1.4745/1 (307,362) (235,656) (684,611) (187,049) 87,178 100/100 Currency Swap - BELL CANADA 077906HW8 BARCLAYS CAPITAL Receive US$, Pay CN$ D 1 Currency INC. 03/30/2005 06/01/2028 5,110,733 1.4675/1 (314,283) (237,351) (690,223) (200,761) 83,783 100/100 Currency Swap - BELL CANADA 077906HU2 BARCLAYS CAPITAL Receive US$, Pay CN$ D 1 Currency INC. 03/30/2005 06/01/2027 5,136,986 1.4600/1 (319,887) (237,645) (695,218) (214,641) 80,201 100/100 Currency Swap - CANADA GENERIC STRIP CIBC WORLD MARKETS Receive US$, Pay CN$ 13508ZB35 D 1 Currency CORP. 03/30/2005 12/01/2024 3,434,066 1.4560/1 (195,127) (122,892) (480,296) (191,582) 46,233 100/100 Currency Swap - ONTARIO STRIP CIBC WORLD MARKETS Receive US$, Pay CN$ 68323ZUF4 D 1 Currency CORP. 03/30/2005 06/02/2018 10,509,397 1.4154/1 (895,955) (598,702) (1,409,662) (786,382) 45,507 100/100 Currency Swap - ONTARIO STRIP CIBC WORLD MARKETS Receive US$, Pay CN$ 68323ZUE7 D 1 Currency CORP. 03/30/2005 12/02/2017 10,878,794 1.4133/1 (960,296) (644,852) (1,446,642) (835,099) 27,197 100/100 Currency Swap - ONTARIO STRIP CIBC WORLD MARKETS Receive US$, Pay CN$ 68323ZUH0 D 1 Currency CORP. 03/30/2005 06/02/2019 13,030,004 1.4198/1 (1,030,110) (679,541) (1,758,496) (927,151) 86,185 100/100 Currency Swap - CANADA GENERIC STRIP Receive US$, Pay CN$ 13508ZB27 D 1 Currency MERRILL LYNCH 03/30/2005 06/01/2024 3,448,276 1.4500/1 (205,420) (131,349) (473,141) (196,450) 44,794 100/100 Currency Swap - CANADA GENERIC STRIP Receive US$, Pay CN$ 13508ZYJ5 D 1 Currency MERRILL LYNCH 03/30/2005 12/01/2019 3,562,675 1.4280/1 (283,272) (188,571) (491,682) (251,468) 26,720 100/100 Currency Swap - CANADA GENERIC STRIP Receive US$, Pay CN$ 13508ZA93 D 1 Currency MERRILL LYNCH 03/30/2005 12/01/2023 6,908,463 1.4475/1 (426,767) (274,862) (951,667) (402,880) 86,356 100/100 Currency Swap - CANADA GENERIC STRIP Receive US$, Pay CN$ 13508ZYH9 D 1 Currency MERRILL LYNCH 03/30/2005 06/01/2019 7,077,954 1.4252/1 (584,211) (391,686) (971,709) (511,382) 46,816 100/100 Currency Swap - CANADA GENERIC STRIP Receive US$, Pay CN$ 13508ZYG1 D 1 Currency MERRILL LYNCH 03/30/2005 12/01/2018 9,674,760 1.4251/1 (836,987) (567,357) (1,339,096) (716,191) 54,084 100/100 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE DB - PART A - SECTION 1 Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 Description Cumulative of Item(s) Strike Prior Current Credit Hedge Hedged, Price, Year(s) Year Initial Total Current Adjustment Quality Effectiveness Used for Type(s) Date of Rate or Initial Cost Cost of Book/ Unrealized Foreign Year’s to Carrying of at Inception Income Schedule/ of Maturity Number Index of Premium Premium Current Adjusted Valuation Exchange (Amorti- Value of Refer- and at Generation Exhibit Risk(s) Exchange, Counterparty Trade or of Notional Received (Received) (Received) Year Carrying Increase/ Change in zation)/ Hedged