Exhibit 99.3
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as at June 30, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
000780ET9 | AMAC CMO_03-5 2A3 | 4/25/2018 | 1,336,815 | 1,299,498 | 1,246,446 | |||||||||||||
001330AK5 | AIGMT_2007-AA ABS 2007-AA-A 144A | 12/15/2011 | 523,000 | 523,000 | 513,832 | |||||||||||||
001383CM8 | AIG MATCHED FUNDING CORPORATIO SENIOR CORP BND 144A | 9/8/2009 | 981,000 | 980,983 | 853,470 | |||||||||||||
00206RAC6 | AT&T INC CORP BND | 2/5/2010 | 438,000 | 438,000 | 438,307 | |||||||||||||
00209AAE6 | AT&T WIRELESS SERVICES INC CORP BND | 3/1/2011 | 15,012,000 | 15,646,026 | 16,225,624 | |||||||||||||
00209AAG1 | NEW CINGULAR WIRELESS SERVICES CORP BND | 5/1/2012 | 13,425,000 | 14,761,962 | 15,001,508 | |||||||||||||
002451AA0 | AXA FINANCIAL INC CORP BND | 8/1/2010 | 10,452,000 | 10,748,524 | 10,765,560 | |||||||||||||
002824AS9 | ABBOTT LABORATORIES CORP BND | 5/15/2011 | 1,200,000 | 1,215,854 | 1,284,267 | |||||||||||||
002824AU4 | ABBOTT LABORATORIES SENIOR CORP BND | 4/1/2019 | 4,000,000 | 3,983,184 | 4,107,955 | |||||||||||||
008684AA0 | AHMA CMO 06-6 A1A | 12/25/2046 | 12,367,772 | 5,009,103 | 5,005,608 | |||||||||||||
01F040479 | FNMA TBA MBS | 7/20/2019 | (90,000,000 | ) | (89,719,688 | ) | (90,112,500 | ) | ||||||||||
01F040479 | FNMA TBA MBS | 7/20/2019 | 90,000,000 | 87,940,781 | 90,112,500 | |||||||||||||
01F042673 | FNMA TBA MBS | 7/13/2036 | (13,000,000 | ) | (12,988,125 | ) | (12,979,688 | ) | ||||||||||
01F042673 | FNMA TBA MBS | 7/13/2036 | 13,000,000 | 12,571,172 | 12,979,688 | |||||||||||||
01F050676 | FNMA TBA 30 YR | 7/1/2033 | (47,000,000 | ) | (47,270,703 | ) | (47,881,250 | ) | ||||||||||
01F050676 | FNMA TBA 30 YR | 7/1/2033 | 47,000,000 | 47,179,844 | 47,881,250 | |||||||||||||
01F052672 | FNMA TBA 30 YR | 7/1/2033 | (7,000,000 | ) | (7,111,016 | ) | (7,224,219 | ) | ||||||||||
01F052672 | FNMA TBA 30 YR | 7/1/2033 | 7,000,000 | 7,147,656 | 7,224,219 | |||||||||||||
01F060675 | FNMA TBA 30 YR | 7/1/2033 | 94,000,000 | 98,171,250 | 98,200,625 | |||||||||||||
020039DB6 | ALLTEL CORPORATION NT | 7/1/2012 | 29,225,000 | 29,866,900 | 31,666,045 | |||||||||||||
021087QT1 | ALPINE UTAH SCH DIST MUNI BND GO | 3/15/2010 | 4,575,000 | 4,608,999 | 4,686,676 | |||||||||||||
021087QU8 | ALPINE UTAH SCH DIST MUNI BND GO | 3/15/2011 | 4,775,000 | 4,827,385 | 5,022,059 | |||||||||||||
02580EBS1 | AMER EXPRESS BK CORP BND | 4/26/2010 | 320,000 | 320,000 | 316,022 | |||||||||||||
02580ECN1 | AMERICAN EXPRESS BANK FSB CORP BND BKNT | 4/16/2013 | 5,000,000 | 4,964,095 | 4,947,660 | |||||||||||||
0258M0BX6 | AMERICAN EXPRESS CREDIT CO CORP BND | 12/2/2010 | 73,000 | 73,000 | 69,835 | |||||||||||||
0258M0CR8 | AMERICAN EXPRESS CREDIT CO SENIOR CORP BND | 11/9/2009 | 654,000 | 654,004 | 649,585 | |||||||||||||
02635PSV6 | AMERICAN GENERAL FINANCE CO CORP BND | 5/15/2010 | 50,000 | 52,775 | 42,068 | |||||||||||||
02660TBM4 | AHM WHOLE CMO 04-3 | 10/25/2034 | 3,074,108 | 3,245,421 | 2,045,819 | |||||||||||||
02660UAE0 | AHMA_06-3 WHOLE CMO 06-3 2A11 | 10/25/2046 | 12,894,475 | 5,496,881 | 5,260,946 | |||||||||||||
02666QXM0 | AMERICAN HONDA FINANCE CORP BND 144A | 12/15/2010 | 1,250,000 | 1,231,069 | 1,234,609 | |||||||||||||
02R050671 | FHLMC TBA 30 YR | 7/1/2033 | 35,000,000 | 34,849,609 | 35,615,234 | |||||||||||||
030610AC3 | AMCAR_06-AF ABS 06-AF-A3 | 9/6/2011 | 2,128,170 | 2,170,157 | 2,130,298 | |||||||||||||
031162AZ3 | AMGEN INC CORP BND | 2/1/2019 | 2,275,000 | 2,306,679 | 2,408,460 | |||||||||||||
03444RAA6 | ANDREW W MELLON FOUNDATION AGENCY BND | 8/1/2014 | 5,000,000 | 4,998,850 | 5,032,400 | |||||||||||||
035229CE1 | ANHEUSER-BUSCH CORP BND | 3/15/2012 | 1,600,000 | 1,579,642 | 1,728,205 | |||||||||||||
04057PFH6 | ARIZONA SCH FACS BRD CTFS PART MUNI BND REV | 9/1/2019 | 1,775,000 | 1,690,423 | 1,794,312 | |||||||||||||
040580EC2 | ARIZONA SCH FACS BRD CTFS PART MUNI BND REV | 7/1/2016 | 1,000,000 | 1,073,789 | 1,176,120 | |||||||||||||
040654MP7 | ARIZONA ST TRANSN BRD MUNI BND REV | 7/1/2020 | 500,000 | 480,362 | 529,075 | |||||||||||||
040654NY7 | ARIZONA ST TRANSN BRD MUNI BND REV | 7/1/2021 | 1,500,000 | 1,419,573 | 1,604,385 | |||||||||||||
040688GV9 | ARIZONA WTR INFRASTRUCTURE FIN MUNI BND REV | 10/1/2021 | 1,000,000 | 950,889 | 1,079,840 | |||||||||||||
041239AE4 | ARKLE_06-1A CMO 06-1A-3A 144A | 8/17/2011 | 654,000 | 654,000 | 648,686 | |||||||||||||
041239AR5 | ARKLE ABS 06-2A 2A1 144A | 11/17/2012 | 981,000 | 981,000 | 964,171 | |||||||||||||
041826VT2 | ARLINGTON TEX INDPT SCH DIST MUNI BND GO | 2/15/2020 | 1,000,000 | 961,542 | 1,079,210 | |||||||||||||
042707AF6 | ARRMF ABS 06-2A A1B 144A | 9/20/2036 | 94,196 | 94,196 | 89,882 | |||||||||||||
04271AAA9 | ARRMF ABS 07-3A A1B 144A | 9/16/2036 | 238,033 | 238,033 | 233,272 | |||||||||||||
04271AAB7 | ARRMF ABS 07-3A A2B 144A | 9/16/2056 | 719,000 | 719,000 | 675,822 | |||||||||||||
044074BZ4 | ASHEVILLE N C MUNI BND REV | 8/1/2019 | 2,000,000 | 1,943,653 | 2,138,760 | |||||||||||||
053611AC3 | AVERY DENNISON CORP CORP BND | 1/15/2013 | 1,500,000 | 1,437,403 | 1,465,077 | |||||||||||||
054303AS1 | AVON PRODUCTS INC CORP BND | 1/15/2011 | 1,700,000 | 1,673,933 | 1,763,829 | |||||||||||||
05522RAR9 | BACCT ABS_06-A16 A16 | 5/15/2013 | 12,000,000 | 11,872,547 | 12,308,640 | |||||||||||||
05522RBA5 | BANK OF AMERICA CREDIT CARD TR ABS 07-A7 A7 | 8/15/2012 | 131,000 | 131,000 | 130,278 | |||||||||||||
05522RBS6 | BACCT ABS 08-A1 A1 | 4/15/2013 | 1,701,000 | 1,701,000 | 1,684,126 | |||||||||||||
055451AG3 | BHP BILLITON FINANCE (USA) LTD CORP BND | 4/1/2014 | 5,000,000 | 4,984,082 | 5,363,918 | |||||||||||||
05565QBL1 | BP CAPITAL MARKETS PLC CORP BND | 5/8/2014 | 9,000,000 | 8,986,928 | 9,006,166 | |||||||||||||
058508AN2 | BALL ST UNIV IND MUNI BND REV | 7/1/2018 | 1,900,000 | 1,876,111 | 2,018,617 | |||||||||||||
059469AA4 | BOAA CMO_06-7 A1 | 10/25/2036 | 521,258 | 516,585 | 518,225 | |||||||||||||
05947UDP0 | BAFU CMBS_01-3 A2 | 4/11/2037 | 400,000 | 400,541 | 405,296 | |||||||||||||
05951KAX1 | BAFC CMO_06-7-T2A1 | 10/25/2036 | 868,846 | 784,776 | 766,757 | |||||||||||||
060505CP7 | BANK OF AMERICA SENIOR CORP BND | 9/25/2009 | 1,380,000 | 1,380,000 | 1,378,178 | |||||||||||||
060505CT9 | BANK OF AMERICA SENIOR CORP BND | 11/6/2009 | 980,000 | 980,000 | 978,243 | |||||||||||||
060505CY8 | BANK OF AMERICA CORP BND | 2/12/2010 | 980,000 | 980,000 | 974,506 | |||||||||||||
060505DA9 | BANK OF AMERICA CORP CORP BND | 3/15/2017 | 41,400,000 | 41,597,257 | 34,655,769 | |||||||||||||
060505DG6 | BANK OF AMERICA CORP BND | 8/13/2010 | 3,270,000 | 3,270,000 | 3,192,076 | |||||||||||||
060505DK7 | BANK OF AMERICA CORP CORP BND | 9/11/2012 | 3,525,000 | 3,533,016 | 3,525,535 | |||||||||||||
06050BAA9 | BANK OF AMERICA CORP — GTD CORP BND GOVT GUAR | 6/15/2012 | 117,700,000 | 117,812,298 | 121,432,267 | |||||||||||||
06050BAG6 | BANK OF AMERICA CORP — GTD CORP BND | 4/30/2012 | 2,500,000 | 2,499,314 | 2,509,175 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as at June 30, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
06406HBE8 | BANK OF NEW YORK CO CORP BND | 11/1/2012 | 1,000,000 | 1,053,780 | 1,054,325 | |||||||||||||
06423AAG8 | BANK ONE CO CORP BND | 8/1/2010 | 1,378,000 | 1,418,609 | 1,440,443 | |||||||||||||
06423RAK2 | BOIT ABS 02-A6 A | 6/15/2012 | 654,000 | 654,342 | 652,888 | |||||||||||||
067316AA7 | BACARDI LTD CORP BND 144A | 4/1/2014 | 12,100,000 | 12,089,473 | 12,532,252 | |||||||||||||
06738CAF6 | BARCLAYS BANK PLC CAPSEC CORP BND 144A | 6/29/2049 | 16,777,000 | 12,099,116 | 11,240,590 | |||||||||||||
0673P2BK7 | BARCLAYS BK PLC NY BRANCH CORP BND | 8/10/2009 | 1,570,000 | 1,570,000 | 1,569,572 | |||||||||||||
071365ZL7 | BATTLE CREEK MICH MUNI BND GO | 5/1/2011 | 2,025,000 | 2,080,456 | 2,133,338 | |||||||||||||
071813AZ2 | BAXTER INTERNATIONAL INC CORP BND | 3/1/2014 | 5,400,000 | 5,385,636 | 5,409,158 | |||||||||||||
07384MWF5 | BSARM WHOLE CMO 03-5 | 8/25/2033 | 168,222 | 173,388 | 139,456 | |||||||||||||
07386HGG0 | BALTA_04-11 WHOLE CMO 04-3 | 4/25/2034 | 1,351,453 | 1,256,598 | 793,303 | |||||||||||||
07387AEG6 | BSARM WHOLE CMO 05-9 | 10/25/2035 | 26,155,413 | 23,910,323 | 20,694,320 | |||||||||||||
07387AET8 | BSARM WHOLE CMO 05-10 | 10/25/2035 | 16,000,000 | 13,782,287 | 8,809,280 | |||||||||||||
07388LAE0 | BEAR STEARNS SENIOR CMBS 06-PW13-A4 | 9/11/2041 | 38,000,000 | 38,495,513 | 33,277,441 | |||||||||||||
073928X73 | BEAR STEARNS CO INC CORP BND | 8/10/2012 | 17,625,000 | 18,847,994 | 19,216,687 | |||||||||||||
075887AU3 | BECTON DICKINSON AND COMPANY CORP BND | 5/15/2019 | 1,625,000 | 1,614,511 | 1,647,166 | |||||||||||||
079860AA0 | BELLSOUTH CORPORATION SENIOR CORP BND 144A | 4/26/2010 | 25,000,000 | 25,485,670 | 25,540,000 | |||||||||||||
084509LZ9 | BERKS CNTY PA MUNI BND GO | 5/15/2010 | 2,610,000 | 2,652,924 | 2,695,634 | |||||||||||||
097023AV7 | BOEING CO CORP BND | 3/15/2014 | 1,500,000 | 1,493,723 | 1,579,533 | |||||||||||||
10138MAH8 | BOTTLING GROUP LLC CORP BND | 3/15/2014 | 3,000,000 | 3,413,354 | 3,361,093 | |||||||||||||
10138MAK1 | BOTTLING GROUP LLC CORP BND | 1/15/2019 | 3,000,000 | 2,989,197 | 3,045,406 | |||||||||||||
108151UZ2 | BRIDGEPORT CONN MUNI BND GO | 7/15/2017 | 750,000 | 777,558 | 796,530 | |||||||||||||
12500GUP7 | CC USA INC. CORP BND 144A | 10/23/2009 | 105,000 | 105,000 | 102,816 | |||||||||||||
12513EAG9 | CD SENIOR CMBS 05-CD1 | 7/15/2044 | 25,000,000 | 24,916,123 | 21,538,672 | |||||||||||||
12572QAD7 | CME GROUP INC CORP BND | 2/15/2014 | 2,000,000 | 2,006,405 | 2,119,525 | |||||||||||||
126175AH1 | COMM_03-LB1A SENIOR CMBS 03-LB1A 144A | 6/10/2010 | 37,503,321 | 303,838 | 506,295 | |||||||||||||
126380AB0 | CSMC CMO_06-9 2A1 | 11/25/2036 | 2,557,913 | 2,053,249 | 1,713,802 | |||||||||||||
126384AJ5 | CSMC WHOLE CMO 07-2 2A1 | 3/25/2037 | 1,780,027 | 1,576,788 | 1,456,418 | |||||||||||||
12638PBU2 | CSMC CMO_07-3 4A5 | 4/25/2037 | 1,883,931 | 1,611,387 | 1,444,787 | |||||||||||||
126650AV2 | CVS CAREMARK CORP CORP BND | 9/15/2014 | 10,160,000 | 9,820,248 | 10,259,850 | |||||||||||||
126650BH2 | CVS CAREMARK CORP CORP BND | 6/1/2017 | 2,500,000 | 2,322,669 | 2,519,771 | |||||||||||||
126671ZJ8 | COUNTRYWIDE HOME EQUITY LN TR ABS 2003-D A | 6/15/2029 | 2,628,828 | 2,232,658 | 1,160,296 | |||||||||||||
12668BPY3 | CWALT CMO 06-4CB 2A4 | 4/25/2036 | 14,300,668 | 9,111,315 | 9,236,801 | |||||||||||||
126694M96 | COUNTRYWIDE HOME LOANS CMO 06-OA5 2A1 | 4/25/2046 | 8,243,860 | 3,561,966 | 3,132,667 | |||||||||||||
12669E5B8 | CWHL CMO_03-50 A1 | 11/25/2018 | 1,512,266 | 1,451,831 | 1,504,099 | |||||||||||||
12669EYQ3 | COUNTRYWIDE HOME LOANS TR WHOLE CMO 03-37 | 8/25/2033 | 146,379 | 151,662 | 76,117 | |||||||||||||
126775RR8 | CABARRUS CNTY N C MUNI BND GO | 2/1/2018 | 500,000 | 499,308 | 565,775 | |||||||||||||
13170FCV3 | CALYON (NEW YORK BRANCH) CORP BND | 2/22/2010 | 163,000 | 162,980 | 162,690 | |||||||||||||
13170FEC3 | CAYLON NY BRANCH CORP BND | 6/11/2010 | 654,000 | 654,000 | 650,207 | |||||||||||||
134429AM1 | CAMPBELL SOUP COMPANY CORP BND | 2/15/2011 | 1,550,000 | 1,589,567 | 1,661,246 | |||||||||||||
134429AT6 | CAMPBELL SOUP COMPANY CORP BND | 2/15/2019 | 3,000,000 | 3,001,616 | 2,959,727 | |||||||||||||
135087WX8 | CANADA GOVERNMENT GOVT BND | 6/1/2010 | 18,055,000 | 15,228,622 | 16,252,998 | |||||||||||||
135087XB5 | CANADA GOVERNMENT BND | 6/1/2011 | 21,040,000 | 19,379,167 | 19,750,795 | |||||||||||||
135087XT6 | CANADA GOVERNMENT GOVT BND | 9/1/2009 | 9,300,000 | 7,237,949 | 8,058,852 | |||||||||||||
135087YN8 | CANADA GOVERNMENT GOVT BND | 6/1/2013 | 26,000,000 | 24,904,140 | 23,423,398 | |||||||||||||
135087YS7 | CANADA GOVERNMENT GOVT BND | 6/1/2014 | 13,780,000 | 12,614,863 | 12,161,467 | |||||||||||||
13974CAE8 | CARAT ABS_07-2 A4A | 2/18/2014 | 12,000,000 | 11,624,285 | 12,226,920 | |||||||||||||
14041NDZ1 | COMET ABS_07-A9 A9 | 8/15/2012 | 28,000,000 | 28,178,595 | 28,304,640 | |||||||||||||
14312XAC5 | CARMX ABS_08-2 A3A | 10/15/2012 | 4,000,000 | 3,992,956 | 4,136,800 | |||||||||||||
143300CN9 | CARMEL IND SCH BLDG CORP MUNI BND REV | 7/15/2020 | 1,695,000 | 1,765,179 | 1,914,536 | |||||||||||||
144470AR2 | CARRIER CREEK MICH DRAIN DIST MUNI BND GO | 6/1/2022 | 1,000,000 | 918,372 | 1,049,400 | |||||||||||||
14912L4F5 | CATERPILLAR FINL SERV CORP BND | 2/17/2014 | 3,300,000 | 3,299,403 | 3,513,239 | |||||||||||||
152735TB2 | CENTRAL BUCKS PA SCH DIST MUNI BND GO | 5/15/2010 | 3,210,000 | 3,207,300 | 3,272,499 | |||||||||||||
161045CG2 | CHARLOTTE NC WTR & SWR SYS MUNI BND REV | 6/1/2019 | 500,000 | 517,965 | 529,535 | |||||||||||||
161444AB0 | CMAOT ABS_06-B A3 | 5/15/2011 | 37,649 | 37,557 | 37,811 | |||||||||||||
161571AT1 | CHAIT ABS 05-A8 | 10/15/2012 | 131,000 | 130,781 | 129,432 | |||||||||||||
161571BU7 | CHAIT ABS 07-A4 A4 | 4/16/2012 | 504,000 | 504,000 | 501,898 | |||||||||||||
161571BW3 | CHAIT ABS 07-A6 A6 | 4/16/2012 | 916,000 | 916,000 | 909,496 | |||||||||||||
161571BZ6 | CHAIT ABS_07-A9 A9 | 6/16/2014 | 8,700,000 | 7,932,979 | 8,326,857 | |||||||||||||
161571CG7 | CHAIT ABS_07 A16 - A16 | 6/16/2014 | 5,000,000 | 4,590,120 | 4,825,750 | |||||||||||||
161571CH5 | CHAIT ABS_07-A17 A | 10/15/2014 | 10,000,000 | 9,999,456 | 10,534,300 | |||||||||||||
161571CL6 | CHAIT ABS 08-A1 A1 | 1/15/2012 | 1,308,000 | 1,308,000 | 1,305,515 | |||||||||||||
161571CW2 | CHAIT ABS 08-A9 A9 | 5/15/2013 | 5,720,000 | 5,517,435 | 5,894,517 | |||||||||||||
161571DP6 | CHAIT ABS 09-A5 A5 | 6/15/2012 | 50,000,000 | 50,000,000 | 50,029,635 | |||||||||||||
16162WLM9 | CHASE CMO 05-S2 A1 | 10/25/2035 | 17,995,092 | 15,040,425 | 15,333,618 | |||||||||||||
161630AC2 | CHASE WHOLE CMO_07-A1 1A3 | 2/25/2037 | 20,043,290 | 20,284,300 | 17,542,453 | |||||||||||||
161630AG3 | CHASE CMO_07-A1-2A1 | 2/25/2037 | 35,476,925 | 36,055,791 | 31,210,824 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as at June 30, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
161630AN8 | CHASE WHOLE CMO_07-A1 4A1 | 2/25/2037 | 5,723,742 | 5,779,839 | 4,950,487 | |||||||||||||
161630AQ1 | CHASE CMO_07-A1 5A1 | 2/25/2037 | 4,685,058 | 4,605,958 | 3,894,829 | |||||||||||||
162419AF2 | CHATTANOOGA TENN INDL DEV BRD MUNI BND REV | 10/1/2011 | 2,000,000 | 2,043,041 | 2,103,600 | |||||||||||||
165573QR0 | CHESTER CNTY PA MUNI BND GO | 8/15/2022 | 1,000,000 | 951,616 | 1,072,030 | |||||||||||||
166751AK3 | CHEVRONTEXACO CORPORATION SENIOR CORP BND | 3/3/2012 | 41,100,000 | 41,097,811 | 42,353,081 | |||||||||||||
167485BM2 | CHICAGO ILL MUNI BND GO | 1/1/2013 | 5,000,000 | 5,227,145 | 5,434,250 | |||||||||||||
167723CG8 | CHICAGO ILL TRAN AUTH CAP GRNT MUNI BND REV | 6/1/2010 | 2,070,000 | 2,097,243 | 2,141,912 | |||||||||||||
17275RAE2 | CISCO SYSTEMS INC CORP BND | 2/15/2019 | 4,000,000 | 3,992,377 | 4,022,924 | |||||||||||||
172967BC4 | CITIGROUP INC CORP BND | 1/18/2011 | 53,800,000 | 54,854,430 | 54,096,058 | |||||||||||||
172967CX7 | CITIGROUP INC CORP BND | 5/18/2010 | 2,200,000 | 2,109,542 | 2,160,400 | |||||||||||||
172967DW8 | CITIGROUP INC CORP BND | 12/28/2009 | 190,000 | 189,890 | 188,170 | |||||||||||||
172967EG2 | CITIGROUP INC CORP BND | 8/13/2010 | 916,000 | 915,713 | 894,364 | |||||||||||||
1729733P2 | CMSI CMO 05-7 3A1 | 10/25/2035 | 18,300,437 | 15,587,648 | 15,703,605 | |||||||||||||
17305EBC8 | CCCIT ABS 02-A8 A8 | 11/7/2011 | 65,000 | 65,000 | 64,929 | |||||||||||||
17305ECU7 | CCCIT ABS_05-A7 A7 | 10/22/2012 | 500,000 | 510,575 | 511,615 | |||||||||||||
17305EDJ1 | CCCIT ABS 06-A6 A6 | 5/24/2012 | 327,000 | 326,335 | 324,482 | |||||||||||||
17307GJG4 | CMLTI ABS 04-OPT1 | 10/25/2034 | 2,234,561 | 1,847,594 | 1,117,280 | |||||||||||||
17310MAE0 | CITIGROUP SENIOR CMBS 06-C5 A4 | 10/15/2049 | 66,000,000 | 66,225,073 | 51,093,392 | |||||||||||||
17310MBQ2 | CGCMT CMBS_06_C5 AMP2 144A | 10/15/2049 | 500,000 | 350,778 | 147,875 | |||||||||||||
17313UAA7 | CITIGROUP INC — GTD CORP BND GOVT GUAR | 12/9/2011 | 7,700,000 | 7,684,345 | 7,913,829 | |||||||||||||
17313YAB7 | CITIGROUP FUNDING INC — GTD CORP BND | 5/5/2011 | 10,000,000 | 10,015,559 | 10,012,000 | |||||||||||||
181059BM7 | CLARK CNTY NEV SCH DIST FOR IS MUNI BND GO | 6/15/2017 | 1,500,000 | 1,495,429 | 1,557,150 | |||||||||||||
184126UY4 | CLAYTON CNTY & CLAYTON CNTY GA MUNI BND REV | 5/1/2020 | 2,000,000 | 1,891,434 | 2,130,460 | |||||||||||||
189054AC3 | CLOROX COMPANY THE CORP BND | 2/1/2011 | 1,000,000 | 996,131 | 1,049,226 | |||||||||||||
