Exhibit 99.3
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
000780ET9 | AMAC CMO_03-5 2A3 | 4/25/2018 | 1,060,430 | 1,030,721 | 1,000,410 | |||||||||||||||
001330AK5 | AIGMT_2007-AA ABS 2007-AA-A 144A | 12/15/2011 | 523,000 | 523,000 | 517,770 | |||||||||||||||
00206RAC6 | AT&T INC CORP BND | 2/5/2010 | 438,000 | 438,000 | 438,092 | |||||||||||||||
00206RAR3 | AT&T INC CORP BND | 2/15/2019 | 22,000,000 | 23,841,403 | 23,206,035 | |||||||||||||||
00209AAE6 | AT&T WIRELESS SERVICES INC CORP BND | 3/1/2011 | 13,012,000 | 13,400,065 | 13,960,449 | |||||||||||||||
00209AAG1 | NEW CINGULAR WIRELESS SERVICES CORP BND | 5/1/2012 | 13,425,000 | 14,536,441 | 15,194,789 | |||||||||||||||
002451AA0 | AXA FINANCIAL INC CORP BND | 8/1/2010 | 10,452,000 | 10,613,452 | 10,832,523 | |||||||||||||||
00279VCA1 | ABBEY NATIONAL TREASURY SERVIC CORP BND 144A | 11/10/2014 | 3,750,000 | 3,749,160 | 3,755,446 | |||||||||||||||
002824AS9 | ABBOTT LABORATORIES CORP BND | 5/15/2011 | 1,200,000 | 1,211,738 | 1,273,431 | |||||||||||||||
002824AU4 | ABBOTT LABORATORIES SENIOR CORP BND | 4/1/2019 | 3,000,000 | 2,988,033 | 3,143,100 | |||||||||||||||
00448MAA9 | ACHMEA HYPOTHEEKBANK N.V. — LT CORP BND 144A | 11/3/2014 | 38,000,000 | 37,981,576 | 37,811,139 | |||||||||||||||
008684AA0 | AHMA CMO 06-6 A1A | 12/25/2046 | 12,396,054 | 5,067,878 | 6,198,027 | |||||||||||||||
01F042616 | FNMA TBA MBS | 2/25/2037 | 14,000,000 | 13,970,000 | 13,975,938 | |||||||||||||||
01F050619 | FNMA 30 YR | 1/1/2037 | (5,000,000 | ) | (5,219,063 | ) | (5,132,031 | ) | ||||||||||||
01F052417 | FNMA TBA 15 YR | 1/21/2018 | 34,000,000 | 36,210,000 | 35,955,000 | |||||||||||||||
01F060618 | FNMA TBA 30 YR | 1/1/2033 | (37,000,000 | ) | (39,428,125 | ) | (39,185,313 | ) | ||||||||||||
020039DB6 | ALLTEL CORPORATION NT | 7/1/2012 | 29,225,000 | 29,767,896 | 32,251,917 | |||||||||||||||
021087QT1 | ALPINE UTAH SCH DIST MUNI BND GO | 3/15/2010 | 4,575,000 | 4,584,745 | 4,609,175 | |||||||||||||||
021087QU8 | ALPINE UTAH SCH DIST MUNI BND GO | 3/15/2011 | 4,775,000 | 4,812,185 | 4,973,401 | |||||||||||||||
02580EBS1 | AMER EXPRESS BK CORP BND | 4/26/2010 | 320,000 | 320,000 | 319,078 | |||||||||||||||
02580ECN1 | AMERICAN EXPRESS BANK FSB CORP BND BKNT | 4/16/2013 | 1,500,000 | 1,490,609 | 1,590,455 | |||||||||||||||
0258M0BX6 | AMERICAN EXPRESS CREDIT CO CORP BND | 12/2/2010 | 73,000 | 73,000 | 72,729 | |||||||||||||||
02660UAE0 | AHMA_06-3 WHOLE CMO 06-3 2A11 | 10/25/2046 | 12,171,571 | 5,164,445 | 5,987,196 | |||||||||||||||
02666QXM0 | AMERICAN HONDA FINANCE CORP BND 144A | 12/15/2010 | 1,250,000 | 1,237,421 | 1,285,937 | |||||||||||||||
02R042611 | FHLMC GOLD TBA MBS | 1/1/2040 | (2,000,000 | ) | (2,024,688 | ) | (1,995,313 | ) | ||||||||||||
02R050614 | FHLMC GOLD TBA MBS | 1/1/2035 | (3,000,000 | ) | (3,130,938 | ) | (3,076,406 | ) | ||||||||||||
02R060613 | FHLMC TBA 30 YR | 1/15/2033 | (1,000,000 | ) | (1,068,594 | ) | (1,059,844 | ) | ||||||||||||
031162AZ3 | AMGEN INC CORP BND | 2/1/2019 | 2,275,000 | 2,305,542 | 2,437,711 | |||||||||||||||
034863AA8 | ANGLO AMERICAN CAPITAL PLC CORP BND 144A | 4/8/2014 | 6,980,000 | 7,910,906 | 8,402,175 | |||||||||||||||
035229CE1 | ANHEUSER-BUSCH CORP BND | 3/15/2012 | 1,600,000 | 1,583,121 | 1,772,427 | |||||||||||||||
038461AC3 | AID-EGYPT GOVT BND | 9/15/2015 | 25,000,000 | 26,298,857 | 26,083,850 | |||||||||||||||
04010HAB8 | ARES CLO FUNDS ARES ABS 05-10A A2 144A | 9/18/2017 | 9,862,007 | 9,238,269 | 8,883,499 | |||||||||||||||
04010HAC6 | ARES_05-10A ABS 05-10A A3 144A | 9/18/2017 | 24,580,000 | 22,247,263 | 22,141,172 | |||||||||||||||
04011XAB2 | ARES ABS 06-5RA AS 144A | 2/24/2018 | 21,390,634 | 19,166,059 | 19,268,256 | |||||||||||||||
04011XAC0 | ARES ABS 06-5RA A3 144A | 2/24/2018 | 22,849,087 | 20,387,512 | 20,696,725 | |||||||||||||||
04057PFH6 | ARIZONA SCH FACS BRD CTFS PART MUNI BND REV | 9/1/2019 | 1,775,000 | 1,693,598 | 1,872,394 | |||||||||||||||
040654MP7 | ARIZONA ST TRANSN BRD MUNI BND REV | 7/1/2020 | 500,000 | 481,024 | 540,300 | |||||||||||||||
040654NY7 | ARIZONA ST TRANSN BRD MUNI BND REV | 7/1/2021 | 1,500,000 | 1,421,965 | 1,624,620 | |||||||||||||||
040688GV9 | ARIZONA WTR INFRASTRUCTURE FIN MUNI BND REV | 10/1/2021 | 1,000,000 | 952,327 | 1,101,240 | |||||||||||||||
042423AA1 | ARMST ABS 08-1A A 144A | 8/1/2016 | 11,298,633 | 10,795,690 | 10,785,528 | |||||||||||||||
042707AF6 | ARRMF ABS 06-2A A1B 144A | 9/20/2036 | 8,042 | 8,042 | 8,016 | |||||||||||||||
04271AAA9 | ARRMF ABS 07-3A A1B 144A | 9/16/2036 | 128,064 | 128,064 | 127,424 | |||||||||||||||
04271AAB7 | ARRMF ABS 07-3A A2B 144A | 9/16/2056 | 719,000 | 719,000 | 694,698 | |||||||||||||||
044074BZ4 | ASHEVILLE N C MUNI BND REV | 8/1/2019 | 2,000,000 | 1,945,801 | 2,178,960 | |||||||||||||||
05348EAM1 | AVALONBAY COMMUNITIES INC SENIOR CORP BND | 3/15/2017 | 1,500,000 | 1,511,138 | 1,526,264 | |||||||||||||||
053611AC3 | AVERY DENNISON CORP CORP BND | 1/15/2013 | 1,500,000 | 1,445,459 | 1,516,160 | |||||||||||||||
054303AS1 | AVON PRODUCTS INC CORP BND | 1/15/2011 | 1,700,000 | 1,682,150 | 1,758,910 | |||||||||||||||
05522RAR9 | BACCT ABS_06-A16 A16 | 5/15/2013 | 12,000,000 | 11,915,018 | 12,392,400 | |||||||||||||||
05522RBA5 | BANK OF AMERICA CREDIT CARD TR ABS 07-A7 A7 | 8/15/2012 | 131,000 | 131,000 | 130,777 | |||||||||||||||
05522RBS6 | BACCT ABS 08-A1 A1 | 4/15/2013 | 1,701,000 | 1,701,000 | 1,696,577 | |||||||||||||||
055451AG3 | BHP BILLITON FINANCE (USA) LTD CORP BND | 4/1/2014 | 3,000,000 | 2,991,379 | 3,285,597 | |||||||||||||||
05565QBH0 | BP CAPITAL MARKETS PLC CORP BND | 3/10/2015 | 3,000,000 | 3,051,760 | 3,090,091 | |||||||||||||||
05565QBL1 | BP CAPITAL MARKETS PLC CORP BND | 5/8/2014 | 9,000,000 | 8,988,183 | 9,249,514 | |||||||||||||||
058508AN2 | BALL ST UNIV IND MUNI BND REV | 7/1/2018 | 1,900,000 | 1,877,169 | 2,048,352 | |||||||||||||||
059469AA4 | BOAA CMO_06-7 A1 | 10/25/2036 | 274,562 | 272,751 | 273,790 | |||||||||||||||
05947UDP0 | BAFU CMBS_01-3 A2 | 4/11/2037 | 398,768 | 398,928 | 414,005 | |||||||||||||||
05948X6X4 | BANK OF AMERICA MTG SEC CMO 04-5 3A2 | 6/25/2019 | 8,060,392 | 8,104,001 | 8,100,694 | |||||||||||||||
05951KAX1 | BAFC CMO_06-7-T2A1 | 10/25/2036 | 664,269 | 599,778 | 596,713 | |||||||||||||||
05954DAG1 | BAFC CMO 07-E 4A1 | 7/20/2047 | 8,103,390 | 4,978,652 | 5,096,222 | |||||||||||||||
060505CY8 | BANK OF AMERICA CORP BND | 2/12/2010 | 980,000 | 980,000 | 979,804 | |||||||||||||||
060505DA9 | BANK OF AMERICA CORP CORP BND | 3/15/2017 | 28,900,000 | 29,031,970 | 28,521,841 | |||||||||||||||
060505DG6 | BANK OF AMERICA CORP BND | 8/13/2010 | 3,270,000 | 3,270,000 | 3,272,681 | |||||||||||||||
060505DK7 | BANK OF AMERICA CORP CORP BND | 9/11/2012 | 3,525,000 | 3,532,017 | 3,741,065 | |||||||||||||||
06050BAA9 | BANK OF AMERICA CORP — GTD CORP BND GOVT GUAR | 6/15/2012 | 63,700,000 | 63,684,443 | 66,016,770 | |||||||||||||||
06051GDX4 | BANK OF AMERICA CORP BND | 5/1/2018 | 23,170,000 | 21,950,213 | 23,643,099 | |||||||||||||||
06051GDY2 | BANK OF AMERICA CORP BND | 5/15/2014 | 5,500,000 | 6,135,836 | 6,193,000 | |||||||||||||||
06052DAB1 | BAAT_09-1A ABS 09-1AA2144A | 12/15/2011 | 48,000,000 | 47,997,650 | 48,246,086 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
06052FAC4 | BAAT_09-2 ABS 09-2AA3 144A | 9/15/2013 | 50,000,000 | 49,999,542 | 50,455,000 | |||||||||||||||
06423AAG8 | BANK ONE CO CORP BND | 8/1/2010 | 378,000 | 384,078 | 393,438 | |||||||||||||||
067316AA7 | BACARDI LTD CORP BND 144A | 4/1/2014 | 12,100,000 | 12,090,448 | 13,644,536 | |||||||||||||||
06738CAF6 | BARCLAYS BANK PLC CAPSEC CORP BND 144A | 6/29/2049 | 16,777,000 | 12,103,564 | 14,931,530 | |||||||||||||||
06739FFZ9 | BARCLAYS BANK PLC LOCAL BND | 7/10/2014 | 2,950,000 | 2,946,840 | 3,140,234 | |||||||||||||||
06849UAB1 | BARRICK (PD) AUSTRALIA FINANCE CORP BND 144A | 1/15/2020 | 1,500,000 | 1,485,642 | 1,483,245 | |||||||||||||||
071365ZL7 | BATTLE CREEK MICH MUNI BND GO | 5/1/2011 | 2,025,000 | 2,065,592 | 2,117,462 | |||||||||||||||
071813AZ2 | BAXTER INTERNATIONAL INC CORP BND | 3/1/2014 | 5,400,000 | 5,387,083 | 5,601,031 | |||||||||||||||
07383FXJ2 | BEAR STEARNS COMMERCIAL MORTGA CMBS 03-PWR2 A4 | 5/11/2039 | 4,000,000 | 4,149,317 | 4,080,122 | |||||||||||||||
07383FXN3 | BSCMS SR CMBS 03-T12 | 8/13/2039 | 4,000,000 | 4,027,810 | 4,006,172 | |||||||||||||||
07384MWF5 | BSARM WHOLE CMO 03-5 | 8/25/2033 | 189,464 | 181,911 | 164,606 | |||||||||||||||
073868AA9 | BALTA_06-6 CMO 06-6 1A1 | 11/25/2036 | 20,498,556 | 7,813,147 | 9,197,944 | |||||||||||||||
07388LAE0 | BEAR STEARNS SENIOR CMBS 06-PW13-A4 | 9/11/2041 | 28,000,000 | 28,339,651 | 27,270,319 | |||||||||||||||
073928X73 | BEAR STEARNS CO INC CORP BND | 8/10/2012 | 16,625,000 | 17,585,884 | 18,553,448 | |||||||||||||||
07401AAA5 | BSMF CMO_06-AR2 1A1 | 9/25/2046 | 11,069,096 | 5,336,515 | 5,951,778 | |||||||||||||||
07401YAQ8 | BEAR STEARNS MORTGAGE FUNDING CMO 07-AR4 2A1 | 6/25/2037 | 11,374,737 | 5,370,381 | 5,693,056 | |||||||||||||||
075887AU3 | BECTON DICKINSON AND COMPANY CORP BND | 5/15/2019 | 1,625,000 | 1,614,928 | 1,668,723 | |||||||||||||||
097014AK0 | BOEING CAPITAL CORPORATION CORP BND | 10/27/2014 | 250,000 | 249,469 | 248,435 | |||||||||||||||
097023AV7 | BOEING CO CORP BND | 3/15/2014 | 1,500,000 | 1,494,332 | 1,612,042 | |||||||||||||||
097023AY1 | BOEING CO SENIOR CORP BND | 2/15/2015 | 1,250,000 | 1,246,336 | 1,253,388 | |||||||||||||||
097023AZ8 | BOEING CO SENIOR CORP BND | 2/15/2020 | 3,500,000 | 3,468,150 | 3,503,378 | |||||||||||||||
10138MAH8 | BOTTLING GROUP LLC CORP BND | 3/15/2014 | 3,000,000 | 3,372,506 | 3,472,320 | |||||||||||||||
10138MAK1 | BOTTLING GROUP LLC CORP BND | 1/15/2019 | 3,000,000 | 2,989,660 | 3,101,450 | |||||||||||||||
108151UZ2 | BRIDGEPORT CONN MUNI BND GO | 7/15/2017 | 750,000 | 764,358 | 780,488 | |||||||||||||||
12513EAG9 | CD SENIOR CMBS 05-CD1 | 7/15/2044 | 25,000,000 | 24,919,096 | 24,957,138 | |||||||||||||||
12566XAK4 | CMA_07-A7 CMO_07-A7-IIA1 | 7/25/2037 | 8,298,536 | 4,885,452 | 4,854,644 | |||||||||||||||
12572QAD7 | CME GROUP INC CORP BND | 2/15/2014 | 2,000,000 | 2,005,813 | 2,175,975 | |||||||||||||||
12612AAC6 | CNH_09-C ABS 09-C A3 | 12/16/2013 | 1,400,000 | 1,399,976 | 1,397,340 | |||||||||||||||
126175AH1 | COMM03-LB1A SENIOR CMBS 03-LB1A 144A | 6/10/2010 | 35,604,759 | 116,133 | 227,870 | |||||||||||||||
126380AB0 | CSMC CMO_06-9 2A1 | 11/25/2036 | 2,390,317 | 1,920,357 | 1,888,350 | |||||||||||||||