Potential ence Quarter-end Description or Replicated Identifier (a) or Central Clearinghouse Date Expiration Contracts Amount (Paid) Paid Paid Income Value Code Fair Value (Decrease) B./A.C.V. Accretion Item Exposure Entity (b) Currency Swap - NOVA SCOTIA POWER CORP Receive US$, Pay CN$ 66990ZBC8 D 1 Currency JP MORGAN 09/18/2008 07/25/2023 3,208,105 1.1845/1 363,939 143,344 (124,082) 38,742 100/100 Currency Swap - NOVA SCOTIA POWER CORP Receive US$, Pay CN$ 66990ZBB0 D 1 Currency JP MORGAN 09/18/2008 07/25/2022 3,240,938 1.1725/1 398,012 175,505 (137,603) 35,626 100/100 Currency Swap - NOVA SCOTIA POWER CORP Receive US$, Pay CN$ 66990ZBA2 D 1 Currency JP MORGAN 09/18/2008 07/26/2021 3,291,468 1.1545/1 426,406 226,146 (148,215) 32,222 100/100 Currency Swap - NOVA SCOTIA POWER CORP Receive US$, Pay CN$ 66990ZAZ8 D 1 Currency JP MORGAN 09/18/2008 07/27/2020 3,326,039 1.1425/1 455,110 262,123 (159,029) 27,993 100/100 Currency Swap - CANADA GENERIC STRIP Receive US$, Pay CN$ 13508ZYE6 D 1 Currency JP MORGAN 09/18/2008 12/01/2017 4,543,344 1.1198/1 712,076 459,972 (256,233) 11,358 100/100 Currency Swap - ONTARIO PROVINCE Receive US$, Pay CN$ 683234JT6 D 1 Currency WELLS FARGO 09/05/2014 06/02/2026 4,602,356 7.908% (8.000%) 43,186 586,500 875,367 (289,000) 68,070 100/100 Currency Swap - TRANS-CANADA PIPELINES Receive US$, Pay CN$ 89353ZAP3 D 1 Currency WELLS FARGO 09/05/2014 02/05/2026 7,363,770 8.196% (8.290%) 71,676 938,400 1,392,688 (462,400) 106,817 100/100 Currency Swap - NOVA SCOTIA POWER CORP Receive US$, Pay CN$ 66990ZBD6 D 1 Currency WELLS FARGO 09/05/2014 07/25/2024 3,484,640 1.0905/1 283,014 389,497 (118,861) 45,545 100/100 Currency Swap - NOVA SCOTIA POWER CORP Receive US$, Pay CN$ 66990ZBE4 D 1 Currency WELLS FARGO 09/05/2014 07/25/2025 3,481,129 1.0916/1 264,812 381,295 (111,222) 48,715 100/100 Currency Swap - NOVA SCOTIA POWER CORP Receive US$, Pay CN$ 66990ZBF1 D 1 Currency WELLS FARGO 09/05/2014 07/25/2026 3,476,988 1.0929/1 247,745 373,199 (104,054) 51,670 100/100 Currency Swap - NOVA SCOTIA POWER CORP Receive US$, Pay CN$ 66990ZBG9 D 1 Currency WELLS FARGO 09/05/2014 07/25/2027 3,471,905 1.0945/1 231,761 365,886 (97,339) 54,436 100/100
E06.1 Currency Swap - NOVA SCOTIA POWER CORP Receive US$, Pay CN$ 66990ZBH7 D 1 Currency WELLS FARGO 09/05/2014 07/25/2028 3,466,837 1.0961/1 216,819 358,872 (91,063) 57,054 100/100 Currency Swap - NOVA SCOTIA POWER CORP Receive US$, Pay CN$ 66990ZBJ3 D 1 Currency WELLS FARGO 09/05/2014 07/25/2029 3,462,415 1.0975/1 204,166 353,296 (85,868) 59,553 100/100 Currency Swap - ONTARIO STRIP Receive US$, Pay CN$ 68323ZGF0 D 1 Currency WELLS FARGO 09/05/2014 01/13/2019 9,331,934 1.0957/1 1,120,642 1,102,253 (487,105) 53,878 100/100 Currency Swap - ONTARIO STRIP Receive US$, Pay CN$ 68323ZKL2 D 1 Currency WELLS FARGO 09/05/2014 03/08/2019 5,021,318 1.0953/1 597,945 593,090 (259,914) 30,749 100/100 