189194CL5 | CLOVERDALE IND MULTI-SCH BLDG MUNI BND REV | 7/15/2019 | 1,365,000 | 1,321,523 | 1,410,591 | |||||||||||||
190828UV3 | COBB CNTY GA MUNI BND REV | 7/1/2010 | 2,000,000 | 2,041,443 | 2,091,160 | |||||||||||||
191216AL4 | COCA-COLA COMPANY THE CORP BND | 3/15/2014 | 18,825,000 | 18,744,358 | 18,999,814 | |||||||||||||
191219BU7 | COCA-COLA ENTERPRISES INC. CORP BND | 3/1/2012 | 13,700,000 | 13,677,215 | 14,132,675 | |||||||||||||
199491QC8 | COLUMBUS OHIO MUNI BND GO | 7/1/2011 | 2,500,000 | 2,576,909 | 2,696,250 | |||||||||||||
199491RW3 | COLUMBUS OHIO MUNI BND GO | 7/1/2012 | 500,000 | 524,831 | 560,390 | |||||||||||||
20030NAE1 | COMCAST CORPORATION CORP BND | 1/15/2014 | 2,000,000 | 2,053,918 | 2,056,002 | |||||||||||||
20046PAB4 | COMM CMBS_00-C1 A2 | 8/15/2033 | 273,903 | 270,375 | 276,300 | |||||||||||||
20772GEY0 | CONNECTICUT ST MUNI BND GO | 12/1/2011 | 4,625,000 | 4,790,051 | 5,050,130 | |||||||||||||
20774UWJ0 | CONNECTICUT ST HEALTH & EDL FA MUNI BND REV | 7/1/2010 | 1,125,000 | 1,146,198 | 1,169,966 | |||||||||||||
207758AY9 | CONNECTICUT ST SPL TAX OBLIG R MUNI BND REV | 7/1/2019 | 650,000 | 619,343 | 678,887 | |||||||||||||
20825CAS3 | CONOCOPHILLIPS CORP BND | 2/1/2014 | 30,000,000 | 29,921,926 | 31,112,542 | |||||||||||||
20825CAT1 | CONOCOPHILLIPS CORP BND | 1/15/2015 | 5,000,000 | 4,995,550 | 5,132,406 | |||||||||||||
209111DJ9 | CONSOLIDATED EDISON CO OF NY CORP BND | 9/1/2010 | 1,000,000 | 1,016,397 | 1,059,249 | |||||||||||||
209111DZ3 | CONSOLIDATED EDISON CO OF NY CORP BND | 7/1/2012 | 550,000 | 534,500 | 586,779 | |||||||||||||
210518CS3 | CONSUMERS ENERGY COMPANY CORP BND | 9/15/2019 | 2,500,000 | 2,498,876 | 2,747,195 | |||||||||||||
2131838D1 | COOK CNTY ILL MUNI BND GO | 11/15/2019 | 1,000,000 | 954,586 | 1,061,880 | |||||||||||||
225317AB2 | CREDIT AGRICOLE SA CORP BND 144A | 5/28/2010 | 2,191,000 | 2,191,000 | 2,179,190 | |||||||||||||
22540VGE6 | CSFB SENIOR CMBS 01-CKN5-A4 | 9/15/2034 | 45,561,765 | 45,714,101 | 46,243,071 | |||||||||||||
22541NVB2 | CSFB SENIOR CMBS 02-CP5 144A | 12/15/2035 | 27,904,308 | 94,490 | 173,007 | |||||||||||||
22541QDG4 | CSFB CMBS_03-C3 A3 | 5/15/2038 | 2,101,429 | 2,031,327 | 2,075,573 | |||||||||||||
22545BAA9 | CSMC CMBS_06-C2 A1 | 3/15/2039 | 1,581,284 | 1,545,407 | 1,592,329 | |||||||||||||
22882MAA6 | CRGT ABS 03-2 A | 9/18/2034 | 82,461 | 82,461 | 64,958 | |||||||||||||
230822PL6 | CUMBERLAND VALLEY PA SCH DIST MUNI BND GO | 11/15/2020 | 1,300,000 | 1,235,020 | 1,352,286 | |||||||||||||
231266DM6 | CURATORS UNIV MO SYS FACS REV MUNI BND REV | 11/1/2021 | 2,000,000 | 1,844,765 | 2,128,980 | |||||||||||||
23326TAA3 | DEN NORSKE BANK ASA CORP BND 144A | 10/13/2009 | 1,465,000 | 1,465,016 | 1,455,829 | |||||||||||||
233889AE4 | DCAT ABS_08-B A3A | 9/10/2012 | 4,950,000 | 4,786,164 | 5,025,190 | |||||||||||||
235308KE2 | DALLAS TEX INDPT SCH DIST MUNI BND GO | 8/15/2021 | 1,605,000 | 1,518,438 | 1,722,406 | |||||||||||||
23636XAD3 | DANSKE BANK A/S SENIOR CORP BND 144A | 7/8/2009 | 3,591,000 | 3,590,993 | 3,590,892 | |||||||||||||
244217BK0 | JOHN DEERE CAPITAL CORPORATION SENIOR CORP BND | 1/15/2013 | 5,000,000 | 4,861,412 | 5,046,769 | |||||||||||||
24422EQD4 | JOHN DEERE CAPITAL CORPORATION CORP BND | 10/17/2011 | 22,000,000 | 21,999,567 | 23,051,989 | |||||||||||||
24702RAH4 | DELL INC CORP BND | 6/15/2012 | 14,600,000 | 14,590,211 | 14,829,412 | |||||||||||||
249164HG2 | DENVER COLO CITY & CNTY MUNI BND GO | 8/1/2021 | 2,000,000 | 1,898,439 | 2,152,660 | |||||||||||||
2491817F9 | DENVER COLO CITY & CNTY ARPT R MUNI BND REV | 11/15/2010 | 3,000,000 | 2,994,486 | 3,080,100 | |||||||||||||
249183LD4 | DENVER COLO CITY & CNTY S MUNI BND REV | 5/1/2020 | 2,325,000 | 2,374,658 | 2,422,278 | |||||||||||||
249575AM3 | DEPFA ACS BANK CORP BND 144A | 6/28/2011 | 2,800,000 | 2,937,471 | 2,747,584 | |||||||||||||
250119BY9 | DES MOINES IOWA MET WASTEWATER MUNI BND REV | 6/1/2019 | 1,045,000 | 1,006,578 | 1,081,262 | |||||||||||||
251255C94 | DETROIT MICH WTR SUPPLY SYS MUNI BND REV | 7/1/2033 | 2,000,000 | 2,093,779 | 2,186,700 | |||||||||||||
251255ZJ7 | DETROIT MICH WTR SUPPLY SYS MUNI BND REV | 7/1/2022 | 1,000,000 | 1,043,759 | 1,036,620 | |||||||||||||
25152XGZ7 | DEUTSCHE BANK AG SENIOR CORP BND | 10/1/2009 | 1,243,000 | 1,242,906 | 1,238,401 | |||||||||||||
25152XHQ6 | DEUTSCHE BANK AG SENIOR CORP BND | 1/25/2010 | 1,112,000 | 1,112,000 | 1,102,993 | |||||||||||||
254760C66 | DISTRICT OF COLUMBIA MUNI BND GO | 6/1/2010 | 2,945,000 | 3,010,030 | 3,054,348 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as at June 30, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
260003AD0 | DOVER CORP CORP BND | 2/15/2011 | 1,000,000 | 1,013,967 | 1,060,389 | |||||||||||||
263534BM0 | EI DUPONT DE NEMOURS & CO CORP BND | 4/30/2010 | 1,700,000 | 1,692,726 | 1,736,340 | |||||||||||||
263534BX6 | EI DUPONT DE NEMOURS & CO CORP BND | 3/15/2015 | 3,000,000 | 2,993,479 | 3,135,521 | |||||||||||||
264399EQ5 | DUKE ENERGY CORP CORP BND | 2/1/2014 | 11,150,000 | 11,130,694 | 11,968,165 | |||||||||||||
268317AA2 | ELECTRICITE DE FRANCE CORP BND 144A | 1/26/2014 | 19,900,000 | 19,826,993 | 21,341,868 | |||||||||||||
278058DG4 | EATON CORPORATION CORP BND | 3/20/2014 | 4,000,000 | 3,998,694 | 4,113,836 | |||||||||||||
282317HC3 | EGG HARBOR TWP N J SCH DIST MUNI BND GO | 7/15/2019 | 1,320,000 | 1,349,606 | 1,546,459 | |||||||||||||
291011AT1 | EMERSON ELECTRIC CO CORP BND | 5/1/2013 | 1,000,000 | 969,278 | 1,015,470 | |||||||||||||
291011AY0 | EMERSON ELECTRIC CO CORP BND | 10/15/2019 | 1,625,000 | 1,615,740 | 1,605,615 | |||||||||||||
29268BAA9 | ENEL FINANCE INTERNATIONAL SA CORP BND 144A | 1/15/2013 | 15,000,000 | 15,016,497 | 15,578,162 | |||||||||||||
29270CPB5 | ENERGY NORTHWEST WASH ELEC REV MUNI BND REV | 7/1/2015 | 2,000,000 | 2,026,897 | 2,220,560 | |||||||||||||
293791AN9 | ENTERPRISE PROD OPER L.P. SENIOR CORP BND | 10/15/2014 | 22,500,000 | 21,924,458 | 23,057,089 | |||||||||||||
294223LN0 | EPHRATA PA AREA SCH DIST MUNI BND GO | 3/1/2019 | 500,000 | 479,292 | 514,470 | |||||||||||||
302570AV8 | FPL GROUP CAPITAL INC CORP BND | 9/1/2011 | 1,000,000 | 979,111 | 1,067,243 | |||||||||||||
302570BD7 | FPL GROUP CAPITAL INC CORP BND | 3/1/2019 | 4,375,000 | 4,373,150 | 4,629,802 | |||||||||||||
30769PAA0 | FARMER MAC AGENCY BND 144A | 7/15/2011 | 15,900,000 | 15,873,423 | 17,082,753 | |||||||||||||
31283K2C1 | FHLMC GOLD POOL # G11671 | 11/1/2014 | 9,646,478 | 9,484,744 | 9,978,688 | |||||||||||||
31283K4C9 | FHLMC GOLD POOL # G11719 | 6/1/2020 | 15,326,582 | 15,128,038 | 16,018,740 | |||||||||||||
31283K6U7 | FHLMC GOLD POOL # G11783 | 8/1/2015 | 3,644,837 | 3,584,919 | 3,756,792 | |||||||||||||
31283KJU3 | FHLMC GOLD POOL # G11175 | 12/1/2014 | 1,182,739 | 1,195,740 | 1,247,407 | |||||||||||||
31283KT40 | FHLMC GOLD POOL # G11471 | 11/1/2013 | 3,670,723 | 3,579,483 | 3,743,028 | |||||||||||||
3128E27C4 | FHLMC GOLD POOL # D96291 | 9/1/2023 | 1,981,677 | 1,892,393 | 2,000,899 | |||||||||||||
3128GYT46 | FHLMC GOLD POOL # E94171 | 2/1/2018 | 152,683 | 153,248 | 160,982 | |||||||||||||
3128GYVB7 | FHLMC GOLD POOL # E94210 | 2/1/2018 | 78,566 | 78,882 | 82,908 | |||||||||||||
3128GYVC5 | FHLMC GOLD POOL # E94211 | 2/1/2018 | 73,365 | 73,638 | 77,352 | |||||||||||||
3128GYXN9 | FHLMC GOLD POOL # E94285 | 2/1/2018 | 148,479 | 149,035 | 156,549 | |||||||||||||
3128H26M0 | FHLMC GOLD POOL # E95376 | 3/1/2018 | 1,537,865 | 1,544,050 | 1,622,855 | |||||||||||||
3128H26W8 | FHLMC GOLD POOL # E95385 | 2/1/2018 | 644,859 | 647,439 | 680,497 | |||||||||||||
3128H2GB3 | FHLMC GOLD POOL # E94694 | 2/1/2018 | 37,747 | 37,888 | 39,799 | |||||||||||||
3128H2PG2 | FHLMC GOLD POOL # E94923 | 3/1/2018 | 680,698 | 683,244 | 717,693 | |||||||||||||
3128H2UK7 | FHLMC GOLD POOL # E95086 | 3/1/2018 | 60,713 | 60,939 | 64,013 | |||||||||||||
3128H2WU3 | FHLMC GOLD POOL # E95159 | 3/1/2018 | 224,025 | 224,866 | 236,201 | |||||||||||||
3128H3GB1 | FHLMC GOLD POOL # E95594 | 4/1/2018 | 417,599 | 419,162 | 440,295 | |||||||||||||
3128H3QL8 | FHLMC GOLD POOL # E95859 | 4/1/2018 | 159,810 | 160,417 | 168,495 | |||||||||||||
3128H4DB2 | FHLMC GOLD POOL # E96398 | 5/1/2018 | 72,624 | 72,900 | 76,571 | |||||||||||||
3128H5VJ2 | FHLMC GOLD POOL # E97817 | 7/1/2018 | 44,371 | 44,534 | 46,782 | |||||||||||||
3128H6SY1 | FHLMC GOLD POOL # E98635 | 8/1/2018 | 1,892,431 | 1,899,542 | 1,995,282 | |||||||||||||
3128H6WU4 | FHLMC GOLD POOL # E98759 | 8/1/2018 | 371,497 | 372,874 | 391,687 | |||||||||||||
3128H6ZC1 | FHLMC GOLD POOL # E98839 | 7/1/2018 | 154,958 | 155,581 | 163,379 | |||||||||||||
3128H77K2 | FHLMC GOLD POOL # E99898 | 10/1/2018 | 317,806 | 319,043 | 335,078 | |||||||||||||
3128H7PN6 | FHLMC GOLD POOL # E99429 | 9/1/2013 | 3,462,558 | 3,377,606 | 3,530,763 | |||||||||||||
3128H7QL9 | FHLMC GOLD POOL # E99459 | 9/1/2018 | 1,203,169 | 1,207,774 | 1,268,560 | |||||||||||||
3128H7R95 | FHLMC GOLD POOL # E99512 | 9/1/2018 | 988,838 | 992,654 | 1,042,580 | |||||||||||||
3128H7YH9 | FHLMC GOLD POOL # E99712 | 10/1/2018 | 173,521 | 174,198 | 182,951 | |||||||||||||
3128JLDM8 | FHLMC POOL # 1B1107 | 9/1/2033 | 3,972,711 | 3,907,126 | 4,033,039 | |||||||||||||
3128JLEY1 | FHLMC POOL # 1B1150 | 9/1/2033 | 7,004,694 | 6,889,530 | 7,111,357 | |||||||||||||
3128JLHB8 | FHLMC POOL # 1B1225 | 9/1/2033 | 1,009,260 | 993,418 | 1,037,181 | |||||||||||||
3128JM6N2 | FHLMC POOL # 1B2776 | 2/1/2035 | 3,880,302 | 3,834,993 | 3,959,518 | |||||||||||||
3128JM7E1 | FHLMC POOL # 1B2792 | 2/1/2035 | 2,630,599 | 2,600,001 | 2,684,671 | |||||||||||||
3128JMW45 | FHLMC POOL # 1B2566 | 11/1/2034 | 1,475,018 | 1,462,085 | 1,501,968 | |||||||||||||
3128JMY68 | FHLMC POOL # 1B2632 | 11/1/2034 | 1,809,881 | 1,793,878 | 1,847,291 | |||||||||||||
3128JMZG5 | FHLMC POOL # 1B2642 | 11/1/2034 | 2,604,914 | 2,582,223 | 2,660,835 | |||||||||||||
3128JNAL9 | FHLMC POOL # 1B2810 | 2/1/2035 | 3,125,349 | 3,088,791 | 3,201,706 | |||||||||||||
3128JRKQ8 | FHLMC POOL # 847503 | 12/1/2035 | 731,325 | 714,472 | 750,353 | |||||||||||||
3128JRP26 | FHLMC POOL # 847641 | 12/1/2033 | 2,749,013 | 2,727,109 | 2,836,388 | |||||||||||||
3128K17K1 | FHLMC GOLD POOL # A41798 | 1/1/2036 | 8,695,416 | 8,888,032 | 8,878,019 | |||||||||||||
3128K8FT8 | FHLMC GOLD POOL # FGA47378 | 10/1/2035 | 2,473,533 | 2,287,011 | 2,470,633 | |||||||||||||
3128KE5H2 | FHLMC GOLD POOL # A52648 | 9/1/2036 | 252,109 | 255,357 | 268,097 | |||||||||||||
3128KVAR6 | FHLMC GOLD POOL # A64516 | 8/1/2037 | 315,486 | 319,545 | 335,614 | |||||||||||||
3128KWBZ5 | FHLMC GOLD POOL # A65456 | 9/1/2037 | 32,292 | 33,536 | 33,989 | |||||||||||||
3128KWFX6 | FHLMC GOLD POOL # A65582 | 9/1/2037 | 59,319 | 61,602 | 62,434 | |||||||||||||
3128KWFY4 | FHLMC GOLD POOL # A65583 | 9/1/2037 | 77,364 | 80,344 | 81,428 | |||||||||||||
3128KWT29 | FHLMC GOLD POOL # A65969 | 9/1/2037 | 39,949 | 41,488 | 42,048 | |||||||||||||
3128KWTK9 | FHLMC GOLD POOL # A65954 | 9/1/2037 | 64,571 | 67,060 | 67,962 | |||||||||||||
3128KWTP8 | FHLMC GOLD POOL # A65958 | 9/1/2037 | 57,833 | 60,060 | 60,871 | |||||||||||||
3128KWTZ6 | FHLMC GOLD POOL # A65968 | 9/1/2037 | 42,135 | 43,754 | 44,348 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as at June 30, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
3128KYXE4 | FHLMC GOLD POOL # A67877 | 4/1/2037 | 28,380 | 29,473 | 29,870 | |||||||||||||
3128M4XA6 | FHLMC GOLD POOL # G03073 | 7/1/2037 | 5,544,293 | 5,567,107 | 5,738,258 | |||||||||||||
3128M4ZG1 | FHLMC GOLD POOL # G03143 | 7/1/2037 | 5,310 | 5,514 | 5,589 | |||||||||||||
3128M6UB2 | FHLMC GOLD POOL # G04778 | 7/1/2038 | 131,463 | 136,531 | 138,368 | |||||||||||||
3128M7AZ9 | FHLMC GOLD POOL # G05124 | 12/1/2038 | 387,390 | 402,318 | 407,739 | |||||||||||||
3128MMAC7 | FHLMC GOLD POOL # G18002 | 7/1/2019 | 1,290,245 | 1,269,463 | 1,348,513 | |||||||||||||
3128NCBF0 | FHLMC POOL # 1G0038 | 1/1/2035 | 3,118,446 | 3,087,597 | 3,176,226 | |||||||||||||
3128NCBH6 | FHLMC POOL # 1G0040 | 1/1/2035 | 1,105,875 | 1,085,736 | 1,126,391 | |||||||||||||
3128NCBW3 | FHLMC POOL # 1G0053 | 2/1/2035 | 3,740,753 | 3,697,953 | 3,815,810 | |||||||||||||
3128NCDH4 | FHLMC POOL # 1G0104 | 2/1/2035 | 1,588,577 | 1,572,470 | 1,620,257 | |||||||||||||
3128QLP54 | FHLMC POOL # 1H2544 | 11/1/2035 | 21,713,134 | 21,299,191 | 22,143,271 | |||||||||||||
3128QLPD7 | FHLMC POOL # 1H2520 | 6/1/2035 | 34,653,279 | 34,294,247 | 35,340,540 | |||||||||||||
3128S4E52 | FHLMC POOL # 1Q0156 | 10/1/2035 | 11,122,017 | 11,014,693 | 11,460,738 | |||||||||||||
312929CM2 | FHLMC GOLD POOL # A82776 | 1/1/2039 | 13,221 | 13,730 | 13,916 | |||||||||||||
31292HYA6 | FHLMC GOLD POOL # C01605 | 7/1/2033 | 6,015,972 | 5,577,253 | 6,021,867 | |||||||||||||
31292KJH1 | FHLMC GOLD POOL # C02964 | 7/1/2037 | 2,849 | 2,958 | 2,998 | |||||||||||||
312930LH1 | FHLMC GOLD POOL # A83928 | 1/1/2039 | 49,801 | 51,719 | 52,417 | |||||||||||||
312930LQ1 | FHLMC GOLD POOL # A83935 | 1/1/2039 | 51,967 | 53,970 | 54,697 | |||||||||||||
312930RC6 | FHLMC GOLD POOL # A84083 | 1/1/2039 | 33,786 | 35,089 | 35,296 | |||||||||||||
312930RV4 | FHLMC GOLD POOL # A84100 | 1/1/2039 | 20,184 | 20,963 | 21,245 | |||||||||||||
312930TB6 | FHLMC GOLD POOL # A84146 | 1/1/2039 | 15,332 | 15,924 | 16,018 | |||||||||||||
312930XY1 | FHLMC GOLD POOL # A84295 | 2/1/2039 | 2,135,775 | 2,161,181 | 2,130,588 | |||||||||||||
312931D62 | FHLMC GOLD POOL # A84625 | 2/1/2039 | 4,934,285 | 4,821,948 | 4,784,531 | |||||||||||||
312931TJ7 | FHLMC GOLD POOL # A85053 | 3/1/2039 | 4,981,186 | 5,091,813 | 5,072,840 | |||||||||||||
312932CX2 | FHLMC GOLD POOL # A85486 | 4/1/2039 | 3,981,453 | 4,049,119 | 3,973,800 | |||||||||||||
312933F41 | FHLMC GOLD POOL # A86487 | 6/1/2039 | 5,445,674 | 5,432,903 | 5,427,704 | |||||||||||||
312933T79 | FHLMC GOLD POOL # A86874 | 6/1/2039 | 1,300,000 | 1,325,430 | 1,323,920 | |||||||||||||
312933UD4 | FHLMC GOLD POOL # A86880 | 6/1/2039 | 300,000 | 305,612 | 305,520 | |||||||||||||
312933VG6 | FHLMC GOLD POOL # A86915 | 6/1/2039 | 1,000,000 | 1,018,938 | 1,018,400 | |||||||||||||
312933WK6 | FHLMC GOLD POOL # A86950 | 6/1/2039 | 1,400,000 | 1,425,973 | 1,425,760 | |||||||||||||
312933WR1 | FHLMC GOLD POOL # A86956 | 6/1/2039 | 16,000,000 | 16,262,461 | 16,294,400 | |||||||||||||
31294KN43 | FHLMC GOLD POOL # E01311 | 2/1/2018 | 2,092,360 | 2,100,204 | 2,206,077 | |||||||||||||
31294KP25 | FHLMC GOLD POOL # E01341 | 3/1/2018 | 3,008,686 | 3,019,995 | 3,172,205 | |||||||||||||
31294KUR4 | FHLMC GOLD POOL # E01492 | 10/1/2018 | 1,377,950 | 1,383,297 | 1,452,840 | |||||||||||||
31294KUT0 | FHLMC GOLD POOL # E01494 | 9/1/2018 | 11,382,755 | 11,426,710 | 12,001,394 | |||||||||||||
3129624Q3 | FHLMC GOLD POOL # B10831 | 11/1/2018 | 162,248 | 162,867 | 171,066 | |||||||||||||
312962J53 | FHLMC GOLD POOL # B10284 | 10/1/2018 | 1,509,206 | 1,515,137 | 1,591,230 | |||||||||||||
312962KD4 | FHLMC GOLD POOL # B10292 | 10/1/2018 | 166,271 | 166,912 | 175,308 | |||||||||||||
312962Q63 | FHLMC GOLD POOL # B10477 | 10/1/2018 | 25,969 | 26,069 | 27,380 | |||||||||||||
312962UW1 | FHLMC GOLD POOL # B10597 | 11/1/2018 | 2,298,911 | 2,307,885 | 2,423,854 | |||||||||||||
312963BP5 | FHLMC GOLD POOL # B10946 | 12/1/2018 | 143,665 | 144,228 | 151,474 | |||||||||||||
312963G70 | FHLMC GOLD POOL # B11122 | 11/1/2018 | 771,542 | 774,526 | 813,475 | |||||||||||||
312963L74 | FHLMC GOLD POOL # B11250 | 11/1/2018 | 51,434 | 51,636 | 54,229 | |||||||||||||
312963VY4 | FHLMC GOLD POOL # B11531 | 12/1/2018 | 318,240 | 319,483 | 335,536 | |||||||||||||
312963WH0 | FHLMC GOLD POOL # B11548 | 12/1/2018 | 32,594 | 32,722 | 34,365 | |||||||||||||
312963ZG9 | FHLMC GOLD POOL # B11643 | 11/1/2018 | 157,514 | 158,109 | 166,075 | |||||||||||||
3129642B4 | FHLMC GOLD POOL # B12570 | 3/1/2019 | 626,863 | 628,671 | 659,014 | |||||||||||||
312964QW2 | FHLMC GOLD POOL # B12269 | 2/1/2019 | 502,187 | 504,117 | 529,481 | |||||||||||||
312964RW1 | FHLMC GOLD POOL # B12301 | 2/1/2014 | 1,638,733 | 1,570,201 | 1,654,728 | |||||||||||||
312964WX3 | FHLMC GOLD POOL # B12462 | 10/1/2018 | 716,525 | 719,284 | 755,468 | |||||||||||||
312965A71 | FHLMC GOLD POOL # B12730 | 3/1/2014 | 2,850,880 | 2,775,882 | 2,878,706 | |||||||||||||
312965CH7 | FHLMC GOLD POOL # B12772 | 3/1/2014 | 2,871,156 | 2,750,701 | 2,899,180 | |||||||||||||
312965DX1 | FHLMC GOLD POOL # B12818 | 3/1/2014 | 2,281,495 | 2,185,459 | 2,303,764 | |||||||||||||
312965DY9 | FHLMC GOLD POOL # B12819 | 3/1/2014 | 2,738,968 | 2,666,748 | 2,765,702 | |||||||||||||