126384AJ5 | CSMC WHOLE CMO 07-2 2A1 | 3/25/2037 | 1,563,550 | 1,400,991 | 1,307,284 | |||||||||||||||
12638PBU2 | CSMC CMO_07-3 4A5 | 4/25/2037 | 1,608,147 | 1,378,956 | 1,287,965 | |||||||||||||||
126650AV2 | CVS CAREMARK CORP CORP BND | 9/15/2014 | 12,160,000 | 11,972,285 | 12,910,940 | |||||||||||||||
126650BH2 | CVS CAREMARK CORP CORP BND | 6/1/2017 | 2,000,000 | 1,865,057 | 2,112,400 | |||||||||||||||
12667GNS8 | COUNTRYWIDE ALTERNATIVE LOAN T CMO_05-24 1A1 | 7/20/2035 | 1,112,449 | 472,973 | 490,520 | |||||||||||||||
12668BPY3 | CWALT CMO 06-4CB 2A4 | 4/25/2036 | 14,638,317 | 9,203,524 | 9,129,918 | |||||||||||||||
126694A32 | COUNTRYWIDE HOME LOANS WHOLE CMO 06-OA1 | 3/20/2046 | 2,136,556 | 966,022 | 1,042,212 | |||||||||||||||
126694M96 | COUNTRYWIDE HOME LOANS CMO 06-OA5 2A1 | 4/25/2046 | 7,966,708 | 3,424,044 | 4,222,355 | |||||||||||||||
12669E5B8 | CWHL CMO03-50 A1 | 11/25/2018 | 1,281,882 | 1,230,375 | 1,288,291 | |||||||||||||||
12669EYQ3 | COUNTRYWIDE HOME LOANS TR WHOLE CMO 03-37 | 8/25/2033 | 161,393 | 150,305 | 128,792 | |||||||||||||||
126775RR8 | CABARRUS CNTY N C MUNI BND GO | 2/1/2018 | 500,000 | 499,340 | 582,015 | |||||||||||||||
13063A4V3 | STATE OF CALIFORNIA MUNI BND GO | 4/1/2031 | 2,000,000 | 2,075,477 | 2,019,800 | |||||||||||||||
13170FCV3 | CALYON (NEW YORK BRANCH) CORP BND | 2/22/2010 | 163,000 | 162,996 | 162,935 | |||||||||||||||
13170FEC3 | CALYON NORTH AMERICA INC CORP BND | 6/11/2010 | 654,000 | 654,000 | 653,363 | |||||||||||||||
134429AM1 | CAMPBELL SOUP COMPANY CORP BND | 2/15/2011 | 1,550,000 | 1,577,673 | 1,638,429 | |||||||||||||||
134429AT6 | CAMPBELL SOUP COMPANY CORP BND | 2/15/2019 | 1,000,000 | 986,068 | 1,004,269 | |||||||||||||||
135087YS7 | CANADA GOVERNMENT GOVT BND | 6/1/2014 | 2,715,000 | 2,626,544 | 2,628,676 | |||||||||||||||
135087YU2 | CANADA GOVERNMENT GOVT BND | 12/1/2014 | 17,860,000 | 16,236,435 | 16,439,538 | |||||||||||||||
135087YW8 | CANADA GOVERNMENT GOVT BND | 9/1/2011 | 29,740,000 | 27,558,246 | 28,228,319 | |||||||||||||||
135087YX6 | CANADA GOVERNMENT GOVT BND | 9/1/2012 | 35,720,000 | 33,363,718 | 34,139,936 | |||||||||||||||
135087ZA5 | CANADA GOVERNMENT SENIOR CORP BND | 9/10/2014 | 900,000 | 895,130 | 887,184 | |||||||||||||||
1350Z7NC4 | CANADIAN TREASURY BILL 144A | 12/31/2059 | 8,320,000 | 7,707,773 | 7,911,432 | |||||||||||||||
13974CAE8 | CARAT ABS_07-2 A4A | 2/18/2014 | 12,000,000 | 11,708,599 | 12,547,920 | |||||||||||||||
14312XAC5 | CARMX ABS_08-2 A3A | 10/15/2012 | 4,000,000 | 3,994,839 | 4,176,000 | |||||||||||||||
144470AR2 | CARRIER CREEK MICH DRAIN DIST MUNI BND GO | 6/1/2022 | 1,000,000 | 920,536 | 1,054,930 | |||||||||||||||
14912L4F5 | CATERPILLAR FINL SERV CORP BND | 2/17/2014 | 3,300,000 | 3,299,685 | 3,658,051 | |||||||||||||||
15135UAA7 | CENOVUS ENERGY INC CORP BND 144A | 9/15/2014 | 1,350,000 | 1,348,756 | 1,393,766 | |||||||||||||||
15200NAA3 | CNP ABS 09-1 A1 | 2/15/2016 | 2,500,000 | 2,499,912 | 2,472,500 | |||||||||||||||
161045CG2 | CHARLOTTE NC WTR & SWR SYS MUNI BND REV | 6/1/2019 | 500,000 | 510,896 | 516,425 | |||||||||||||||
161571AT1 | CHAIT ABS 05-A8 | 10/15/2012 | 131,000 | 130,879 | 130,581 | |||||||||||||||
161571BU7 | CHAIT ABS 07-A4 A4 | 4/16/2012 | 504,000 | 504,000 | 503,869 | |||||||||||||||
161571BW3 | CHAIT ABS 07-A6 A6 | 4/16/2012 | 916,000 | 916,000 | 915,245 | |||||||||||||||
161571CH5 | CHAIT ABS_07-A17 A | 10/15/2014 | 10,000,000 | 9,999,458 | 10,768,900 | |||||||||||||||
161571CL6 | CHAIT ABS 08-A1 A1 | 1/15/2012 | 1,308,000 | 1,308,000 | 1,308,048 | |||||||||||||||
161571DP6 | CHAIT ABS 09-A5 A5 | 6/15/2012 | 50,000,000 | 50,000,000 | 50,138,001 | |||||||||||||||
16162WLM9 | CHASE CMO 05-S2 A1 | 10/25/2035 | 16,356,170 | 13,667,401 | 14,993,701 | |||||||||||||||
161630AC2 | CHASE WHOLE CMO_07-A1 1A3 | 2/25/2037 | 17,186,007 | 17,391,475 | 15,872,996 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
161630AG3 | CHASE CMO_07-A1-2A1 | 2/25/2037 | 29,728,367 | 30,210,088 | 26,969,723 | |||||||||||||||
161630AN8 | CHASE WHOLE CMO_07-A1 4A1 | 2/25/2037 | 4,589,779 | 4,634,568 | 4,025,558 | |||||||||||||||
161630AQ1 | CHASE CMO_07-A1 5A1 | 2/25/2037 | 3,813,162 | 3,749,591 | 3,396,544 | |||||||||||||||
16208NAA3 | CHAT ABS 05-2AA-1 144A | 8/3/2019 | 29,707,265 | 26,727,120 | 26,738,707 | |||||||||||||||
162419AF2 | CHATTANOOGA TENN INDL DEV BRD MUNI BND REV | 10/1/2011 | 2,000,000 | 2,025,895 | 2,070,360 | |||||||||||||||
165573QR0 | CHESTER CNTY PA MUNI BND GO | 8/15/2022 | 1,000,000 | 952,901 | 1,088,320 | |||||||||||||||
166751AK3 | CHEVRONTEXACO CORPORATION SENIOR CORP BND | 3/3/2012 | 39,100,000 | 39,098,309 | 40,728,241 | |||||||||||||||
167723CG8 | CHICAGO ILL TRAN AUTH CAP GRNT MUNI BND REV | 6/1/2010 | 2,070,000 | 2,082,408 | 2,105,894 | |||||||||||||||
172311GB2 | CINCINNATI OHIO MUNI BND REV | 12/1/2034 | 1,400,000 | 1,444,624 | 1,406,412 | |||||||||||||||
17275RAE2 | CISCO SYSTEMS INC CORP BND | 2/15/2019 | 3,000,000 | 2,994,528 | 3,074,667 | |||||||||||||||
172967BC4 | CITIGROUP INC CORP BND | 1/18/2011 | 53,800,000 | 54,522,048 | 55,956,396 | |||||||||||||||
172967CX7 | CITIGROUP INC CORP BND | 5/18/2010 | 2,200,000 | 2,160,984 | 2,197,624 | |||||||||||||||
172967EG2 | CITIGROUP INC CORP BND | 8/13/2010 | 916,000 | 915,842 | 913,701 | |||||||||||||||
172967EY3 | CITIGROUP INC SENIOR CORP BND | 8/12/2014 | 4,875,000 | 5,028,071 | 5,098,613 | |||||||||||||||
1729733P2 | CMSI CMO 05-7 3A1 | 10/25/2035 | 16,885,117 | 14,459,367 | 15,973,321 | |||||||||||||||
172973L64 | CMSI CMO 04-9 2A1 | 12/25/2019 | 12,646,741 | 12,680,266 | 12,061,197 | |||||||||||||||
17305ECU7 | CCCIT ABS_05-A7 A7 | 10/22/2012 | 500,000 | 506,558 | 513,798 | |||||||||||||||
17305EDJ1 | CCCIT ABS 06-A6 A6 | 5/24/2012 | 327,000 | 326,772 | 326,387 | |||||||||||||||
17310MAE0 | CITIGROUP SENIOR CMBS 06-C5 A4 | 10/15/2049 | 31,000,000 | 31,095,229 | 28,787,623 | |||||||||||||||
17310MBQ2 | CGCMT CMBS_06_C5 AMP2 144A | 10/15/2049 | 500,000 | 190,681 | 190,570 | |||||||||||||||
17313UAA7 | CITIGROUP INC — GTD CORP BND GOVT GUAR | 12/9/2011 | 2,200,000 | 2,196,424 | 2,263,250 | |||||||||||||||
17313YAB7 | CITIGROUP FUNDING INC — GTD CORP BND | 5/5/2011 | 10,000,000 | 10,011,369 | 10,057,701 | |||||||||||||||
17313YAJ0 | CITIGROUP FUNDING INC — GTD SENIOR CORP BND | 12/10/2012 | 5,000,000 | 5,001,530 | 5,039,400 | |||||||||||||||
17313YAN1 | CITIGROUP FUNDING INC — GTD CORP BND | 11/15/2012 | 59,300,000 | 59,205,413 | 59,188,514 | |||||||||||||||
181059BM7 | CLARK CNTY NEV SCH DIST FOR IS MUNI BND GO | 6/15/2017 | 1,500,000 | 1,495,668 | 1,636,140 | |||||||||||||||
184126UY4 | CLAYTON CNTY & CLAYTON CNTY GA MUNI BND REV | 5/1/2020 | 2,000,000 | 1,895,151 | 2,148,520 | |||||||||||||||
189054AC3 | CLOROX COMPANY THE CORP BND | 2/1/2011 | 1,000,000 | 997,314 | 1,049,568 | |||||||||||||||
189194CL5 | CLOVERDALE IND MULTI-SCH BLDG MUNI BND REV | 7/15/2019 | 1,365,000 | 1,323,184 | 1,471,961 | |||||||||||||||
191216AK6 | COCA-COLA COMPANY THE CORP BND | 11/15/2017 | 1,125,000 | 1,194,133 | 1,219,377 | |||||||||||||||
191216AL4 | COCA-COLA COMPANY THE CORP BND | 3/15/2014 | 18,825,000 | 18,752,471 | 19,443,290 | |||||||||||||||
191219BU7 | COCA-COLA ENTERPRISES INC. CORP BND | 3/1/2012 | 13,700,000 | 13,681,439 | 14,135,257 | |||||||||||||||
199491RW3 | COLUMBUS OHIO MUNI BND GO | 7/1/2012 | 500,000 | 520,882 | 557,390 | |||||||||||||||
20030NAE1 | COMCAST CORPORATION CORP BND | 1/15/2014 | 2,000,000 | 2,048,536 | 2,139,046 | |||||||||||||||
20030NAL5 | COMCAST CORPORATION CORP BND | 3/15/2016 | 7,500,000 | 7,928,845 | 8,023,936 | |||||||||||||||
20046PAB4 | COMM CMBS_00-C1 A2 | 8/15/2033 | 140,251 | 139,286 | 141,077 | |||||||||||||||
20272BAF1 | COMMONWEALTH BANK AUSTRALIA, G CORP BND 144A | 6/25/2014 | 50,000,000 | 50,766,711 | 51,073,502 | |||||||||||||||
2027A0DG1 | COMMONWEALTH BANK OF AUSTRALIA CORP BND MTN 144A | 10/15/2012 | 1,800,000 | 1,794,855 | 1,817,419 | |||||||||||||||
2027A0DJ5 | COMMONWEALTH BANK OF AUSTRALIA CORP BND MTN 144A | 10/15/2019 | 30,950,000 | 30,782,012 | 30,730,352 | |||||||||||||||
20774UWJ0 | CONNECTICUT ST HEALTH & EDL FA MUNI BND REV | 7/1/2010 | 1,125,000 | 1,135,680 | 1,148,276 | |||||||||||||||
207758AY9 | CONNECTICUT ST SPL TAX OBLIG R MUNI BND REV | 7/1/2019 | 650,000 | 620,506 | 705,770 | |||||||||||||||
20825CAR5 | CONOCOPHILLIPS CORP BND | 2/1/2019 | 1,250,000 | 1,335,743 | 1,356,471 | |||||||||||||||
20825CAS3 | CONOCOPHILLIPS CORP BND | 2/1/2014 | 29,000,000 | 28,932,025 | 31,061,588 | |||||||||||||||
20825CAT1 | CONOCOPHILLIPS CORP BND | 1/15/2015 | 5,000,000 | 4,996,385 | 5,313,431 | |||||||||||||||
209111DJ9 | CONSOLIDATED EDISON CO OF NY CORP BND | 9/1/2010 | 1,000,000 | 1,009,433 | 1,044,263 | |||||||||||||||
209111DZ3 | CONSOLIDATED EDISON CO OF NY CORP BND | 7/1/2012 | 550,000 | 536,876 | 588,725 | |||||||||||||||
210518CS3 | CONSUMERS ENERGY COMPANY CORP BND | 9/15/2019 | 1,000,000 | 999,592 | 1,125,929 | |||||||||||||||
2131838D1 | COOK CNTY ILL MUNI BND GO | 11/15/2019 | 1,000,000 | 956,239 | 1,078,040 | |||||||||||||||
224044BF3 | COX COMMUNICATIONS INC. CORP BND | 6/1/2013 | 1,225,000 | 1,278,983 | 1,279,383 | |||||||||||||||
225317AB2 | CREDIT AGRICOLE SA CORP BND 144A | 5/28/2010 | 2,191,000 | 2,191,000 | 2,190,978 | |||||||||||||||
22540VGE6 | CSFB SENIOR CMBS 01-CKN5-A4 | 9/15/2034 | 44,858,657 | 44,950,437 | 46,231,031 | |||||||||||||||
22541NQ77 | CSFB_03-AR9 WHOLE CMO 03-AR9 2A2 | 3/25/2033 | 92,659 | 53,293 | 64,870 | |||||||||||||||
22541QDG4 | CSFB_03-C3 CMBS_03-C3 A3 | 5/15/2038 | 516,494 | 507,471 | 517,079 | |||||||||||||||
22541QUJ9 | CS FIRST BOSTON MORTGAGE SECUR CMO 03-A24-IA1 | 10/25/2033 | 169,356 | 86,738 | 141,632 | |||||||||||||||
22545BAA9 | CSMC CMBS_06-C2 A1 | 3/15/2039 | 1,321,965 | 1,300,021 | 1,349,198 | |||||||||||||||
22546QAC1 | CREDIT SUISSE FIRST BOSTON CORP BND | 8/13/2019 | 3,000,000 | 3,000,674 | 3,058,244 | |||||||||||||||
22882MAA6 | CRGT ABS 03-2 A | 9/18/2034 | 71,619 | 71,619 | 56,937 | |||||||||||||||
22942KCD0 | CSMC CMO 06-7 10A2 | 8/25/2036 | 16,884,426 | 9,906,146 | 10,394,053 | |||||||||||||||
230822PL6 | CUMBERLAND VALLEY PA SCH DIST MUNI BND GO | 11/15/2020 | 1,300,000 | 1,237,111 | 1,382,953 | |||||||||||||||
231266DM6 | CURATORS UNIV MO SYS FACS REV MUNI BND REV | 11/1/2021 | 2,000,000 | 1,849,159 | 2,142,100 | |||||||||||||||
232434AE0 | CWALT_06-OC8 CMO 06-0C8 2A3 | 11/25/2036 | 26,000,000 | 3,668,031 | 3,996,200 | |||||||||||||||