0879999. Subtotal - Swaps - Hedging Effective - Foreign Exchange (9,092,871) (9,949) (217,562) XXX (7,152,754) (10,539,945) 1,877,003 XXX XXX 0909999. Subtotal - Swaps - Hedging Effective (9,092,871) (9,949) (217,562) XXX (7,152,754) (10,539,945) 1,877,003 XXX XXX Swaps - Hedging Other - Credit Default Credit Default Swap - Rec 0.0000, Pay 1.0000 Suncor Energy (Multiple Cusips) D 1 Credit MORGAN STANLEY 03/13/2013 03/20/2018 14,000,000 0.0000(1.0000) (74,164) (106,167) (66,144) (66,144) 15,950 2FE 0001 0929999. Subtotal - Swaps - Hedging Other - Credit Default (74,164) (106,167) (66,144) XXX (66,144) 15,950 XXX XXX Swaps - Hedging Other - Foreign Exchange Currency Swap - ONTARIO STRIP Receive US$, Pay CN$ 68323ZKL2 D 1 Currency JP MORGAN 09/05/2014 03/08/2019 3,882,536 1.4166/1 (725,524) (520,860) (520,860) (263,606) 23,776 0002 Currency Swap - ONTARIO STRIP Receive US$, Pay CN$ 68323ZGF0 D 1 Currency JP MORGAN 09/05/2014 01/13/2019 7,225,638 1.4151/1 (1,359,504) (963,305) (963,305) (498,809) 41,717 0002 Currency Swap - NOVA SCOTIA POWER CORP Receive US$, Pay CN$ 66990ZBJ3 D 1 Currency JP MORGAN 09/05/2014 07/25/2029 2,607,562 1.4573/1 (250,659) (300,957) (300,957) (80,352) 44,850 0002 Currency Swap - ONTARIO PROVINCE Receive US$, Pay CN$ 683234JT6 D 1 Currency JP MORGAN 09/05/2014 06/02/2026 3,710,575 7.6025%(8.00%) (1,221,349) (18,208) (533,744) (533,744) (212,544) 54,880 0002 Currency Swap - NOVA SCOTIA POWER CORP Receive US$, Pay CN$ 66990ZBH7 D 1 Currency JP MORGAN 09/05/2014 07/25/2028 2,599,001 1.4621/1 (230,583) (323,105) (323,105) (81,454) 42,772 0002 Currency Swap - NOVA SCOTIA POWER CORP Receive US$, Pay CN$ 66990ZBG9 D 1 Currency JP MORGAN 09/05/2014 07/25/2027 2,612,043 1.4548/1 (246,166) (328,767) (328,767) (81,935) 40,954 0002 Currency Swap - NOVA SCOTIA POWER CORP Receive US$, Pay CN$ 66990ZBF1 D 1 Currency JP MORGAN 09/05/2014 07/25/2026 2,619,064 1.4509/1 (264,739) (338,446) (338,446) (85,214) 38,921 0002 Currency Swap - NOVA SCOTIA POWER CORP Receive US$, Pay CN$ 66990ZBE4 D 1 Currency JP MORGAN 09/05/2014 07/25/2025 2,623,766 1.4483/1 (285,485) (348,011) (348,011) (88,854) 36,717 0002 Currency Swap - NOVA SCOTIA POWER CORP Receive US$, Pay CN$ 66990ZBD6 D 1 Currency JP MORGAN 09/05/2014 07/25/2024 2,612,941 1.4543/1 (313,281) (369,870) (369,870) (93,885) 34,152 0002 Currency Swap - TRANS-CANADA PIPELINES Receive US$, Pay CN$ 89353ZAP3 D 1 Currency JP MORGAN 09/05/2014 02/05/2026 5,936,920 7.8923%(8.290%) (1,430,084) (29,556) (854,857) (854,857) (344,686) 86,119 0002 Currency Swap - ONTARIO STRIP Receive CN$, Pay US$ 68323ZKL2 D 1 Currency JP MORGAN 09/05/2014 03/08/2019 5,043,836 1.0904/1 (613,440) (613,440) 253,342 30,887 0002 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE DB - PART A - SECTION 1 Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 Description Cumulative of Item(s) Strike Prior Current