312965FY7 | FHLMC GOLD POOL # B12883 | 3/1/2014 | 2,443,742 | 2,341,173 | 2,467,594 | |||||||||||||
312965GT7 | FHLMC GOLD POOL # B12910 | 3/1/2014 | 1,818,990 | 1,742,621 | 1,836,744 | |||||||||||||
312965GU4 | FHLMC GOLD POOL # B12911 | 3/1/2014 | 2,033,841 | 1,948,518 | 2,053,692 | |||||||||||||
312965MP8 | FHLMC GOLD POOL # B13066 | 3/1/2014 | 9,322,330 | 9,077,544 | 9,413,321 | |||||||||||||
312965QA7 | FHLMC GOLD POOL # B13149 | 11/1/2018 | 394,324 | 395,812 | 415,755 | |||||||||||||
312965WC6 | FHLMC GOLD POOL # B13343 | 4/1/2014 | 1,222,101 | 1,170,520 | 1,234,029 | |||||||||||||
312965WD4 | FHLMC GOLD POOL # B13344 | 4/1/2014 | 1,687,445 | 1,616,409 | 1,703,915 | |||||||||||||
312965WU6 | FHLMC GOLD POOL # B13359 | 4/1/2014 | 1,520,262 | 1,456,286 | 1,535,100 | |||||||||||||
312965WV4 | FHLMC GOLD POOL # B13360 | 4/1/2014 | 2,256,186 | 2,161,216 | 2,278,208 | |||||||||||||
312966WU4 | FHLMC GOLD POOL # B14259 | 5/1/2019 | 1,768,145 | 1,773,272 | 1,858,830 | |||||||||||||
312967MC3 | FHLMC GOLD POOL # B14855 | 6/1/2014 | 2,338,764 | 2,299,083 | 2,419,308 | |||||||||||||
312967MH2 | FHLMC GOLD POOL # B14860 | 5/1/2014 | 4,293,536 | 4,199,498 | 4,335,443 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as at June 30, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
312968QL7 | FHLMC GOLD POOL # B15859 | 12/1/2018 | 3,385,452 | 3,399,480 | 3,572,549 | |||||||||||||
3129696M5 | FHLMC GOLD POOL # B17176 | 11/1/2014 | 5,035,223 | 4,933,277 | 5,084,370 | |||||||||||||
312969VY1 | FHLMC GOLD POOL # B16931 | 10/1/2014 | 8,969,258 | 8,819,242 | 9,278,146 | |||||||||||||
3129714D3 | FHLMC GOLD POOL # B18920 | 3/1/2015 | 6,533,929 | 6,399,008 | 6,549,674 | |||||||||||||
31297NKT2 | FHLMC GOLD POOL # A33006 | 8/1/2035 | 2,355,408 | 2,177,819 | 2,352,647 | |||||||||||||
31331S4Z3 | FEDERAL FARM CREDIT BANK AGENCY BND | 8/8/2011 | 1,600,000 | 1,601,428 | 1,694,560 | |||||||||||||
31331SG56 | FFCB AGENCY BND | 6/21/2010 | 20,300,000 | 20,294,455 | 21,018,620 | |||||||||||||
31331SH97 | FEDERAL FARM CREDIT BANK AGENCY BND | 4/24/2012 | 1,000,000 | 1,001,512 | 1,065,012 | |||||||||||||
31331SP56 | FFCB AGENCY BND | 7/13/2012 | 17,475,000 | 17,542,490 | 18,706,988 | |||||||||||||
31331ST29 | FEDERAL FARM CREDIT BANK AGENCY BND | 4/25/2012 | 1,400,000 | 1,394,758 | 1,497,860 | |||||||||||||
31331SVR1 | FFCB AGENCY BND | 4/27/2010 | 15,540,000 | 15,542,347 | 16,024,848 | |||||||||||||
31331VPV2 | FFCB AGENCY BND | 4/1/2016 | 2,975,000 | 2,957,786 | 3,208,538 | |||||||||||||
31331XU75 | FFCB AGENCY BND | 8/13/2014 | 5,000,000 | 5,017,779 | 5,493,500 | |||||||||||||
31331Y4P2 | FFCB AGENCY BND | 11/6/2017 | 11,435,000 | 11,459,680 | 11,930,136 | |||||||||||||
31331YEJ5 | FFCB AGENCY BND | 11/15/2018 | 28,115,000 | 28,711,340 | 29,129,952 | |||||||||||||
31331YR44 | FFCB AGENCY BND | 5/21/2015 | 10,000,000 | 9,884,566 | 10,499,000 | |||||||||||||
31335H2K8 | FHLMC GOLD POOL # C90778 | 11/1/2023 | 3,275,331 | 3,127,115 | 3,307,102 | |||||||||||||
31339YL83 | FHLB AGENCY BND | 1/21/2011 | 27,000,000 | 26,735,217 | 28,163,700 | |||||||||||||
3133MATQ2 | FHLB AGENCY BND | 2/12/2010 | 24,000,000 | 24,531,183 | 25,017,600 | |||||||||||||
3133MB2B2 | FHLB AGENCY BND | 2/13/2015 | 1,800,000 | 2,055,974 | 2,189,880 | |||||||||||||
3133X6PG5 | FHLB AGENCY BND | 4/26/2010 | 8,000,000 | 8,012,884 | 8,236,000 | |||||||||||||
3133X85H1 | FHLB AGENCY BND | 8/10/2010 | 24,600,000 | 24,733,254 | 25,625,820 | |||||||||||||
3133XBB20 | FHLB AGENCY BND | 3/17/2010 | 250,000 | 252,133 | 256,960 | |||||||||||||
3133XBMT9 | FHLB AGENCY BND | 11/14/2014 | 43,345,000 | 42,850,360 | 46,018,953 | |||||||||||||
3133XBT39 | FHLB AGENCY BND | 6/8/2012 | 40,000,000 | 40,234,734 | 42,476,001 | |||||||||||||
3133XBTH8 | FHLB AGENCY BND MTN | 6/11/2010 | 23,000,000 | 23,086,496 | 23,787,980 | |||||||||||||
3133XCZJ5 | FHLB AGENCY BND | 8/26/2013 | 1,000,000 | 1,002,950 | 1,073,700 | |||||||||||||
3133XLWM1 | FHLB AGENCY BND | 9/12/2014 | 15,415,000 | 15,760,402 | 16,805,587 | |||||||||||||
3133XTJ64 | FHLB AGENCY BND | 5/16/2011 | 10,000,000 | 10,023,909 | 10,011,099 | |||||||||||||
31342A6F1 | FHLMC POOL # 780870 | 9/1/2033 | 6,002,811 | 5,908,553 | 6,050,231 | |||||||||||||
31349UCW6 | FHLMC POOL # 782785 | 10/1/2034 | 2,807,066 | 2,781,850 | 2,862,151 | |||||||||||||
31349UEJ3 | FHLMC POOL # 782837 | 11/1/2034 | 5,087,955 | 5,024,653 | 5,155,646 | |||||||||||||
31349UJM1 | FHLMC POOL # 782968 | 1/1/2035 | 3,268,369 | 3,224,209 | 3,323,722 | |||||||||||||
31349ULB2 | FHLMC POOL # 783022 | 2/1/2035 | 5,785,861 | 5,729,695 | 5,879,881 | |||||||||||||
31349ULF3 | FHLMC POOL # 783026 | 2/1/2035 | 3,371,683 | 3,332,201 | 3,432,811 | |||||||||||||
31349UMF2 | FHLMC POOL # 783058 | 3/1/2035 | 10,786,807 | 10,677,112 | 10,971,086 | |||||||||||||
3134A35H5 | FHLMC AGENCY BND | 9/15/2010 | 721,000 | 738,334 | 773,965 | |||||||||||||
3134A3M78 | FHLMC AGENCY BND | 9/15/2009 | 44,000,000 | 44,315,977 | 44,580,981 | |||||||||||||
3134A4DY7 | FHLMC AGENCY NT | 3/15/2011 | 30,000,000 | 30,659,371 | 32,246,400 | |||||||||||||
3134A4QD9 | FHLMC AGENCY BND | 7/15/2012 | 45,300,000 | 45,743,116 | 49,579,038 | |||||||||||||
3134A4US1 | FHLMC AGENCY BND | 7/15/2009 | 200,000 | 200,060 | 200,318 | |||||||||||||
3134A4UW2 | FHLMC AGENCY BND | 12/15/2009 | 100,000 | 100,295 | 101,677 | |||||||||||||
31359MEY5 | FNMA AGENCY BND | 9/15/2009 | 20,500,000 | 20,645,161 | 20,770,600 | |||||||||||||
31359MFG3 | FNMA AGENCY BND | 1/15/2010 | 1,450,000 | 1,473,855 | 1,503,752 | |||||||||||||
31359MFS7 | FNMA AGENCY BND | 6/15/2010 | 50,000,000 | 50,856,351 | 53,094,000 | |||||||||||||
31359MHK2 | FNMA AGENCY BND | 3/15/2011 | 500,000 | 505,631 | 536,430 | |||||||||||||
31359MJH7 | FNMA AGENCY BND | 5/15/2011 | 8,000,000 | 8,094,244 | 8,693,200 | |||||||||||||
31368HL43 | FNMA POOL # 190347 | 1/1/2034 | 21,257 | 21,729 | 21,749 | |||||||||||||
31368HLV3 | FNMA POOL # 190340 | 9/1/2033 | 15,874 | 16,224 | 16,241 | |||||||||||||
3136F3TQ9 | FNMA AGENCY BND | 5/27/2010 | 11,000,000 | 10,963,980 | 11,313,500 | |||||||||||||
31371KBQ3 | FNMA POOL # 253947 | 8/1/2031 | 18,368 | 19,052 | 19,932 | |||||||||||||
31371LDX4 | FNMA POOL # 254918 | 9/1/2033 | 1,203,489 | 1,116,950 | 1,207,719 | |||||||||||||
31371LZJ1 | FNMA POOL # 255545 | 1/1/2015 | 4,787,614 | 4,640,293 | 4,911,134 | |||||||||||||
31371MFY8 | FNMA POOL # 255883 | 8/1/2035 | 13,432,101 | 13,149,920 | 13,862,322 | |||||||||||||
31371QU71 | FNMA POOL # 259006 | 3/1/2030 | 68,572 | 71,099 | 74,534 | |||||||||||||
31375BUQ8 | FNMA POOL # 330091 | 2/1/2023 | 151,493 | 157,231 | 164,630 | |||||||||||||
31375KSE8 | FNMA POOL # 337217 | 12/1/2024 | 56,787 | 59,359 | 62,120 | |||||||||||||
31376CTB0 | FNMA POOL # 351646 | 12/1/2024 | 12,557 | 13,038 | 13,646 | |||||||||||||
31376KKG0 | FNMA POOL # 357695 | 1/1/2020 | 999 | 970 | 1,033 | |||||||||||||
31376KKK1 | FNMA POOL # 357698 | 1/1/2015 | 2,196,293 | 2,152,513 | 2,272,724 | |||||||||||||
31376KQB5 | FNMA POOL # 357850 | 7/1/2035 | 194,821 | 201,593 | 201,841 | |||||||||||||
31377XSA6 | FNMA POOL # 390313 | 6/1/2027 | 99,457 | 103,363 | 108,175 | |||||||||||||
31379T6G4 | FNMA POOL # 429371 | 2/1/2014 | 56,199 | 55,791 | 57,975 | |||||||||||||
3137EAAD1 | FHLMC AGENCY BND | 4/18/2016 | 50,000,000 | 51,767,775 | 55,248,500 | |||||||||||||
3137EACC1 | FHLMC AGENCY BND | 6/15/2012 | 44,400,000 | 44,261,015 | 44,256,144 | |||||||||||||
31382FVJ5 | FNMA POOL # 481317 | 1/1/2029 | 3,381 | 3,500 | 3,491 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as at June 30, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
31382G3H8 | FNMA POOL # 482400 | 1/1/2029 | 2,879 | 2,981 | 3,004 | |||||||||||||
31382NR20 | FNMA POOL # 487505 | 4/1/2029 | 1,089 | 1,120 | 1,124 | |||||||||||||
31382T4R7 | FNMA POOL # 492332 | 4/1/2029 | 6,993 | 7,240 | 7,221 | |||||||||||||
31382WLV2 | FNMA POOL # 494540 | 3/1/2029 | 2,677 | 2,772 | 2,790 | |||||||||||||
31384VP63 | FNMA POOL # 535145 | 2/1/2030 | 914,879 | 948,837 | 992,786 | |||||||||||||
31384VP97 | FNMA POOL # 535148 | 2/1/2030 | 214,834 | 222,829 | 233,128 | |||||||||||||
31384VUE0 | FNMA POOL # 535281 | 4/1/2030 | 1,107,415 | 1,148,632 | 1,201,718 | |||||||||||||
31384WLB4 | FNMA POOL # 535922 | 3/1/2031 | 63,690 | 66,049 | 69,227 | |||||||||||||
31384WVT4 | FNMA POOL # 536226 | 5/1/2030 | 41,852 | 43,403 | 45,490 | |||||||||||||
31384Y2A3 | FNMA POOL # 538169 | 4/1/2030 | 68,255 | 70,782 | 74,189 | |||||||||||||
31385FVZ6 | FNMA POOL # 543432 | 6/1/2030 | 141,879 | 147,140 | 154,215 | |||||||||||||
31385GZH0 | FNMA POOL # 544444 | 9/1/2030 | 1,568 | 1,626 | 1,705 | |||||||||||||
31385QRZ7 | FNMA POOL # 549604 | 8/1/2030 | 5,637 | 5,845 | 6,127 | |||||||||||||
31385RB58 | FNMA POOL # 550060 | 4/1/2030 | 1,648,074 | 1,734,648 | 1,804,899 | |||||||||||||
31385VYT2 | FNMA POOL # 554322 | 9/1/2030 | 72,233 | 74,906 | 78,513 | |||||||||||||
31385W6Z7 | FNMA POOL # 555388 | 3/1/2018 | 1,586,791 | 1,561,586 | 1,675,210 | |||||||||||||
31385XA72 | FNMA POOL # 555430 | 5/1/2033 | 2,280,927 | 2,331,260 | 2,333,691 | |||||||||||||
31385XAW7 | FNMA POOL # 555421 | 5/1/2033 | 1,666,408 | 1,703,185 | 1,704,956 | |||||||||||||
31385XD38 | FNMA POOL # 555522 | 6/1/2033 | 140,641 | 143,749 | 143,895 | |||||||||||||
31385XEW3 | FNMA POOL # 555549 | 6/1/2018 | 614,408 | 609,636 | 643,453 | |||||||||||||
31385XJY4 | FNMA POOL # 555679 | 8/1/2033 | 64,717 | 66,152 | 66,215 | |||||||||||||
31385XK48 | FNMA POOL # 555715 | 7/1/2033 | 1,772,753 | 1,755,601 | 1,810,505 | |||||||||||||
31385XKD8 | FNMA POOL # 555692 | 7/1/2033 | 35,796 | 37,041 | 37,097 | |||||||||||||
31385XM87 | FNMA POOL # 555783 | 10/1/2033 | 5,356,370 | 4,971,178 | 5,375,197 | |||||||||||||
31386XQU3 | FNMA POOL # 576567 | 2/1/2031 | 2,463,300 | 2,553,994 | 2,677,464 | |||||||||||||
31387EBE6 | FNMA POOL # 581537 | 6/1/2031 | 79,926 | 82,897 | 86,732 | |||||||||||||
31388DTM0 | FNMA POOL # 601856 | 1/1/2031 | 34,408 | 35,772 | 37,424 | |||||||||||||
31388HTX7 | FNMA POOL # 605466 | 8/1/2031 | 30,038 | 31,162 | 32,596 | |||||||||||||
31388UJF8 | FNMA POOL # 615062 | 1/1/2017 | 2,170,850 | 2,137,281 | 2,291,814 | |||||||||||||
31388XVV3 | FNMA POOL # 618128 | 8/1/2033 | 8,475,621 | 8,285,781 | 8,571,038 | |||||||||||||
31389EU78 | FNMA POOL # 623506 | 12/1/2011 | 605,026 | 607,262 | 640,239 | |||||||||||||
31389EVA0 | FNMA POOL # 623509 | 12/1/2016 | 3,369,345 | 3,397,632 | 3,568,136 | |||||||||||||
31389EVB8 | FNMA POOL # 623510 | 12/1/2016 | 3,399,821 | 3,426,821 | 3,600,411 | |||||||||||||
31389FPM8 | FNMA POOL # 624228 | 1/1/2017 | 1,399,684 | 1,377,976 | 1,477,677 | |||||||||||||
31389FQ62 | FNMA POOL # 624277 | 1/1/2017 | 1,013,811 | 998,079 | 1,070,302 | |||||||||||||
31389XHM8 | FNMA POOL # 638436 | 3/1/2012 | 473,365 | 479,283 | 504,367 | |||||||||||||
31391AKC2 | FNMA POOL # 660991 | 7/1/2032 | 9,705 | 10,067 | 10,531 | |||||||||||||
31391PTM8 | FNMA POOL # 672956 | 12/1/2017 | 23,943,644 | 23,962,311 | 24,975,924 | |||||||||||||
31391PUF1 | FNMA POOL # 672982 | 12/1/2017 | 631,160 | 626,272 | 661,077 | |||||||||||||
31392JTP4 | FNMA AGENCY CMO_03-20 HP | 10/25/2016 | 134,020 | 133,166 | 137,156 | |||||||||||||
31393DL74 | FNMA CMO AGENCY CMO_03-80 CA | 4/25/2030 | 564,439 | 551,025 | 569,067 | |||||||||||||
31393EFX2 | FNMA CMO AGENCY CMO 03-79 NL | 5/25/2022 | 1,377,129 | 1,390,129 | 1,396,229 | |||||||||||||
31393KLM5 | FHLMC AGENCY CMO 2570 CL | 7/15/2017 | 819,927 | 808,759 | 835,357 | |||||||||||||
31393M5X5 | FHLMC CMO AGENCY CMO 2580 | 12/15/2016 | 1,836,562 | 71,494 | 53,444 | |||||||||||||
31393QVD1 | FHLMC AGENCY CMO 2618 NE | 6/15/2013 | 641,942 | 639,180 | 657,862 | |||||||||||||
31393VPH8 | FHLMC_2627 CMO 2628-OD | 7/15/2017 | 31,560,900 | 30,964,338 | 32,936,955 | |||||||||||||
31395RAR9 | FHLMC AGENCY CMO R001 AE | 4/15/2015 | 1,380,229 | 1,370,612 | 1,414,031 | |||||||||||||
31396A7E8 | FHLMC_3035 CMO AGENCY 3038 XA | 9/15/2035 | 900,837 | 898,486 | 843,003 | |||||||||||||
31396AFE9 | FHLMC_3035 AGENCY CMO 3028 | 12/15/2026 | 9,296,348 | 9,291,831 | 9,521,320 | |||||||||||||
31396KS45 | FNMA_06-65 CMO AGENCY 6-81 LF1 | 9/25/2036 | 409,066 | 429,087 | 403,421 | |||||||||||||
31396NAL0 | FHLMC AGENCY CMO 3138 X | 4/15/2036 | 700,692 | 716,800 | 655,918 | |||||||||||||
31396TYH0 | FHLMC AGENCY CMO 3167 X | 6/15/2036 | 1,915,694 | 1,896,182 | 1,760,523 | |||||||||||||
31396VDA3 | FNMA_07-41 CMO 7-27 XA | 5/25/2035 | 390,373 | 386,059 | 380,028 | |||||||||||||
31396VV21 | FNMA_07-41 AGENCY CMO 07-42 LF | 5/25/2037 | 587,622 | 651,575 | 573,931 | |||||||||||||
31396WBP0 | FNR CMO 07-56 FA | 6/25/2037 | 18,604,361 | 17,853,100 | 18,256,459 | |||||||||||||
31396WCB0 | FNMA_07-53 AGENCY CMO 07-56 GY | 6/25/2037 | 70,181 | 68,701 | 67,963 | |||||||||||||
31396WDG8 | FNMA_07-53 AGENCY CMO 07-53 UF | 6/25/2037 | 600,050 | 654,223 | 568,187 | |||||||||||||
31397F7E6 | FHLMC AGENCY CMO 3274 SX | 7/15/2036 | 321,452 | 334,689 | 312,644 | |||||||||||||
31397FES7 | FHLMC_3271 AGENCY CMO 3275 UF | 2/15/2037 | 544,747 | 650,803 | 523,011 | |||||||||||||
31397FYK2 | FHLMC AGENCY CMO 3291 XA | 3/15/2037 | 869,298 | 911,786 | 803,666 | |||||||||||||
31397KTK7 | FHR CMO 3380 FP | 11/15/2036 | 33,521,330 | 32,675,289 | 32,864,312 | |||||||||||||
31400EGH7 | FNMA POOL # 685200 | 3/1/2018 | 537,557 | 533,392 | 562,968 | |||||||||||||
31400JL98 | FNMA POOL # 688952 | 4/1/2033 | 8,630,904 | 8,538,952 | 8,802,088 | |||||||||||||
31400JM55 | FNMA POOL # 688980 | 5/1/2033 | 2,935 | 3,042 | 3,049 | |||||||||||||
31400QJ87 | FNMA POOL # 694287 | 3/1/2033 | 209,897 | 207,791 | 214,499 | |||||||||||||
31400SA33 | FNMA POOL # 695826 | 4/1/2018 | 486,714 | 482,934 | 509,722 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as at June 30, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
31400TTJ6 | FNMA POOL # 697253 | 9/1/2033 | 31,509 | 32,203 | 32,238 | |||||||||||||
31400UQV9 | FNMA POOL # 698068 | 4/1/2033 | 797,879 | 789,398 | 827,879 | |||||||||||||
31400WDQ0 | FNMA POOL # 699511 | 6/1/2033 | 75,239 | 76,900 | 76,979 | |||||||||||||
31401A3C9 | FNMA POOL # 702895 | 4/1/2018 | 626,731 | 621,869 | 656,358 | |||||||||||||
31401JMQ8 | FNMA POOL # 709667 | 5/1/2033 | 362,431 | 370,437 | 370,815 | |||||||||||||
31402BXS8 | FNMA POOL # 724389 | 8/1/2033 | 107,429 | 109,800 | 109,914 | |||||||||||||
31402CU67 | FNMA POOL # 725205 | 3/1/2034 | 305,337 | 312,072 | 312,400 | |||||||||||||
31402CVY5 | FNMA POOL # 725231 | 2/1/2034 | 288,625 | 294,996 | 295,302 | |||||||||||||
31402CVZ2 | FNMA POOL # 725232 | 3/1/2034 | 35,696 | 36,488 | 36,522 | |||||||||||||
31402DGQ7 | FNMA POOL # 725707 | 8/1/2019 | 2,131,197 | 2,114,483 | 2,227,528 | |||||||||||||
31402DS27 | FNMA POOL # 726037 | 8/1/2033 | 31,732 | 32,426 | 32,466 | |||||||||||||
31402E2N7 | FNMA POOL # 727181 | 8/1/2033 | 250,345 | 255,879 | 256,136 | |||||||||||||
31402EJ41 | FNMA POOL # 726683 | 10/1/2033 | 44,570 | 45,556 | 45,601 | |||||||||||||
31402GZT3 | FNMA POOL # 728954 | 8/1/2033 | 22,580 | 23,078 | 23,102 | |||||||||||||
31402J4Y0 | FNMA POOL # 730839 | 7/1/2033 | 233,715 | 238,876 | 239,121 | |||||||||||||
31402JYY7 | FNMA POOL # 730727 | 8/1/2033 | 64,883 | 66,317 | 66,384 | |||||||||||||
31402LHF2 | FNMA POOL # 732030 | 9/1/2033 | 19,098 | 19,520 | 19,540 | |||||||||||||
31402QXK2 | FNMA POOL # 735182 | 2/1/2031 | 1,045,688 | 1,091,031 | 1,134,735 | |||||||||||||
31402RBY4 | FNMA POOL # 735455 | 3/1/2034 | 14,163 | 14,475 | 14,491 | |||||||||||||
31402RF87 | FNMA POOL # 735591 | 6/1/2035 | 13,117,960 | 12,835,557 | 13,413,919 | |||||||||||||
31402RSS9 | FNMA POOL # 735929 | 8/1/2032 | 1,579,386 | 1,638,591 | 1,717,829 | |||||||||||||
31402V4E7 | FNMA POOL # 739821 | 9/1/2033 | 191,991 | 196,248 | 196,433 | |||||||||||||
31402WMC9 | FNMA POOL # 740255 | 10/1/2033 | 599,699 | 612,941 | 613,571 | |||||||||||||
31402YFB5 | FNMA POOL # 741862 | 9/1/2033 | 43,309 | 44,629 | 44,883 | |||||||||||||
31402YGR9 | FNMA POOL # 741908 | 11/1/2033 | 21,012 | 21,475 | 21,498 | |||||||||||||
31402YSV7 | FNMA POOL # 742232 | 9/1/2033 | 189,789 | 186,854 | 197,898 | |||||||||||||
31403C2L4 | FNMA POOL # 745179 | 4/1/2019 | 2,201,619 | 2,184,415 | 2,305,695 | |||||||||||||
31403C3B5 | FNMA POOL # 745194 | 5/1/2019 | 8,795,448 | 8,653,340 | 9,285,545 | |||||||||||||
31403C3T6 | FNMA POOL # 745210 | 1/1/2019 | 16,953,230 | 16,680,671 | 17,897,892 | |||||||||||||
31403CWU1 | FNMA POOL # 745059 | 9/1/2035 | 17,072,839 | 16,953,959 | 17,401,841 | |||||||||||||