23245GAD3 | CWALT_06-OC9 CMO 06-OC9-A3 | 12/25/2046 | 6,500,000 | 1,085,458 | 1,039,350 | |||||||||||||||
23245QAA7 | CWALT WHOLE CMO 06-0A21 A1 | 3/20/2047 | 7,596,679 | 3,289,056 | 4,026,240 | |||||||||||||||
233889AE4 | DCAT ABS_08-B A3A | 9/10/2012 | 4,950,000 | 4,831,010 | 5,117,953 | |||||||||||||||
235308KE2 | DALLAS TEX INDPT SCH DIST MUNI BND GO | 8/15/2021 | 1,605,000 | 1,520,987 | 1,769,480 | |||||||||||||||
244199BC8 | DEERE & COMPANY CORP BND | 10/16/2019 | 15,400,000 | 15,317,651 | 15,257,660 | |||||||||||||||
244217BK0 | JOHN DEERE CAPITAL CORPORATION SENIOR CORP BND | 1/15/2013 | 4,000,000 | 3,903,479 | 4,267,563 | |||||||||||||||
24422EQD4 | JOHN DEERE CAPITAL CORPORATION CORP BND | 10/17/2011 | 9,000,000 | 8,999,860 | 9,595,114 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
24702RAH4 | DELL INC CORP BND | 6/15/2012 | 14,600,000 | 14,591,808 | 15,047,214 | |||||||||||||||
249164HG2 | DENVER COLO CITY & CNTY MUNI BND GO | 8/1/2021 | 2,000,000 | 1,901,446 | 2,186,420 | |||||||||||||||
2491817F9 | DENVER COLO CITY & CNTY ARPT R MUNI BND REV | 11/15/2010 | 3,000,000 | 2,996,461 | 3,087,600 | |||||||||||||||
249575AM3 | DEPFA ACS BANK CORP BND 144A | 6/28/2011 | 2,800,000 | 2,903,518 | 2,868,712 | |||||||||||||||
250119BY9 | DES MOINES IOWA MET WASTEWATER MUNI BND REV | 6/1/2019 | 1,045,000 | 1,008,071 | 1,137,430 | |||||||||||||||
251255C94 | DETROIT MICH WTR SUPPLY SYS MUNI BND REV | 7/1/2033 | 2,000,000 | 2,070,867 | 2,163,740 | |||||||||||||||
251255ZJ7 | DETROIT MICH WTR SUPPLY SYS MUNI BND REV | 7/1/2022 | 1,000,000 | 1,042,440 | 1,010,000 | |||||||||||||||
25151AAG6 | DBALT CMO 06-AR3 A6 | 8/25/2036 | 32,000,000 | 4,565,958 | 3,040,000 | |||||||||||||||
25152XHQ6 | DEUTSCHE BANK AG SENIOR CORP BND | 1/25/2010 | 1,112,000 | 1,112,000 | 1,112,334 | |||||||||||||||
2515A0Q30 | DEUTSCHE BK LDN CORP BND | 8/18/2014 | 9,500,000 | 9,633,644 | 9,674,756 | |||||||||||||||
25244SAF8 | DIAGEO FINANCE BV CORP BND | 1/15/2015 | 1,025,000 | 1,020,893 | 1,017,311 | |||||||||||||||
254760C66 | DISTRICT OF COLUMBIA MUNI BND GO | 6/1/2010 | 2,945,000 | 2,974,689 | 3,001,102 | |||||||||||||||
25746UBH1 | DOMINION RESOURCES INC SENIOR CORP BND | 8/15/2019 | 1,000,000 | 1,001,041 | 1,011,872 | |||||||||||||||
260003AD0 | DOVER CORP CORP BND | 2/15/2011 | 1,000,000 | 1,009,780 | 1,056,640 | |||||||||||||||
263534BM0 | EI DUPONT DE NEMOURS & CO CORP BND | 4/30/2010 | 1,700,000 | 1,697,111 | 1,720,877 | |||||||||||||||
263534BX6 | EI DUPONT DE NEMOURS & CO CORP BND | 3/15/2015 | 2,000,000 | 1,996,126 | 2,130,568 | |||||||||||||||
263534BZ1 | EI DUPONT DE NEMOURS & CO CORP BND | 1/15/2020 | 27,200,000 | 27,087,120 | 26,518,782 | |||||||||||||||
264399EQ5 | DUKE ENERGY CORP CORP BND | 2/1/2014 | 11,150,000 | 11,132,578 | 12,220,726 | |||||||||||||||
26441YAS6 | DUKE REALTY LP CORP BND | 2/15/2015 | 725,000 | 721,203 | 760,492 | |||||||||||||||
268317AA2 | ELECTRICITE DE FRANCE CORP BND 144A | 1/26/2014 | 19,900,000 | 19,834,133 | 21,679,651 | |||||||||||||||
278058DG4 | EATON CORPORATION CORP BND | 3/20/2014 | 4,000,000 | 3,998,837 | 4,366,136 | |||||||||||||||
282317HC3 | EGG HARBOR TWP N J SCH DIST MUNI BND GO | 7/15/2019 | 1,320,000 | 1,348,464 | 1,580,106 | |||||||||||||||
291011AT1 | EMERSON ELECTRIC CO CORP BND | 5/1/2013 | 1,000,000 | 972,960 | 1,054,000 | |||||||||||||||
291011AY0 | EMERSON ELECTRIC CO CORP BND | 10/15/2019 | 1,625,000 | 1,616,135 | 1,660,829 | |||||||||||||||
29268BAA9 | ENEL FINANCE INTERNATIONAL SA CORP BND 144A | 1/15/2013 | 15,000,000 | 15,014,953 | 16,212,594 | |||||||||||||||
29268BAE1 | ENEL FINANCE INTERNATIONAL SA CORP BND 144A | 10/7/2019 | 28,000,000 | 27,879,058 | 28,261,432 | |||||||||||||||
29365KAA1 | ETI ABS 09 A1 | 2/1/2015 | 1,400,000 | 1,399,911 | 1,397,200 | |||||||||||||||
293791AN9 | ENTERPRISE PROD OPER LP SENIOR CORP BND | 10/15/2014 | 22,000,000 | 21,523,381 | 23,379,799 | |||||||||||||||
294223LN0 | EPHRATA PA AREA SCH DIST MUNI BND GO | 3/1/2019 | 500,000 | 480,125 | 530,930 | |||||||||||||||
294429AH8 | EQUIFAX INC CORP BND | 12/1/2014 | 2,000,000 | 2,010,832 | 2,013,793 | |||||||||||||||
30251BAA6 | FMR CORP. CORP BND 144A | 11/15/2021 | 2,100,000 | 2,096,849 | 1,994,941 | |||||||||||||||
302570AV8 | FPL GROUP CAPITAL INC CORP BND | 9/1/2011 | 1,000,000 | 983,722 | 1,066,018 | |||||||||||||||
302570BD7 | FPL GROUP CAPITAL INC CORP BND | 3/1/2019 | 3,375,000 | 3,373,635 | 3,622,546 | |||||||||||||||
30769PAA0 | FARMER MAC AGENCY BND 144A | 7/15/2011 | 15,900,000 | 15,879,677 | 16,879,299 | |||||||||||||||
31283K2C1 | FHLMC GOLD POOL # G11671 | 11/1/2014 | 7,832,207 | 7,711,963 | 8,162,473 | |||||||||||||||
31283K4C9 | FHLMC GOLD POOL # G11719 | 6/1/2020 | 13,465,704 | 13,297,853 | 14,205,620 | |||||||||||||||
31283K6U7 | FHLMC GOLD POOL # G11783 | 8/1/2015 | 3,051,644 | 3,004,705 | 3,172,491 | |||||||||||||||
31283KJU3 | FHLMC GOLD POOL # G11175 | 12/1/2014 | 991,849 | 1,001,039 | 1,080,503 | |||||||||||||||
31283KN87 | FHLMC GOLD POOL # G11315 | 9/1/2017 | 4,843 | 5,118 | 5,106 | |||||||||||||||
31283KS90 | FHLMC GOLD POOL # G11444 | 8/1/2018 | 23,348 | 24,678 | 24,644 | |||||||||||||||
31283KSY5 | FHLMC GOLD POOL # G11435 | 6/1/2018 | 11,604 | 12,265 | 12,232 | |||||||||||||||
31283KT40 | FHLMC GOLD POOL # G11471 | 11/1/2013 | 2,946,115 | 2,881,357 | 3,029,133 | |||||||||||||||
31283KTA6 | FHLMC GOLD POOL # G11445 | 9/1/2018 | 32,483 | 34,334 | 34,287 | |||||||||||||||
3128E27C4 | FHLMC GOLD POOL # D96291 | 9/1/2023 | 1,823,091 | 1,743,001 | 1,861,011 | |||||||||||||||
3128GNW87 | FHLMC GOLD POOL # E86071 | 11/1/2016 | 3,260 | 3,444 | 3,436 | |||||||||||||||
3128GNY77 | FHLMC GOLD POOL # E86134 | 11/1/2016 | 22,624 | 23,901 | 23,841 | |||||||||||||||
3128GP3U5 | FHLMC GOLD POOL # E87111 | 1/1/2017 | 6,984 | 7,378 | 7,359 | |||||||||||||||
3128GP3V3 | FHLMC GOLD POOL # E87112 | 1/1/2017 | 29,960 | 31,653 | 31,572 | |||||||||||||||
3128GP4U4 | FHLMC GOLD POOL # E87135 | 1/1/2017 | 4,858 | 5,132 | 5,119 | |||||||||||||||
3128GP7M9 | FHLMC GOLD POOL # E87200 | 1/1/2017 | 5,933 | 6,268 | 6,254 | |||||||||||||||
3128GPSA2 | FHLMC GOLD POOL # E86813 | 12/1/2016 | 5,609 | 5,926 | 5,911 | |||||||||||||||
3128GPVH3 | FHLMC GOLD POOL # E86916 | 12/1/2016 | 2,659 | 2,809 | 2,802 | |||||||||||||||
3128GQ3Q2 | FHLMC GOLD POOL # E88007 | 2/1/2017 | 10,784 | 11,393 | 11,367 | |||||||||||||||
3128GQ6E6 | FHLMC GOLD POOL # E88069 | 2/1/2017 | 7,162 | 7,566 | 7,549 | |||||||||||||||
3128GQGA3 | FHLMC GOLD POOL # E87393 | 1/1/2017 | 17,102 | 18,068 | 18,027 | |||||||||||||||
3128GQJT9 | FHLMC GOLD POOL # E87474 | 1/1/2017 | 10,985 | 11,606 | 11,576 | |||||||||||||||
3128GQK26 | FHLMC GOLD POOL # E87513 | 1/1/2017 | 13,940 | 14,728 | 14,690 | |||||||||||||||
3128GQK34 | FHLMC GOLD POOL # E87514 | 1/1/2017 | 3,990 | 4,215 | 4,204 | |||||||||||||||
3128GQKB6 | FHLMC GOLD POOL # E87490 | 1/1/2017 | 6,879 | 7,268 | 7,249 | |||||||||||||||
3128GQP54 | FHLMC GOLD POOL # E87644 | 1/1/2017 | 9,478 | 10,014 | 9,991 | |||||||||||||||
3128GQQQ7 | FHLMC GOLD POOL # E87663 | 2/1/2017 | 9,725 | 10,275 | 10,248 | |||||||||||||||
3128GQQZ7 | FHLMC GOLD POOL # E87672 | 2/1/2017 | 33,040 | 34,907 | 34,817 | |||||||||||||||
3128GQSG7 | FHLMC GOLD POOL # E87719 | 2/1/2017 | 5,175 | 5,468 | 5,455 | |||||||||||||||
3128GQU58 | FHLMC GOLD POOL # E87804 | 2/1/2017 | 12,841 | 13,567 | 13,532 | |||||||||||||||
3128GQU90 | FHLMC GOLD POOL # E87808 | 2/1/2017 | 3,362 | 3,552 | 3,544 | |||||||||||||||
3128GQVB4 | FHLMC GOLD POOL # E87810 | 2/1/2017 | 6,540 | 6,909 | 6,891 | |||||||||||||||
3128GQW31 | FHLMC GOLD POOL # E87866 | 2/1/2017 | 15,145 | 16,001 | 15,998 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
3128GQW49 | FHLMC GOLD POOL # E87867 | 2/1/2017 | 26,701 | 28,211 | 28,146 | |||||||||||||||
3128GR3Y3 | FHLMC GOLD POOL # E88915 | 2/1/2017 | 21,936 | 23,176 | 23,116 | |||||||||||||||
3128GR6N4 | FHLMC GOLD POOL # E88977 | 4/1/2017 | 30,110 | 31,814 | 31,739 | |||||||||||||||
3128GRBH1 | FHLMC GOLD POOL # E88140 | 2/1/2017 | 11,348 | 11,989 | 11,962 | |||||||||||||||
3128GRBJ7 | FHLMC GOLD POOL # E88141 | 2/1/2017 | 3,202 | 3,383 | 3,376 | |||||||||||||||
3128GRFT1 | FHLMC GOLD POOL # E88278 | 3/1/2017 | 23,824 | 25,171 | 25,105 | |||||||||||||||
3128GRJD2 | FHLMC GOLD POOL # E88360 | 3/1/2017 | 7,213 | 7,621 | 7,601 | |||||||||||||||
3128GRK81 | FHLMC GOLD POOL # E88419 | 3/1/2017 | 8,414 | 8,890 | 8,869 | |||||||||||||||
3128GRLA5 | FHLMC GOLD POOL # E88421 | 3/1/2017 | 33,181 | 35,058 | 34,976 | |||||||||||||||
3128GRM71 | FHLMC GOLD POOL # E88482 | 3/1/2017 | 7,690 | 8,125 | 8,106 | |||||||||||||||
3128GRP94 | FHLMC GOLD POOL # E88548 | 3/1/2017 | 3,980 | 4,205 | 4,194 | |||||||||||||||
3128GRQA0 | FHLMC GOLD POOL # E88549 | 3/1/2017 | 8,942 | 9,447 | 9,425 | |||||||||||||||
3128GRSP5 | FHLMC GOLD POOL # E88626 | 3/1/2017 | 8,522 | 9,004 | 8,981 | |||||||||||||||
3128GRSY6 | FHLMC GOLD POOL # E88635 | 3/1/2017 | 16,171 | 17,085 | 17,046 | |||||||||||||||
3128GRUF4 | FHLMC GOLD POOL # E88682 | 3/1/2017 | 3,716 | 3,926 | 3,917 | |||||||||||||||
3128GRUT4 | FHLMC GOLD POOL # E88694 | 3/1/2017 | 9,099 | 9,612 | 9,588 | |||||||||||||||
3128GRWQ8 | FHLMC GOLD POOL # E88755 | 2/1/2017 | 626 | 661 | 655 | |||||||||||||||
3128GRYD5 | FHLMC GOLD POOL # E88808 | 4/1/2017 | 4,302 | 4,545 | 4,535 | |||||||||||||||
3128GS5Y9 | FHLMC GOLD POOL # E89863 | 4/1/2017 | 6,870 | 7,259 | 7,242 | |||||||||||||||
3128GSDJ3 | FHLMC GOLD POOL # E89105 | 4/1/2017 | 13,780 | 14,560 | 14,526 | |||||||||||||||
3128GSGB7 | FHLMC GOLD POOL # E89194 | 4/1/2017 | 19,081 | 20,160 | 20,113 | |||||||||||||||
3128GSGU5 | FHLMC GOLD POOL # E89211 | 4/1/2017 | 35,271 | 37,266 | 37,179 | |||||||||||||||
3128GSKE6 | FHLMC GOLD POOL # E89293 | 4/1/2017 | 42,626 | 45,037 | 44,932 | |||||||||||||||
3128GSKV8 | FHLMC GOLD POOL # E89308 | 4/1/2017 | 15,185 | 16,044 | 16,007 | |||||||||||||||
3128GSLX3 | FHLMC GOLD POOL # E89342 | 4/1/2017 | 9,601 | 10,144 | 10,120 | |||||||||||||||
3128GSLY1 | FHLMC GOLD POOL # E89343 | 4/1/2017 | 18,281 | 19,315 | 19,270 | |||||||||||||||
3128GSNL7 | FHLMC GOLD POOL # E89395 | 4/1/2017 | 9,317 | 9,845 | 9,822 | |||||||||||||||
3128GSQN0 | FHLMC GOLD POOL # E89461 | 4/1/2017 | 9,905 | 10,465 | 10,438 | |||||||||||||||
3128GSSN8 | FHLMC GOLD POOL # E89525 | 4/1/2017 | 33,122 | 34,997 | 34,914 | |||||||||||||||
3128GV2N9 | FHLMC GOLD POOL # E91681 | 10/1/2017 | 39,722 | 41,975 | 41,871 | |||||||||||||||