Credit Hedge Hedged, Price, Year(s) Year Initial Total Current Adjustment Quality Effectiveness Used for Type(s) Date of Rate or Initial Cost Cost of Book/ Unrealized Foreign Year’s to Carrying of at Inception Income Schedule/ of Maturity Number Index of Premium Premium Current Adjusted Valuation Exchange (Amorti- Value of Refer- and at Generation Exhibit Risk(s) Exchange, Counterparty Trade or of Notional Received (Received) (Received) Year Carrying Increase/ Change in zation)/ Hedged Potential ence Quarter-end Description or Replicated Identifier (a) or Central Clearinghouse Date Expiration Contracts Amount (Paid) Paid Paid Income Value Code Fair Value (Decrease) B./A.C.V. Accretion Item Exposure Entity (b) Currency Swap - ONTARIO STRIP Receive CN$, Pay US$ 68323ZGF0 D 1 Currency JP MORGAN 09/05/2014 01/13/2019 9,373,661 1.0908/1 (1,140,522) (1,140,522) 480,115 54,119 0002 Currency Swap - NOVA SCOTIA POWER CORP Receive CN$, Pay US$ 66990ZBJ3 D 1 Currency JP MORGAN 09/05/2014 07/25/2029 3,510,499 1.0825/1 (382,274) (382,274) 61,799 60,380 0002 Currency Swap - ONTARIO PROVINCE Receive CN$, Pay US$ 683234JT6 D 1 Currency JP MORGAN 09/05/2014 06/02/2026 4,594,955 8.000%(8.028%) (46,882) (881,201) (881,201) 249,049 67,960 0002 Currency Swap - NOVA SCOTIA POWER CORP Receive CN$, Pay US$ 66990ZBH7 D 1 Currency JP MORGAN 09/05/2014 07/25/2028 3,513,677 1.0815/1 (388,347) (388,347) 62,793 57,825 0002 Currency Swap - NOVA SCOTIA POWER CORP Receive CN$, Pay US$ 66990ZBG9 D 1 Currency JP MORGAN 09/05/2014 07/25/2027 3,518,951 1.0799/1 (396,200) (396,200) 63,847 55,174 0002 Currency Swap - NOVA SCOTIA POWER CORP Receive CN$, Pay US$ 66990ZBF1 D 1 Currency JP MORGAN 09/05/2014 07/25/2026 3,521,919 1.0790/1 (402,955) (402,955) 67,607 52,337 0002 Currency Swap - NOVA SCOTIA POWER CORP Receive CN$, Pay US$ 66990ZBE4 D 1 Currency JP MORGAN 09/05/2014 07/25/2025 3,521,360 1.0791/1 (408,928) (408,928) 71,839 49,278 0002 Currency Swap - NOVA SCOTIA POWER CORP Receive CN$, Pay US$ 66990ZBD6 D 1 Currency JP MORGAN 09/05/2014 07/25/2024 3,520,452 1.0794/1 (415,439) (415,439) 77,422 46,013 0002 Currency Swap - TRANS-CANADA PIPELINES Receive CN$, Pay US$ 89353ZAP3 D 1 Currency JP MORGAN 09/05/2014 02/05/2026 7,351,928 8.290%(8.316%) (77,564) (1,412,166) (1,412,166) 406,662 106,645 0002 0939999. Subtotal - Swaps - Hedging Other - Foreign Exchange (6,327,374) (172,210) (11,323,394) XXX (11,323,394) (36,864) 1,025,476 XXX XXX 0969999. Subtotal - Swaps - Hedging Other (6,401,538) (278,377) (11,389,538) XXX (11,389,538) (20,914) 1,025,476 XXX XXX 1029999. Subtotal - Swaps - Replication XXX XXX XXX