31403DC56 | FNMA POOL # 745392 | 12/1/2020 | 12,810,332 | 12,477,751 | 13,251,664 | |||||||||||||
31403DC72 | FNMA POOL # 745394 | 11/1/2020 | 7,760,934 | 7,563,464 | 8,039,552 | |||||||||||||
31403DCC1 | FNMA POOL # 745367 | 12/1/2018 | 8,117,419 | 7,986,816 | 8,569,736 | |||||||||||||
31403DCE7 | FNMA POOL # 745369 | 12/1/2019 | 1,280,923 | 1,270,882 | 1,338,821 | |||||||||||||
31403DCZ0 | FNMA POOL # 745388 | 11/1/2018 | 4,366,571 | 4,332,536 | 4,572,989 | |||||||||||||
31403DJG5 | FNMA POOL # 745563 | 8/1/2034 | 35,797 | 36,813 | 37,085 | |||||||||||||
31403DKZ1 | FNMA POOL # 745612 | 7/1/2034 | 43,785 | 44,751 | 44,798 | |||||||||||||
31403FPV0 | FNMA POOL # 747536 | 11/1/2033 | 95,538 | 97,656 | 97,748 | |||||||||||||
31403GJT0 | FNMA POOL # 748274 | 10/1/2033 | 63,536 | 64,943 | 65,005 | |||||||||||||
31403GRW4 | FNMA POOL # 748501 | 11/1/2033 | 15,553 | 15,896 | 15,913 | |||||||||||||
31403KDB6 | FNMA POOL # 750798 | 12/1/2033 | 205,380 | 202,282 | 210,283 | |||||||||||||
31403N4F1 | FNMA POOL # 754222 | 12/1/2033 | 33,496 | 34,680 | 34,713 | |||||||||||||
31403NYJ0 | FNMA POOL # 754113 | 12/1/2033 | 44,336 | 45,994 | 48,112 | |||||||||||||
31403SBL9 | FNMA POOL # 756143 | 7/1/2030 | 327,413 | 340,386 | 356,113 | |||||||||||||
31403U7H8 | FNMA POOL # 758796 | 12/1/2033 | 20,392 | 20,842 | 20,864 | |||||||||||||
31403VBR9 | FNMA POOL # 758848 | 1/1/2019 | 632,190 | 627,243 | 662,075 | |||||||||||||
31404EGE0 | FNMA POOL # 766197 | 2/1/2034 | 54,895 | 56,574 | 56,908 | |||||||||||||
31404NBP0 | FNMA POOL # 773246 | 2/1/2035 | 2,322,366 | 2,299,660 | 2,365,980 | |||||||||||||
31404Q2H1 | FNMA POOL # 775776 | 5/1/2034 | 136,402 | 141,225 | 141,310 | |||||||||||||
31404RA98 | FNMA POOL # 775932 | 6/1/2028 | 43,192 | 44,891 | 46,870 | |||||||||||||
31404RAX5 | FNMA POOL # 775922 | 10/1/2028 | 179,229 | 185,851 | 194,492 | |||||||||||||
31404SFP5 | FNMA POOL # 776974 | 4/1/2034 | 8,769 | 9,036 | 9,104 | |||||||||||||
31404XLJ1 | FNMA POOL # 781629 | 12/1/2034 | 608,158 | 626,689 | 630,039 | |||||||||||||
31405QNR5 | FNMA POOL # 796100 | 10/1/2034 | 2,394 | 2,462 | 2,485 | |||||||||||||
31405UMM8 | FNMA POOL # 799664 | 10/1/2034 | 972,060 | 964,527 | 990,853 | |||||||||||||
31405UTZ2 | FNMA POOL # 799868 | 11/1/2034 | 354,018 | 350,911 | 360,609 | |||||||||||||
31406BB90 | FNMA POOL # 804764 | 1/1/2035 | 3,989,886 | 3,954,104 | 4,068,515 | |||||||||||||
31406BEZ9 | FNMA POOL # 804852 | 12/1/2034 | 3,357,669 | 3,327,794 | 3,416,052 | |||||||||||||
31406BJF8 | FNMA POOL # 804962 | 1/1/2035 | 4,372,966 | 4,335,233 | 4,470,444 | |||||||||||||
31406BQQ6 | FNMA POOL # 805163 | 1/1/2035 | 4,837,550 | 4,791,341 | 4,983,965 | |||||||||||||
31406DG67 | FNMA POOL # 806721 | 11/1/2034 | 7,676,433 | 7,612,239 | 7,906,525 | |||||||||||||
31406MYP5 | FNMA POOL # 814418 | 3/1/2035 | 4,399,486 | 4,354,365 | 4,493,987 | |||||||||||||
31406PD71 | FNMA POOL # 815626 | 5/1/2035 | 14,383,492 | 14,256,838 | 14,796,172 | |||||||||||||
31406Q6S1 | FNMA POOL # 817281 | 6/1/2035 | 20,574 | 21,301 | 21,315 | |||||||||||||
31406QLT2 | FNMA POOL # 816738 | 1/1/2030 | 1,111,476 | 1,152,815 | 1,206,125 | |||||||||||||
31406RYW9 | FNMA POOL # 818025 | 3/1/2037 | 26,733 | 27,700 | 27,738 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as at June 30, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
31406TLC3 | FNMA POOL # 819423 | 4/1/2035 | 6,466,623 | 6,407,946 | 6,734,056 | |||||||||||||
31406TWR8 | FNMA POOL # 819756 | 1/1/2035 | 1,859,085 | 1,841,824 | 1,901,947 | |||||||||||||
31406VHE9 | FNMA POOL # 821129 | 5/1/2035 | 5,451,066 | 5,395,894 | 5,571,657 | |||||||||||||
31406XDU3 | FNMA POOL # 822815 | 4/1/2035 | 244,745 | 253,400 | 253,424 | |||||||||||||
31407CE29 | FNMA POOL # 826453 | 7/1/2035 | 1,551 | 1,595 | 1,609 | |||||||||||||
31407FG53 | FNMA POOL # 829220 | 8/1/2035 | 3,904 | 4,015 | 4,052 | |||||||||||||
31407FKM1 | FNMA POOL # 829300 | 9/1/2035 | 1,926,109 | 1,782,597 | 1,928,728 | |||||||||||||
31407FUW8 | FNMA POOL # 829597 | 8/1/2035 | 5,572,504 | 5,514,251 | 5,753,446 | |||||||||||||
31407HKX3 | FNMA POOL # 831110 | 10/1/2035 | 19,722 | 20,420 | 20,421 | |||||||||||||
31407JXG2 | FNMA POOL # 832379 | 8/1/2035 | 2,298,762 | 2,274,257 | 2,351,916 | |||||||||||||
31407RQD9 | FNMA POOL # 838452 | 9/1/2035 | 74,406 | 76,681 | 77,110 | |||||||||||||
31408BKL1 | FNMA POOL # 846399 | 5/1/2029 | 2,538,917 | 2,633,022 | 2,755,122 | |||||||||||||
31408DWH3 | FNMA POOL # 848548 | 12/1/2035 | 1,878,397 | 1,738,409 | 1,880,952 | |||||||||||||
31408FJR1 | FNMA POOL # 849972 | 2/1/2029 | 2,064,728 | 2,141,258 | 2,240,552 | |||||||||||||
31409AFL8 | FNMA POOL # 865171 | 2/1/2036 | 1,883 | 1,940 | 1,949 | |||||||||||||
31409GML7 | FNMA POOL # 870763 | 7/1/2036 | 3,576,061 | 3,735,841 | 3,811,410 | |||||||||||||
31410F2Q7 | FNMA POOL # 888283 | 8/1/2034 | 1,852,846 | 1,896,175 | 1,894,649 | |||||||||||||
31410F5M3 | FNMA POOL # 888352 | 5/1/2037 | 2,930,452 | 3,032,387 | 3,033,303 | |||||||||||||
31410FU60 | FNMA POOL # 888105 | 8/1/2020 | 1,769,441 | 1,755,520 | 1,853,086 | |||||||||||||
31410FVQ5 | FNMA POOL # 888123 | 4/1/2034 | 213,261 | 217,970 | 218,194 | |||||||||||||
31410G6J7 | FNMA POOL # 889273 | 4/1/2038 | 103,547 | 106,681 | 107,181 | |||||||||||||
31410GA78 | FNMA POOL # 888430 | 11/1/2033 | 390,536 | 399,108 | 399,570 | |||||||||||||
31410GC84 | FNMA POOL # 888495 | 7/1/2035 | 4,161,975 | 4,121,472 | 4,338,173 | |||||||||||||
31410GD83 | FNMA POOL # 888527 | 4/1/2034 | 730,246 | 716,852 | 751,635 | |||||||||||||
31410GDF7 | FNMA POOL # 888502 | 6/1/2033 | 2,493,824 | 2,462,261 | 2,560,886 | |||||||||||||
31410GDL4 | FNMA POOL # 888507 | 2/1/2035 | 10,920,095 | 10,735,391 | 11,128,396 | |||||||||||||
31410GDN0 | FNMA POOL # 888509 | 6/1/2033 | 291,253 | 285,124 | 297,672 | |||||||||||||
31410GDP5 | FNMA POOL # 888510 | 6/1/2035 | 10,023,738 | 9,822,628 | 10,339,286 | |||||||||||||
31410GDS9 | FNMA POOL # 888513 | 2/1/2034 | 425,931 | 420,367 | 434,830 | |||||||||||||
31410GDY6 | FNMA POOL # 888519 | 1/1/2035 | 1,261,493 | 1,240,526 | 1,286,505 | |||||||||||||
31410GJ46 | FNMA POOL # 888683 | 12/1/2019 | 6,142,105 | 6,093,871 | 6,431,398 | |||||||||||||
31410KCT9 | FNMA POOL # 889382 | 4/1/2038 | 67,533 | 69,981 | 70,072 | |||||||||||||
31410KEQ3 | FNMA POOL # 889443 | 4/1/2038 | 3,260,745 | 3,360,630 | 3,375,189 | |||||||||||||
31410KFE9 | FNMA POOL # 889465 | 3/1/2038 | 4,862,381 | 5,034,410 | 5,026,243 | |||||||||||||
31410KJB1 | FNMA POOL # 889558 | 6/1/2038 | 442,921 | 458,953 | 459,574 | |||||||||||||
31410KS47 | FNMA POOL # 889839 | 12/1/2035 | 17,501 | 17,998 | 18,130 | |||||||||||||
31410KTP9 | FNMA POOL # 889858 | 7/1/2038 | 61,631 | 63,978 | 64,102 | |||||||||||||
31410KX74 | FNMA POOL # 890002 | 9/1/2036 | 26,219,417 | 26,265,693 | 27,172,111 | |||||||||||||
31410KXA7 | FNMA POOL # 889973 | 9/1/2038 | 879,656 | 904,707 | 908,385 | |||||||||||||
31410KXQ2 | FNMA POOL # 889987 | 8/1/2038 | 432,159 | 449,472 | 449,488 | |||||||||||||
31410KXR0 | FNMA POOL # 889988 | 8/1/2038 | 1,919,831 | 1,992,612 | 1,992,012 | |||||||||||||
31410KXT6 | FNMA POOL # 889990 | 9/1/2038 | 603,222 | 624,247 | 624,393 | |||||||||||||
31410MJZ4 | FNMA POOL # 891380 | 12/1/2031 | 61,706 | 63,066 | 63,134 | |||||||||||||
31410UGR7 | FNMA POOL # 897608 | 3/1/2037 | 98,197 | 101,941 | 101,889 | |||||||||||||
31410V4A5 | FNMA POOL # 899117 | 4/1/2037 | 51,326 | 53,281 | 53,256 | |||||||||||||
31410V4C1 | FNMA POOL # 899119 | 4/1/2037 | 9,810 | 10,092 | 10,154 | |||||||||||||
31410WL55 | FNMA POOL # 899548 | 6/1/2037 | 156,689 | 162,232 | 161,970 | |||||||||||||
31411BBW2 | FNMA POOL # 902853 | 12/1/2036 | 16,428 | 16,901 | 17,004 | |||||||||||||
31411BJC8 | FNMA POOL # 903059 | 12/1/2036 | 229,597 | 238,345 | 238,229 | |||||||||||||
31411BLG6 | FNMA POOL # 903127 | 10/1/2036 | 13,216 | 13,694 | 13,655 | |||||||||||||
31411E2C0 | FNMA POOL # 906271 | 1/1/2037 | 383,960 | 397,542 | 397,436 | |||||||||||||
31411EUP0 | FNMA POOL # 906090 | 1/1/2037 | 229,297 | 237,408 | 237,162 | |||||||||||||
31411EYW1 | FNMA POOL # 906225 | 1/1/2037 | 34,280 | 35,652 | 35,655 | |||||||||||||
31411EZV2 | FNMA POOL # 906256 | 1/1/2037 | 29,119 | 30,149 | 30,141 | |||||||||||||
31411GNS7 | FNMA POOL # 907701 | 2/1/2037 | 96,507 | 100,372 | 100,377 | |||||||||||||
31411HXH8 | FNMA POOL # 908880 | 2/1/2037 | 64,863 | 67,317 | 66,982 | |||||||||||||
31411J7B6 | FNMA POOL # 909990 | 3/1/2037 | 78,449 | 81,589 | 81,595 | |||||||||||||
31411KDP5 | FNMA POOL # 910110 | 3/1/2037 | 6,123 | 6,355 | 6,369 | |||||||||||||
31411KE82 | FNMA POOL # 910159 | 3/1/2037 | 6,706 | 6,974 | 6,975 | |||||||||||||
31411KG64 | FNMA POOL # 910221 | 3/1/2037 | 295,353 | 305,801 | 305,719 | |||||||||||||
31411LTN1 | FNMA POOL # 911457 | 3/1/2037 | 39,346 | 40,772 | 40,825 | |||||||||||||
31411LXD8 | FNMA POOL # 911576 | 4/1/2037 | 2,635 | 2,715 | 2,727 | |||||||||||||
31411N6G7 | FNMA POOL # 912671 | 3/1/2037 | 39,799 | 41,158 | 41,195 | |||||||||||||
31411NWC7 | FNMA POOL # 912443 | 3/1/2037 | 46,242 | 47,991 | 47,752 | |||||||||||||
31411RFD5 | FNMA POOL # 912864 | 2/1/2037 | 100,209 | 103,999 | 103,482 | |||||||||||||
31411RFF0 | FNMA POOL # 912866 | 2/1/2037 | 160,719 | 166,841 | 166,762 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as at June 30, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
31411S5Q5 | FNMA POOL # 914455 | 4/1/2037 | 555,143 | 574,781 | 574,627 | |||||||||||||
31411S7J9 | FNMA POOL # 914497 | 3/1/2037 | 78,705 | 81,688 | 81,861 | |||||||||||||
31411SP42 | FNMA POOL # 914043 | 2/1/2037 | 41,130 | 42,622 | 42,677 | |||||||||||||
31411VFE4 | FNMA POOL # 915565 | 4/1/2037 | 100,984 | 105,026 | 105,033 | |||||||||||||
31411VTQ2 | FNMA POOL # 915959 | 4/1/2037 | 84,367 | 87,494 | 87,122 | |||||||||||||
31411WVZ7 | FNMA POOL # 916932 | 5/1/2037 | 33,962 | 35,164 | 35,154 | |||||||||||||
31411WWC7 | FNMA POOL # 916943 | 6/1/2037 | 200,018 | 207,093 | 206,758 | |||||||||||||
31411WXG7 | FNMA POOL # 916979 | 4/1/2037 | 84,653 | 88,043 | 88,047 | |||||||||||||
31411WXL6 | FNMA POOL # 916983 | 4/1/2037 | 174,154 | 180,798 | 180,701 | |||||||||||||
31411WXP7 | FNMA POOL # 916986 | 4/1/2037 | 1,919,034 | 1,933,088 | 1,986,388 | |||||||||||||
31411WZZ3 | FNMA POOL # 917060 | 5/1/2037 | 1,351,886 | 1,399,709 | 1,397,445 | |||||||||||||
31411X3C7 | FNMA POOL # 917995 | 5/1/2037 | 31,425 | 32,526 | 32,528 | |||||||||||||
31411X7D1 | FNMA POOL # 918092 | 5/1/2037 | 33,481 | 34,665 | 34,656 | |||||||||||||
31411XMU6 | FNMA POOL # 917571 | 4/1/2037 | 95,821 | 99,411 | 99,424 | |||||||||||||
31411XXG5 | FNMA POOL # 917879 | 5/1/2037 | 38,541 | 39,938 | 39,800 | |||||||||||||
31411YCA9 | FNMA POOL # 918165 | 5/1/2037 | 1,798,601 | 1,815,273 | 1,861,728 | |||||||||||||
31411YCT8 | FNMA POOL # 918182 | 5/1/2037 | 1,945,019 | 1,959,202 | 2,013,284 | |||||||||||||
31411YEK5 | FNMA POOL # 918238 | 5/1/2037 | 12,328 | 12,679 | 12,761 | |||||||||||||
31411YKM4 | FNMA POOL # 918400 | 5/1/2037 | 44,295 | 45,892 | 45,742 | |||||||||||||
31411YNU3 | FNMA POOL # 918503 | 6/1/2037 | 128,693 | 132,758 | 133,210 | |||||||||||||
31411YNW9 | FNMA POOL # 918505 | 5/1/2037 | 38,799 | 40,205 | 40,258 | |||||||||||||
31411YSG9 | FNMA POOL # 918619 | 6/1/2037 | 51,514 | 53,336 | 53,322 | |||||||||||||
31411YZX4 | FNMA POOL # 918858 | 4/1/2037 | 36,313 | 37,360 | 37,587 | |||||||||||||
31412FK69 | FNMA POOL # 923817 | 4/1/2037 | 55,070 | 56,837 | 57,002 | |||||||||||||
31412HZK8 | FNMA POOL # 926046 | 4/1/2038 | 77,886 | 80,642 | 80,620 | |||||||||||||
31412L2N9 | FNMA POOL # 928781 | 10/1/2037 | 201,077 | 206,886 | 208,134 | |||||||||||||
31412LB74 | FNMA POOL # 928062 | 2/1/2037 | 5,617 | 5,779 | 5,814 | |||||||||||||
31412LBJ8 | FNMA POOL # 928041 | 12/1/2036 | 176,871 | 183,954 | 183,963 | |||||||||||||
31412LD64 | FNMA POOL # 928125 | 3/1/2037 | 53,593 | 55,225 | 55,474 | |||||||||||||
31412LDY3 | FNMA POOL # 928119 | 3/1/2037 | 132,098 | 137,385 | 137,395 | |||||||||||||
31412LEH9 | FNMA POOL # 928136 | 2/1/2037 | 7,186 | 7,473 | 7,474 | |||||||||||||
31412LFX3 | FNMA POOL # 928182 | 4/1/2037 | 196,079 | 203,497 | 202,483 | |||||||||||||
31412LKE9 | FNMA POOL # 928293 | 5/1/2037 | 1,370,709 | 1,381,002 | 1,418,818 | |||||||||||||
31412LQU7 | FNMA POOL # 928467 | 7/1/2037 | 18,635 | 19,310 | 19,336 | |||||||||||||
31412LQW3 | FNMA POOL # 928469 | 7/1/2037 | 19,923 | 20,511 | 20,622 | |||||||||||||
31412LQZ6 | FNMA POOL # 928472 | 6/1/2037 | 13,653 | 14,148 | 14,113 | |||||||||||||
31412LTN0 | FNMA POOL # 928557 | 7/1/2037 | 185,320 | 191,875 | 191,824 | |||||||||||||
31412MJ82 | FNMA POOL # 929187 | 3/1/2038 | 1,460,271 | 1,504,072 | 1,511,523 | |||||||||||||
31412MLU0 | FNMA POOL # 929239 | 2/1/2038 | 317,003 | 326,163 | 328,129 | |||||||||||||
31412MX29 | FNMA POOL # 929597 | 6/1/2038 | 3,564 | 3,693 | 3,684 | |||||||||||||
31412MYX0 | FNMA POOL # 929626 | 6/1/2038 | 644,119 | 664,996 | 666,726 | |||||||||||||
31412N2A3 | FNMA POOL # 930569 | 2/1/2039 | 460,469 | 474,670 | 476,631 | |||||||||||||
31412N2F2 | FNMA POOL # 930574 | 2/1/2039 | 41,029 | 42,278 | 42,403 | |||||||||||||
31412NAX4 | FNMA POOL # 929822 | 8/1/2038 | 637,461 | 660,556 | 661,428 | |||||||||||||
31412NEH5 | FNMA POOL # 929936 | 9/1/2038 | 31,232 | 32,361 | 32,406 | |||||||||||||
31412NHJ8 | FNMA POOL # 930033 | 10/1/2038 | 159,817 | 164,363 | 165,826 | |||||||||||||
31412NHL3 | FNMA POOL # 930035 | 10/1/2038 | 329,462 | 339,690 | 341,025 | |||||||||||||
31412NLN4 | FNMA POOL # 930133 | 11/1/2038 | 120,110 | 123,761 | 124,325 | |||||||||||||
31412NLS3 | FNMA POOL # 930137 | 11/1/2038 | 269,131 | 277,173 | 278,576 | |||||||||||||
31412NP83 | FNMA POOL # 930247 | 12/1/2038 | 776,987 | 806,540 | 808,142 | |||||||||||||
31412NR24 | FNMA POOL # 930305 | 12/1/2038 | 360,636 | 374,359 | 375,096 | |||||||||||||
31412NRG3 | FNMA POOL # 930287 | 12/1/2038 | 1,325,308 | 1,373,285 | 1,369,838 | |||||||||||||
31412NU38 | FNMA POOL # 930402 | 1/1/2039 | 290,344 | 299,324 | 300,535 | |||||||||||||
31412NUL8 | FNMA POOL # 930387 | 1/1/2039 | 2,458,899 | 2,539,433 | 2,507,339 | |||||||||||||
31412NUP9 | FNMA POOL # 930390 | 1/1/2039 | 2,372,918 | 2,451,580 | 2,420,851 | |||||||||||||
31412NUQ7 | FNMA POOL # 930391 | 1/1/2039 | 258,428 | 266,903 | 263,519 | |||||||||||||
31412NUT1 | FNMA POOL # 930394 | 1/1/2039 | 152,401 | 157,408 | 155,404 | |||||||||||||
31412NUW4 | FNMA POOL # 930397 | 1/1/2039 | 1,559,159 | 1,614,327 | 1,613,881 | |||||||||||||
31412NXB7 | FNMA POOL # 930474 | 1/1/2039 | 1,907,802 | 1,969,435 | 1,945,577 | |||||||||||||
31412NXE1 | FNMA POOL # 930477 | 1/1/2039 | 3,117,784 | 3,223,803 | 3,189,493 | |||||||||||||
31412PJD4 | FNMA POOL # 930960 | 4/1/2039 | 64,022 | 66,346 | 66,173 | |||||||||||||
31412PJF9 | FNMA POOL # 930962 | 4/1/2039 | 59,509 | 61,614 | 61,508 | |||||||||||||
31412PJQ5 | FNMA POOL # 930971 | 4/1/2039 | 56,545 | 58,546 | 58,581 | |||||||||||||
31412TL84 | FNMA POOL # 934251 | 1/1/2039 | 151,704 | 157,196 | 156,786 | |||||||||||||
31412TLQ4 | FNMA POOL # 934235 | 1/1/2039 | 310,551 | 319,779 | 321,451 | |||||||||||||
31412TM26 | FNMA POOL # 934277 | 6/1/2038 | 8,995,102 | 9,268,066 | 9,297,337 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as at June 30, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
31412TMZ3 | FNMA POOL # 934276 | 6/1/2038 | 96,475 | 99,754 | 99,861 | |||||||||||||
31412TRT2 | FNMA POOL # 934398 | 9/1/2038 | 15,294 | 15,730 | 15,870 | |||||||||||||
31412TXD0 | FNMA POOL # 934576 | 10/1/2038 | 87,472 | 90,138 | 90,542 | |||||||||||||
31412TYS6 | FNMA POOL # 934621 | 11/1/2038 | 104,475 | 107,668 | 108,141 | |||||||||||||
31412UPR5 | FNMA POOL # 935232 | 5/1/2039 | 261,501 | 270,754 | 270,261 | |||||||||||||
31412WP91 | FNMA POOL # 937048 | 4/1/2037 | 37,998 | 39,374 | 39,427 | |||||||||||||
31412XS47 | FNMA POOL # 938039 | 7/1/2037 | 24,233 | 24,931 | 25,083 | |||||||||||||
31412XSX3 | FNMA POOL # 938034 | 7/1/2037 | 169,341 | 175,747 | 174,872 | |||||||||||||
31412YCZ3 | FNMA POOL # 938488 | 5/1/2037 | 18,393 | 18,956 | 19,038 | |||||||||||||
31413AGA5 | FNMA POOL # 939493 | 6/1/2037 | 3,754 | 3,861 | 3,886 | |||||||||||||
31413AH22 | FNMA POOL # 939549 | 7/1/2037 | 36,335 | 37,651 | 37,522 | |||||||||||||
31413BGL9 | FNMA POOL # 940403 | 6/1/2037 | 5,329 | 5,480 | 5,529 | |||||||||||||
31413BWA5 | FNMA POOL # 940841 | 8/1/2037 | 1,312 | 1,352 | 1,358 | |||||||||||||
31413CLH0 | FNMA POOL # 941428 | 7/1/2037 | 8,453,039 | 8,755,260 | 8,846,106 | |||||||||||||