3128GV3C2 | FHLMC GOLD POOL # E91695 | 10/1/2017 | 20,927 | 22,114 | 22,059 | |||||||||||||||
3128GV3D0 | FHLMC GOLD POOL # E91696 | 10/1/2017 | 35,683 | 37,707 | 37,613 | |||||||||||||||
3128GV3Z1 | FHLMC GOLD POOL # E91716 | 10/1/2017 | 41,240 | 43,580 | 43,471 | |||||||||||||||
3128GV7G9 | FHLMC GOLD POOL # E91795 | 10/1/2017 | 10,361 | 10,949 | 10,922 | |||||||||||||||
3128GVBY5 | FHLMC GOLD POOL # E90955 | 8/1/2017 | 3,334 | 3,523 | 3,522 | |||||||||||||||
3128GVH94 | FHLMC GOLD POOL # E91156 | 9/1/2017 | 4,212 | 4,451 | 4,440 | |||||||||||||||
3128GVJA9 | FHLMC GOLD POOL # E91157 | 9/1/2017 | 17,865 | 18,878 | 18,831 | |||||||||||||||
3128GVJB7 | FHLMC GOLD POOL # E91158 | 9/1/2017 | 10,042 | 10,612 | 10,586 | |||||||||||||||
3128GVJQ4 | FHLMC GOLD POOL # E91171 | 9/1/2017 | 27,756 | 29,330 | 29,257 | |||||||||||||||
3128GVLF5 | FHLMC GOLD POOL # E91226 | 9/1/2017 | 13,406 | 14,166 | 14,127 | |||||||||||||||
3128GVLH1 | FHLMC GOLD POOL # E91228 | 9/1/2017 | 19,079 | 20,161 | 20,111 | |||||||||||||||
3128GVLJ7 | FHLMC GOLD POOL # E91229 | 9/1/2017 | 25,165 | 26,592 | 26,526 | |||||||||||||||
3128GVMM9 | FHLMC GOLD POOL # E91264 | 8/1/2017 | 8,002 | 8,456 | 8,435 | |||||||||||||||
3128GVNL0 | FHLMC GOLD POOL # E91295 | 9/1/2017 | 10,691 | 11,297 | 11,270 | |||||||||||||||
3128GVNM8 | FHLMC GOLD POOL # E91296 | 9/1/2017 | 15,258 | 16,123 | 16,083 | |||||||||||||||
3128GVNN6 | FHLMC POOL # E91297 | 9/1/2010 | 21,495 | 22,360 | 23,430 | |||||||||||||||
3128GVNV8 | FHLMC GOLD POOL # E91304 | 9/1/2017 | 9,408 | 9,942 | 9,917 | |||||||||||||||
3128GVNX4 | FHLMC GOLD POOL # E91306 | 9/1/2017 | 103,636 | 109,514 | 109,243 | |||||||||||||||
3128GVPM6 | FHLMC GOLD POOL # E91328 | 9/1/2017 | 9,314 | 9,842 | 9,818 | |||||||||||||||
3128GVPN4 | FHLMC GOLD POOL # E91329 | 9/1/2017 | 6,765 | 7,148 | 7,131 | |||||||||||||||
3128GVPP9 | FHLMC GOLD POOL # E91330 | 9/1/2017 | 42,894 | 45,328 | 45,214 | |||||||||||||||
3128GVQH6 | FHLMC GOLD POOL # E91356 | 9/1/2017 | 35,453 | 37,464 | 37,370 | |||||||||||||||
3128GVRA0 | FHLMC GOLD POOL # E91381 | 9/1/2017 | 10,218 | 10,797 | 10,771 | |||||||||||||||
3128GVRC6 | FHLMC GOLD POOL # E91383 | 9/1/2017 | 17,346 | 18,330 | 18,284 | |||||||||||||||
3128GVRE2 | FHLMC GOLD POOL # E91385 | 9/1/2017 | 10,971 | 11,593 | 11,564 | |||||||||||||||
3128GVRS1 | FHLMC GOLD POOL # E91397 | 9/1/2017 | 7,337 | 7,753 | 7,734 | |||||||||||||||
3128GVRT9 | FHLMC GOLD POOL # E91398 | 9/1/2017 | 17,957 | 18,975 | 18,928 | |||||||||||||||
3128GVRY8 | FHLMC GOLD POOL # E91403 | 9/1/2017 | 87,625 | 92,595 | 92,365 | |||||||||||||||
3128GVT83 | FHLMC GOLD POOL # E91475 | 9/1/2017 | 38,956 | 41,165 | 41,063 | |||||||||||||||
3128GVTN0 | FHLMC GOLD POOL # E91457 | 9/1/2017 | 8,540 | 9,024 | 9,002 | |||||||||||||||
3128GVTW0 | FHLMC GOLD POOL # E91465 | 9/1/2017 | 29,220 | 30,878 | 30,801 | |||||||||||||||
3128GVUD0 | FHLMC GOLD POOL # E91480 | 9/1/2017 | 4,114 | 4,347 | 4,336 | |||||||||||||||
3128GVUE8 | FHLMC GOLD POOL # E91481 | 9/1/2017 | 26,398 | 27,896 | 27,826 | |||||||||||||||
3128GVUX6 | FHLMC GOLD POOL # E91498 | 10/1/2017 | 7,513 | 7,939 | 7,919 | |||||||||||||||
3128GVVE7 | FHLMC GOLD POOL # E91513 | 10/1/2017 | 55,801 | 58,966 | 58,820 | |||||||||||||||
3128GVVF4 | FHLMC GOLD POOL # E91514 | 10/1/2017 | 24,959 | 26,375 | 26,310 | |||||||||||||||
3128GVVJ6 | FHLMC GOLD POOL # E91517 | 10/1/2017 | 37,560 | 39,691 | 39,592 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
3128GVVY3 | FHLMC GOLD POOL # E91531 | 10/1/2017 | 27,594 | 29,160 | 29,149 | |||||||||||||||
3128GVW22 | FHLMC GOLD POOL # E91565 | 9/1/2017 | 9,096 | 9,612 | 9,588 | |||||||||||||||
3128GVW89 | FHLMC GOLD POOL # E91571 | 10/1/2017 | 15,455 | 16,332 | 16,291 | |||||||||||||||
3128GVZV5 | FHLMC GOLD POOL # E91656 | 10/1/2017 | 33,180 | 35,063 | 34,975 | |||||||||||||||
3128GW5Q7 | FHLMC GOLD POOL # E92655 | 11/1/2017 | 16,971 | 17,934 | 17,889 | |||||||||||||||
3128GW6G8 | FHLMC GOLD POOL # E92671 | 11/1/2017 | 9,776 | 10,330 | 10,305 | |||||||||||||||
3128GWAQ1 | FHLMC GOLD POOL # E91815 | 10/1/2017 | 7,812 | 8,254 | 8,232 | |||||||||||||||
3128GWAT5 | FHLMC GOLD POOL # E91818 | 10/1/2017 | 43,790 | 46,275 | 46,257 | |||||||||||||||
3128GWAU2 | FHLMC GOLD POOL # E91819 | 10/1/2017 | 42,256 | 44,653 | 44,542 | |||||||||||||||
3128GWB49 | FHLMC GOLD POOL # E91859 | 10/1/2017 | 4,869 | 5,146 | 5,133 | |||||||||||||||
3128GWB80 | FHLMC GOLD POOL # E91863 | 10/1/2017 | 28,024 | 29,613 | 29,540 | |||||||||||||||
3128GWBH0 | FHLMC GOLD POOL # E91840 | 10/1/2017 | 38,762 | 40,961 | 40,859 | |||||||||||||||
3128GWC89 | FHLMC GOLD POOL # E91895 | 10/1/2017 | 13,538 | 14,307 | 14,271 | |||||||||||||||
3128GWCL0 | FHLMC GOLD POOL # E91875 | 10/1/2017 | 23,177 | 24,492 | 24,431 | |||||||||||||||
3128GWCW6 | FHLMC GOLD POOL # E91885 | 10/1/2017 | 6,778 | 7,162 | 7,144 | |||||||||||||||
3128GWDP0 | FHLMC GOLD POOL # E91910 | 10/1/2017 | 17,901 | 18,917 | 18,870 | |||||||||||||||
3128GWEG9 | FHLMC GOLD POOL # E91935 | 10/1/2017 | 51,830 | 54,770 | 54,633 | |||||||||||||||
3128GWEK0 | FHLMC GOLD POOL # E91938 | 10/1/2017 | 13,640 | 14,414 | 14,378 | |||||||||||||||
3128GWEP9 | FHLMC GOLD POOL # E91942 | 10/1/2017 | 9,168 | 9,688 | 9,664 | |||||||||||||||
3128GWF86 | FHLMC GOLD POOL # E91991 | 10/1/2017 | 19,010 | 20,088 | 20,038 | |||||||||||||||
3128GWFN3 | FHLMC GOLD POOL # E91973 | 10/1/2017 | 15,229 | 16,093 | 16,053 | |||||||||||||||
3128GWHH4 | FHLMC GOLD POOL # E92032 | 10/1/2017 | 17,029 | 17,995 | 17,951 | |||||||||||||||
3128GWJG4 | FHLMC GOLD POOL # E92063 | 11/1/2017 | 41,044 | 43,374 | 43,356 | |||||||||||||||
3128GWK31 | FHLMC GOLD POOL # E92114 | 10/1/2017 | 24,548 | 25,941 | 25,876 | |||||||||||||||
3128GWK56 | FHLMC GOLD POOL # E92116 | 11/1/2017 | 23,841 | 25,194 | 25,131 | |||||||||||||||
3128GWMS4 | FHLMC GOLD POOL # E92169 | 11/1/2017 | 13,357 | 14,114 | 14,079 | |||||||||||||||
3128GWP85 | FHLMC GOLD POOL # E92247 | 11/1/2017 | 13,879 | 14,667 | 14,630 | |||||||||||||||
3128GWQ27 | FHLMC GOLD POOL # E92273 | 11/1/2017 | 25,630 | 27,085 | 27,017 | |||||||||||||||
3128GWQ92 | FHLMC GOLD POOL # E92280 | 11/1/2017 | 20,864 | 22,048 | 21,993 | |||||||||||||||
3128GWQN1 | FHLMC GOLD POOL # E92261 | 11/1/2017 | 20,636 | 21,807 | 21,752 | |||||||||||||||
3128GWQY7 | FHLMC GOLD POOL # E92271 | 11/1/2017 | 11,062 | 11,690 | 11,661 | |||||||||||||||
3128GWR42 | FHLMC GOLD POOL # E92307 | 11/1/2017 | 25,556 | 27,006 | 26,939 | |||||||||||||||
3128GWRF7 | FHLMC GOLD POOL # E92286 | 11/1/2017 | 19,190 | 20,280 | 20,271 | |||||||||||||||
3128GWV21 | FHLMC GOLD POOL # E92433 | 11/1/2017 | 41,077 | 43,409 | 43,299 | |||||||||||||||
3128GWVL9 | FHLMC GOLD POOL # E92419 | 11/1/2017 | 6,843 | 7,232 | 7,214 | |||||||||||||||
3128GWWM6 | FHLMC GOLD POOL # E92452 | 11/1/2017 | 5,327 | 5,630 | 5,627 | |||||||||||||||
3128GWXD5 | FHLMC GOLD POOL # E92476 | 11/1/2017 | 16,224 | 17,144 | 17,102 | |||||||||||||||
3128GWXW3 | FHLMC GOLD POOL # E92493 | 11/1/2017 | 31,939 | 33,753 | 33,739 | |||||||||||||||
3128GWYS1 | FHLMC GOLD POOL # E92521 | 11/1/2017 | 7,692 | 8,128 | 8,108 | |||||||||||||||
3128GWZQ4 | FHLMC GOLD POOL # E92551 | 11/1/2017 | 19,006 | 20,084 | 20,034 | |||||||||||||||
3128GX3H7 | FHLMC GOLD POOL # E93500 | 12/1/2017 | 32,047 | 33,867 | 33,853 | |||||||||||||||
3128GX3X2 | FHLMC GOLD POOL # E93514 | 12/1/2017 | 8,595 | 9,083 | 9,060 | |||||||||||||||
3128GX5V4 | FHLMC POOL # E93560 | 12/1/2017 | 38,877 | 41,085 | 41,067 | |||||||||||||||
3128GX7A8 | FHLMC GOLD POOL # E93589 | 1/1/2018 | 21,368 | 22,581 | 22,524 | |||||||||||||||
3128GXAX4 | FHLMC GOLD POOL # E92722 | 11/1/2017 | 42,483 | 44,894 | 44,781 | |||||||||||||||
3128GXBC9 | FHLMC GOLD POOL # E92735 | 11/1/2017 | 9,522 | 10,063 | 10,037 | |||||||||||||||
3128GXD29 | FHLMC GOLD POOL # E92821 | 12/1/2017 | 10,188 | 10,767 | 10,739 | |||||||||||||||
3128GXEA0 | FHLMC GOLD POOL # E92829 | 12/1/2017 | 22,252 | 23,516 | 23,506 | |||||||||||||||
3128GXEK8 | FHLMC GOLD POOL # E92838 | 12/1/2017 | 11,455 | 12,105 | 12,100 | |||||||||||||||
3128GXEV4 | FHLMC GOLD POOL # E92848 | 12/1/2017 | 4,021 | 4,250 | 4,239 | |||||||||||||||
3128GXFT8 | FHLMC GOLD POOL # E92878 | 12/1/2017 | 22,341 | 23,610 | 23,550 | |||||||||||||||
3128GXGG5 | FHLMC GOLD POOL # E92899 | 12/1/2017 | 6,724 | 7,106 | 7,088 | |||||||||||||||
3128GXHA7 | FHLMC GOLD POOL # E92925 | 12/1/2017 | 33,900 | 35,825 | 35,734 | |||||||||||||||
3128GXHQ2 | FHLMC GOLD POOL # E92939 | 12/1/2017 | 43,284 | 45,742 | 45,626 | |||||||||||||||
3128GXM52 | FHLMC GOLD POOL # E93080 | 12/1/2017 | 26,515 | 28,020 | 27,949 | |||||||||||||||
3128GXM60 | FHLMC POOL # E93081 | 12/1/2017 | 17,944 | 18,963 | 18,955 | |||||||||||||||
3128GXMW3 | FHLMC GOLD POOL # E93073 | 1/1/2018 | 4,980 | 5,263 | 5,249 | |||||||||||||||
3128GXN36 | FHLMC GOLD POOL # E93110 | 12/1/2017 | 43,916 | 46,411 | 46,292 | |||||||||||||||
3128GXND4 | FHLMC GOLD POOL # E93088 | 12/1/2017 | 20,675 | 21,849 | 21,794 | |||||||||||||||
3128GXQ74 | FHLMC GOLD POOL # E93178 | 12/1/2017 | 21,435 | 22,653 | 22,595 | |||||||||||||||
3128GXQ82 | FHLMC GOLD POOL # E93179 | 12/1/2017 | 14,891 | 15,736 | 15,696 | |||||||||||||||
3128GXQ90 | FHLMC GOLD POOL # E93180 | 12/1/2017 | 32,892 | 34,760 | 34,672 | |||||||||||||||
3128GXRA6 | FHLMC GOLD POOL # E93181 | 12/1/2017 | 19,877 | 21,006 | 20,952 | |||||||||||||||
3128GXRT5 | FHLMC GOLD POOL # E93198 | 12/1/2017 | 10,438 | 11,031 | 11,003 | |||||||||||||||
3128GXSA5 | FHLMC GOLD POOL # E93213 | 12/1/2017 | 21,618 | 22,845 | 22,787 | |||||||||||||||
3128GXST4 | FHLMC GOLD POOL # E93230 | 1/1/2018 | 15,074 | 15,931 | 15,924 | |||||||||||||||
3128GXU53 | FHLMC GOLD POOL # E93304 | 12/1/2017 | 7,890 | 8,338 | 8,317 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
3128GXWM4 | FHLMC GOLD POOL # E93352 | 1/1/2018 | 10,548 | 11,147 | 11,119 | |||||||||||||||
3128GXZW9 | FHLMC GOLD POOL # E93457 | 1/1/2018 | 3,889 | 4,109 | 4,099 | |||||||||||||||
3128GY2E3 | FHLMC GOLD POOL # E94373 | 2/1/2018 | 22,117 | 23,375 | 23,307 | |||||||||||||||
3128GY2H6 | FHLMC GOLD POOL # E94376 | 2/1/2018 | 23,072 | 24,383 | 24,313 | |||||||||||||||
3128GY3K8 | FHLMC GOLD POOL # E94402 | 2/1/2018 | 8,748 | 9,245 | 9,219 | |||||||||||||||
3128GY3P7 | FHLMC GOLD POOL # E94406 | 2/1/2018 | 20,806 | 21,988 | 21,961 | |||||||||||||||
3128GY3Q5 | FHLMC GOLD POOL # E94407 | 2/1/2018 | 9,946 | 10,511 | 10,481 | |||||||||||||||
3128GY3V4 | FHLMC GOLD POOL # E94412 | 2/1/2018 | 16,083 | 16,998 | 16,954 | |||||||||||||||