1089999. Subtotal - Swaps - Income Generation XXX XXX XXX E06.2 1149999. Subtotal - Swaps - Other XXX XXX XXX 1159999. Total Swaps - Interest Rate XXX XXX XXX 1169999. Total Swaps - Credit Default (74,164) (106,167) (66,144) XXX (66,144) 15,950 XXX XXX 1179999. Total Swaps - Foreign Exchange (15,420,245) (182,159) (11,540,956) XXX (18,476,148) (36,864) (10,539,945) 2,902,479 XXX XXX 1189999. Total Swaps - Total Return XXX XXX XXX 1199999. Total Swaps - Other XXX XXX XXX 1209999. Total Swaps (15,494,409) (288,326) (11,607,100) XXX (18,542,292) (20,914) (10,539,945) 2,902,479 XXX XXX 1269999. Subtotal - Forwards XXX XXX XXX 1399999. Subtotal - Hedging Effective (9,092,871) (9,949) (217,562) XXX (7,152,754) (10,539,945) 1,877,003 XXX XXX 1409999. Subtotal - Hedging Other (6,401,538) (278,377) (11,389,538) XXX (11,389,538) (20,914) 1,025,476 XXX XXX 1419999. Subtotal - Replication XXX XXX XXX 1429999. Subtotal - Income Generation XXX XXX XXX 1439999. Subtotal - Other XXX XXX XXX 1449999 - Totals (15,494,409) (288,326) (11,607,100) XXX (18,542,292) (20,914) (10,539,945) 2,902,479 XXX XXX
(a) Code Description of Hedged Risk(s)
(b) Code Financial or Economic Impact of the Hedge at the End of the Reporting Period 0001 Hedges the credit risk of assets. 0002 Hedges the currency risk of assets. STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA
Schedule DB - Part B - Section 1 - Futures Contracts Open N O N E
Schedule DB - Part B - Section 1B - Brokers with whom cash deposits have been made N O N E
E07 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE DB - PART D - SECTION 1 Counterparty Exposure for Derivative Instruments Open as of Current Statement Date 1 2 3 4 Book/Adjusted Carrying Value Fair Value 11 12 Credit 5 6 7 8 9 10 Master Support Fair Value of Contracts With Contracts With Description of Exchange, Agreement Annex Acceptable Book/Adjusted Book/Adjusted Exposure Net of Contracts With Contracts With Exposure Potential Off-Balance Counterparty or Central Clearinghouse (Y or N) (Y or N) Collateral Carrying Value >0 Carrying Value <0 Collateral Fair Value >0 Fair Value <0 Net of Collateral Exposure Sheet Exposure 0199999 - Aggregate Sum of Exchange Traded Derivatives XXX XXX XXX CIBC WORLD MARKETS CORP. Y Y (4,068,070) (6,469,690) 355,933 GOLDMAN SACHS Y Y (932,362) (1,838,250) 288,710 JP MORGAN Y Y 2,355,543 (11,323,393) 1,267,090 (11,323,394) 1,171,417 MERRILL LYNCH Y Y (1,553,826) (4,227,295) 258,770 MORGAN STANLEY Y Y (66,144) (66,144) WELLS FARGO Y Y 6,070,000 4,691,804 6,185,443 115,443 576,487 0299999. Total NAIC 1 Designation 6,070,000 7,047,347 (17,943,795) 7,452,533 (23,924,773) 115,443 2,651,317 BARCLAYS CAPITAL INC. Y Y (710,652) (2,070,052) 251,162 0399999. Total NAIC 2 Designation (710,652) (2,070,052) 251,162 0899999. Aggregate Sum of Central Clearing houses
0999999 - Gross Totals 6,070,000 7,047,347 (18,654,447) 7,452,533 (25,994,825) 115,443 2,902,479 1. Offset per SSAP No. 64
E08 2. Net after right of offset per SSAP No. 64 7,047,347 (18,654,447) STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE DB - PART D - SECTION 2 Collateral for Derivative Instruments Open as of Current Statement Date