31413DLM7 | FNMA POOL # 942332 | 8/1/2037 | 128,865 | 133,424 | 133,388 | |||||||||||||
31413FGZ9 | FNMA POOL # 944016 | 8/1/2037 | 4,301 | 4,423 | 4,463 | |||||||||||||
31413HW38 | FNMA POOL # 946266 | 9/1/2037 | 8,262 | 8,561 | 8,573 | |||||||||||||
31413LNN5 | FNMA POOL # 948697 | 8/1/2037 | 4,138,145 | 4,281,206 | 4,329,274 | |||||||||||||
31413NY66 | FNMA POOL # 950833 | 11/1/2037 | 7,797,483 | 8,105,200 | 8,160,066 | |||||||||||||
31413R2P0 | FNMA POOL # 953582 | 12/1/2037 | 9,428,108 | 9,939,118 | 9,866,515 | |||||||||||||
31413RU79 | FNMA POOL # 953406 | 11/1/2037 | 58,153 | 60,211 | 60,194 | |||||||||||||
31413TPF3 | FNMA POOL # 955022 | 9/1/2037 | 27,638 | 28,640 | 28,569 | |||||||||||||
31413USF7 | FNMA POOL # 956018 | 11/1/2037 | 850,326 | 877,951 | 889,496 | |||||||||||||
31413YNC1 | FNMA POOL # 959487 | 12/1/2037 | 22,395 | 23,206 | 23,237 | |||||||||||||
31414BNQ9 | FNMA POOL # 961299 | 1/1/2038 | 322,486 | 331,779 | 333,804 | |||||||||||||
31414BVF4 | FNMA POOL # 961514 | 2/1/2038 | 36,388 | 37,676 | 37,666 | |||||||||||||
31414CEG9 | FNMA POOL # 961935 | 3/1/2038 | 229,863 | 236,500 | 237,931 | |||||||||||||
31414CJH2 | FNMA POOL # 962064 | 3/1/2038 | 1,516,747 | 1,569,810 | 1,567,710 | |||||||||||||
31414CJK5 | FNMA POOL # 962066 | 3/1/2038 | 845,956 | 876,648 | 874,380 | |||||||||||||
31414CLB2 | FNMA POOL # 962122 | 3/1/2038 | 55,906 | 57,884 | 57,784 | |||||||||||||
31414CXE3 | FNMA POOL # 962477 | 4/1/2038 | 16,175 | 16,762 | 16,721 | |||||||||||||
31414CYF9 | FNMA POOL # 962510 | 4/1/2038 | 236,455 | 243,684 | 244,754 | |||||||||||||
31414CZ35 | FNMA POOL # 962562 | 4/1/2038 | 230,478 | 237,528 | 238,567 | |||||||||||||
31414DAG1 | FNMA POOL # 962707 | 4/1/2038 | 19,754 | 20,470 | 20,418 | |||||||||||||
31414DDA1 | FNMA POOL # 962797 | 4/1/2038 | 154,011 | 158,611 | 159,416 | |||||||||||||
31414DT48 | FNMA POOL # 963271 | 5/1/2038 | 175,120 | 181,786 | 182,142 | |||||||||||||
31414E5L4 | FNMA POOL # 964451 | 7/1/2038 | 30,125 | 31,270 | 31,333 | |||||||||||||
31414E5M2 | FNMA POOL # 964452 | 7/1/2038 | 397,340 | 411,726 | 412,279 | |||||||||||||
31414E5W0 | FNMA POOL # 964461 | 7/1/2038 | 65,271 | 67,455 | 67,561 | |||||||||||||
31414EAG9 | FNMA POOL # 963607 | 6/1/2038 | 7,186 | 7,406 | 7,438 | |||||||||||||
31414EBW3 | FNMA POOL # 963653 | 6/1/2038 | 14,322 | 14,832 | 14,803 | |||||||||||||
31414EHC1 | FNMA POOL # 963827 | 6/1/2038 | 34,966 | 36,234 | 36,141 | |||||||||||||
31414EHG2 | FNMA POOL # 963831 | 6/1/2038 | 17,340 | 17,999 | 18,035 | |||||||||||||
31414EHJ6 | FNMA POOL # 963833 | 6/1/2038 | 17,056 | 17,675 | 17,630 | |||||||||||||
31414EMG6 | FNMA POOL # 963959 | 7/1/2038 | 21,317 | 22,128 | 22,172 | |||||||||||||
31414ENN0 | FNMA POOL # 963997 | 6/1/2038 | 74,818 | 77,532 | 77,332 | |||||||||||||
31414EV84 | FNMA POOL # 964239 | 7/1/2038 | 100,360 | 103,273 | 103,883 | |||||||||||||
31414FPP0 | FNMA POOL # 964930 | 8/1/2038 | 7,034 | 7,237 | 7,281 | |||||||||||||
31414FUR0 | FNMA POOL # 965092 | 9/1/2038 | 26,484 | 27,253 | 27,414 | |||||||||||||
31414HDG9 | FNMA POOL # 966403 | 12/1/2037 | 2,052 | 2,111 | 2,124 | |||||||||||||
31414HKV8 | FNMA POOL # 966608 | 2/1/2038 | 3,744 | 3,852 | 3,875 | |||||||||||||
31414KJQ4 | FNMA POOL # 968371 | 9/1/2038 | 17,667 | 18,202 | 18,287 | |||||||||||||
31414M7A8 | FNMA POOL # 970789 | 11/1/2038 | 167,891 | 172,892 | 173,783 | |||||||||||||
31414MHG4 | FNMA POOL # 970131 | 3/1/2038 | 11,336 | 11,664 | 11,734 | |||||||||||||
31414MXJ0 | FNMA POOL # 970581 | 10/1/2038 | 6,689 | 6,883 | 6,924 | |||||||||||||
31414MXU5 | FNMA POOL # 970591 | 10/1/2038 | 599,371 | 620,578 | 620,407 | |||||||||||||
31414MYF7 | FNMA POOL # 970610 | 10/1/2038 | 192,929 | 199,755 | 199,700 | |||||||||||||
31414NCH5 | FNMA POOL # 970872 | 12/1/2038 | 3,737,225 | 3,915,342 | 3,910,259 | |||||||||||||
31414NCL6 | FNMA POOL # 970875 | 12/1/2038 | 290,612 | 299,260 | 300,812 | |||||||||||||
31414NH31 | FNMA POOL # 971050 | 2/1/2039 | 2,917,701 | 3,013,298 | 2,987,953 | |||||||||||||
31414NH49 | FNMA POOL # 971051 | 2/1/2039 | 3,870,207 | 3,997,380 | 3,946,450 | |||||||||||||
31414NHX5 | FNMA POOL # 971046 | 1/1/2039 | 185,688 | 191,226 | 192,205 | |||||||||||||
31414NHY3 | FNMA POOL # 971047 | 1/1/2039 | 1,898,375 | 1,972,121 | 1,962,161 | |||||||||||||
31414NHZ0 | FNMA POOL # 971048 | 1/1/2039 | 1,864,484 | 1,936,928 | 1,927,131 | |||||||||||||
31414PNQ8 | FNMA POOL # 972099 | 2/1/2038 | 23,880 | 24,743 | 24,700 | |||||||||||||
31414QAF4 | FNMA POOL # 972606 | 4/1/2038 | 158,399 | 163,243 | 163,958 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as at June 30, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
31414QZK6 | FNMA POOL # 973346 | 2/1/2038 | 16,957 | 17,573 | 17,595 | |||||||||||||
31414RLM5 | FNMA POOL # 973832 | 3/1/2038 | 193,549 | 200,925 | 201,310 | |||||||||||||
31414RLP8 | FNMA POOL # 973834 | 3/1/2038 | 74,569 | 77,009 | 77,373 | |||||||||||||
31414RNK7 | FNMA POOL # 973894 | 3/1/2038 | 86,868 | 89,532 | 89,917 | |||||||||||||
31414RQR9 | FNMA POOL # 973964 | 5/1/2038 | 17,101 | 17,722 | 17,676 | |||||||||||||
31414STX1 | FNMA POOL # 974966 | 4/1/2038 | 163,927 | 169,727 | 169,435 | |||||||||||||
31414SX57 | FNMA POOL # 975100 | 6/1/2038 | 242,031 | 249,606 | 250,526 | |||||||||||||
31414TNK3 | FNMA POOL # 975694 | 8/1/2038 | 573,447 | 593,736 | 593,573 | |||||||||||||
31414TRX1 | FNMA POOL # 975802 | 4/1/2038 | 89,568 | 92,160 | 92,712 | |||||||||||||
31414TSG7 | FNMA POOL # 975819 | 4/1/2038 | 48,778 | 50,504 | 50,490 | |||||||||||||
31414U3X4 | FNMA POOL # 977014 | 5/1/2038 | 22,515 | 23,166 | 23,305 | |||||||||||||
31414U4V7 | FNMA POOL # 977036 | 5/1/2038 | 189,082 | 194,552 | 195,718 | |||||||||||||
31414XW24 | FNMA POOL # 979565 | 10/1/2038 | 15,767 | 16,368 | 16,400 | |||||||||||||
31414XWJ7 | FNMA POOL # 979549 | 10/1/2038 | 328,622 | 338,412 | 340,156 | |||||||||||||
31415A4A6 | FNMA POOL # 981517 | 7/1/2038 | 952 | 979 | 985 | |||||||||||||
31415AUQ2 | FNMA POOL # 981291 | 6/1/2038 | 26,546 | 27,314 | 27,478 | |||||||||||||
31415AV32 | FNMA POOL # 981334 | 7/1/2038 | 21,203 | 21,969 | 22,000 | |||||||||||||
31415AV57 | FNMA POOL # 981336 | 7/1/2038 | 196,550 | 202,615 | 203,449 | |||||||||||||
31415AVE8 | FNMA POOL # 981313 | 6/1/2038 | 13,387 | 13,797 | 13,856 | |||||||||||||
31415BCB3 | FNMA POOL # 981666 | 6/1/2038 | 68,317 | 70,793 | 70,886 | |||||||||||||
31415BHZ5 | FNMA POOL # 981848 | 6/1/2038 | 15,645 | 16,212 | 16,171 | |||||||||||||
31415BKW8 | FNMA POOL # 981909 | 6/1/2038 | 14,836 | 15,400 | 15,431 | |||||||||||||
31415BKX6 | FNMA POOL # 981910 | 6/1/2038 | 440,479 | 456,458 | 457,040 | |||||||||||||
31415BP86 | FNMA POOL # 982047 | 5/1/2038 | 18,290 | 18,954 | 18,978 | |||||||||||||
31415BP94 | FNMA POOL # 982048 | 5/1/2038 | 431,883 | 447,163 | 446,395 | |||||||||||||
31415BQA0 | FNMA POOL # 982049 | 5/1/2038 | 432,637 | 447,944 | 447,174 | |||||||||||||
31415BQG7 | FNMA POOL # 982055 | 5/1/2038 | 382,144 | 395,664 | 394,984 | |||||||||||||
31415LAC1 | FNMA POOL # 983003 | 5/1/2038 | 3,858 | 3,969 | 3,993 | |||||||||||||
31415LCT2 | FNMA POOL # 983082 | 5/1/2038 | 126,570 | 131,152 | 130,823 | |||||||||||||
31415LNZ6 | FNMA POOL # 983408 | 6/1/2038 | 94,846 | 98,445 | 98,411 | |||||||||||||
31415MAH8 | FNMA POOL # 983908 | 6/1/2038 | 38,643 | 40,046 | 39,941 | |||||||||||||
31415MDW2 | FNMA POOL # 984017 | 6/1/2038 | 28,369 | 29,450 | 29,506 | |||||||||||||
31415MP74 | FNMA POOL # 984346 | 5/1/2038 | 2,132 | 2,194 | 2,207 | |||||||||||||
31415MPA7 | FNMA POOL # 984317 | 5/1/2038 | 23,096 | 23,764 | 23,907 | |||||||||||||
31415MSJ5 | FNMA POOL # 984421 | 6/1/2038 | 115,381 | 119,463 | 119,430 | |||||||||||||
31415P3Y2 | FNMA POOL # 985615 | 4/1/2034 | 18,191,333 | 18,835,391 | 18,891,700 | |||||||||||||
31415PKV9 | FNMA POOL # 985108 | 7/1/2038 | 12,734 | 13,104 | 13,181 | |||||||||||||
31415PKW7 | FNMA POOL # 985109 | 7/1/2038 | 40,208 | 41,739 | 41,820 | |||||||||||||
31415PKX5 | FNMA POOL # 985110 | 7/1/2038 | 209,267 | 216,863 | 216,299 | |||||||||||||
31415PL30 | FNMA POOL # 985146 | 9/1/2038 | 10,709 | 11,116 | 11,069 | |||||||||||||
31415PM88 | FNMA POOL # 985183 | 8/1/2038 | 15,364 | 15,922 | 15,880 | |||||||||||||
31415PYL6 | FNMA POOL # 985515 | 6/1/2038 | 44,601 | 45,889 | 46,166 | |||||||||||||
31415PYM4 | FNMA POOL # 985516 | 6/1/2038 | 649,735 | 669,608 | 672,539 | |||||||||||||
31415PYN2 | FNMA POOL # 985517 | 6/1/2038 | 107,028 | 110,310 | 110,784 | |||||||||||||
31415R3X0 | FNMA POOL # 987414 | 7/1/2038 | 1,865 | 1,919 | 1,931 | |||||||||||||
31415RE91 | FNMA POOL # 986760 | 7/1/2038 | 72,452 | 74,667 | 74,995 | |||||||||||||
31415RFA7 | FNMA POOL # 986761 | 7/1/2038 | 1,481,800 | 1,504,910 | 1,533,807 | |||||||||||||
31415RLS1 | FNMA POOL # 986937 | 9/1/2038 | 167,793 | 173,730 | 173,682 | |||||||||||||
31415RPR9 | FNMA POOL # 987032 | 8/1/2038 | 11,168 | 11,493 | 11,560 | |||||||||||||
31415RPT5 | FNMA POOL # 987034 | 8/1/2038 | 25,348 | 26,267 | 26,199 | |||||||||||||
31415SK43 | FNMA POOL # 987815 | 9/1/2038 | 1,021 | 1,050 | 1,056 | |||||||||||||
31415SWQ1 | FNMA POOL # 988155 | 11/1/2038 | 89,711 | 92,315 | 92,859 | |||||||||||||
31415TFD7 | FNMA POOL # 988564 | 8/1/2038 | 149,548 | 154,394 | 154,797 | |||||||||||||
31415TFQ8 | FNMA POOL # 988575 | 8/1/2038 | 143,518 | 148,223 | 148,555 | |||||||||||||
31415UZG5 | FNMA POOL # 990043 | 9/1/2038 | 51,669 | 53,436 | 53,483 | |||||||||||||
31415VP58 | FNMA POOL # 990644 | 9/1/2038 | 29,389 | 30,244 | 30,421 | |||||||||||||
31415VP66 | FNMA POOL # 990645 | 9/1/2038 | 43,592 | 45,106 | 45,121 | |||||||||||||
31415VP74 | FNMA POOL # 990646 | 9/1/2038 | 60,559 | 62,610 | 62,684 | |||||||||||||
31415VYV1 | FNMA POOL # 990924 | 9/1/2038 | 29,892 | 30,946 | 30,942 | |||||||||||||
31415VZW8 | FNMA POOL # 990957 | 9/1/2023 | 651,212 | 637,078 | 674,322 | |||||||||||||
31415WAD5 | FNMA POOL # 991104 | 12/1/2038 | 668,679 | 694,138 | 695,491 | |||||||||||||
31415WN90 | FNMA POOL # 991516 | 11/1/2038 | 308,963 | 317,765 | 320,580 | |||||||||||||
31415WNC3 | FNMA POOL # 991487 | 10/1/2038 | 24,072 | 24,920 | 24,917 | |||||||||||||
31415XEM9 | FNMA POOL # 992140 | 10/1/2038 | 607,976 | 626,522 | 629,314 | |||||||||||||
31415XEN7 | FNMA POOL # 992141 | 10/1/2038 | 1,796,970 | 1,861,521 | 1,883,617 | |||||||||||||
31415XJM4 | FNMA POOL # 992268 | 11/1/2038 | 345,211 | 355,497 | 357,327 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as at June 30, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
31415XS28 | FNMA POOL # 992537 | 11/1/2038 | 205,976 | 211,842 | 213,720 | |||||||||||||
31415XS51 | FNMA POOL # 992540 | 11/1/2038 | 126,118 | 129,704 | 130,859 | |||||||||||||
31415XSZ5 | FNMA POOL # 992536 | 11/1/2038 | 112,379 | 115,805 | 116,323 | |||||||||||||
31415YEX3 | FNMA POOL # 993050 | 12/1/2038 | 6,003 | 6,177 | 6,213 | |||||||||||||
31415YFV6 | FNMA POOL # 993080 | 12/1/2038 | 197,978 | 205,513 | 205,917 | |||||||||||||
31415YG78 | FNMA POOL # 993122 | 1/1/2039 | 569,244 | 590,913 | 588,370 | |||||||||||||
31415YG86 | FNMA POOL # 993123 | 1/1/2039 | 288,273 | 298,726 | 297,930 | |||||||||||||
31415YZM4 | FNMA POOL # 993648 | 12/1/2038 | 133,194 | 138,526 | 138,534 | |||||||||||||
31416A2A7 | FNMA POOL # 994569 | 1/1/2039 | 29,448 | 30,288 | 30,435 | |||||||||||||
31416AHJ2 | FNMA POOL # 994033 | 1/1/2039 | 210,845 | 218,883 | 217,908 | |||||||||||||
31416ARW2 | FNMA POOL # 994301 | 1/1/2039 | 155,318 | 161,337 | 160,521 | |||||||||||||
31416BHR2 | FNMA POOL # 994940 | 10/1/2038 | 1,162,104 | 1,203,223 | 1,201,964 | |||||||||||||
31416H5E1 | FNMA POOL # AA0844 | 12/1/2038 | 5,764,802 | 5,982,195 | 5,958,500 | |||||||||||||
31416H5F8 | FNMA POOL # AA0845 | 1/1/2039 | 4,838,826 | 5,022,900 | 5,032,850 | |||||||||||||
31416H5G6 | FNMA POOL # AA0846 | 1/1/2039 | 1,316,014 | 1,363,527 | 1,360,232 | |||||||||||||
31416H6M2 | FNMA POOL # AA0875 | 1/1/2039 | 1,176,476 | 1,221,113 | 1,223,649 | |||||||||||||
31416H6S9 | FNMA POOL # AA0880 | 1/1/2039 | 179,539 | 186,022 | 185,572 | |||||||||||||
31416HGM1 | FNMA POOL # AA0203 | 1/1/2039 | 48,000 | 49,738 | 49,608 | |||||||||||||
31416HKQ7 | FNMA POOL # AA0302 | 1/1/2039 | 316,339 | 328,421 | 326,936 | |||||||||||||
31416HLE3 | FNMA POOL # AA0324 | 2/1/2039 | 35,937 | 36,962 | 37,141 | |||||||||||||
31416HLF0 | FNMA POOL # AA0325 | 3/1/2039 | 92,420 | 95,248 | 95,525 | |||||||||||||
31416HXW0 | FNMA POOL # AA0692 | 12/1/2038 | 172,931 | 179,531 | 179,432 | |||||||||||||
31416HZX6 | FNMA POOL # AA0757 | 3/1/2039 | 62,594 | 64,866 | 64,691 | |||||||||||||
31416J4P3 | FNMA POOL # AA1729 | 1/1/2039 | 5,947,635 | 6,173,891 | 6,186,120 | |||||||||||||
31416JBK6 | FNMA POOL # AA0941 | 12/1/2038 | 1,808,520 | 1,872,512 | 1,869,287 | |||||||||||||
31416JH20 | FNMA POOL # AA1148 | 1/1/2039 | 189,669 | 196,876 | 197,274 | |||||||||||||
31416JH38 | FNMA POOL # AA1149 | 1/1/2039 | 98,739 | 102,316 | 102,056 | |||||||||||||
31416JS93 | FNMA POOL # AA1443 | 1/1/2039 | 105,804 | 109,632 | 109,349 | |||||||||||||
31416JYC9 | FNMA POOL # AA1606 | 1/1/2039 | 157,074 | 162,749 | 162,351 | |||||||||||||
31416JYD7 | FNMA POOL # AA1607 | 1/1/2039 | 497,572 | 516,518 | 517,523 | |||||||||||||
31416JZM6 | FNMA POOL # AA1647 | 2/1/2039 | 5,184,553 | 5,355,204 | 5,286,689 | |||||||||||||
31416JZV6 | FNMA POOL # AA1655 | 2/1/2039 | 102,735 | 106,454 | 106,176 | |||||||||||||
31416KA32 | FNMA POOL # AA1825 | 1/1/2039 | 144,359 | 149,951 | 149,195 | |||||||||||||
31416KA40 | FNMA POOL # AA1826 | 1/1/2039 | 214,388 | 222,573 | 221,570 | |||||||||||||
31416KD47 | FNMA POOL # AA1922 | 1/1/2039 | 460,278 | 478,688 | 478,734 | |||||||||||||
31416KEG9 | FNMA POOL # AA1934 | 1/1/2039 | 708,357 | 735,340 | 734,989 | |||||||||||||
31416KEQ7 | FNMA POOL # AA1942 | 1/1/2039 | 163,107 | 168,093 | 168,832 | |||||||||||||
31416KG36 | FNMA POOL # AA2017 | 1/1/2039 | 43,036 | 44,596 | 44,477 | |||||||||||||
31416KHA9 | FNMA POOL # AA2024 | 1/1/2039 | 82,439 | 85,427 | 85,209 | |||||||||||||
31416KHX9 | FNMA POOL # AA2045 | 2/1/2039 | 55,964 | 57,997 | 57,839 | |||||||||||||
31416KNC8 | FNMA POOL # AA2186 | 2/1/2039 | 25,031 | 25,745 | 25,869 | |||||||||||||
31416L2D7 | FNMA POOL # AA3471 | 3/1/2039 | 152,678 | 158,214 | 157,808 | |||||||||||||
31416LGF7 | FNMA POOL # AA2897 | 3/1/2039 | 54,651 | 56,629 | 56,487 | |||||||||||||
31416LJE7 | FNMA POOL # AA2960 | 4/1/2039 | 79,349 | 82,157 | 82,008 | |||||||||||||
31416LTW6 | FNMA POOL # AA3264 | 2/1/2039 | 116,902 | 120,479 | 120,830 | |||||||||||||
31416M5A8 | FNMA POOL # AA4440 | 3/1/2039 | 12,773,188 | 13,175,017 | 13,030,845 | |||||||||||||
31416NKL5 | FNMA POOL # AA4798 | 3/1/2039 | 90,441 | 93,726 | 93,480 | |||||||||||||
31416NYM8 | FNMA POOL # AA5215 | 3/1/2039 | 84,700 | 87,697 | 87,546 | |||||||||||||
31416PK97 | FNMA POOL # AA5719 | 4/1/2039 | 70,616 | 73,177 | 72,989 | |||||||||||||
31416QYY5 | FNMA POOL # AA7026 | 6/1/2039 | 600,000 | 611,798 | 611,760 | |||||||||||||
31416RQ89 | FNMA POOL # AA7678 | 6/1/2039 | 1,005,042 | 1,025,714 | 1,024,741 | |||||||||||||
31416SVB4 | FNMA POOL # AA8709 | 6/1/2039 | 1,400,000 | 1,427,672 | 1,427,440 | |||||||||||||
31416SWL1 | FNMA POOL # AA8750 | 7/1/2039 | 1,000,000 | 1,018,230 | 1,019,600 | |||||||||||||
31421AAU7 | FNMA POOL # MC0018 | 12/1/2038 | 4,820 | 5,003 | 4,982 | |||||||||||||
31428XAQ9 | FEDERAL EXPRESS CORP CORP BND | 1/15/2014 | 1,000,000 | 1,071,192 | 1,063,720 | |||||||||||||
31428XAR7 | FEDERAL EXPRESS CORP CORP BND | 1/15/2019 | 1,900,000 | 1,968,860 | 2,125,421 | |||||||||||||
32029GAB0 | FFML ABS 07-FF2 A2A | 3/25/2037 | 61,151 | 61,151 | 45,680 | |||||||||||||
33736XAB5 | FIRST UNION NAT BANK CMBS_00-C1 A2 | 5/17/2032 | 468,636 | 463,399 | 477,676 | |||||||||||||
33736XAX7 | FIRST UNION NAT BANK CMBS_00-C2 A2 | 10/15/2032 | 451,357 | 456,544 | 461,624 | |||||||||||||
34528XAG4 | FORDO ABS_08-C A4B | 4/15/2013 | 14,000,000 | 13,121,274 | 13,571,460 | |||||||||||||
346604FJ5 | FORSYTH CNTY GA SCH DIST MUNI BND GO | 2/1/2020 | 1,430,000 | 1,369,655 | 1,528,699 | |||||||||||||
349545C76 | FORT ZUMWALT MO SCH DIST MUNI BND GO | 3/1/2020 | 2,245,000 | 2,180,900 | 2,429,337 | |||||||||||||
35177PAK3 | FRANCE TELECOM CORP BND | 3/1/2011 | 47,975,000 | 51,800,765 | 52,043,458 | |||||||||||||
36158YDC0 | GECMC CMBS_01-3 A1 | 6/10/2038 | 133,705 | 128,506 | 135,234 | |||||||||||||
36158YEK1 | GECMC CMBS_02-1A A2 | 12/10/2035 | 201,595 | 199,185 | 195,885 | |||||||||||||