3128GY3X0 | FHLMC GOLD POOL # E94414 | 2/1/2018 | 15,587 | 16,473 | 16,430 | |||||||||||||||
3128GY4C5 | FHLMC GOLD POOL # E94419 | 2/1/2018 | 11,594 | 12,253 | 12,222 | |||||||||||||||
3128GY5H3 | FHLMC GOLD POOL # E94448 | 2/1/2018 | 13,561 | 14,332 | 14,291 | |||||||||||||||
3128GY7B4 | FHLMC GOLD POOL # E94490 | 2/1/2018 | 11,673 | 12,336 | 12,301 | |||||||||||||||
3128GY7J7 | FHLMC GOLD POOL # E94497 | 2/1/2018 | 372,155 | 393,305 | 392,177 | |||||||||||||||
3128GYA53 | FHLMC GOLD POOL # E93628 | 1/1/2018 | 31,324 | 33,103 | 33,019 | |||||||||||||||
3128GYB29 | FHLMC GOLD POOL # E93657 | 1/1/2018 | 12,767 | 13,492 | 13,458 | |||||||||||||||
3128GYBW3 | FHLMC GOLD POOL # E93653 | 1/1/2018 | 26,823 | 28,346 | 28,274 | |||||||||||||||
3128GYCK8 | FHLMC GOLD POOL # E93674 | 1/1/2018 | 26,193 | 27,681 | 27,611 | |||||||||||||||
3128GYE91 | FHLMC GOLD POOL # E93760 | 1/1/2018 | 23,771 | 25,121 | 25,057 | |||||||||||||||
3128GYEL4 | FHLMC GOLD POOL # E93739 | 1/1/2018 | 10,774 | 11,387 | 11,354 | |||||||||||||||
3128GYEN0 | FHLMC GOLD POOL # E93741 | 1/1/2018 | 5,764 | 6,092 | 6,074 | |||||||||||||||
3128GYET7 | FHLMC GOLD POOL # E93746 | 1/1/2018 | 7,354 | 7,772 | 7,750 | |||||||||||||||
3128GYEU4 | FHLMC GOLD POOL # E93747 | 1/1/2018 | 12,609 | 13,326 | 13,288 | |||||||||||||||
3128GYF66 | FHLMC GOLD POOL # E93789 | 1/1/2018 | 5,683 | 6,006 | 5,989 | |||||||||||||||
3128GYF90 | FHLMC GOLD POOL # E93792 | 1/1/2018 | 15,728 | 16,621 | 16,578 | |||||||||||||||
3128GYFH2 | FHLMC GOLD POOL # E93768 | 1/1/2018 | 4,666 | 4,931 | 4,918 | |||||||||||||||
3128GYFK5 | FHLMC GOLD POOL # E93770 | 1/1/2018 | 948 | 1,002 | 999 | |||||||||||||||
3128GYFN9 | FHLMC GOLD POOL # E93773 | 1/1/2018 | 14,278 | 15,089 | 15,046 | |||||||||||||||
3128GYFS8 | FHLMC GOLD POOL # E93777 | 1/1/2018 | 4,603 | 4,864 | 4,850 | |||||||||||||||
3128GYG73 | FHLMC GOLD POOL # E93822 | 1/1/2018 | 32,961 | 34,833 | 34,735 | |||||||||||||||
3128GYGA6 | FHLMC GOLD POOL # E93793 | 1/1/2018 | 5,522 | 5,835 | 5,820 | |||||||||||||||
3128GYGG3 | FHLMC GOLD POOL # E93799 | 1/1/2018 | 8,113 | 8,574 | 8,549 | |||||||||||||||
3128GYGV0 | FHLMC GOLD POOL # E93812 | 1/1/2018 | 9,464 | 10,002 | 9,973 | |||||||||||||||
3128GYHS6 | FHLMC GOLD POOL # E93841 | 1/1/2018 | 16,569 | 17,510 | 17,465 | |||||||||||||||
3128GYHT4 | FHLMC GOLD POOL # E93842 | 1/1/2018 | 27,152 | 28,695 | 28,621 | |||||||||||||||
3128GYKK9 | FHLMC GOLD POOL # E93898 | 1/1/2018 | 3,332 | 3,521 | 3,511 | |||||||||||||||
3128GYKM5 | FHLMC GOLD POOL # E93900 | 1/1/2018 | 8,596 | 9,084 | 9,058 | |||||||||||||||
3128GYLA0 | FHLMC GOLD POOL # E93921 | 1/1/2018 | 33,961 | 35,890 | 35,798 | |||||||||||||||
3128GYLX0 | FHLMC GOLD POOL # E93942 | 1/1/2018 | 4,432 | 4,684 | 4,671 | |||||||||||||||
3128GYLZ5 | FHLMC GOLD POOL # E93944 | 2/1/2018 | 17,524 | 18,521 | 18,467 | |||||||||||||||
3128GYNT7 | FHLMC GOLD POOL # E94002 | 2/1/2018 | 2,579 | 2,726 | 2,718 | |||||||||||||||
3128GYPS7 | FHLMC GOLD POOL # E94033 | 2/1/2018 | 8,802 | 9,302 | 9,278 | |||||||||||||||
3128GYQC1 | FHLMC GOLD POOL # E94051 | 2/1/2018 | 23,341 | 24,667 | 24,597 | |||||||||||||||
3128GYQH0 | FHLMC GOLD POOL # E94056 | 2/1/2018 | 37,072 | 39,179 | 39,066 | |||||||||||||||
3128GYQR8 | FHLMC GOLD POOL # E94064 | 1/1/2018 | 3,562 | 3,764 | 3,755 | |||||||||||||||
3128GYQV9 | FHLMC GOLD POOL # E94068 | 1/1/2018 | 27,871 | 29,455 | 29,379 | |||||||||||||||
3128GYQW7 | FHLMC GOLD POOL # E94069 | 1/1/2018 | 26,074 | 27,556 | 27,485 | |||||||||||||||
3128GYRS5 | FHLMC GOLD POOL # E94097 | 2/1/2018 | 11,983 | 12,664 | 12,628 | |||||||||||||||
3128GYRU0 | FHLMC GOLD POOL # E94099 | 2/1/2018 | 12,120 | 12,809 | 12,772 | |||||||||||||||
3128GYS39 | FHLMC GOLD POOL # E94138 | 1/1/2018 | 38,432 | 40,615 | 40,500 | |||||||||||||||
3128GYS88 | FHLMC GOLD POOL # E94143 | 2/1/2018 | 2,453 | 2,592 | 2,585 | |||||||||||||||
3128GYSH8 | FHLMC GOLD POOL # E94120 | 1/1/2018 | 8,520 | 9,004 | 8,979 | |||||||||||||||
3128GYSJ4 | FHLMC GOLD POOL # E94121 | 1/1/2018 | 11,252 | 11,891 | 11,860 | |||||||||||||||
3128GYSS4 | FHLMC GOLD POOL # E94129 | 2/1/2018 | 6,115 | 6,463 | 6,444 | |||||||||||||||
3128GYSY1 | FHLMC GOLD POOL # E94135 | 1/1/2018 | 27,471 | 29,032 | 28,949 | |||||||||||||||
3128GYT46 | FHLMC GOLD POOL # E94171 | 2/1/2018 | 141,877 | 142,345 | 151,844 | |||||||||||||||
3128GYTW4 | FHLMC GOLD POOL # E94165 | 2/1/2018 | 3,387 | 3,580 | 3,569 | |||||||||||||||
3128GYTY0 | FHLMC GOLD POOL # E94167 | 2/1/2018 | 4,503 | 4,759 | 4,746 | |||||||||||||||
3128GYU44 | FHLMC GOLD POOL # E94203 | 2/1/2018 | 21,407 | 22,623 | 22,559 | |||||||||||||||
3128GYU51 | FHLMC GOLD POOL # E94204 | 2/1/2018 | 20,027 | 21,165 | 21,105 | |||||||||||||||
3128GYUA0 | FHLMC GOLD POOL # E94177 | 1/1/2018 | 9,632 | 10,179 | 10,153 | |||||||||||||||
3128GYUR3 | FHLMC GOLD POOL # E94192 | 2/1/2018 | 4,001 | 4,228 | 4,216 | |||||||||||||||
3128GYV35 | FHLMC GOLD POOL # E94234 | 2/1/2018 | 40,095 | 42,373 | 42,264 | |||||||||||||||
3128GYVB7 | FHLMC GOLD POOL # E94210 | 2/1/2018 | 74,497 | 74,768 | 79,759 | |||||||||||||||
3128GYVC5 | FHLMC GOLD POOL # E94211 | 2/1/2018 | 63,906 | 64,121 | 68,396 | |||||||||||||||
3128GYVZ4 | FHLMC GOLD POOL # E94232 | 2/1/2018 | 29,570 | 31,249 | 31,161 | |||||||||||||||
3128GYW42 | FHLMC GOLD POOL # E94267 | 2/1/2018 | 7,961 | 8,413 | 8,389 | |||||||||||||||
3128GYXN9 | FHLMC GOLD POOL # E94285 | 2/1/2018 | 141,282 | 141,758 | 151,207 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
3128GYYA6 | FHLMC GOLD POOL # E94305 | 2/1/2018 | 4,483 | 4,738 | 4,724 | |||||||||||||||
3128GYYV0 | FHLMC GOLD POOL # E94324 | 2/1/2018 | 4,924 | 5,204 | 5,189 | |||||||||||||||
3128GYZ64 | FHLMC GOLD POOL # E94365 | 2/1/2018 | 15,904 | 16,808 | 16,760 | |||||||||||||||
3128GYZE7 | FHLMC GOLD POOL # E94341 | 2/1/2018 | 14,009 | 14,805 | 14,763 | |||||||||||||||
3128H22V4 | FHLMC GOLD POOL # E95288 | 4/1/2018 | 11,947 | 12,626 | 12,590 | |||||||||||||||
3128H23F8 | FHLMC GOLD POOL # E95298 | 3/1/2018 | 35,844 | 37,882 | 37,772 | |||||||||||||||
3128H24B6 | FHLMC GOLD POOL # E95318 | 4/1/2018 | 3,773 | 3,988 | 3,976 | |||||||||||||||
3128H24C4 | FHLMC GOLD POOL # E95319 | 4/1/2018 | 10,178 | 10,757 | 10,743 | |||||||||||||||
3128H24E0 | FHLMC GOLD POOL # E95321 | 3/1/2018 | 35,615 | 37,640 | 37,531 | |||||||||||||||
3128H24F7 | FHLMC GOLD POOL # E95322 | 3/1/2018 | 14,761 | 15,600 | 15,560 | |||||||||||||||
3128H24M2 | FHLMC GOLD POOL # E95328 | 3/1/2018 | 20,790 | 21,972 | 21,908 | |||||||||||||||
3128H25H2 | FHLMC GOLD POOL # E95348 | 4/1/2018 | 8,948 | 9,457 | 9,430 | |||||||||||||||
3128H25K5 | FHLMC GOLD POOL # E95350 | 4/1/2018 | 2,760 | 2,917 | 2,909 | |||||||||||||||
3128H26F5 | FHLMC GOLD POOL # E95370 | 3/1/2018 | 4,709 | 4,977 | 4,963 | |||||||||||||||
3128H26M0 | FHLMC GOLD POOL # E95376 | 3/1/2018 | 1,386,335 | 1,391,398 | 1,484,245 | |||||||||||||||
3128H26W8 | FHLMC GOLD POOL # E95385 | 2/1/2018 | 587,572 | 589,718 | 629,069 | |||||||||||||||
3128H26Z1 | FHLMC GOLD POOL # E95388 | 3/1/2018 | 58,046 | 61,347 | 61,169 | |||||||||||||||
3128H27K3 | FHLMC GOLD POOL # E95398 | 4/1/2018 | 10,304 | 10,890 | 10,862 | |||||||||||||||
3128H27M9 | FHLMC GOLD POOL # E95400 | 4/1/2018 | 26,256 | 27,749 | 27,676 | |||||||||||||||
3128H2B44 | FHLMC GOLD POOL # E94559 | 2/1/2018 | 2,322 | 2,454 | 2,447 | |||||||||||||||
3128H2B69 | FHLMC GOLD POOL # E94561 | 2/1/2018 | 34,232 | 36,177 | 36,074 | |||||||||||||||
3128H2B77 | FHLMC GOLD POOL # E94562 | 2/1/2018 | 30,918 | 32,675 | 32,582 | |||||||||||||||
3128H2B85 | FHLMC GOLD POOL # E94563 | 2/1/2018 | 25,990 | 27,466 | 27,396 | |||||||||||||||
3128H2C84 | FHLMC GOLD POOL # E94595 | 2/1/2018 | 6,969 | 7,365 | 7,344 | |||||||||||||||
3128H2E41 | FHLMC GOLD POOL # E94655 | 3/1/2018 | 33,600 | 35,511 | 35,408 | |||||||||||||||
3128H2ED1 | FHLMC GOLD POOL # E94632 | 2/1/2018 | 70,956 | 74,988 | 74,795 | |||||||||||||||
3128H2EG4 | FHLMC GOLD POOL # E94635 | 2/1/2018 | 42,543 | 44,961 | 44,844 | |||||||||||||||
3128H2EU3 | FHLMC GOLD POOL # E94647 | 3/1/2018 | 7,766 | 8,207 | 8,183 | |||||||||||||||
3128H2GB3 | FHLMC GOLD POOL # E94694 | 2/1/2018 | 29,720 | 29,819 | 31,808 | |||||||||||||||
3128H2H30 | FHLMC GOLD POOL # E94750 | 3/1/2018 | 43,584 | 46,062 | 45,929 | |||||||||||||||
3128H2JA2 | FHLMC GOLD POOL # E94757 | 3/1/2018 | 7,076 | 7,478 | 7,457 | |||||||||||||||
3128H2JR5 | FHLMC GOLD POOL # E94772 | 2/1/2018 | 27,786 | 29,366 | 29,289 | |||||||||||||||
3128H2JT1 | FHLMC GOLD POOL # E94774 | 2/1/2018 | 4,709 | 4,977 | 4,964 | |||||||||||||||
3128H2K28 | FHLMC GOLD POOL # E94813 | 2/1/2018 | 11,183 | 11,819 | 11,788 | |||||||||||||||
3128H2KB8 | FHLMC GOLD POOL # E94790 | 2/1/2018 | 30,123 | 31,835 | 31,753 | |||||||||||||||
3128H2KH5 | FHLMC GOLD POOL # E94796 | 3/1/2018 | 25,820 | 27,288 | 27,209 | |||||||||||||||
3128H2KP7 | FHLMC GOLD POOL # E94802 | 3/1/2018 | 9,363 | 9,895 | 9,866 | |||||||||||||||
3128H2KZ5 | FHLMC GOLD POOL # E94812 | 2/1/2018 | 17,302 | 18,285 | 18,238 | |||||||||||||||
3128H2L27 | FHLMC GOLD POOL # E94845 | 3/1/2018 | 27,093 | 28,635 | 28,559 | |||||||||||||||
3128H2LC5 | FHLMC GOLD POOL # E94823 | 3/1/2018 | 36,093 | 38,145 | 38,097 | |||||||||||||||
3128H2LV3 | FHLMC GOLD POOL # E94840 | 2/1/2018 | 35,748 | 37,778 | 37,682 | |||||||||||||||
3128H2LY7 | FHLMC GOLD POOL # E94843 | 3/1/2018 | 14,795 | 15,636 | 15,596 | |||||||||||||||
3128H2LZ4 | FHLMC GOLD POOL # E94844 | 3/1/2018 | 39,503 | 41,749 | 41,640 | |||||||||||||||
3128H2M26 | FHLMC GOLD POOL # E94877 | 3/1/2018 | 22,803 | 24,100 | 24,037 | |||||||||||||||
3128H2MB6 | FHLMC GOLD POOL # E94854 | 3/1/2018 | 35,138 | 37,136 | 37,039 | |||||||||||||||
3128H2NY5 | FHLMC GOLD POOL # E94907 | 3/1/2018 | 30,557 | 32,295 | 32,201 | |||||||||||||||
3128H2PE7 | FHLMC GOLD POOL # E94921 | 3/1/2018 | 38,258 | 40,434 | 40,328 | |||||||||||||||
3128H2PG2 | FHLMC GOLD POOL # E94923 | 3/1/2018 | 613,606 | 615,670 | 656,714 | |||||||||||||||
3128H2PP2 | FHLMC GOLD POOL # E94930 | 3/1/2018 | 28,839 | 30,479 | 30,391 | |||||||||||||||
3128H2QR7 | FHLMC GOLD POOL # E94964 | 3/1/2018 | 26,517 | 28,025 | 27,944 | |||||||||||||||
3128H2QV8 | FHLMC GOLD POOL # E94968 | 3/1/2018 | 38,676 | 40,873 | 40,769 | |||||||||||||||
3128H2R21 | FHLMC GOLD POOL # E95005 | 4/1/2018 | 42,362 | 44,771 | 44,654 | |||||||||||||||
3128H2RJ4 | FHLMC GOLD POOL # E94989 | 3/1/2018 | 94,604 | 99,984 | 99,694 | |||||||||||||||
3128H2RP0 | FHLMC GOLD POOL # E94994 | 3/1/2018 | 32,487 | 34,335 | 34,235 | |||||||||||||||
