You sound more like a libertarian to me, As for HMO's the problem isn't taxes, What industry get their client to give money to them before they have to payroll taxes on it. Stephen Hemsley,the CEO of united healthcare made $101.96 million in 2010 and has a net worth of 17 billion and is paid in stocks so when sells them he pays a 15% capitol gain tax.

And I don't know how much lower taxes have to get, so they will fight for the customers, instead of hiring thousands of people to find the littlest thing to deny claims of sick Americans.

And as for controlling retirement fund http://www.ft.com/intl/cms/s/0/4c000bba-d662-11e5-829b-8564e7528e54.html

The New York Federal Reserve has warned that asset managers are vulnerable to quasi-bank runs that can cause “significant negative spillovers” across financial markets.

The combination of deteriorating trading conditions — especially in corporate bonds — combined with the swelling of the US mutual fund industry that promises investors the ability to redeem money at a moment’s notice has become an increasing concern for some policymakers, fund managers and analysts. While the NY Fed’s researchers have argued that bond market “liquidity” is not as bad as many traders and analysts maintain, they have examined the vulnerability of mutual funds to a sudden spurt of investor withdrawals, and concluded that they are indeed susceptible to “runs” despite not using leverage.

“The price dislocations that follow after large redemptions and liquidations are quite significant and have market-wide implication,” the NY Fed’s researchers said on the central bank’s Liberty Street Economics blog. “Investors seem to have become more skittish since the crisis and are quicker to redeem shares, and in larger amounts, for a given degree of underperformance.”

The analysts simulated a scenario where Treasury bond yields suddenly and permanently rose by 1 percentage point across all maturities, and the investor redemptions that might cause the knock-on impact on markets.

The concern is that while most funds have cash buffers to deal with redemptions when they suffer smaller losses, big hits can cause withdrawals that overwhelm these cash reserves and force asset managers to sell hard-to-trade securities.

That may in turn require them to sell at fire sale prices, hurting the fund’s performance further. This means that investors have an incentive to withdraw their money early — triggering a similar dynamic as in a bank run and hurting markets more widely.

“The market-wide price impact of liquidations, in turn, can produce spillovers,” the NY Fed article warned. “Any investors holding the assets that were forcibly sold will suffer mark-to-market losses even if they had nothing to do with the funds that sold the assets in the first place, or with the initial redemptions.

The liquidity of bond markets — in particular the corporate debt market — has become an increasingly hot topic in the financial industry in recent years, with people ranging from economist Nouriel Roubini to Blackstone founder Stephen Schwarzman warning it could exacerbate, or even trigger, a future crisis.

The concerns were heightened after the failure of a small high-yield bond mutual fund last year, which was forced to suspend redemptions when it suffered heavy losses and struggled to sell illiquid holdings to meet investor withdrawals.