36158YFT1 | GECCMC_02-2 CMBS 02-2A | 8/11/2036 | 24,929,000 | 25,009,786 | 24,896,791 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as at June 30, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
36159JBD2 | GEMNT ABS 07-3 AI | 6/15/2013 | 981,000 | 981,000 | 964,068 | |||||||||||||
361849ZS4 | GMACC CMBS_03-C3 A3 | 4/10/2040 | 500,000 | 490,295 | 499,607 | |||||||||||||
36186CBF9 | GMAC LLC — (LT) GTD CORP BND | 12/19/2012 | 5,000,000 | 4,992,172 | 4,983,250 | |||||||||||||
36206XC43 | GNMA POOL # 424091 | 5/15/2031 | 4,607 | 4,773 | 5,013 | |||||||||||||
36212PPP1 | GNMA POOL # 539630 | 4/15/2031 | 14,201 | 14,710 | 15,453 | |||||||||||||
36212U5G2 | GNMA POOL # 544547 | 5/15/2031 | 21,887 | 22,676 | 23,817 | |||||||||||||
36213GCV1 | GNMA POOL # 553684 | 4/15/2031 | 33,308 | 34,509 | 36,245 | |||||||||||||
36213HGU7 | GNMA POOL # 554711 | 3/15/2031 | 1,779 | 1,843 | 1,936 | |||||||||||||
36213LGR5 | GNMA POOL # 557408 | 5/15/2031 | 8,287 | 8,586 | 9,018 | |||||||||||||
36225DM43 | GNMA POOL # 081278 | 3/20/2035 | 15,190,839 | 14,413,372 | 14,961,556 | |||||||||||||
36228CVQ3 | GSMS CMBS_05-GG4 A3 | 7/10/2039 | 500,000 | 485,070 | 436,046 | |||||||||||||
36241KV39 | GNMA POOL # 782434 | 8/15/2038 | 13,079,638 | 12,253,519 | 13,082,254 | |||||||||||||
36241KV47 | GNMA POOL # 782435 | 9/15/2038 | 8,814,969 | 8,258,174 | 8,816,732 | |||||||||||||
36241KWA2 | GNMA POOL # 782441 | 10/15/2038 | 6,323,393 | 5,923,953 | 6,324,658 | |||||||||||||
36295QK82 | GNMA POOL # 677219 | 8/15/2038 | 5,764,043 | 5,571,776 | 5,891,655 | |||||||||||||
36295QLF5 | GNMA POOL # 677226 | 8/15/2038 | 256,236 | 264,618 | 266,938 | |||||||||||||
36295QPB0 | GNMA POOL # 677318 | 9/15/2038 | 350,653 | 362,125 | 365,298 | |||||||||||||
365653GZ1 | GARFIELD CNTY COLO SCH DIST NO MUNI BND GO | 12/1/2020 | 1,610,000 | 1,539,217 | 1,693,334 | |||||||||||||
36828QQE9 | GE CAPITAL COMM MTG CORP SENIOR CMBS 05-C4 | 11/10/2045 | 25,000,000 | 25,054,895 | 21,339,769 | |||||||||||||
369550AK4 | GENERAL DYNAMICS CORPORATION CORP BND | 5/15/2013 | 1,250,000 | 1,182,581 | 1,274,151 | |||||||||||||
369604BC6 | GE CAPITAL CORP SENIOR CORP BND | 12/6/2017 | 8,750,000 | 8,629,382 | 8,589,782 | |||||||||||||
36962G2H6 | GE CAPITAL CORP CORP BND | 3/12/2010 | 157,000 | 157,000 | 155,535 | |||||||||||||
36962G2J2 | GE CAPITAL CORP CORP BND | 3/12/2010 | 1,341,000 | 1,341,000 | 1,338,318 | |||||||||||||
36962G3Q5 | GE CAPITAL CORP CORP BND | 2/1/2011 | 1,105,000 | 1,103,743 | 1,069,773 | |||||||||||||
36962G4C5 | GE CAPITAL CORP CORP BND | 5/13/2014 | 2,600,000 | 2,597,181 | 2,653,819 | |||||||||||||
36962GT38 | GE CAPITAL CORP CORP BND | 11/15/2011 | 275,000 | 281,488 | 281,973 | |||||||||||||
36962GX25 | GE CAPITAL CORP SENIOR CORP BND | 1/15/2010 | 556,000 | 556,054 | 555,222 | |||||||||||||
36962GX90 | GE CAPITAL CORP CORP BND | 3/12/2010 | 654,000 | 654,084 | 643,013 | |||||||||||||
36962GXS8 | GENERAL ELEC CAP CO CORP BND | 2/15/2012 | 55,000 | 52,929 | 57,586 | |||||||||||||
36962GY99 | GE CAPITAL CORP SENIOR CORP BND | 10/26/2009 | 1,799,000 | 1,799,000 | 1,796,914 | |||||||||||||
36962GYY4 | GENERAL ELEC CAP CO CORP BND | 6/15/2012 | 16,300,000 | 15,669,640 | 17,030,250 | |||||||||||||
36967HAD9 | GENERAL ELECTRIC CAPITAL CORPO CORP BND GOVT | |||||||||||||||||
GUAR | 12/9/2011 | 38,700,000 | 38,659,595 | 39,903,957 | ||||||||||||||
36967HAH0 | GENERAL ELECTRIC CAPITAL CORPO CORP BND | 6/8/2012 | 35,000,000 | 35,219,061 | 35,190,400 | |||||||||||||
36967HAN7 | GENERAL ELECTRIC CAPITAL CORPO CORP BND | 3/12/2012 | 2,000,000 | 1,999,278 | 2,019,080 | |||||||||||||
36967HAZ0 | GENERAL ELECTRIC CAPITAL CORPO CORP BND MTNG | 12/5/2012 | 4,000,000 | 3,994,301 | 4,006,400 | |||||||||||||
370334BG8 | GENERAL MILLS INC. SENIOR CORP BND | 8/15/2013 | 9,075,000 | 9,353,433 | 9,376,711 | |||||||||||||
370334BH6 | GENERAL MILLS INC. CORP BND | 2/15/2019 | 2,000,000 | 2,021,731 | 2,086,702 | |||||||||||||
373334FN6 | GEORGIA POWER COMPANY CORP BND | 11/15/2012 | 1,250,000 | 1,245,999 | 1,343,214 | |||||||||||||
373384GS9 | GEORGIA ST MUNI BND GO | 7/1/2016 | 5,000,000 | 5,318,822 | 5,767,200 | |||||||||||||
377372AC1 | GLAXOSK CAP INC SENIOR CORP BND | 5/15/2013 | 14,603,000 | 15,105,419 | 15,278,900 | |||||||||||||
38141EA25 | GOLDMAN SACHS GROUP INC CORP BND | 2/15/2019 | 4,000,000 | 4,159,547 | 4,281,165 | |||||||||||||
38405JAD1 | GMFM WHOLE CMO 06-1 A4 144A | 11/20/2056 | 268,907 | 268,907 | 261,168 | |||||||||||||
38405JCD9 | GMFM ABS 07-1A 2A1 144A | 11/20/2056 | 1,783,740 | 1,783,740 | 1,695,819 | |||||||||||||
385244HG6 | GRAND BLANC MICH CMNTY SCHS MUNI BND GO | 5/1/2020 | 1,000,000 | 961,593 | 1,028,430 | |||||||||||||
38741QAC0 | GRAN ABS 03-2 1A3 | 7/20/2043 | 127,285 | 127,285 | 88,238 | |||||||||||||
38741SAF9 | GRAN ABS 04-3 2A1 | 9/20/2044 | 53,089 | 53,089 | 35,039 | |||||||||||||
38741YDB2 | GRANM ABS 06-4 A4 | 12/20/2054 | 260,540 | 260,540 | 177,935 | |||||||||||||
38741YDF3 | GRANM ABS 07-1 2A1 | 12/20/2054 | 290,426 | 290,426 | 197,489 | |||||||||||||
396789EM7 | GREENWICH CAPITAL SENIOR CMBS 03-C1 144A | 7/5/2035 | 8,733,631 | 84,000 | 158,297 | |||||||||||||
396789EQ8 | GCCFC CMBS_03-C2 A2 | 1/5/2036 | 302,170 | 297,690 | 298,546 | |||||||||||||
396789FH7 | GREENWICH CAPITAL SENIOR CMBS 03-C2 144A | 1/5/2036 | 22,544,329 | 168,362 | 234,461 | |||||||||||||
396789JS9 | GCCFC CMBS_05-GG3 A3 | 8/10/2042 | 500,000 | 497,958 | 453,008 | |||||||||||||
396789LL1 | GREENWICH CAPITAL SENIOR CMBS 05-GG5 | 4/10/2037 | 37,000,000 | 36,891,662 | 31,521,077 | |||||||||||||
40411EAB4 | BANK OF SCOTLAND PLC CORP BND 144A | 2/21/2017 | 2,000,000 | 1,752,148 | 1,821,780 | |||||||||||||
4041A0CL0 | BANK OF SCOTLAND CORP BND 144A | 6/11/2010 | 1,308,000 | 1,308,000 | 1,268,498 | |||||||||||||
4041A0CN6 | HBOS PLC CORP BND 144A | 6/18/2010 | 621,000 | 621,000 | 583,740 | |||||||||||||
404280AA7 | HSBC HOLDING PLC CORP BND | 7/15/2009 | 1,000,000 | 1,000,174 | 1,000,504 | |||||||||||||
40429CAA0 | HOUSEHOLD FINANCE CORPORATION CORP BND | 5/15/2011 | 18,050,000 | 18,473,262 | 18,519,234 | |||||||||||||
40429CFT4 | HSBC FINANCE CORP SENIOR CORP BND | 10/21/2009 | 719,000 | 719,000 | 716,893 | |||||||||||||
40429CFQ0 | HSBC FINANCE CORP SENIOR CORP BND | 6/1/2011 | 37,960,000 | 38,183,926 | 38,252,693 | |||||||||||||
40429CFX5 | HSBC FINANCE CORP SENIOR CORP BND | 3/12/2010 | 294,000 | 294,000 | 289,167 | |||||||||||||
4042EPAA5 | HSBC USA INC — GTD CORP BND GOVT GUAR | 12/16/2011 | 20,000,000 | 19,990,579 | 20,695,200 | |||||||||||||
40431HAJ6 | HALO CMO 06-2 1A9 | 12/25/2036 | 6,677,647 | 1,594,002 | 1,602,635 | |||||||||||||
406036EP4 | HALL CNTY NEB SCH DIST NO 2 GR MUNI BND GO | 12/15/2019 | 1,080,000 | 1,046,943 | 1,162,361 | |||||||||||||
407288NT2 | HAMILTON CNTY OHIO MUNI BND REV | 12/1/2010 | 2,000,000 | 2,046,483 | 2,097,920 | |||||||||||||
4140033N1 | HARRIS CNTY TEX MUNI BND GO | 8/15/2011 | 8,140,000 | 7,509,570 | 7,853,391 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as at June 30, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
41659EFD4 | HARTFORD LIFE INSTITUTIONAL FU SENIOR CORP BND | 8/14/2009 | 419,000 | 419,000 | 418,770 | |||||||||||||
4197804K4 | HAWAII ST MUNI BND GO | 3/1/2021 | 2,000,000 | 1,904,499 | 2,142,240 | |||||||||||||
41981VBQ0 | HAWAII ST HSG & CMNTY DEV CORP MUNI BND REV | 1/1/2033 | 1,925,000 | 1,599,107 | 1,851,638 | |||||||||||||
425538AM7 | HENNEPIN CNTY MINN FIRST LIEN MUNI BND REV | 12/15/2019 | 1,560,000 | 1,537,563 | 1,773,392 | |||||||||||||
425506E73 | HENNEPIN CNTY MINN MUNI BND GO | 12/1/2009 | 3,555,000 | 3,579,706 | 3,610,458 | |||||||||||||
42809HAA5 | AMERADA HESS CORPORATION CORP BND | 2/15/2014 | 1,000,000 | 997,527 | 1,079,032 | |||||||||||||
428236AU7 | HEWLETT-PACKARD COMPANY CORP BND | 2/24/2012 | 27,550,000 | 27,539,164 | 28,764,700 | |||||||||||||
428236AX1 | HEWLETT-PACKARD COMPANY CORP BND | 5/27/2011 | 8,500,000 | 8,497,326 | 8,552,339 | |||||||||||||
428236AY9 | HEWLETT-PACKARD COMPANY CORP BND | 8/15/2012 | 750,000 | 749,880 | 758,576 | |||||||||||||
43641NAL8 | HMI ABS 07-2A 2A1 | 7/15/2020 | 1,472,000 | 1,472,000 | 1,438,650 | |||||||||||||
43641RAB1 | HOLMES MASTER ISSUER PLC CMO 144A | 7/15/2021 | 981,000 | 981,000 | 970,883 | |||||||||||||
43812TAD6 | HAROT ABS_08-1 A4 | 9/18/2014 | 12,250,000 | 11,640,165 | 12,779,078 | |||||||||||||
438516AY2 | HONEYWELL INTERNATIONAL INC CORP BND | 2/15/2014 | 3,500,000 | 3,491,383 | 3,517,012 | |||||||||||||
438670EB3 | HONOLULU HAWAII CITY & CNTY MUNI BND GO | 7/1/2010 | 2,000,000 | 1,998,133 | 2,043,760 | |||||||||||||
438670KA8 | HONOLULU HAWAII CITY & CNTY MUNI BND GO | 7/1/2020 | 1,500,000 | 1,426,464 | 1,594,740 | |||||||||||||
440452AD2 | HORMEL FOODS CORP CORP BND | 6/1/2011 | 1,500,000 | 1,563,701 | 1,605,749 | |||||||||||||
441812KA1 | HSBC FINANCE CORP CORP BND | 11/27/2012 | 25,000 | 20,267 | 25,385 | |||||||||||||
441812KH6 | HOUSEHOLD FINANCE CORPORATION SENIOR CORP BND | 11/16/2009 | 600,000 | 595,922 | 603,209 | |||||||||||||
44914PAR8 | HYPOTHEKENBANK IN ESSEN AG CORP BND 144A | 1/20/2012 | 2,500,000 | 2,589,883 | 2,526,100 | |||||||||||||
449670EQ7 | IMC HOME EQUITY LOAN TRUST ABS 98-3 | 8/20/2029 | 315,405 | 317,463 | 281,468 | |||||||||||||
44978NAA3 | ING CAP FNDG TR III SECURED CORP BND | 12/31/2049 | 10,000,000 | 9,046,537 | 6,300,000 | |||||||||||||
44982XAD9 | ING USA GLBL FDG SECURED CORP BND | 10/9/2009 | 759,000 | 759,000 | 755,592 | |||||||||||||
450679BX2 | ITT INDUSTRIES INC. CORP BND | 5/1/2019 | 1,150,000 | 1,148,410 | 1,166,931 | |||||||||||||
45138LAK9 | IDAHO POWER COMPANY CORP BND | 11/15/2012 | 1,750,000 | 1,693,091 | 1,791,650 | |||||||||||||
452308AF6 | ILLINOIS TOOL WORKS INC. CORP BND 144A | 4/1/2014 | 5,000,000 | 5,289,250 | 5,233,225 | |||||||||||||
452308AG4 | ILLINOIS TOOL WORKS INC. CORP BND 144A | 4/1/2019 | 1,000,000 | 1,098,970 | 1,061,797 | |||||||||||||
455057ER6 | INDIANA ST FIN AUTH MUNI BND REV | 2/1/2019 | 1,000,000 | 1,008,232 | 1,147,380 | |||||||||||||
455141PZ8 | IN TRANS FIN AUTH MUNI BND REV | 12/1/2020 | 2,000,000 | 2,006,740 | 2,241,000 | |||||||||||||
455280YR2 | INDIANAPOLIS IND LOC PUB IMPT MUNI BND REV | 2/1/2010 | 700,000 | 710,356 | 720,440 | |||||||||||||
455398MB0 | INDIANAPOLIS IND MUNI BND REV | 6/1/2011 | 2,600,000 | 2,637,458 | 2,714,244 | |||||||||||||
458182BS0 | INTER AMERICAN DEV BK CORP BND | 9/1/2009 | 23,074,000 | 23,223,043 | 23,342,717 | |||||||||||||
459200BA8 | IBM CORP CORP BND | 11/29/2012 | 20,000 | 19,918 | 21,349 | |||||||||||||
459200GN5 | IBM CORP CORP BND | 10/15/2013 | 20,810,000 | 23,073,851 | 23,223,339 | |||||||||||||
46070MAA7 | IMT CMO 02-1G A2 | 7/7/2034 | 44,856 | 44,856 | 39,484 | |||||||||||||
46623EHH5 | JPMORGAN CHASE & CO CORP BND | 6/22/2010 | 1,112,000 | 1,112,000 | 1,104,504 | |||||||||||||
46625HAJ9 | JP MORGAN CHASE & CO CORP BND | 2/1/2011 | 22,930,000 | 23,410,276 | 24,060,397 | |||||||||||||
46625HHB9 | JPMORGAN CHASE & CO SENIOR CORP BND | 5/1/2013 | 26,895,000 | 26,878,048 | 27,261,298 | |||||||||||||
46625YNC3 | JPMCC CMBS 05_LDP2 A4 | 7/15/2042 | 30,415,000 | 29,465,718 | 25,330,860 | |||||||||||||
46625YQR7 | JPMCC CMBS_05-CB12 A4 | 9/12/2037 | 500,000 | 466,163 | 434,641 | |||||||||||||
46625YSG9 | JPMCC CMBS_05-LDP3 A4A | 8/15/2042 | 400,000 | 371,886 | 333,448 | |||||||||||||
46630GAA3 | JPMMT WHOLE CMO 07-A1 1A1 | 7/25/2035 | 12,212,198 | 12,420,207 | 10,542,826 | |||||||||||||
46630GAD7 | JPMMT WHOLE CMO 07-A1 2A2 | 7/25/2035 | 4,628,565 | 4,691,731 | 3,991,674 | |||||||||||||
46630GAN5 | JPMMT_07-A1 WHOLE CMO 07-A1 4A2 | 7/25/2035 | 3,198,800 | 3,272,374 | 2,673,480 | |||||||||||||
46630GAS4 | JPMMT WHOLE CMO 07-A1 5A2 | 7/25/2035 | 11,700,820 | 11,586,041 | 9,859,156 | |||||||||||||
467520QY1 | JACKSON CNTY MO REORG SCH DIST MUNI BND GO | 3/1/2015 | 1,250,000 | 1,269,172 | 1,364,013 | |||||||||||||
468312DN0 | JACKSON MICH PUB SCHS MUNI BND GO | 5/1/2020 | 1,000,000 | 955,289 | 1,051,440 | |||||||||||||
478160AP9 | J & J MEDICAL CORP BND | 8/15/2012 | 11,000,000 | 12,038,452 | 12,002,640 | |||||||||||||
480772PN6 | JORDAN UTAH SCH DIST MUNI BND GO | 6/15/2010 | 900,000 | 908,468 | 930,591 | |||||||||||||
481247AA2 | JPMORGAN CHASE & CO-GTD CORP BND GOVT GUAR | 12/1/2011 | 14,700,000 | 14,817,803 | 15,207,444 | |||||||||||||
484873FM1 | KANSAS CITY MO MUNI BND GO | 2/1/2020 | 1,000,000 | 962,634 | 1,096,570 | |||||||||||||
485424GX7 | KS ST DEPT TRANSN HWY MUNI BND REV | 9/1/2015 | 2,000,000 | 2,064,983 | 2,122,100 | |||||||||||||
485428UU8 | KANSAS ST DEV FIN AUTH REV MUNI BND REV | 10/1/2009 | 1,030,000 | 1,036,651 | 1,039,610 | |||||||||||||
48542KHX0 | KANSAS ST DEV FIN AUTH REV MUNI BND REV | 11/1/2020 | 2,000,000 | 1,896,302 | 2,125,040 | |||||||||||||
48542KNH8 | KANSAS ST DEV FIN AUTH REV MUNI BND REV | 6/1/2012 | 500,000 | 516,653 | 504,665 | |||||||||||||
49151EXA6 | KENTUCKY ST PRP & BLDG COM MUNI BND REV | 10/1/2017 | 565,000 | 561,532 | 612,737 | |||||||||||||
49326EEA7 | KEYCORP INSTIT CAPITAL SENIOR CORP BND | 9/15/2009 | 850,000 | 850,000 | 845,325 | |||||||||||||
493897AB8 | KDRE ABS 07-1A A2 144A | 12/10/2043 | 217,124 | 217,136 | 165,761 | |||||||||||||
49474EWA7 | KING CNTY WASH MUNI BND GO | 1/1/2011 | 3,000,000 | 3,025,117 | 3,128,340 | |||||||||||||
500769CD4 | KFW INTERNATIONAL FINANCE INC CORP BND | 5/15/2012 | 60,000,000 | 61,823,228 | 64,370,398 | |||||||||||||
50179MAE1 | LBUBS CMBS 06_C6 A4 | 9/15/2039 | 50,000,000 | 49,861,755 | 41,451,962 | |||||||||||||
508205GV7 | LAKE COOK KANE AND MCHENRY CNT MUNI BND GO | 12/1/2016 | 2,385,000 | 2,423,375 | 2,740,437 | |||||||||||||
52108H6Y5 | LBUBS CMBS 05-C5 AM | 9/15/2040 | 550,000 | 480,614 | 349,990 | |||||||||||||
52108HMU5 | LBUBS COMM MTG TR CMBS 02_C4 A5 | 9/15/2031 | 88,000,000 | 87,245,765 | 85,460,923 | |||||||||||||
52108HRB2 | LBUBS CMBS_03-C3 A3 | 5/15/2027 | 731,777 | 677,743 | 724,308 | |||||||||||||
52108HUG7 | LBUBS SENIOR CMBS_03-C5 XCP144A | 4/15/2037 | 55,258,174 | 274,564 | 271,329 | |||||||||||||
52108MAF0 | LBUBS CMBS_05_C7 A4 | 11/15/2030 | 1,450,000 | 1,208,976 | 1,295,774 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as at June 30, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
52205VAA3 | LEASEPLAN CORPORATION NV — GTD CORP BND 144A | 5/7/2012 | 19,200,000 | 19,195,065 | 19,382,016 | |||||||||||||
525170BL9 | LABS WHOLE CMO 03-1 A1 | 12/25/2033 | 16,881,517 | 15,653,610 | 15,662,882 | |||||||||||||
525221FY8 | LXS ABS_05-10 2A1 | 1/25/2036 | 447,092 | 429,964 | 390,826 | |||||||||||||
525221HA8 | LXS WHOLE CMO 06-2N | 2/25/2046 | 5,698,359 | 2,388,823 | 2,179,454 | |||||||||||||
532457BD9 | ELI LILLY AND COMPANY CORP BND | 3/6/2012 | 16,775,000 | 16,759,619 | 17,265,107 | |||||||||||||
542388AD5 | LBART_06-A 06-A_A4 | 5/15/2013 | 26,589,497 | 26,943,168 | 26,623,266 | |||||||||||||
546415QH6 | LOUISIANA ST MUNI BND GO | 4/1/2014 | 5,000,000 | 5,279,480 | 5,516,500 | |||||||||||||
5525V0AU0 | MARSHALL & ILSLEY BANK SENIOR CORP BND MTN | 6/16/2010 | 221,000 | 221,000 | 212,381 | |||||||||||||
5525V0BC9 | MARSHALL & ILSLEY CORPORATION CORP BND | 2/12/2010 | 752,000 | 752,000 | 748,894 | |||||||||||||
55262TFJ7 | MBNAS ABS 00-E A | 10/15/2012 | 100,000 | 100,936 | 104,600 | |||||||||||||
55264TCA7 | MBNAS ABS 03-A8 A8 | 12/17/2012 | 327,000 | 325,134 | 323,900 | |||||||||||||
55265K5Q8 | MASTR CMO_04-1 3A1 | 1/25/2034 | 1,657,344 | 1,588,344 | 1,617,984 | |||||||||||||
559080AA4 | MAGELLAN MIDSTREAM PARTNERS LP SENIOR CORP BND | 6/1/2014 | 15,550,000 | 15,009,437 | 15,705,836 | |||||||||||||
565849AG1 | MARATHON OIL CORP CORP BND | 2/15/2014 | 4,150,000 | 4,269,821 | 4,419,855 | |||||||||||||
567505GY2 | MARICOPA CNTY ARIZ UN HIGH SCH MUNI BND GO | 7/1/2016 | 1,125,000 | 1,157,263 | 1,266,593 | |||||||||||||
57164TAA6 | MVCOT ABS_02-1A A1 144A | 12/20/2024 | 169,245 | 166,206 | 153,532 | |||||||||||||
574192K66 | MARYLAND ST MUNI BND GO | 7/15/2013 | 5,000,000 | 5,303,051 | 5,650,800 | |||||||||||||
575296FP8 | MASON OHIO CITY SCH DIST MUNI BND GO | 12/1/2019 | 1,000,000 | 987,397 | 1,140,220 | |||||||||||||
575579GA9 | MASSACHUSETTS BAY TRANSN AUTH MUNI BND REV | 7/1/2015 | 5,000,000 | 5,436,101 | 5,801,050 | |||||||||||||
575579RS8 | MASSACHUSETTS BAY TRANSN AUTH MUNI BND REV | 7/1/2020 | 35,000 | 35,227 | 40,368 | |||||||||||||
575579SL2 | MASSACHUSETTS BAY TRANSN AUTH MUNI BND REV | 7/1/2020 | 1,575,000 | 1,499,310 | 1,734,359 | |||||||||||||
57582NDE2 | MASSACHUSETTS ST MUNI BND GO | 2/1/2010 | 2,000,000 | 2,028,604 | 2,060,160 | |||||||||||||