3128H2SJ3 | FHLMC GOLD POOL # E95021 | 3/1/2018 | 26,636 | 28,150 | 28,069 | |||||||||||||||
3128H2SX2 | FHLMC GOLD POOL # E95034 | 3/1/2018 | 10,921 | 11,542 | 11,509 | |||||||||||||||
3128H2SY0 | FHLMC GOLD POOL # E95035 | 3/1/2018 | 9,100 | 9,618 | 9,593 | |||||||||||||||
3128H2SZ7 | FHLMC GOLD POOL # E95036 | 3/1/2018 | 17,354 | 18,341 | 18,293 | |||||||||||||||
3128H2T86 | FHLMC GOLD POOL # E95075 | 3/1/2018 | 5,033 | 5,319 | 5,304 | |||||||||||||||
3128H2TF0 | FHLMC GOLD POOL # E95050 | 3/1/2018 | 35,541 | 37,562 | 37,454 | |||||||||||||||
3128H2TH6 | FHLMC GOLD POOL # E95052 | 3/1/2018 | 9,036 | 9,550 | 9,523 | |||||||||||||||
3128H2TJ2 | FHLMC GOLD POOL # E95053 | 3/1/2018 | 13,529 | 14,298 | 14,257 | |||||||||||||||
3128H2TW3 | FHLMC GOLD POOL # E95065 | 3/1/2018 | 32,504 | 34,352 | 34,262 | |||||||||||||||
3128H2TX1 | FHLMC GOLD POOL # E95066 | 3/1/2018 | 13,938 | 14,731 | 14,692 | |||||||||||||||
3128H2UB7 | FHLMC GOLD POOL # E95078 | 3/1/2018 | 21,677 | 22,910 | 22,843 | |||||||||||||||
3128H2UK7 | FHLMC GOLD POOL # E95086 | 3/1/2018 | 57,294 | 57,484 | 61,319 | |||||||||||||||
3128H2VT7 | FHLMC GOLD POOL # E95126 | 3/1/2018 | 4,708 | 4,976 | 4,963 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
3128H2VW0 | FHLMC GOLD POOL # E95129 | 3/1/2018 | 47,012 | 49,684 | 49,555 | |||||||||||||||
3128H2WE9 | FHLMC GOLD POOL # E95145 | 3/1/2018 | 13,015 | 13,755 | 13,715 | |||||||||||||||
3128H2WF6 | FHLMC GOLD POOL # E95146 | 3/1/2018 | 16,085 | 17,000 | 16,951 | |||||||||||||||
3128H2WM1 | FHLMC GOLD POOL # E95152 | 3/1/2018 | 14,950 | 15,800 | 15,754 | |||||||||||||||
3128H2WS8 | FHLMC GOLD POOL # E95157 | 3/1/2018 | 23,293 | 24,618 | 24,546 | |||||||||||||||
3128H2WU3 | FHLMC GOLD POOL # E95159 | 3/1/2018 | 163,776 | 164,330 | 175,282 | |||||||||||||||
3128H2X32 | FHLMC GOLD POOL # E95198 | 3/1/2018 | 8,014 | 8,470 | 8,446 | |||||||||||||||
3128H2XA6 | FHLMC GOLD POOL # E95173 | 3/1/2018 | 6,291 | 6,648 | 6,631 | |||||||||||||||
3128H2YM9 | FHLMC GOLD POOL # E95216 | 3/1/2018 | 12,822 | 13,551 | 13,516 | |||||||||||||||
3128H2YN7 | FHLMC GOLD POOL # E95217 | 3/1/2018 | 14,348 | 15,164 | 15,120 | |||||||||||||||
3128H2YS6 | FHLMC GOLD POOL # E95221 | 3/1/2018 | 15,151 | 16,013 | 15,971 | |||||||||||||||
3128H2YW7 | FHLMC GOLD POOL # E95225 | 3/1/2018 | 8,593 | 9,082 | 9,055 | |||||||||||||||
3128H2Z30 | FHLMC GOLD POOL # E95262 | 3/1/2018 | 21,124 | 22,325 | 22,261 | |||||||||||||||
3128H2ZJ5 | FHLMC GOLD POOL # E95245 | 3/1/2018 | 10,434 | 11,028 | 10,996 | |||||||||||||||
3128H2ZT3 | FHLMC GOLD POOL # E95254 | 4/1/2018 | 17,769 | 18,780 | 18,725 | |||||||||||||||
3128H2ZU0 | FHLMC GOLD POOL # E95255 | 4/1/2018 | 25,508 | 26,959 | 26,880 | |||||||||||||||
3128H32S9 | FHLMC GOLD POOL # E96185 | 5/1/2018 | 8,340 | 8,814 | 8,788 | |||||||||||||||
3128H32V2 | FHLMC GOLD POOL # E96188 | 4/1/2018 | 8,581 | 9,069 | 9,045 | |||||||||||||||
3128H32W0 | FHLMC GOLD POOL # E96189 | 4/1/2018 | 20,328 | 21,483 | 21,427 | |||||||||||||||
3128H33X7 | FHLMC GOLD POOL # E96214 | 5/1/2018 | 41,235 | 43,581 | 43,465 | |||||||||||||||
3128H33Z2 | FHLMC GOLD POOL # E96216 | 5/1/2018 | 11,470 | 12,123 | 12,088 | |||||||||||||||
3128H3AG6 | FHLMC GOLD POOL # E95407 | 4/1/2018 | 39,820 | 42,085 | 41,975 | |||||||||||||||
3128H3AH4 | FHLMC GOLD POOL # E95408 | 4/1/2018 | 43,225 | 45,684 | 45,564 | |||||||||||||||
3128H3AY7 | FHLMC GOLD POOL # E95423 | 4/1/2018 | 34,432 | 36,389 | 36,294 | |||||||||||||||
3128H3BD2 | FHLMC GOLD POOL # E95436 | 4/1/2018 | 40,642 | 42,955 | 42,829 | |||||||||||||||
3128H3BE0 | FHLMC GOLD POOL # E95437 | 4/1/2018 | 42,868 | 45,307 | 45,174 | |||||||||||||||
3128H3C25 | FHLMC GOLD POOL # E95489 | 4/1/2018 | 7,155 | 7,562 | 7,540 | |||||||||||||||
3128H3CD1 | FHLMC GOLD POOL # E95468 | 4/1/2018 | 4,861 | 5,138 | 5,123 | |||||||||||||||
3128H3CN9 | FHLMC GOLD POOL # E95477 | 4/1/2018 | 12,348 | 13,050 | 13,012 | |||||||||||||||
3128H3DJ7 | FHLMC GOLD POOL # E95505 | 4/1/2018 | 26,295 | 27,791 | 27,709 | |||||||||||||||
3128H3DX6 | FHLMC GOLD POOL # E95518 | 4/1/2018 | 10,301 | 10,887 | 10,855 | |||||||||||||||
3128H3EQ0 | FHLMC GOLD POOL # E95543 | 4/1/2018 | 8,792 | 9,292 | 9,267 | |||||||||||||||
3128H3EY3 | FHLMC GOLD POOL # E95551 | 4/1/2018 | 8,519 | 9,003 | 8,980 | |||||||||||||||
3128H3F48 | FHLMC GOLD POOL # E95587 | 4/1/2018 | 29,626 | 31,311 | 31,220 | |||||||||||||||
3128H3F63 | FHLMC GOLD POOL # E95589 | 4/1/2018 | 22,088 | 23,343 | 23,283 | |||||||||||||||
3128H3F71 | FHLMC GOLD POOL # E95590 | 4/1/2018 | 16,908 | 17,869 | 17,818 | |||||||||||||||
3128H3FG1 | FHLMC GOLD POOL # E95567 | 4/1/2018 | 23,068 | 24,380 | 24,309 | |||||||||||||||
3128H3FP1 | FHLMC GOLD POOL # E95574 | 4/1/2018 | 17,337 | 18,324 | 18,270 | |||||||||||||||
3128H3GB1 | FHLMC GOLD POOL # E95594 | 4/1/2018 | 373,487 | 374,756 | 399,725 | |||||||||||||||
3128H3GE5 | FHLMC GOLD POOL # E95597 | 4/1/2018 | 14,701 | 15,537 | 15,496 | |||||||||||||||
3128H3GH8 | FHLMC GOLD POOL # E95600 | 4/1/2018 | 7,393 | 7,813 | 7,793 | |||||||||||||||
3128H3GR6 | FHLMC GOLD POOL # E95608 | 4/1/2018 | 14,085 | 14,885 | 14,843 | |||||||||||||||
3128H3GY1 | FHLMC GOLD POOL # E95615 | 4/1/2018 | 12,629 | 13,347 | 13,312 | |||||||||||||||
3128H3H20 | FHLMC GOLD POOL # E95649 | 4/1/2018 | 22,677 | 23,967 | 23,898 | |||||||||||||||
3128H3H87 | FHLMC GOLD POOL # E95655 | 4/1/2018 | 16,280 | 17,206 | 17,156 | |||||||||||||||
3128H3HZ7 | FHLMC GOLD POOL # E95648 | 4/1/2018 | 19,344 | 20,445 | 20,385 | |||||||||||||||
3128H3JS1 | FHLMC GOLD POOL # E95673 | 4/1/2018 | 24,101 | 25,472 | 25,398 | |||||||||||||||
3128H3JT9 | FHLMC GOLD POOL # E95674 | 4/1/2018 | 33,988 | 35,921 | 35,827 | |||||||||||||||
3128H3K59 | FHLMC GOLD POOL # E95716 | 5/1/2018 | 14,599 | 15,429 | 15,388 | |||||||||||||||
3128H3KA8 | FHLMC GOLD POOL # E95689 | 4/1/2018 | 18,639 | 19,699 | 19,642 | |||||||||||||||
3128H3KF7 | FHLMC POOL # E95694 | 4/1/2018 | 12,874 | 13,607 | 13,589 | |||||||||||||||
3128H3KL4 | FHLMC GOLD POOL # E95699 | 4/1/2018 | 41,200 | 43,543 | 43,487 | |||||||||||||||
3128H3KN0 | FHLMC GOLD POOL # E95701 | 4/1/2018 | 4,871 | 5,148 | 5,133 | |||||||||||||||
3128H3L90 | FHLMC GOLD POOL # E95752 | 5/1/2018 | 33,863 | 35,790 | 35,685 | |||||||||||||||
3128H3LP4 | FHLMC GOLD POOL # E95734 | 3/1/2018 | 30,548 | 32,285 | 32,244 | |||||||||||||||
3128H3LR0 | FHLMC GOLD POOL # E95736 | 3/1/2018 | 11,014 | 11,640 | 11,606 | |||||||||||||||
3128H3LS8 | FHLMC GOLD POOL # E95737 | 3/1/2018 | 29,956 | 31,660 | 31,577 | |||||||||||||||
3128H3MG3 | FHLMC GOLD POOL # E95759 | 4/1/2018 | 16,478 | 17,415 | 17,393 | |||||||||||||||
3128H3ML2 | FHLMC GOLD POOL # E95763 | 4/1/2018 | 7,119 | 7,524 | 7,502 | |||||||||||||||
3128H3MN8 | FHLMC GOLD POOL # E95765 | 4/1/2018 | 41,408 | 43,763 | 43,648 | |||||||||||||||
3128H3N56 | FHLMC GOLD POOL # E95812 | 4/1/2018 | 9,845 | 10,405 | 10,391 | |||||||||||||||
3128H3N72 | FHLMC GOLD POOL # E95814 | 4/1/2018 | 12,199 | 12,893 | 12,859 | |||||||||||||||
3128H3NC1 | FHLMC GOLD POOL # E95787 | 4/1/2018 | 17,065 | 18,036 | 17,983 | |||||||||||||||
3128H3NR8 | FHLMC GOLD POOL # E95800 | 4/1/2018 | 15,334 | 16,206 | 16,158 | |||||||||||||||
3128H3NW7 | FHLMC GOLD POOL # E95805 | 4/1/2018 | 6,689 | 7,070 | 7,049 | |||||||||||||||
3128H3PT2 | FHLMC GOLD POOL # E95834 | 5/1/2018 | 7,118 | 7,523 | 7,513 | |||||||||||||||
3128H3Q87 | FHLMC GOLD POOL # E95879 | 4/1/2018 | 32,896 | 34,766 | 34,666 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
3128H3QJ3 | FHLMC GOLD POOL # E95857 | 4/1/2018 | 11,691 | 12,356 | 12,320 | |||||||||||||||
3128H3QL8 | FHLMC GOLD POOL # E95859 | 4/1/2018 | 151,233 | 151,755 | 161,857 | |||||||||||||||
3128H3QM6 | FHLMC GOLD POOL # E95860 | 4/1/2018 | 10,490 | 11,086 | 11,054 | |||||||||||||||
3128H3R29 | FHLMC GOLD POOL # E95905 | 4/1/2018 | 9,246 | 9,772 | 9,759 | |||||||||||||||
3128H3RY9 | FHLMC GOLD POOL # E95903 | 5/1/2018 | 41,574 | 43,939 | 43,810 | |||||||||||||||
3128H3S36 | FHLMC GOLD POOL # E95938 | 4/1/2018 | 13,520 | 14,289 | 14,252 | |||||||||||||||
3128H3SB8 | FHLMC GOLD POOL # E95914 | 5/1/2018 | 27,460 | 29,023 | 28,985 | |||||||||||||||
3128H3SZ5 | FHLMC GOLD POOL # E95936 | 5/1/2018 | 22,818 | 24,117 | 24,053 | |||||||||||||||
3128H3UA7 | FHLMC GOLD POOL # E95977 | 5/1/2018 | 2,817 | 2,977 | 2,969 | |||||||||||||||
3128H3V65 | FHLMC GOLD POOL # E96037 | 5/1/2018 | 8,070 | 8,529 | 8,506 | |||||||||||||||
3128H3WF4 | FHLMC GOLD POOL # E96046 | 4/1/2018 | 17,212 | 18,191 | 18,143 | |||||||||||||||
3128H3XU0 | FHLMC GOLD POOL # E96091 | 5/1/2018 | 16,790 | 17,744 | 17,698 | |||||||||||||||
3128H3XW6 | FHLMC GOLD POOL # E96093 | 5/1/2018 | 18,451 | 19,501 | 19,450 | |||||||||||||||
3128H3YG0 | FHLMC GOLD POOL # E96111 | 4/1/2018 | 6,347 | 6,709 | 6,689 | |||||||||||||||
3128H3YJ4 | FHLMC GOLD POOL # E96113 | 5/1/2018 | 14,646 | 15,480 | 15,434 | |||||||||||||||
3128H45V7 | FHLMC GOLD POOL # E97160 | 6/1/2018 | 25,450 | 26,899 | 26,820 | |||||||||||||||
3128H4AZ2 | FHLMC GOLD POOL # E96324 | 5/1/2018 | 12,044 | 12,729 | 12,712 | |||||||||||||||
3128H4BS7 | FHLMC GOLD POOL # E96349 | 5/1/2018 | 39,230 | 41,461 | 41,340 | |||||||||||||||
3128H4CF4 | FHLMC GOLD POOL # E96370 | 5/1/2018 | 8,055 | 8,513 | 8,502 | |||||||||||||||
3128H4CH0 | FHLMC GOLD POOL # E96372 | 5/1/2018 | 33,484 | 35,390 | 35,343 | |||||||||||||||
3128H4DB2 | FHLMC GOLD POOL # E96398 | 5/1/2018 | 63,343 | 63,559 | 67,793 | |||||||||||||||
3128H4ES4 | FHLMC GOLD POOL # E96445 | 6/1/2018 | 14,159 | 14,965 | 14,921 | |||||||||||||||
3128H4HQ5 | FHLMC GOLD POOL # E96539 | 5/1/2018 | 67,749 | 71,603 | 71,414 | |||||||||||||||
3128H4HS1 | FHLMC GOLD POOL # E96541 | 5/1/2018 | 73,213 | 77,379 | 77,174 | |||||||||||||||
3128H4J59 | FHLMC GOLD POOL # E96584 | 6/1/2018 | 16,177 | 17,098 | 17,048 | |||||||||||||||
3128H4JG5 | FHLMC GOLD POOL # E96563 | 5/1/2018 | 17,671 | 18,676 | 18,621 | |||||||||||||||
3128H4JT7 | FHLMC GOLD POOL # E96574 | 6/1/2018 | 36,142 | 38,199 | 38,087 | |||||||||||||||
3128H4KQ1 | FHLMC GOLD POOL # E96603 | 6/1/2018 | 26,242 | 27,735 | 27,653 | |||||||||||||||
3128H4ST7 | FHLMC GOLD POOL # E96830 | 6/1/2018 | 39,591 | 41,845 | 41,720 | |||||||||||||||
3128H5JX5 | FHLMC GOLD POOL # E97478 | 7/1/2018 | 29,083 | 30,738 | 30,648 | |||||||||||||||
3128H5RP3 | FHLMC GOLD POOL # E97694 | 7/1/2018 | 16,387 | 17,320 | 17,269 | |||||||||||||||
3128H5TK2 | FHLMC GOLD POOL # E97754 | 7/1/2018 | 45,615 | 48,212 | 48,069 | |||||||||||||||