Collateral Pledged by Reporting Entity
1 2 3 4 5 6 7 8 9 Book/Adjusted Type of Exchange, Counterparty CUSIP Carrying Maturity Margin or Central Clearinghouse Type of Asset Pledged Identification Description Fair Value Par Value Value Date (I, V or IV) CIBC WORLD MARKETS CORP. Treasury 13508Z-YG-1 CANADA GENERIC STRIP 0.0000 6,483,436 6,589,192 6,225,085 12/01/2018 V GOLDMAN SACHS Corporate 93884P-DS-6 WASHINGTON GAS LIGHT CO 7.4640 2,114,001 1,994,000 1,994,000 12/05/2018 V JP MORGAN Loan-backed and Structured 3132JM-BV-0 FGLMC 3.0000 10,865,140 10,786,380 10,260,800 07/01/2043 V MERRILL LYNCH Loan-backed and Structured 312944-5W-7 FGLMC 4.0000 1,875,037 1,773,773 1,797,162 01/01/2041 V MORGAN STANLEY Treasury 912810-FJ-2 U S TREASURY 6.1250 116,577 84,000 84,220 08/15/2029 V
0199999 - Total 21,454,191 21,227,345 20,361,267 XXX XXX
Collateral Pledged to Reporting Entity
1 2 3 4 5 6 7 8 9
E09 Book/Adjusted Type of Exchange, Counterparty CUSIP Carrying Maturity Margin or Central Clearinghouse Type of Asset Pledged Identification Description Fair Value Par Value Value Date (I, V or IV) WELLS FARGO Cash 000000-00-0 USD Cash 6,070,000 6,070,000 XXX V
0299999 - Total 6,070,000 6,070,000 XXX XXX XXX STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE DL - PART 1 SECURITIES LENDING COLLATERAL ASSETS Reinvested Collateral Assets Owned Current Statement Date 1 2 3 4 5 6 7 NAIC CUSIP Designation/ Book/Adjusted Identification Description Code Market Indicator Fair Value Carrying Value Maturity Date 0599999. Total - U.S. Government Bonds XXX 1099999. Total - All Other Government Bonds XXX 1799999. Total - U.S. States, Territories and Possessions Bonds XXX 2499999. Total - U.S. Political Subdivisions Bonds XXX 3199999. Total - U.S. Special Revenues Bonds XXX 3899999. Total - Industrial and Miscellaneous (Unaffiliated) Bonds XXX 4899999. Total - Hybrid Securities XXX 5599999. Total - Parent, Subsidiaries and Affiliates Bonds XXX 6099999. Subtotal - SVO Identified Funds XXX 6199999. Total - Issuer Obligations XXX 6299999. Total - Residential Mortgage-Backed Securities XXX 6399999. Total - Commercial Mortgage-Backed Securities XXX 6499999. Total - Other Loan-Backed and Structured Securities XXX 6599999. Total - SVO Identified Funds XXX 6699999. Total Bonds XXX 7099999. Total - Preferred Stocks XXX 7599999. Total - Common Stocks XXX 7699999. Total - Preferred and Common Stocks XXX CASH ( SCHEDULE E PART- 1 TYPE) 000000-00-0 AUSTRALIA NEW ZEALAND LONDON 915,754 915,754 10/02/2017 000000-00-0 BANK OF MONTREAL, LONDON 915,754 915,754 10/03/2017 10513D-6U-9 BRANCH BANKING AND TRUST 915,754 915,754 10/04/2017 313589-ML-4 FNMA 9,156,813 9,156,813 10/02/2017 000000-00-0 RABOBANK NETHERLANDS 915,754 915,754 10/02/2017 000000-00-0 ROYAL BANK OF CANADA LONDON 915,754 915,754 10/02/2017 000000-00-0 SKANDANAVISKA ENSKILDA