57582NT62 | MASSACHUSETTS ST MUNI BND GO | 3/1/2023 | 1,000,000 | 1,041,223 | 1,142,890 | |||||||||||||
57582PDK3 | MASSACHUSETTS ST MUNI BND GO | 11/1/2018 | 2,000,000 | 1,433,100 | 1,714,280 | |||||||||||||
57583PDB2 | MASSACHUSETTS ST FED HWY MUNI BND REV | 6/15/2011 | 3,250,000 | 3,344,267 | 3,458,715 | |||||||||||||
576000AK9 | MASSACHUSETTS ST SCH BLDG AUTH MUNI BND REV | 8/15/2010 | 2,000,000 | 2,039,831 | 2,095,940 | |||||||||||||
576000BE2 | MASSACHUSETTS ST SCH BLDG AUTH MUNI BND REV | 8/15/2022 | 2,000,000 | 1,871,845 | 2,120,640 | |||||||||||||
576433QQ2 | MARM_04-8 WHOLE CMO 04-8 | 9/25/2034 | 1,374,544 | 1,400,608 | 799,141 | |||||||||||||
576433RP3 | MARM_04-8 WHOLE CMO 04-9 | 11/25/2034 | 62,839 | 78,236 | 43,880 | |||||||||||||
57643LLC8 | MABS ABS 05-AB1 A4 | 11/25/2035 | 10,000,000 | 3,922,577 | 3,029,500 | |||||||||||||
579780AD9 | MCCORMICK & CO INC CORP BND | 12/15/2015 | 1,500,000 | 1,449,237 | 1,432,950 | |||||||||||||
58013MEG5 | MCDONALD’S CORPORATION SENIOR CORP BND | 2/1/2019 | 450,000 | 449,862 | 462,960 | |||||||||||||
58403GAB1 | MEDL CMO 07-1G-A1 | 2/27/2039 | 615,815 | 615,815 | 524,437 | |||||||||||||
585055AP1 | MEDTRONIC INC CORP BND | 3/15/2014 | 2,750,000 | 2,859,191 | 2,819,121 | |||||||||||||
585907AM0 | MELLON BANK N.A. CORP BND | 12/15/2014 | 4,000,000 | 3,626,478 | 4,114,305 | |||||||||||||
586158KZ9 | MEMPHIS TENN ELEC SYS REV MUNI BND REV | 12/1/2014 | 2,000,000 | 2,026,647 | 2,176,020 | |||||||||||||
589331AP2 | MERCK & CO INC CORP BND | 6/30/2015 | 9,550,000 | 9,668,571 | 9,698,243 | |||||||||||||
589331AR8 | MERCK & CO INC CORP BND | 6/30/2011 | 5,000,000 | 5,000,200 | 5,012,307 | |||||||||||||
589929W53 | MLMI WHOLE 03-A4 | 7/25/2033 | 222,385 | 226,307 | 186,781 | |||||||||||||
59018YN64 | MERRILL LYNCH & CO INC CORP BND MTN | 4/25/2018 | 8,750,000 | 7,788,392 | 8,018,573 | |||||||||||||
590645HK6 | MESA CNTY COLO MUNI BND REV | 6/1/2011 | 2,090,000 | 2,143,146 | 2,238,077 | |||||||||||||
592098XJ1 | METROPOLITAN GOVT NASHVILLE & MUNI BND REV | 1/1/2010 | 2,000,000 | 2,031,897 | 2,054,160 | |||||||||||||
592179JG1 | METLIFE INC SENIOR CORP BND 144A | 4/10/2013 | 5,000,000 | 4,798,211 | 5,027,916 | |||||||||||||
594918AB0 | MICROSOFT CORPORATION CORP BND | 6/1/2014 | 40,350,000 | 40,311,152 | 40,004,351 | |||||||||||||
595620AD7 | MIDAMERICAN ENERGY HOLDINGS CO CORP BND | 10/1/2014 | 25,800,000 | 25,984,207 | 26,698,388 | |||||||||||||
59562VAT4 | MIDAMERICAN ENERGY HOLDINGS CO CORP BND | 4/1/2018 | 2,500,000 | 2,308,723 | 2,573,495 | |||||||||||||
602248AR7 | MILWAUKEE CNTY WIS ARPT REV MUNI BND REV | 12/1/2017 | 1,675,000 | 1,676,120 | 1,713,056 | |||||||||||||
603827EJ1 | MINN & ST PAUL MET ARPTS REV MUNI BND REV | 1/1/2026 | 2,000,000 | 2,059,066 | 2,128,320 | |||||||||||||
604114RA8 | MINNESOTA PUB FACS AUTH MUNI BND REV | 3/1/2013 | 1,000,000 | 1,039,587 | 1,114,120 | |||||||||||||
604129DZ6 | MINNESOTA ST MUNI BND GO | 8/1/2010 | 5,000,000 | 5,124,401 | 5,240,900 | |||||||||||||
615337AA0 | MONY GRP INC. CORP BND | 3/15/2010 | 8,000,000 | 8,177,994 | 8,263,200 | |||||||||||||
615401JW7 | MOON AREA SCH DIST PA MUNI BND GO | 11/15/2018 | 1,360,000 | 1,342,408 | 1,447,285 | |||||||||||||
61745M5G4 | MSC CMBS_05-T19 A4A | 6/12/2047 | 500,000 | 464,215 | 445,254 | |||||||||||||
61745M6D0 | MSC CMBS_05-HQ6 A2A | 8/13/2042 | 500,000 | 506,998 | 475,664 | |||||||||||||
61746SBR9 | MORGAN STANLEY CORP BND | 10/15/2015 | 3,000,000 | 2,023,331 | 2,861,313 | |||||||||||||
61746SBS7 | MORGAN STANLEY CORP BND | 1/21/2011 | 20,000,000 | 20,247,603 | 20,428,709 | |||||||||||||
61747YCF0 | MORGAN STANLEY CORP BND | 5/13/2014 | 2,000,000 | 2,014,142 | 2,037,023 | |||||||||||||
61750HAE6 | MSC CMBS_06-HQ10 A4 | 11/12/2041 | 2,500,000 | 1,967,489 | 1,952,755 | |||||||||||||
61757UAB6 | MORGAN STANLEY CORP BND GOVT GUAR | 12/1/2011 | 13,700,000 | 13,832,291 | 14,212,928 | |||||||||||||
61757UAH3 | MORGAN STANLEY-GTD CORP BND | 6/20/2012 | 4,250,000 | 4,248,417 | 4,243,838 | |||||||||||||
625574HL5 | MULTNOMAH CNTY ORE SCH DIST NO MUNI BND GO | 6/15/2018 | 500,000 | 490,231 | 549,410 | |||||||||||||
634902JB7 | NATIONAL CITY BANK CORP BND | 8/24/2009 | 172,727 | 167,530 | 172,347 | |||||||||||||
635405AR4 | NATIONAL CITY CORPORATION CORP BND | 6/16/2010 | 500,000 | 436,257 | 495,680 | |||||||||||||
638539AH9 | NATIONAL WESTMINSTER BANK PLC CORP BND | 10/1/2009 | 1,000,000 | 988,449 | 989,095 | |||||||||||||
63866EBL3 | NATIONWIDE LIFE GLOBAL FUNDING CORP BND 144A | 10/2/2012 | 600,000 | 604,518 | 530,414 | |||||||||||||
63968AQF5 | NEBRASKA PUB PWR DIST MUNI BND REV | 1/1/2014 | 6,500,000 | 6,500,000 | 6,638,515 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as at June 30, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
64032EAA5 | NELNET ABS 07-1 A1 | 11/27/2018 | 1,049,478 | 1,049,478 | 1,021,876 | |||||||||||||
644682UL8 | NEW HAMPSHIRE ST MUNI BND GO | 6/1/2017 | 1,730,000 | 1,722,403 | 1,876,842 | |||||||||||||
64468TRZ2 | NEW HAMPSHIRE ST HSG FIN AUTH MUNI BND REV | 7/1/2021 | 60,000 | 53,022 | 60,441 | |||||||||||||
64711MPB7 | NEW MEXICO FIN AUTH ST TRANSN MUNI BND REV | 6/1/2012 | 1,725,000 | 1,779,489 | 1,856,411 | |||||||||||||
64953BAP3 | NEW YORK LIFE GLOBAL FUNDING CORP BND 144A | 5/9/2013 | 5,000,000 | 4,888,711 | 5,033,274 | |||||||||||||
64983QWY1 | NEW YORK ST DORM AUTH REVS NON MUNI BND REV | 8/1/2018 | 2,000,000 | 1,978,461 | 2,192,040 | |||||||||||||
64986ATE1 | NEW YORK ST ENVIRONMENTAL FACS MUNI BND REV | 6/15/2013 | 1,200,000 | 1,243,417 | 1,327,620 | |||||||||||||
650013T21 | NEW YORK ST TWY AUTH MUNI BND REV | 4/1/2019 | 2,000,000 | 1,932,605 | 2,110,680 | |||||||||||||
650034X89 | NEW YORK ST URBAN DEV CORP MUNI BND REV | 3/15/2017 | 2,050,000 | 2,118,613 | 2,361,559 | |||||||||||||
652482BG4 | NEWS AMERICA INC CORP BND | 12/15/2014 | 10,000,000 | 9,931,653 | 9,948,938 | |||||||||||||
655356JF1 | NOMURA ASSET SEC CORP CMBS 98_D6 A1B | 3/15/2030 | 350,556 | 379,631 | 350,975 | |||||||||||||
656491KZ9 | NORRISTOWN PA AREA SCH DIST MUNI BND GO | 9/1/2021 | 1,000,000 | 1,034,409 | 1,115,260 | |||||||||||||
658256PF3 | NORTH CAROLINA ST MUNI BND GO | 5/1/2016 | 1,000,000 | 1,009,684 | 1,093,060 | |||||||||||||
663903CA8 | NORTHEAST OHIO REGL SWR DIST W MUNI BND REV | 11/15/2016 | 1,900,000 | 1,945,827 | 2,157,488 | |||||||||||||
66567EBF1 | NORTHERN ROCK PLC SENIOR CORP BND 144A | 10/20/2009 | 824,000 | 824,000 | 819,526 | |||||||||||||
665859AK0 | NORTHERN TRUST COMPANY THE CORP BND | 5/1/2014 | 4,000,000 | 4,095,635 | 4,080,697 | |||||||||||||
66989HAA6 | NOVARTIS CAPITAL CORP CORP BND | 2/10/2014 | 21,775,000 | 21,754,209 | 22,387,490 | |||||||||||||
674599BX2 | OCCIDENTAL PETROLEUM CORP BND | 6/1/2016 | 5,000,000 | 4,965,093 | 4,888,994 | |||||||||||||
677520SW9 | OHIO ST MUNI BND GO | 11/1/2020 | 2,000,000 | 1,900,236 | 2,152,840 | |||||||||||||
677632HM6 | OHIO ST UNIV MUNI BND REV | 6/1/2011 | 2,000,000 | 2,050,356 | 2,140,840 | |||||||||||||
67766WGU0 | OHIO ST WTR DEV AUTH MUNI BND REV | 12/1/2019 | 1,970,000 | 1,974,712 | 2,272,080 | |||||||||||||
67908NLN9 | OKLAHOMA ST CAPITOL IMPT AUTH MUNI BND REV | 7/1/2020 | 2,000,000 | 1,913,616 | 2,067,860 | |||||||||||||
680616PF0 | OLENTANGY LOC SCH DIST OHIO MUNI BND GO | 12/1/2017 | 2,000,000 | 2,006,967 | 2,214,800 | |||||||||||||
681793T88 | OMAHA PUB PWR DIST NEB ELEC RE MUNI BND REV | 2/1/2018 | 2,000,000 | 1,967,189 | 2,164,240 | |||||||||||||
68389XAC9 | ORACLE CORPORATION CORP BND | 4/15/2018 | 5,000,000 | 4,742,259 | 5,309,689 | |||||||||||||
68389XAD7 | ORACLE CORPORATION SENIOR CORP BND | 4/15/2013 | 6,675,000 | 7,110,570 | 7,037,451 | |||||||||||||
68402LAE4 | ORACLE CORP CORP BND | 1/15/2011 | 25,125,000 | 25,061,016 | 26,293,135 | |||||||||||||
69331CAE8 | PG&E CORPORATION CORP BND | 4/1/2014 | 10,000,000 | 9,948,448 | 10,524,316 | |||||||||||||
693476AV5 | PNC FUNDING CORP CORP BND | 3/10/2010 | 16,500,000 | 16,462,284 | 16,762,103 | |||||||||||||
69371RZJ8 | PACCAR FINL SENIOR CORP BND | 10/26/2009 | 360,000 | 359,977 | 360,288 | |||||||||||||
69373UAB3 | PACCAR INC CORP BND | 2/15/2012 | 4,000,000 | 3,996,295 | 4,252,813 | |||||||||||||
694308GP6 | PACIFIC GAS AND ELECTRIC CO SENIOR CORP BND | 12/1/2013 | 13,000,000 | 12,914,243 | 14,004,583 | |||||||||||||
695114BU1 | PACIFICORP CORP BND | 11/15/2011 | 1,000,000 | 1,011,240 | 1,091,763 | |||||||||||||
699490AA6 | BANQUE NATIONALE DE PARIBAS/NY CORP BND | 7/22/2013 | 500,000 | 539,508 | 498,079 | |||||||||||||
705220AM3 | PECO ENERGY TRANS TR ABS_01-A A1 | 12/31/2010 | 485,000 | 489,369 | 504,429 | |||||||||||||
70686AAB7 | PENDE ABS 07-1A 3A 144A | 2/12/2016 | 654,000 | 654,000 | 614,760 | |||||||||||||
7091412F1 | PENNSYLVANIA ST MUNI BND GO | 7/1/2020 | 1,995,000 | 1,918,592 | 2,141,972 | |||||||||||||
709141C86 | PENNSYLVANIA ST MUNI BND GO | 7/1/2011 | 8,000,000 | 8,237,889 | 8,622,960 | |||||||||||||
713448BK3 | PEPSICO INC SENIOR CORP BND | 3/1/2014 | 21,350,000 | 21,307,458 | 21,296,032 | |||||||||||||
71419GAB6 | PERMM_06-1 ABS 06-1 2A | 10/15/2015 | 981,000 | 981,000 | 960,890 | |||||||||||||
71419GAJ9 | PERMM ABS 07-1 2A1 | 1/15/2016 | 981,000 | 981,000 | 961,871 | |||||||||||||
717081CZ4 | PFIZER INC. CORP BND | 3/15/2012 | 23,925,000 | 23,894,888 | 25,190,930 | |||||||||||||
717081DA8 | PFIZER INC. CORP BND | 3/15/2015 | 6,000,000 | 6,461,398 | 6,406,501 | |||||||||||||
718172AB5 | PHILIP MORRIS INTERNATIONAL IN CORP BND | 5/16/2013 | 26,875,000 | 26,941,091 | 28,094,332 | |||||||||||||
718814CX2 | PHOENIX ARIZ MUNI BND GO | 7/1/2010 | 1,350,000 | 1,401,531 | 1,421,172 | |||||||||||||
718849AG7 | PHOENIX ARIZ STR & HWY USER RE MUNI BND REV | 7/1/2012 | 1,905,000 | 1,977,744 | 2,079,327 | |||||||||||||
721799PX6 | PIMA CNTY ARIZ UNI SCH DIST NO MUNI BND GO | 7/1/2010 | 500,000 | 521,264 | 532,580 | |||||||||||||
73358WAG9 | PORT AUTH NY & NJ MUNI BND REV | 12/1/2019 | 3,500,000 | 3,500,000 | 3,569,755 | |||||||||||||
736688FX5 | PORTLAND ORE CMNTY COLLEGE DIS MUNI BND GO | 6/15/2014 | 1,000,000 | 1,039,016 | 1,129,920 | |||||||||||||
73755LAF4 | POTASH CORPORATION OF SASKETCH CORP BND | 5/15/2019 | 2,000,000 | 2,044,798 | 2,151,485 | |||||||||||||
737679CW8 | POTOMAC ELECTRIC POWER COMPANY CORP BND | 11/15/2013 | 1,200,000 | 1,074,370 | 1,207,292 | |||||||||||||
74005PAJ3 | PRAXAIR INC. CORP BND | 4/1/2012 | 1,000,000 | 1,016,454 | 1,099,043 | |||||||||||||
741701WX0 | PRINCE GEORGES CNTY MD MUNI BND GO | 7/15/2014 | 4,630,000 | 4,734,228 | 5,056,840 | |||||||||||||
742633PD6 | PRIOR LAKE MINN INDPT SCH DIST MUNI BND GO | 2/1/2020 | 1,195,000 | 1,163,434 | 1,273,751 | |||||||||||||
742651DE9 | PRIVATE EXPORT FUNDING CORP AGENCY BND | 9/15/2017 | 44,100,000 | 44,022,053 | 47,182,199 | |||||||||||||
742651DG4 | PRIVATE EXPORT FUNDING CORP AGENCY BND | 3/15/2019 | 20,000,000 | 19,898,037 | 19,964,799 | |||||||||||||
742718DM8 | PROCTER & GAMBLE COMPANY CORP BND | 2/15/2015 | 4,000,000 | 3,984,253 | 3,937,891 | |||||||||||||
743263AD7 | PROGRESS ENERGY INC CORP BND | 3/1/2011 | 10,700,000 | 11,097,089 | 11,341,092 | |||||||||||||
743263AM7 | PROGRESS ENERGY INC. CORP BND | 3/15/2014 | 8,000,000 | 7,980,653 | 8,413,118 | |||||||||||||
744448BU4 | PUBLIC SERVICE COLORADO CORP BND | 10/1/2012 | 8,770,000 | 9,601,750 | 9,991,332 | |||||||||||||
744448CC3 | PUBLIC SERVICE COLORADO CORP BND | 6/1/2019 | 5,000,000 | 5,154,767 | 5,177,179 | |||||||||||||
74451PAA1 | PUB SERV NC INC CORP BND | 2/15/2011 | 1,550,000 | 1,600,796 | 1,640,675 | |||||||||||||
749241AA3 | RALI_07-QH9 WHOLE CMO 07-QH9 A1 | 11/25/2037 | 16,012,358 | 10,416,403 | 5,654,364 | |||||||||||||
758202AE5 | REED ELSEVIER CAPITAL INC CORP BND | 6/15/2010 | 1,750,000 | 1,727,806 | 1,678,075 | |||||||||||||
758202AF2 | REED ELSEVIER PLC CORP BND | 1/15/2014 | 16,825,000 | 16,792,237 | 18,145,947 | |||||||||||||
759136LA0 | REGIONAL TRANSN DIST COLO MUNI BND REV | 11/1/2017 | 1,550,000 | 1,550,016 | 1,700,056 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as at June 30, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
75953MAD2 | CENTERPOINT ENERGY TRANSITION ABS 01-1 A4 | 9/15/2015 | 7,875,000 | 8,212,344 | 8,386,796 | |||||||||||||
76110H2P3 | RES ASSET SEC WHOLE CMO 05-QA3 | 3/25/2035 | 2,205,884 | 2,128,491 | 1,092,574 | |||||||||||||
771196AN2 | ROCHE HOLDINGS INC CORP BND 144A | 3/1/2012 | 29,000,000 | 28,863,085 | 30,396,809 | |||||||||||||
771196AQ5 | ROCHE HOLDINGS INC CORP BND 144A | 3/1/2014 | 3,750,000 | 3,897,332 | 3,947,332 | |||||||||||||
774341AB7 | ROCKWELL COLLINS INC. CORP BND | 7/15/2019 | 1,625,000 | 1,616,404 | 1,640,930 | |||||||||||||
77509NAD5 | ROGERS CABLE INC. CORP BND | 5/1/2012 | 9,675,000 | 10,184,015 | 10,637,214 | |||||||||||||
78008EJT5 | ROYAL BANK OF CANADA CORP BND | 6/8/2010 | 1,701,000 | 1,701,000 | 1,685,206 | |||||||||||||
780097AE1 | ROYAL BANK OF SCOTLAND GRP PLC CORP BND | 3/31/2049 | 4,000,000 | 3,260,785 | 3,260,000 | |||||||||||||
780427KA7 | ROYAL OAK CITY MICH SCH DIST MUNI BND GO | 5/1/2019 | 2,000,000 | 1,915,785 | 2,137,080 | |||||||||||||
7832434J4 | RUTHERFORD CNTY TENN MUNI BND GO | 6/1/2018 | 1,430,000 | 1,431,670 | 1,580,865 | |||||||||||||
78387GAP8 | AT&T INC CORP BND | 9/15/2014 | 5,000,000 | 4,794,715 | 5,182,410 | |||||||||||||
78442FAG3 | SLM CORP CORP BND | 1/15/2013 | 75,000 | 68,430 | 63,375 | |||||||||||||
78442FCJ5 | SLM CORP CORP BND | 5/15/2014 | 25,000 | 13,603 | 20,125 | |||||||||||||
78442GQR0 | SLMA ABS_05-8 A4 | 1/25/2028 | 425,000 | 429,351 | 345,912 | |||||||||||||
78443DAA0 | SLMA ABS 07-A A1 | 9/15/2022 | 432,948 | 432,948 | 377,998 | |||||||||||||
78443YAA4 | SLMA ABS 07-3 A1 | 10/27/2014 | 271,984 | 271,984 | 270,986 | |||||||||||||
78443YAB2 | SLMA ABS 07-3 A2 | 10/25/2017 | 916,000 | 916,000 | 847,098 | |||||||||||||
79548CAB2 | SBM7 CMBS_00-C3 A2 | 12/18/2033 | 455,980 | 462,897 | 466,041 | |||||||||||||
79548CDL7 | SBM7 SENIOR CMBS 02-KEY 144A | 3/18/2036 | 35,000,000 | 129,619 | 129,500 | |||||||||||||
795560AR2 | SALT LAKE & SANDY UTAH MUNI BND REV | 7/1/2020 | 1,820,000 | 1,723,767 | 1,914,130 | |||||||||||||
795685BZ8 | SALT LAKE CNTY UTAH SALES TAX MUNI BND REV | 8/1/2017 | 1,550,000 | 1,551,595 | 1,709,061 | |||||||||||||
802072KA5 | SANTA FE N M GROSS RCPTS TAX MUNI BND REV | 6/1/2019 | 2,000,000 | 1,919,081 | 2,068,080 | |||||||||||||
806640PN2 | SCHERTZ-CIBOLO-UNVL CITY TEX I MUNI BND GO | 2/1/2020 | 2,025,000 | 1,922,825 | 2,131,920 | |||||||||||||
806860AA0 | SCHLUMBERGER TECH CORP CORP BND 144A | 4/15/2012 | 1,150,000 | 1,239,803 | 1,227,676 | |||||||||||||
809326AC5 | SCOTLAND INTERNATIONAL FINANCE CORP BND 144A | 8/15/2010 | 600,000 | 598,961 | 575,370 | |||||||||||||
812643AP9 | SEATTLE WASH MUN LT & PWR REV MUNI BND REV | 8/1/2016 | 1,535,000 | 1,553,501 | 1,669,313 | |||||||||||||
822582AF9 | SHELL INTL FINAN CORP BND | 3/21/2014 | 1,000,000 | 1,025,640 | 1,021,167 | |||||||||||||
826502AA4 | SRFC ABS_07-1A A1 144A | 3/20/2019 | 875,968 | 749,042 | 642,873 | |||||||||||||
82651AAA5 | SRFC ABS_07-2A A1 144A | 9/20/2019 | 2,203,448 | 1,874,238 | 1,590,229 | |||||||||||||
82651CAA1 | SRFC ABS 09-1A A1 144A | 12/22/2025 | 2,792,541 | 2,792,243 | 2,768,874 | |||||||||||||
828807BZ9 | SIMON PROPERTY GROUP L.P. CORP BND | 5/30/2018 | 5,000,000 | 3,316,247 | 4,612,176 | |||||||||||||
832110AK6 | SMITH INTERNATIONAL INC. CORP BND | 3/15/2014 | 2,000,000 | 1,993,724 | 2,173,113 | |||||||||||||
833034AC5 | SNAP-ON INCORPORATED CORP BND | 8/15/2011 | 1,400,000 | 1,445,812 | 1,503,684 | |||||||||||||
833656AD3 | SOCIETE FINANCEMENT DE L ECONO CORP BND 144A | 10/29/2010 | 35,000,000 | 35,029,393 | 34,978,301 | |||||||||||||
833656AE1 | SOCIETE FINANCEMENT DE L ECONO CORP BND 144A | 5/5/2014 | 40,000,000 | 40,192,304 | 40,190,402 | |||||||||||||
837562KS5 | SOUTH DAKOTA ST UNIV MUNI BND REV | 4/1/2020 | 1,545,000 | 1,454,212 | 1,612,995 | |||||||||||||
842434CA8 | SOUTHERN CALIFORNIA GAS CO CORP BND | 10/1/2012 | 700,000 | 676,984 | 742,442 | |||||||||||||
842434CF7 | SOUTHERN CALIFORNIA GAS CO CORP BND | 12/1/2009 | 1,000,000 | 995,936 | 993,257 | |||||||||||||
842587CE5 | SOUTHERN COMPANY CORP BND | 5/15/2014 | 13,675,000 | 13,687,858 | 13,729,232 | |||||||||||||
846042AA7 | SOVEREIGN BANK — GTD CORP BND GOVT GUAR | 1/17/2012 | 2,000,000 | 1,998,434 | 2,049,420 | |||||||||||||
851018HL8 | SPRINGFIELD MO PUB UTIL REV MUNI BND REV | 8/1/2014 | 1,000,000 | 1,030,239 | 1,126,950 | |||||||||||||
855030AJ1 | STAPLES INC. CORP BND | 1/15/2014 | 2,000,000 | 2,046,271 | 2,220,000 | |||||||||||||