3128H5VJ2 | FHLMC GOLD POOL # E97817 | 7/1/2018 | 39,672 | 39,805 | 42,459 | |||||||||||||||
3128H62N3 | FHLMC GOLD POOL # E98881 | 9/1/2018 | 31,595 | 33,396 | 33,295 | |||||||||||||||
3128H6BG8 | FHLMC GOLD POOL # E98139 | 7/1/2018 | 34,617 | 36,587 | 36,479 | |||||||||||||||
3128H6CZ5 | FHLMC GOLD POOL # E98188 | 7/1/2018 | 36,615 | 38,700 | 38,585 | |||||||||||||||
3128H6FR0 | FHLMC GOLD POOL # E98276 | 8/1/2018 | 24,351 | 25,737 | 25,661 | |||||||||||||||
3128H6FU3 | FHLMC GOLD POOL # E98279 | 8/1/2018 | 18,380 | 19,427 | 19,369 | |||||||||||||||
3128H6SY1 | FHLMC GOLD POOL # E98635 | 8/1/2018 | 1,781,391 | 1,787,412 | 1,906,538 | |||||||||||||||
3128H6WU4 | FHLMC GOLD POOL # E98759 | 8/1/2018 | 330,460 | 331,576 | 353,675 | |||||||||||||||
3128H6XM1 | FHLMC GOLD POOL # E98784 | 8/1/2018 | 10,486 | 11,083 | 11,050 | |||||||||||||||
3128H6ZC1 | FHLMC GOLD POOL # E98839 | 7/1/2018 | 145,666 | 146,188 | 155,900 | |||||||||||||||
3128H77K2 | FHLMC GOLD POOL # E99898 | 10/1/2018 | 223,469 | 224,266 | 239,168 | |||||||||||||||
3128H7PN6 | FHLMC GOLD POOL # E99429 | 9/1/2013 | 2,762,250 | 2,702,013 | 2,840,088 | |||||||||||||||
3128H7QL9 | FHLMC GOLD POOL # E99459 | 9/1/2018 | 1,081,620 | 1,085,352 | 1,157,607 | |||||||||||||||
3128H7R95 | FHLMC GOLD POOL # E99512 | 9/1/2018 | 897,656 | 900,829 | 960,719 | |||||||||||||||
3128H7YH9 | FHLMC GOLD POOL # E99712 | 10/1/2018 | 165,870 | 166,464 | 177,523 | |||||||||||||||
3128JLDM8 | FHLMC POOL # 1B1107 | 9/1/2033 | 3,297,911 | 3,244,035 | 3,408,738 | |||||||||||||||
3128JLEY1 | FHLMC POOL # 1B1150 | 9/1/2033 | 5,876,885 | 5,781,297 | 6,073,688 | |||||||||||||||
3128JLHB8 | FHLMC POOL # 1B1225 | 9/1/2033 | 209,797 | 206,141 | 219,031 | |||||||||||||||
3128JM6N2 | FHLMC POOL # 1B2776 | 2/1/2035 | 682,070 | 670,652 | 701,276 | |||||||||||||||
3128JM7E1 | FHLMC POOL # 1B2792 | 2/1/2035 | 513,999 | 505,502 | 528,899 | |||||||||||||||
3128JMW45 | FHLMC POOL # 1B2566 | 11/1/2034 | 253,949 | 250,840 | 262,357 | |||||||||||||||
3128JMY68 | FHLMC POOL # 1B2632 | 11/1/2034 | 341,814 | 337,517 | 351,217 | |||||||||||||||
3128JMZG5 | FHLMC POOL # 1B2642 | 11/1/2034 | 463,623 | 458,075 | 475,869 | |||||||||||||||
3128JNAL9 | FHLMC POOL # 1B2810 | 2/1/2035 | 528,748 | 519,871 | 537,337 | |||||||||||||||
3128JRP26 | FHLMC POOL # 847641 | 12/1/2033 | 2,589,394 | 2,568,923 | 2,710,936 | |||||||||||||||
3128K17K1 | FHLMC GOLD POOL # A41798 | 1/1/2036 | 7,728,577 | 7,899,840 | 7,940,340 | |||||||||||||||
3128KA4Z1 | FHLMC GOLD POOL # A49840 | 6/1/2036 | 97,729 | 102,622 | 103,896 | |||||||||||||||
3128KE5H2 | FHLMC GOLD POOL # A52648 | 9/1/2036 | 250,269 | 253,472 | 267,936 | |||||||||||||||
3128KVAR6 | FHLMC GOLD POOL # A64516 | 8/1/2037 | 264,160 | 267,544 | 282,995 | |||||||||||||||
3128KWBZ5 | FHLMC GOLD POOL # A65456 | 9/1/2037 | 26,119 | 27,122 | 28,030 | |||||||||||||||
3128KWFX6 | FHLMC GOLD POOL # A65582 | 9/1/2037 | 52,893 | 54,922 | 56,761 | |||||||||||||||
3128KWFY4 | FHLMC GOLD POOL # A65583 | 9/1/2037 | 68,599 | 71,232 | 73,616 | |||||||||||||||
3128KWGT4 | FHLMC GOLD POOL # A65610 | 9/1/2037 | 66,977 | 70,222 | 71,342 | |||||||||||||||
3128KWT29 | FHLMC GOLD POOL # A65969 | 9/1/2037 | 37,612 | 39,055 | 40,362 | |||||||||||||||
3128KWTK9 | FHLMC GOLD POOL # A65954 | 9/1/2037 | 60,814 | 63,146 | 65,261 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
3128KWTP8 | FHLMC GOLD POOL # A65958 | 9/1/2037 | 52,772 | 54,796 | 56,631 | |||||||||||||||
3128KWTZ6 | FHLMC GOLD POOL # A65968 | 9/1/2037 | 38,971 | 40,466 | 41,821 | |||||||||||||||
3128KYXE4 | FHLMC GOLD POOL # A67877 | 4/1/2037 | 25,851 | 26,843 | 27,742 | |||||||||||||||
3128L0RC8 | FHLMC GOLD POOL # A68583 | 11/1/2037 | 51,841 | 54,349 | 55,060 | |||||||||||||||
3128L53D1 | FHLMC GOLD POOL # A72596 | 2/1/2038 | 1,485,424 | 1,557,455 | 1,577,669 | |||||||||||||||
3128M4XA6 | FHLMC GOLD POOL # G03073 | 7/1/2037 | 4,958,402 | 4,978,758 | 5,218,162 | |||||||||||||||
3128M4ZG1 | FHLMC GOLD POOL # G03143 | 7/1/2037 | 4,926 | 5,115 | 5,287 | |||||||||||||||
3128M5GR5 | FHLMC GOLD POOL # G03508 | 7/1/2037 | 2,200,129 | 2,306,115 | 2,343,506 | |||||||||||||||
3128M6R83 | FHLMC GOLD POOL # G04711 | 9/1/2038 | 112,663 | 118,121 | 119,570 | |||||||||||||||
3128M6UB2 | FHLMC GOLD POOL # G04778 | 7/1/2038 | 121,749 | 126,428 | 130,654 | |||||||||||||||
3128M7AZ9 | FHLMC GOLD POOL # G05124 | 12/1/2038 | 351,805 | 365,318 | 377,534 | |||||||||||||||
3128M7PN0 | FHLMC GOLD POOL # G05529 | 7/1/2039 | 1,520,811 | 1,566,407 | 1,561,112 | |||||||||||||||
3128MMAC7 | FHLMC GOLD POOL # G18002 | 7/1/2019 | 1,121,171 | 1,103,189 | 1,182,778 | |||||||||||||||
3128MMLD3 | FHLMC GOLD POOL # G18323 | 9/1/2024 | 4,334,169 | 4,437,311 | 4,463,062 | |||||||||||||||
3128NCBF0 | FHLMC POOL # 1G0038 | 1/1/2035 | 588,150 | 578,975 | 601,074 | |||||||||||||||
3128NCBH6 | FHLMC POOL # 1G0040 | 1/1/2035 | 876,946 | 861,015 | 889,176 | |||||||||||||||
3128NCBW3 | FHLMC POOL # 1G0053 | 2/1/2035 | 654,980 | 644,679 | 672,436 | |||||||||||||||
3128NCDH4 | FHLMC POOL # 1G0104 | 2/1/2035 | 293,573 | 288,680 | 300,000 | |||||||||||||||
3128QLP54 | FHLMC POOL # 1H2544 | 11/1/2035 | 20,132,599 | 19,749,482 | 20,984,984 | |||||||||||||||
3128QLPD7 | FHLMC POOL # 1H2520 | 6/1/2035 | 30,775,405 | 30,457,594 | 31,611,188 | |||||||||||||||
3128S4E52 | FHLMC POOL # 1Q0156 | 10/1/2035 | 10,209,088 | 10,109,749 | 10,686,599 | |||||||||||||||
3128X9AM2 | FREDDIE MAC AGENCY BND | 8/24/2012 | 10,000,000 | 9,957,927 | 10,022,800 | |||||||||||||||
3129275R3 | FHLMC GOLD POOL # A81756 | 9/1/2038 | 280,998 | 294,643 | 298,223 | |||||||||||||||
312929CM2 | FHLMC GOLD POOL # A82776 | 1/1/2039 | 12,527 | 13,008 | 13,444 | |||||||||||||||
31292KJH1 | FHLMC GOLD POOL # C02964 | 7/1/2037 | 2,664 | 2,766 | 2,858 | |||||||||||||||
31292KX93 | FHLMC GOLD POOL # C03404 | 9/1/2039 | 5,928,019 | 5,983,044 | 5,919,127 | |||||||||||||||
312930LH1 | FHLMC GOLD POOL # A83928 | 1/1/2039 | 47,143 | 48,951 | 50,591 | |||||||||||||||
312930LQ1 | FHLMC GOLD POOL # A83935 | 1/1/2039 | 47,701 | 49,531 | 51,189 | |||||||||||||||
312930RC6 | FHLMC GOLD POOL # A84083 | 1/1/2039 | 31,184 | 32,383 | 33,093 | |||||||||||||||
312930RV4 | FHLMC GOLD POOL # A84100 | 1/1/2039 | 17,700 | 18,380 | 18,994 | |||||||||||||||
312930TB6 | FHLMC GOLD POOL # A84146 | 1/1/2039 | 13,785 | 14,314 | 14,628 | |||||||||||||||
312930XY1 | FHLMC GOLD POOL # A84295 | 2/1/2039 | 1,994,713 | 2,018,530 | 1,992,870 | |||||||||||||||
312931D62 | FHLMC GOLD POOL # A84625 | 2/1/2039 | 4,828,160 | 4,719,319 | 4,663,446 | |||||||||||||||
312931TJ7 | FHLMC GOLD POOL # A85053 | 3/1/2039 | 4,689,991 | 4,794,401 | 4,813,806 | |||||||||||||||
3129326W1 | FHLMC GOLD POOL # A86285 | 5/1/2039 | 41,386 | 42,706 | 42,479 | |||||||||||||||
312932CX2 | FHLMC GOLD POOL # A85486 | 4/1/2039 | 3,891,809 | 3,957,733 | 3,888,854 | |||||||||||||||
312932XE1 | FHLMC GOLD POOL # A86077 | 5/1/2039 | 42,780 | 44,143 | 43,909 | |||||||||||||||
312932ZE9 | FHLMC GOLD POOL # A86141 | 5/1/2039 | 106,782 | 110,187 | 109,930 | |||||||||||||||
312933E83 | FHLMC GOLD POOL # A86459 | 5/1/2039 | 35,744 | 36,883 | 36,688 | |||||||||||||||
312933F41 | FHLMC GOLD POOL # A86487 | 6/1/2039 | 5,399,031 | 5,386,403 | 5,390,933 | |||||||||||||||
312933F66 | FHLMC GOLD POOL # A86489 | 6/1/2039 | 40,134 | 41,414 | 41,194 | |||||||||||||||
3129345K4 | FHLMC GOLD POOL # A88050 | 8/1/2039 | 198,405 | 204,361 | 204,007 | |||||||||||||||
312934JJ2 | FHLMC GOLD POOL # A87465 | 7/1/2039 | 87,532 | 90,323 | 89,843 | |||||||||||||||
312934MM1 | FHLMC GOLD POOL # A87564 | 7/1/2039 | 79,125 | 81,649 | 81,214 | |||||||||||||||
312934PJ5 | FHLMC GOLD POOL # A87625 | 8/1/2039 | 104,153 | 107,475 | 107,224 | |||||||||||||||
312934R38 | FHLMC GOLD POOL # A87706 | 8/1/2039 | 88,738 | 91,569 | 91,355 | |||||||||||||||
312934WP3 | FHLMC GOLD POOL # A87854 | 8/1/2039 | 76,530 | 78,827 | 78,550 | |||||||||||||||
312934Z47 | FHLMC GOLD POOL # A87963 | 8/1/2039 | 64,103 | 66,148 | 65,795 | |||||||||||||||
3129353B3 | FHLMC GOLD POOL # A88894 | 9/1/2039 | 794,124 | 800,882 | 792,933 | |||||||||||||||
3129356Q7 | FHLMC GOLD POOL # A88979 | 9/1/2039 | 194,900 | 196,559 | 194,608 | |||||||||||||||
312935AT6 | FHLMC GOLD POOL # A88118 | 8/1/2039 | 220,519 | 227,140 | 226,745 | |||||||||||||||
312935JT7 | FHLMC GOLD POOL # A88374 | 9/1/2039 | 298,320 | 301,297 | 297,872 | |||||||||||||||
312935KN8 | FHLMC GOLD POOL # A88401 | 9/1/2039 | 129,236 | 133,116 | 132,648 | |||||||||||||||
312935KY4 | FHLMC GOLD POOL # A88411 | 9/1/2039 | 298,394 | 301,373 | 297,946 | |||||||||||||||
312935LV9 | FHLMC GOLD POOL # A88440 | 9/1/2039 | 198,880 | 200,865 | 198,582 | |||||||||||||||
312935MQ9 | FHLMC GOLD POOL # A88467 | 9/1/2039 | 993,028 | 1,004,363 | 993,826 | |||||||||||||||
312935MV8 | FHLMC GOLD POOL # A88472 | 9/1/2039 | 1,987,046 | 2,007,644 | 1,984,066 | |||||||||||||||
312936LH8 | FHLMC GOLD POOL # A89328 | 10/1/2039 | 398,615 | 415,262 | 409,138 | |||||||||||||||
312936LM7 | FHLMC GOLD POOL # A89332 | 10/1/2039 | 699,663 | 727,452 | 718,134 | |||||||||||||||
312936LQ8 | FHLMC GOLD POOL # A89335 | 10/1/2039 | 896,459 | 930,162 | 920,126 | |||||||||||||||
31294KDZ5 | FHLMC GOLD POOL # E01020 | 9/1/2016 | 2,691 | 2,843 | 2,836 | |||||||||||||||
31294KFJ9 | FHLMC GOLD POOL # E01069 | 11/1/2016 | 4,465 | 4,717 | 4,722 | |||||||||||||||
31294KHD0 | FHLMC GOLD POOL # E01128 | 2/1/2017 | 9,401 | 9,932 | 9,931 | |||||||||||||||
31294KHL2 | FHLMC GOLD POOL # E01135 | 3/1/2017 | 18,125 | 19,150 | 19,106 | |||||||||||||||
31294KJT3 | FHLMC GOLD POOL # E01174 | 5/1/2017 | 6,532 | 6,902 | 6,884 | |||||||||||||||
31294KKU8 | FHLMC GOLD POOL # E01207 | 9/1/2017 | 10,292 | 10,875 | 10,871 | |||||||||||||||
31294KN43 | FHLMC GOLD POOL # E01311 | 2/1/2018 | 1,803,568 | 1,809,679 | 1,930,274 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
31294KNY7 | FHLMC GOLD POOL # E01307 | 2/1/2018 | 96,170 | 101,637 | 101,510 | |||||||||||||||
31294KP25 | FHLMC GOLD POOL # E01341 | 3/1/2018 | 2,564,815 | 2,573,525 | 2,745,001 | |||||||||||||||
31294KQ73 | FHLMC GOLD POOL # E01378 | 5/1/2018 | 206,424 | 218,169 | 217,886 | |||||||||||||||
31294KUR4 | FHLMC GOLD POOL # E01492 | 10/1/2018 | 1,211,945 | 1,216,227 | 1,297,087 | |||||||||||||||
31294KUT0 | FHLMC GOLD POOL # E01494 | 9/1/2018 | 10,229,934 | 10,265,769 | 10,948,617 | |||||||||||||||
3129624Q3 | FHLMC GOLD POOL # B10831 | 11/1/2018 | 143,089 | 143,578 | 153,141 | |||||||||||||||