BANKEN, G.C. 915,754 915,754 10/02/2017 000000-00-0 STANDARD CHARTERED LONDON 915,754 915,754 10/02/2017 87019U-3L-1 SWEDBANK, NEWYORK 915,754 915,754 10/05/2017 9099999. Total - Cash (Schedule E Part 1 type) 16,482,845 16,482,845 XXX CASH (SCHEDULE E PART-2 TYPE) 000000-00-0 DEUTSCHE BANK SECURITIES INC. 2,747,261 2,747,261 10/02/2017 000000-00-0 HSBC SECURITIES,INC. 3,221,164 3,221,164 10/02/2017 000000-00-0 MIZUHO SECURITIES USA INC 2,747,261 2,747,261 10/02/2017 000000-00-0 ML PIERCE FENNER & SMITH INC 666,439 666,439 10/02/2017 000000-00-0 RBS SECURITIES INC 3,663,015 3,663,015 10/02/2017 9199999. Total - Cash Equivalents (Schedule E Part 2 type) 13,045,140 13,045,140 XXX 9999999 - Totals 29,527,985 29,527,985 XXX General Interrogatories: 1. Total activity for the year to date Fair Value $ 5,361,002 Book/Adjusted Carrying Value $ 5,361,002 2. Average balance for the year to date Fair Value $ 24,318,482 Book/Adjusted Carrying Value $ 24,318,482 3. Reinvested securities lending collateral assets book/adjusted carrying value included in this schedule by NAIC designation: NAIC 1 $ 23,117,709 NAIC 2 $ 6,410,276 NAIC 3 $ NAIC 4 $ NAIC 5 $ NAIC 6 $
E10 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE DL - PART 2 SECURITIES LENDING COLLATERAL ASSETS Reinvested Collateral Assets Owned Current Statement Date 1 2 3 4 5 6 7 NAIC CUSIP Designation/ Book/Adjusted Identification Description Code Market Indicator Fair Value Carrying Value Maturity Date NONE 9999999 - Totals XXX General Interrogatories: 1. Total activity for the year to date Fair Value $ Book/Adjusted Carrying Value $ 2. Average balance for the year to date Fair Value $ Book/Adjusted Carrying Value $
E11 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE E - PART 1 - CASH Month End Depository Balances 1 2 3 4 5 Book Balance at End of Each Month 9 During Current Quarter Amount of Amount of 6 7 8 Interest Received Interest Accrued Rate of During Current at Current Depository Code Interest Quarter Statement Date First Month Second Month Third Month * Bank of America Hartford, CT (84,880,909) (82,809,899) (82,594,810) XXX Bank of America Atlanta, GA 38,396,446 45,198,004 40,102,542 XXX Federal Home Loan Bank of Boston (a) Boston, MA 1,865 302,011 811,170 573,866 XXX Fifth Third Bank Nashville, TN 668,805 343,963 205,929 XXX JPMorgan Chase Bank Springfield, IL (8,517,685) (27,902,575) (33,125,830) XXX JPMorgan Chase Bank New York, NY 16,098,738 15,343,104 3,805,240 XXX The Bank of New York Mellon Pittsburg, PA (2,575,559) (6,569,018) (4,616,498) XXX Wells Fargo Bank Atlanta, GA 2,304,346 1,890,162 2,393,125 XXX Wells Fargo Bank Des Moines, IA 264,658 189,826 478,051 XXX 0199998. Deposits in ... 3 depositories that do not exceed the allowable limit in any one depository (See instructions) - Open Depositories XXX XXX 181,732 257,306 193,608 XXX 0199999. Totals - Open Depositories XXX XXX 1,865 (37,757,416) (53,247,957) (72,584,778) XXX 0299998. Deposits in ... depositories that do not exceed the allowable limit in any one depository (See instructions) - Suspended Depositories XXX XXX XXX 0299999. Totals - Suspended Depositories XXX XXX XXX 0399999. Total Cash on Deposit XXX XXX 1,865 (37,757,416) (53,247,957) (72,584,778) XXX 0499999. Cash in Company's Office XXX XXX XXX XXX XXX