857477AE3 | STATE STREET CORPORATION CORP BND | 5/30/2014 | 1,750,000 | 1,748,368 | 1,760,803 | |||||||||||||
85771SAA4 | STATOIL ASA CORP BND | 4/15/2019 | 6,000,000 | 6,058,712 | 6,150,133 | |||||||||||||
85771SAB2 | STATOIL ASA CORP BND | 4/15/2014 | 17,000,000 | 16,989,747 | 17,196,887 | |||||||||||||
863579KY3 | SARM WHOLE CMO 05-1 | 2/25/2035 | 3,074,503 | 2,999,343 | 1,825,025 | |||||||||||||
86359BGD7 | STRUCTURED ASSET SEC CORP WHOLE CMO 04-1 | 2/25/2034 | 159,902 | 167,418 | 122,021 | |||||||||||||
86359BVE8 | STRUCTURED ASSET SEC CORP WHOLE CMO 04-6 | 6/25/2034 | 12,075,408 | 11,498,588 | 8,694,294 | |||||||||||||
86359DMU8 | LXS ABS_05-2 2A1A | 8/25/2035 | 31,488 | 31,107 | 30,252 | |||||||||||||
86364RAA7 | SAMI_07-AR6 WHOLE CMO 07-AR6 A1 | 8/25/2047 | 18,439,654 | 7,356,346 | 7,241,006 | |||||||||||||
86787ARV9 | SUNTRUST BK ATLANTA GA CORP BND | 1/29/2010 | 1,190,000 | 1,190,000 | 1,188,750 | |||||||||||||
86959LAA1 | SVENSKA HANDELSBANKEN AB CORP BND 144A | 6/10/2014 | 5,000,000 | 4,986,502 | 4,966,800 | |||||||||||||
87244EAA0 | TIAA GLOBAL MARKETS CORP BND 144A | 1/12/2011 | 10,250,000 | 10,248,060 | 10,625,953 | |||||||||||||
873545EJ2 | TACOMA WASH LEASE REV MUNI BND REV | 12/1/2019 | 1,000,000 | 1,048,154 | 1,102,340 | |||||||||||||
879385AC6 | TELEFONICA EUROPE CORP BND | 9/15/2010 | 19,500,000 | 20,254,450 | 20,582,816 | |||||||||||||
880557WZ2 | TENNESSEE ST SCH BD AUTH MUNI BND REV | 5/1/2013 | 400,000 | 408,054 | 416,240 | |||||||||||||
880591DN9 | TENNESSEE VALLEY AUTHORITY AGENCY BND | 1/18/2011 | 12,500,000 | 12,790,216 | 13,382,125 | |||||||||||||
880591DT6 | TENNESSEE VALLEY AUTHORITY AGENCY BND | 5/23/2012 | 22,679,000 | 23,563,971 | 25,692,361 | |||||||||||||
882135WW2 | TEXAS A & M UNIV MUNI BND REV | 5/15/2012 | 7,500,000 | 7,732,729 | 8,267,250 | |||||||||||||
882720R56 | TEXAS ST MUNI BND GO | 10/1/2010 | 2,000,000 | 2,043,788 | 2,105,240 | |||||||||||||
88283LCS3 | TEXAS TRANSN COMMN ST HWY FD MUNI BND REV | 4/1/2022 | 2,000,000 | 1,880,898 | 2,125,120 | |||||||||||||
884903AU9 | THOMSON REUTERS CORP CORP BND | 5/28/2010 | 1,600,000 | 1,596,309 | 1,613,396 | |||||||||||||
88522AAC5 | THORNBURG MORTGAGE SECURITIES CMO 06-4 A2B | 7/25/2036 | 12,121,871 | 10,961,712 | 11,030,903 | |||||||||||||
88732JAS7 | TIME WARNER CABLE INC CORP BND | 4/1/2019 | 10,250,000 | 10,617,822 | 11,628,071 | |||||||||||||
89233PRS7 | TOYOTA MOTOR CREDIT CORP CORP BND | 8/6/2009 | 72,727 | 72,603 | 72,810 | |||||||||||||
8935268Y2 | TRANSCANADA PIPELINES LIMITED CORP BND | 1/15/2019 | 4,000,000 | 4,590,707 | 4,501,385 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as at June 30, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
893526CC5 | TRANSCANADA PIPELINES LIMITED CORP BND | 5/15/2012 | 11,675,000 | 12,793,098 | 13,228,943 | |||||||||||||
89352HAA7 | TRANS-CANADA PIPELINES CORP BND | 6/15/2013 | 1,800,000 | 1,553,814 | 1,798,655 | |||||||||||||
90331HKP7 | U.S. BANK NATIONAL ASSOCIATION CORP BND | 10/30/2014 | 2,750,000 | 2,777,581 | 2,852,925 | |||||||||||||
90466GAB8 | UNICREDITO LUXEM FIN CORP BND 144A | 1/13/2017 | 21,750,000 | 21,750,000 | 17,371,225 | |||||||||||||
904764AG2 | UNILEVER CAPITAL CORP CORP BND | 11/1/2010 | 1,500,000 | 1,547,888 | 1,602,260 | |||||||||||||
904764AJ6 | UNILEVER CAPITAL CORP CORP BND | 2/15/2014 | 29,000,000 | 28,964,493 | 29,296,031 | |||||||||||||
907818CV8 | UNION PACIFIC CO CORP BND | 1/15/2015 | 1,150,000 | 1,158,522 | 1,125,485 | |||||||||||||
911312AL0 | UNITED PARCEL SERVICE INC CORP BND | 4/1/2014 | 3,450,000 | 3,442,714 | 3,497,131 | |||||||||||||
91159HGJ3 | US BANCORP CORP BND | 7/29/2010 | 24,000,000 | 24,208,238 | 24,527,772 | |||||||||||||
91159HGR5 | US BANCORP CORP BND | 5/15/2014 | 3,250,000 | 3,249,430 | 3,269,978 | |||||||||||||
91160HAA5 | US BANCORP — (LT) GTD CORP BND | 3/13/2012 | 4,100,000 | 4,099,556 | 4,139,647 | |||||||||||||
912810DW5 | UNITED STATES TREASURY GOVT BND | 5/15/2016 | 310,000 | 373,062 | 389,016 | |||||||||||||
912810EZ7 | UNITED STATES TREASURY GOVT BND | 2/15/2027 | 2,475,000 | 3,073,585 | 3,191,265 | |||||||||||||
912810FS2 | UNITED STATES TREASURY GOVT IBND TIPS | 1/15/2026 | 4,000,000 | 3,917,030 | 4,221,626 | |||||||||||||
912810FT0 | UNITED STATES TREASURY GOVT BND | 2/15/2036 | 8,000,000 | 7,780,172 | 8,241,279 | |||||||||||||
912810PS1 | UNITED STATES TREASURY GOVT IBND TIPS | 1/15/2027 | 6,900,000 | 7,175,240 | 7,570,830 | |||||||||||||
9128275N8 | UNITED STATES TREASURY GOVT BND | 8/15/2009 | 105,000 | 105,458 | 105,744 | |||||||||||||
9128275Z1 | UNITED STATES TREASURY GOVT BND | 2/15/2010 | 1,550,000 | 1,581,648 | 1,608,513 | |||||||||||||
9128277L0 | UNITED STATES TREASURY GOVT BND | 2/15/2012 | 1,155,000 | 1,222,140 | 1,259,955 | |||||||||||||
912828AJ9 | UNITED STATES TREASURY GOVT BND | 8/15/2012 | 500,000 | 518,302 | 541,370 | |||||||||||||
912828AP5 | UNITED STATES TREASURY GOVT BND | 11/15/2012 | 2,465,000 | 2,644,559 | 2,642,924 | |||||||||||||
912828BA7 | UNITED STATES TREASURY GOVT BND | 5/15/2013 | 10,000,000 | 10,758,221 | 10,577,301 | |||||||||||||
912828BH2 | UNITED STATES TREASURY GOVT BND | 8/15/2013 | 7,000,000 | 6,811,245 | 7,570,010 | |||||||||||||
912828BR0 | UNITED STATES TREASURY GOVT BND | 11/15/2013 | 335,000 | 354,804 | 362,132 | |||||||||||||
912828CA6 | UNITED STATES TREASURY GOVT BND | 2/15/2014 | 1,000,000 | 1,105,747 | 1,070,420 | |||||||||||||
912828CN8 | UNITED STATES TREASURY GOVT BND | 7/15/2009 | 495,000 | 495,424 | 495,639 | |||||||||||||
912828CP3 | UNITED STATES TREASURY GOVT IBND TIPS | 7/15/2014 | 11,000,000 | 11,741,669 | 12,753,079 | |||||||||||||
912828CT5 | UNITED STATES TREASURY GOVT BND | 8/15/2014 | 16,000,000 | 15,543,804 | 17,262,720 | |||||||||||||
912828CV0 | UNITED STATES TREASURY GOVT BND | 9/15/2009 | 1,225,000 | 1,232,668 | 1,232,963 | |||||||||||||
912828DE7 | UNITED STATES TREASURY GOVT BND | 12/15/2009 | 7,000,000 | 6,998,830 | 7,100,800 | |||||||||||||
912828DG2 | UNITED STATES TREASURY GOVT BND | 1/15/2010 | 50,000 | 49,758 | 50,872 | |||||||||||||
912828DM9 | UNITED STATES TREASURY GOVT BND | 2/15/2015 | 10,500,000 | 11,579,570 | 11,159,715 | |||||||||||||
912828DV9 | UNITED STATES TREASURY GOVT BND | 5/15/2015 | 9,100,000 | 10,115,275 | 9,710,064 | |||||||||||||
912828EA4 | UNITED STATES TREASURY GOVT IBND TIPS | 7/15/2015 | 5,800,000 | 6,217,170 | 6,430,074 | |||||||||||||
912828EE6 | UNITED STATES TREASURY GOVT BND | 8/15/2015 | 11,000,000 | 12,341,049 | 11,798,160 | |||||||||||||
912828EM8 | UNITED STATES TREASURY GOVT BND | 11/15/2010 | 1,700,000 | 1,699,578 | 1,788,315 | |||||||||||||
912828EN6 | UNITED STATES TREASURY GOVT BND | 11/15/2015 | 7,650,000 | 8,735,112 | 8,321,747 | |||||||||||||
912828EW6 | UNITED STATES TREASURY GOVT BND | 2/15/2016 | 1,000,000 | 1,137,740 | 1,084,930 | |||||||||||||
912828FA3 | UNITED STATES TREASURY GOVT BND | 3/31/2011 | 1,090,000 | 1,163,679 | 1,161,962 | |||||||||||||
912828FN5 | UNITED STATES TREASURY GOVT BND | 7/31/2011 | 4,500,000 | 4,778,623 | 4,841,460 | |||||||||||||
912828FQ8 | UNITED STATES TREASURY GOVT BND | 8/15/2016 | 128,000,000 | 128,954,957 | 141,516,797 | |||||||||||||
912828FY1 | UNITED STATES TREASURY GOVT BND | 11/15/2016 | 5,235,000 | 5,562,465 | 5,702,066 | |||||||||||||
912828GA2 | UNITED STATES TREASURY GOVT BND | 11/30/2011 | 1,050,000 | 1,133,081 | 1,130,598 | |||||||||||||
912828GC8 | UNITED STATES TREASURY GOVT BND | 12/31/2011 | 500,000 | 531,558 | 540,565 | |||||||||||||
912828GM6 | UNITED STATES TREASURY GOVT BND | 3/31/2012 | 1,025,000 | 1,114,013 | 1,109,009 | |||||||||||||
912828HA1 | UNITED STATES TREASURY GOVT BND | 8/15/2017 | 9,000,000 | 9,548,052 | 9,867,330 | |||||||||||||
912828HC7 | UNITED STATES TREASURY GOVT BND | 8/31/2012 | 1,000,000 | 1,087,056 | 1,074,430 | |||||||||||||
912828HH6 | UNITED STATES TREASURY GOVT BND | 11/15/2017 | 57,700,000 | 58,012,388 | 61,215,662 | |||||||||||||
912828HN3 | UNITED STATES TREASURY GOVT IBND TIPS | 1/15/2018 | 3,000,000 | 3,045,385 | 3,026,403 | |||||||||||||
912828HT0 | UNITED STATES TREASURY GOVT BND | 2/28/2013 | 10,000,000 | 10,446,414 | 10,266,401 | |||||||||||||
912828HY9 | UNITED STATES TREASURY GOVT BND | 4/30/2013 | 1,200,000 | 1,267,184 | 1,247,400 | |||||||||||||
912828JF8 | UNITED STATES TREASURY GOVT BND | 7/31/2010 | 10,000,000 | 10,133,423 | 10,235,899 | |||||||||||||
912828JK7 | UNITED STATES TREASURY GOVT BND | 8/31/2013 | 1,000,000 | 1,060,988 | 1,036,110 | |||||||||||||
912828JQ4 | UNITED STATES TREASURY GOVT BND | 10/31/2013 | 1,500,000 | 1,499,420 | 1,527,915 | |||||||||||||
912828JR2 | UNITED STATES TREASURY GOVT BND | 11/15/2018 | 1,000,000 | 1,049,648 | 1,017,190 | |||||||||||||
912828JX9 | UNITED STATES TREASURY GOVT IBND | 1/15/2019 | 1,000,000 | 1,067,206 | 1,026,721 | |||||||||||||
912828JZ4 | UNITED STATES TREASURY GOVT BND | 1/31/2014 | 13,000,000 | 12,942,695 | 12,634,180 | |||||||||||||
912828KJ8 | UNITED STATES TREASURY GOVT BND | 3/31/2014 | 70,300,000 | 69,929,602 | 67,999,782 | |||||||||||||
912828KN9 | UNITED STATES TREASURY GOVT BND | 4/30/2014 | 750,000 | 745,550 | 727,837 | |||||||||||||
912828KQ2 | UNITED STATES TREASURY GOVT BND | 5/15/2019 | 72,400,000 | 68,959,084 | 70,007,180 | |||||||||||||
912828KS8 | UNITED STATES TREASURY GOVT BND | 2/29/2016 | 1,000,000 | 1,013,718 | 970,920 | |||||||||||||
912828KT6 | UNITED STATES TREASURY GOVT BND | 3/31/2016 | 2,000,000 | 1,991,903 | 1,905,880 | |||||||||||||
912828KW9 | UNITED STATES TREASURY GOVT BND | 5/31/2016 | 166,800,000 | 167,677,313 | 167,500,557 | |||||||||||||
912833JY7 | UNITED STATES TREASURY PO | 5/15/2012 | 600,000 | 532,108 | 575,238 | |||||||||||||
913017BC2 | UNITED TECHNOLOGIES CORP CORP BND | 11/15/2010 | 1,000,000 | 1,033,026 | 1,068,729 | |||||||||||||
91324PAP7 | UNITED HEALTHCARE CORP CORP BND | 3/15/2011 | 125,000 | 120,459 | 127,815 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as at June 30, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
914119HX3 | UNIVERSITY CINCINNATI OHIO MUNI BND REV | 6/1/2018 | 2,015,000 | 1,940,487 | 2,101,625 | |||||||||||||
914437PF9 | UNIVERSITY MASS BLDG AUTH MUNI BND REV | 11/1/2019 | 1,530,000 | 1,455,242 | 1,583,443 | |||||||||||||
915506KJ7 | UPPER ARLINGTON OHIO CITY SCH MUNI BND GO | 12/1/2021 | 1,250,000 | 1,177,819 | 1,331,325 | |||||||||||||
92343VAN4 | VERIZON COMMUNICATIONS INC. SENIOR CORP BND | 4/15/2013 | 5,000,000 | 4,877,645 | 5,251,730 | |||||||||||||
92344SAH3 | CELLCO PARTNERSHIP CORP BND 144A | 11/15/2013 | 4,550,000 | 4,912,924 | 5,092,213 | |||||||||||||
92344SAL4 | VERIZON WIRELESS CAPITAL CORP BND 144A | 2/1/2014 | 6,150,000 | 6,113,252 | 6,556,321 | |||||||||||||
92344SAM2 | VERIZON WIRELESS CAPITAL CORP BND 144A | 2/1/2012 | 3,750,000 | 3,847,152 | 3,946,976 | |||||||||||||
92344SAR1 | VERIZON WIRELESS CAPITAL CORP BND 144A | 5/20/2011 | 33,275,000 | 33,250,410 | 33,931,764 | |||||||||||||
927749DT5 | VIRGINIA BEACH VA MUNI BND REV | 10/1/2019 | 1,735,000 | 1,690,863 | 1,878,432 | |||||||||||||
927790BK0 | VIRGINIA COMWLTH TRANSN BRD MUNI BND REV | 10/1/2011 | 5,000,000 | 5,204,232 | 5,425,600 | |||||||||||||
927790BM6 | VIRGINIA COMWLTH TRANSN BRD MUNI BND REV | 9/27/2012 | 1,000,000 | 1,037,381 | 1,113,240 | |||||||||||||
928109SB4 | VIRGINIA ST MUNI BND GO | 6/1/2012 | 950,000 | 997,014 | 1,050,947 | |||||||||||||
928109SK4 | VIRGINIA ST MUNI BND GO | 6/1/2012 | 4,050,000 | 4,250,426 | 4,492,908 | |||||||||||||
928172MS1 | VIRGINIA ST PUB BLDG AUTH MUNI BND REV | 8/1/2017 | 1,260,000 | 1,271,711 | 1,378,654 | |||||||||||||
92817LEM1 | VIRGINIA ST RES AUTH CLEAN WTR MUNI BND REV | 10/1/2010 | 2,000,000 | 2,051,671 | 2,107,180 | |||||||||||||
92817LFB4 | VIRGINIA ST RES AUTH CLEAN WTR MUNI BND REV | 10/1/2020 | 2,500,000 | 2,552,550 | 2,933,625 | |||||||||||||
92857TAG2 | VODAFONE GROUP PLC CORP BND | 2/15/2010 | 16,800,000 | 17,053,579 | 17,402,655 | |||||||||||||
92867AAD8 | VALET ABS 07-1 A4 | 7/22/2013 | 199,303 | 199,303 | 197,983 | |||||||||||||
92922F4P0 | WAMU CMO_05-AR13 A1A3 | 10/25/2045 | 7,422,300 | 3,999,870 | 3,265,812 | |||||||||||||
92922FB49 | WASHINGTON MUTUAL CMO 04-A13-A1A | 11/25/2034 | 497,697 | 269,378 | 270,687 | |||||||||||||
92922FZF8 | WAMU_04-A12 CMO 2004-A12 A2A | 10/25/2044 | 9,276,313 | 5,194,736 | 3,349,770 | |||||||||||||
9297664Q3 | WBCMT CMBS 05_C20 A7 | 7/15/2042 | 500,000 | 469,376 | 438,460 | |||||||||||||
9297667G2 | WACHOVIA BANK COMM MTG TR SENIOR CMBS 05-C21 | 10/15/2044 | 26,000,000 | 25,879,828 | 23,063,806 | |||||||||||||
92976FBL6 | WACHOVIA BANK NA SENIOR CORP BND | 8/10/2009 | 1,426,000 | 1,426,000 | 1,424,960 | |||||||||||||
92976WBE5 | WACHOVIA CORPORATION CORP BND | 7/26/2010 | 1,046,000 | 1,046,000 | 1,033,971 | |||||||||||||
92979EAG8 | WAOT ABS_08-A A4B | 3/20/2014 | 3,000,000 | 2,708,787 | 2,895,150 | |||||||||||||
931142CN1 | WAL-MART STORES INC CORP BND | 2/3/2014 | 5,000,000 | 4,978,778 | 4,892,956 | |||||||||||||
931142CQ4 | WAL-MART STORES INC CORP BND | 5/15/2014 | 29,800,000 | 29,796,181 | 29,390,673 | |||||||||||||
931422AE9 | WALGREEN CO CORP BND | 1/15/2019 | 1,500,000 | 1,490,050 | 1,548,365 | |||||||||||||
938234MJ7 | WASHINGTON CNTY ORE MUNI BND GO | 6/1/2020 | 1,035,000 | 988,492 | 1,139,018 | |||||||||||||
93974A7Q1 | WASHINGTON STATE MUNI BND GO | 1/1/2020 | 2,000,000 | 1,910,337 | 2,123,260 | |||||||||||||
940773U28 | WASHOE CNTY NEV MUNI BND GO | 7/1/2023 | 3,000,000 | 3,051,367 | 3,084,270 | |||||||||||||
949744AA4 | WELLS FARGO & COMPANY — GTD CORP BND GOVT GUAR | 12/9/2011 | 28,800,000 | 28,766,304 | 29,699,136 | |||||||||||||
949746JD4 | WELLS FARGO CORP SENIOR CORP BND | 9/15/2009 | 767,000 | 766,920 | 767,506 | |||||||||||||
949746NJ6 | WELLS FARGO & COMPANY CORP BND | 8/26/2011 | 7,000,000 | 7,010,193 | 7,315,206 | |||||||||||||
94974BAZ3 | WELLS FARGO & COMPANY SENIOR CORP BND | 10/29/2010 | 14,000,000 | 13,765,631 | 14,228,289 | |||||||||||||
94974BBT6 | WELLS FARGO & COMPANY SENIOR CORP BND | 3/22/2010 | 1,439,000 | 1,439,000 | 1,432,237 | |||||||||||||
94974BEJ5 | WELLS FARGO & COMPANY CORP BND | 6/18/2010 | 2,119,000 | 2,119,000 | 2,087,072 | |||||||||||||
94974BEP1 | WELLS FARGO & COMPANY CORP BND | 1/24/2011 | 1,177,000 | 1,175,260 | 1,155,790 | |||||||||||||
949781AA6 | WFMBS WHOLE CMO 05-AR1 | 2/25/2035 | 5,045,001 | 4,980,452 | 3,632,400 | |||||||||||||
94981QAU2 | WFMBS WHOLE CMO 05-AR16 | 10/25/2035 | 15,680,368 | 15,558,392 | 12,460,992 | |||||||||||||
94982BAG5 | WFMBS WHOLE CMO 05-AR8 3A2 | 6/25/2035 | 7,757,075 | 7,853,906 | 6,705,991 | |||||||||||||
952030WE0 | WEST CHESTER PA AREA SCH DIST MUNI BND GO | 5/15/2013 | 1,510,000 | 1,559,207 | 1,684,828 | |||||||||||||
967338KS2 | WICHITA KANS MUNI BND REV | 10/1/2010 | 2,000,000 | 2,044,766 | 2,080,340 | |||||||||||||
971567KU5 | WILMINGTON DEL MUNI BND GO | 6/1/2017 | 1,000,000 | 998,839 | 1,131,490 | |||||||||||||
977056D31 | WISCONSIN ST MUNI BND GO | 5/1/2014 | 5,000,000 | 5,248,067 | 5,432,850 | |||||||||||||
97705LFY8 | WISCONSIN ST MUNI BND GO | 5/1/2017 | 2,500,000 | 2,482,254 | 2,715,525 | |||||||||||||
98385XAT3 | XTO ENERGY INC. CORP BND | 12/15/2018 | 18,375,000 | 18,332,492 | 19,681,589 | |||||||||||||
984121BY8 | XEROX CORPORATION CORP BND | 5/15/2014 | 1,160,000 | 1,159,801 | 1,191,985 | |||||||||||||
D20658NG7 | DEUTSCHE BUNDESREPUBLIK GOVT BND | 1/4/2010 | 12,280,000 | 15,951,398 | 17,626,760 | |||||||||||||
D20658YB6 | GOVERNMENT OF GERMANY GOVT BND | 7/4/2014 | 5,600,000 | 9,068,963 | 8,472,938 | |||||||||||||
G0501WAD8 | ARRAN ABS 05-B A1 | 12/15/2012 | 240,000 | 240,000 | 218,400 | |||||||||||||
G92444AB7 | UK CONV GILT GOVT BND | 3/7/2011 | 1,750,000 | 3,371,884 | 3,022,340 | |||||||||||||
G92450DU9 | UNITED KINGDOM GILT | 12/7/2009 | 9,370,000 | 17,141,406 | 15,775,095 | |||||||||||||
U45818RF7 | INTER-AMERICAN DEV BK SENIOR CORP BND EMTN | 3/24/2015 | 23,000,000 | 18,785,016 | 20,110,741 | |||||||||||||
U45942EV4 | INTERNATIONAL FINANCE CO SENIOR CORP BND MTN | 5/20/2011 | 5,500,000 | 5,544,067 | 5,892,975 | |||||||||||||
V05973JU3 | AFRICAN DEVELOPMENT BANK SENIOR CORP BND MTN | 2/27/2014 | 20,000,000 | 16,051,373 | 17,751,460 | |||||||||||||
Y0338TDY5 | ASIAN DEVELOPMENT BANK CORP BND MTN | 12/10/2014 | 10,000,000 | 8,060,357 | 8,728,060 | |||||||||||||
Y0338TGD8 | ASIAN DEVELOPMENT BANK SENIOR CORP BND MTN | 5/22/2015 | 27,700,000 | 21,951,482 | 23,279,634 | |||||||||||||
6,457,028,831 | 6,520,143,576 | |||||||||||||||||