0599999. Total - Cash XXX XXX 1,865 (37,757,416) (53,247,957) (72,584,778) XXX (a) Rate of interest varies
E12 STATEMENT AS OF SEPTEMBER 30, 2017 OF THE UNUM LIFE INSURANCE COMPANY OF AMERICA SCHEDULE E - PART 2 - CASH EQUIVALENTS Show Investments Owned End of Current Quarter 1 2 3 4 5 6 7 8 Book/Adjusted Amount of Interest Amount Received Description Code Date Acquired Rate of Interest Maturity Date Carrying Value Due and Accrued During Year 0599999. Total - U.S. Government Bonds 1099999. Total - All Other Government Bonds 1799999. Total - U.S. States, Territories and Possessions Bonds 2499999. Total - U.S. Political Subdivisions Bonds 3199999. Total - U.S. Special Revenues Bonds Bonds - Industrial and Miscellaneous (Unaffiliated) - Issuer Obligations AVANGRID INC 09/25/2017 1.370 10/18/2017 15,030,526 4,474 CENTERPOINT ENERGY INC 09/06/2017 1.380 10/06/2017 2,098,584 2,013 COLGATE PALM CO. 09/29/2017 1.060 10/16/2017 23,576,192 1,391 CONAGRA FOODS INC 09/29/2017 1.320 10/02/2017 13,990,476 1,016 DTE ELECTRIC CO 09/06/2017 1.350 10/03/2017 1,182,801 1,110 DUPONT EI DE NEMOURS CO 08/31/2017 1.380 10/10/2017 2,216,596 2,637 MONDELEZ INTERNATIONAL 09/29/2017 1.250 10/02/2017 5,049,474 350 MOTIVA ENTERPRISES LLC 09/28/2017 1.420 10/18/2017 15,542,729 1,957 PPL CAPITAL FUNDING INC 09/22/2017 1.320 10/02/2017 9,996,333 3,300 PACIFIC GAS AND ELECTRIC 09/22/2017 1.180 10/02/2017 10,174,664 3,002 PARKER HANNIFIN 09/15/2017 1.250 10/03/2017 9,626,979 5,351 SOUTH CAROLINA ELE & GAS 09/29/2017 1.420 10/18/2017 11,564,640 4,244 SPIRE INC 09/29/2017 1.300 10/13/2017 21,512,119 1,553 TYSON FOODS INC 09/20/2017 1.300 10/04/2017 1,610,186 640 AMCOR LTD 09/29/2017 1.350 10/05/2017 1,499,663 112 TYCO INTL HOLDING SARL 09/29/2017 1.350 10/02/2017 31,031,509 2,328 3299999. Subtotal - Bonds - Industrial and Miscellaneous (Unaffiliated) - Issuer Obligations 175,703,471 35,478 3899999. Total - Industrial and Miscellaneous (Unaffiliated) Bonds 175,703,471 35,478 4899999. Total - Hybrid Securities
5599999. Total - Parent, Subsidiaries and Affiliates Bonds E13 6099999. Subtotal - SVO Identified Funds 7799999. Total - Issuer Obligations 175,703,471 35,478 7899999. Total - Residential Mortgage-Backed Securities 7999999. Total - Commercial Mortgage-Backed Securities 8099999. Total - Other Loan-Backed and Structured Securities 8199999. Total - SVO Identified Funds 8399999. Total Bonds 175,703,471 35,478
8699999 - Total Cash Equivalents 175,703,471 35,478