3129624X8 | FHLMC GOLD POOL # B10838 | 11/1/2018 | 10,626 | 11,232 | 11,216 | |||||||||||||||
312962BY8 | FHLMC GOLD POOL # B10055 | 10/1/2018 | 31,646 | 33,451 | 33,403 | |||||||||||||||
312962CK7 | FHLMC GOLD POOL # B10074 | 10/1/2018 | 13,406 | 14,170 | 14,127 | |||||||||||||||
312962CQ4 | FHLMC GOLD POOL # B10079 | 8/1/2018 | 16,085 | 17,000 | 16,955 | |||||||||||||||
312962CT8 | FHLMC GOLD POOL # B10082 | 8/1/2018 | 2,956 | 3,124 | 3,115 | |||||||||||||||
312962DE0 | FHLMC GOLD POOL # B10101 | 10/1/2018 | 14,176 | 14,984 | 14,938 | |||||||||||||||
312962EY5 | FHLMC GOLD POOL # B10151 | 10/1/2018 | 26,471 | 27,980 | 27,941 | |||||||||||||||
312962FM0 | FHLMC GOLD POOL # B10172 | 10/1/2018 | 21,583 | 22,813 | 22,744 | |||||||||||||||
312962FN8 | FHLMC GOLD POOL # B10173 | 10/1/2018 | 11,761 | 12,431 | 12,394 | |||||||||||||||
312962FW8 | FHLMC GOLD POOL # B10181 | 10/1/2018 | 34,847 | 36,834 | 36,722 | |||||||||||||||
312962J53 | FHLMC GOLD POOL # B10284 | 10/1/2018 | 1,294,516 | 1,299,170 | 1,385,460 | |||||||||||||||
312962JW4 | FHLMC GOLD POOL # B10277 | 11/1/2018 | 32,871 | 34,746 | 34,639 | |||||||||||||||
312962KD4 | FHLMC GOLD POOL # B10292 | 10/1/2018 | 149,302 | 149,827 | 159,791 | |||||||||||||||
312962KP7 | FHLMC GOLD POOL # B10302 | 10/1/2018 | 23,945 | 25,311 | 25,233 | |||||||||||||||
312962KT9 | FHLMC GOLD POOL # B10306 | 10/1/2018 | 21,965 | 23,217 | 23,147 | |||||||||||||||
312962MD2 | FHLMC GOLD POOL # B10356 | 11/1/2018 | 41,980 | 44,373 | 44,239 | |||||||||||||||
312962MT7 | FHLMC GOLD POOL # B10370 | 11/1/2018 | 23,793 | 25,148 | 25,073 | |||||||||||||||
312962MV2 | FHLMC GOLD POOL # B10372 | 11/1/2018 | 20,544 | 21,715 | 21,650 | |||||||||||||||
312962NJ8 | FHLMC GOLD POOL # B10393 | 10/1/2018 | 34,436 | 36,400 | 36,289 | |||||||||||||||
312962Q63 | FHLMC GOLD POOL # B10477 | 10/1/2018 | 24,254 | 24,339 | 25,958 | |||||||||||||||
312962T86 | FHLMC GOLD POOL # B10575 | 11/1/2018 | 20,978 | 22,175 | 22,107 | |||||||||||||||
312962TL7 | FHLMC GOLD POOL # B10555 | 11/1/2018 | 27,613 | 29,189 | 29,099 | |||||||||||||||
312962UJ0 | FHLMC GOLD POOL # B10585 | 11/1/2018 | 13,058 | 13,803 | 13,761 | |||||||||||||||
312962UW1 | FHLMC GOLD POOL # B10597 | 11/1/2018 | 2,063,968 | 2,071,331 | 2,208,968 | |||||||||||||||
312962WC3 | FHLMC GOLD POOL # B10643 | 11/1/2018 | 26,451 | 27,960 | 27,920 | |||||||||||||||
312963BP5 | FHLMC GOLD POOL # B10946 | 12/1/2018 | 122,794 | 123,236 | 131,420 | |||||||||||||||
312963CK5 | FHLMC GOLD POOL # B10974 | 11/1/2018 | 21,694 | 22,931 | 22,899 | |||||||||||||||
312963G70 | FHLMC GOLD POOL # B11122 | 11/1/2018 | 730,221 | 732,766 | 781,521 | |||||||||||||||
312963L66 | FHLMC GOLD POOL # B11249 | 12/1/2018 | 11,180 | 11,818 | 11,781 | |||||||||||||||
312963L74 | FHLMC GOLD POOL # B11250 | 11/1/2018 | 49,111 | 49,290 | 52,561 | |||||||||||||||
312963LA7 | FHLMC GOLD POOL # B11221 | 12/1/2018 | 17,599 | 18,603 | 18,546 | |||||||||||||||
312963MS7 | FHLMC GOLD POOL # B11269 | 12/1/2018 | 33,783 | 35,710 | 35,659 | |||||||||||||||
312963RG8 | FHLMC GOLD POOL # B11387 | 12/1/2018 | 39,636 | 41,898 | 41,837 | |||||||||||||||
312963RR4 | FHLMC GOLD POOL # B11396 | 12/1/2018 | 29,435 | 31,114 | 31,019 | |||||||||||||||
312963UB5 | FHLMC GOLD POOL # B11478 | 12/1/2018 | 17,395 | 18,387 | 18,331 | |||||||||||||||
312963V40 | FHLMC GOLD POOL # B11535 | 1/1/2019 | 23,190 | 24,514 | 24,478 | |||||||||||||||
312963VY4 | FHLMC GOLD POOL # B11531 | 12/1/2018 | 273,272 | 274,254 | 292,470 | |||||||||||||||
312963WH0 | FHLMC GOLD POOL # B11548 | 12/1/2018 | 31,152 | 31,264 | 33,341 | |||||||||||||||
312963XT3 | FHLMC GOLD POOL # B11590 | 12/1/2018 | 6,336 | 6,697 | 6,687 | |||||||||||||||
312963Z53 | FHLMC GOLD POOL # B11664 | 1/1/2019 | 15,887 | 16,794 | 16,742 | |||||||||||||||
312963ZG9 | FHLMC GOLD POOL # B11643 | 11/1/2018 | 128,063 | 128,503 | 137,060 | |||||||||||||||
3129642B4 | FHLMC GOLD POOL # B12570 | 3/1/2019 | 354,623 | 355,549 | 379,096 | |||||||||||||||
312964AU3 | FHLMC GOLD POOL # B11819 | 1/1/2019 | 12,952 | 13,691 | 13,671 | |||||||||||||||
312964CQ0 | FHLMC GOLD POOL # B11879 | 1/1/2019 | 12,167 | 12,861 | 12,821 | |||||||||||||||
312964EJ4 | FHLMC GOLD POOL # B11937 | 1/1/2019 | 13,962 | 14,759 | 14,737 | |||||||||||||||
312964EK1 | FHLMC GOLD POOL # B11938 | 1/1/2019 | 29,207 | 30,874 | 30,829 | |||||||||||||||
312964FV6 | FHLMC GOLD POOL # B11980 | 1/1/2019 | 14,185 | 14,994 | 14,964 | |||||||||||||||
312964GZ6 | FHLMC GOLD POOL # B12016 | 2/1/2019 | 12,307 | 13,010 | 12,955 | |||||||||||||||
312964KG3 | FHLMC GOLD POOL # B12095 | 2/1/2019 | 12,004 | 12,690 | 12,650 | |||||||||||||||
312964QW2 | FHLMC GOLD POOL # B12269 | 2/1/2019 | 477,702 | 479,355 | 511,262 | |||||||||||||||
312964RW1 | FHLMC GOLD POOL # B12301 | 2/1/2014 | 1,263,524 | 1,216,247 | 1,292,523 | |||||||||||||||
312964WX3 | FHLMC GOLD POOL # B12462 | 10/1/2018 | 621,315 | 623,492 | 664,964 | |||||||||||||||
312965A71 | FHLMC GOLD POOL # B12730 | 3/1/2014 | 2,323,254 | 2,268,623 | 2,376,575 | |||||||||||||||
312965CF1 | FHLMC GOLD POOL # B12770 | 1/1/2019 | 10,964 | 11,589 | 11,557 | |||||||||||||||
312965CH7 | FHLMC GOLD POOL # B12772 | 3/1/2014 | 2,432,457 | 2,341,181 | 2,488,284 | |||||||||||||||
312965DX1 | FHLMC GOLD POOL # B12818 | 3/1/2014 | 1,820,504 | 1,752,085 | 1,862,287 | |||||||||||||||
312965DY9 | FHLMC GOLD POOL # B12819 | 3/1/2014 | 2,186,361 | 2,134,857 | 2,236,541 | |||||||||||||||
312965FY7 | FHLMC GOLD POOL # B12883 | 3/1/2014 | 2,018,665 | 1,942,420 | 2,064,996 | |||||||||||||||
312965GT7 | FHLMC GOLD POOL # B12910 | 3/1/2014 | 1,477,823 | 1,422,054 | 1,511,741 | |||||||||||||||
312965GU4 | FHLMC GOLD POOL # B12911 | 3/1/2014 | 1,705,841 | 1,641,863 | 1,744,992 | |||||||||||||||
312965HK5 | FHLMC GOLD POOL # B12934 | 3/1/2019 | 31,623 | 33,428 | 33,360 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
312965MP8 | FHLMC GOLD POOL # B13066 | 3/1/2014 | 7,655,799 | 7,475,156 | 7,831,507 | |||||||||||||||
312965QA7 | FHLMC GOLD POOL # B13149 | 11/1/2018 | 375,528 | 376,813 | 401,910 | |||||||||||||||
312965WC6 | FHLMC GOLD POOL # B13343 | 4/1/2014 | 1,048,103 | 1,008,078 | 1,072,158 | |||||||||||||||
312965WD4 | FHLMC GOLD POOL # B13344 | 4/1/2014 | 1,404,545 | 1,351,079 | 1,436,781 | |||||||||||||||
312965WU6 | FHLMC GOLD POOL # B13359 | 4/1/2014 | 1,224,423 | 1,177,912 | 1,252,524 | |||||||||||||||
312965WV4 | FHLMC GOLD POOL # B13360 | 4/1/2014 | 1,744,550 | 1,678,200 | 1,784,589 | |||||||||||||||
312966WU4 | FHLMC GOLD POOL # B14259 | 5/1/2019 | 1,692,776 | 1,697,039 | 1,809,596 | |||||||||||||||
312967MC3 | FHLMC GOLD POOL # B14855 | 6/1/2014 | 1,919,478 | 1,889,490 | 2,000,418 | |||||||||||||||
312967MH2 | FHLMC GOLD POOL # B14860 | 5/1/2014 | 3,538,242 | 3,466,810 | 3,619,448 | |||||||||||||||
312968QL7 | FHLMC GOLD POOL # B15859 | 12/1/2018 | 2,778,104 | 2,788,652 | 2,974,308 | |||||||||||||||
3129696M5 | FHLMC GOLD POOL # B17176 | 11/1/2014 | 4,164,658 | 4,086,200 | 4,260,242 | |||||||||||||||
312969VY1 | FHLMC GOLD POOL # B16931 | 10/1/2014 | 7,143,111 | 7,033,711 | 7,444,320 | |||||||||||||||
3129714D3 | FHLMC GOLD POOL # B18920 | 3/1/2015 | 5,536,214 | 5,429,247 | 5,659,543 | |||||||||||||||
31331S4Z3 | FEDERAL FARM CREDIT BANK AGENCY BND | 8/8/2011 | 1,600,000 | 1,601,121 | 1,686,880 | |||||||||||||||
31331SH97 | FEDERAL FARM CREDIT BANK AGENCY BND | 4/24/2012 | 1,000,000 | 1,001,278 | 1,062,651 | |||||||||||||||
31331SP56 | FFCB AGENCY BND | 7/13/2012 | 17,475,000 | 17,532,100 | 18,647,573 | |||||||||||||||
31331ST29 | FEDERAL FARM CREDIT BANK AGENCY BND | 4/25/2012 | 1,400,000 | 1,395,670 | 1,491,420 | |||||||||||||||
31331VPV2 | FFCB AGENCY BND | 4/1/2016 | 2,975,000 | 2,958,881 | 3,207,348 | |||||||||||||||
31331XU75 | FFCB AGENCY BND | 8/13/2014 | 5,000,000 | 5,016,235 | 5,483,000 | |||||||||||||||
31331Y4P2 | FFCB AGENCY BND | 11/6/2017 | 11,435,000 | 11,458,465 | 12,173,701 | |||||||||||||||
31331YEJ5 | FFCB AGENCY BND | 11/15/2018 | 28,115,000 | 28,686,165 | 29,281,773 | |||||||||||||||
31335H2K8 | FHLMC GOLD POOL # C90778 | 11/1/2023 | 2,972,774 | 2,841,923 | 3,034,608 | |||||||||||||||
3133MB2B2 | FHLB AGENCY BND | 2/13/2015 | 1,800,000 | 2,035,709 | 2,174,220 | |||||||||||||||
3133X85H1 | FHLB AGENCY BND | 8/10/2010 | 1,000,000 | 997,688 | 1,022,900 | |||||||||||||||
3133XBB20 | FHLB AGENCY BND | 3/17/2010 | 250,000 | 250,624 | 252,161 | |||||||||||||||
3133XBMT9 | FHLB AGENCY BND | 11/14/2014 | 43,345,000 | 42,891,280 | 46,441,999 | |||||||||||||||
3133XBT39 | FHLB AGENCY BND | 6/8/2012 | 40,000,000 | 40,196,506 | 42,634,000 | |||||||||||||||
3133XCZJ5 | FHLB AGENCY BND | 8/26/2013 | 1,000,000 | 1,002,658 | 1,081,100 | |||||||||||||||
3133XLWM1 | FHLB AGENCY BND | 9/12/2014 | 15,415,000 | 15,730,419 | 17,010,608 | |||||||||||||||
3133XUE41 | FHLB AGENCY BND | 8/22/2012 | 5,000,000 | 4,994,075 | 5,006,600 | |||||||||||||||
3133XVEM9 | FHLB AGENCY BND | 11/21/2012 | 3,000,000 | 2,993,940 | 2,980,980 | |||||||||||||||
3133XVNU1 | FHLB AGENCY BND | 12/12/2014 | 74,500,000 | 74,932,858 | 73,825,776 | |||||||||||||||
31342A6F1 | FHLMC POOL # 780870 | 9/1/2033 | 1,155,315 | 1,135,025 | 1,187,845 | |||||||||||||||
31349UCW6 | FHLMC POOL # 782785 | 10/1/2034 | 584,985 | 577,293 | 600,446 | |||||||||||||||
31349UEJ3 | FHLMC POOL # 782837 | 11/1/2034 | 993,933 | 979,866 | 1,021,492 | |||||||||||||||
31349UJM1 | FHLMC POOL # 782968 | 1/1/2035 | 2,674,135 | 2,638,141 | 2,728,295 | |||||||||||||||
31349ULB2 | FHLMC POOL # 783022 | 2/1/2035 | 1,053,682 | 1,040,096 | 1,074,577 | |||||||||||||||
31349ULF3 | FHLMC POOL # 783026 | 2/1/2035 | 663,735 | 652,506 | 678,619 | |||||||||||||||
31349UMF2 | FHLMC POOL # 783058 | 3/1/2035 | 8,503,520 | 8,417,283 | 8,649,032 | |||||||||||||||
3134A35H5 | FHLMC AGENCY BND | 9/15/2010 | 721,000 | 731,193 | 753,819 | |||||||||||||||
3134A4QD9 | FHLMC AGENCY BND | 7/15/2012 | 45,300,000 | 45,674,391 | 49,249,255 | |||||||||||||||
31359MFG3 | FNMA AGENCY BND | 1/15/2010 | 250,000 | 250,226 | 250,550 | |||||||||||||||
31371KBQ3 | FNMA POOL # 253947 | 8/1/2031 | 18,187 | 18,860 | 19,875 | |||||||||||||||
31371LZJ1 | FNMA POOL # 255545 | 1/1/2015 | 4,026,590 | 3,909,038 | 4,077,325 | |||||||||||||||
31371MFY8 | FNMA POOL # 255883 | 8/1/2035 | 11,409,413 | 11,171,141 | 11,774,379 | |||||||||||||||
31371QU71 | FNMA POOL # 259006 | 3/1/2030 | 67,368 | 69,828 | 73,726 | |||||||||||||||
31375BUQ8 | FNMA POOL # 330091 | 2/1/2023 | 143,563 | 148,783 | 157,128 | |||||||||||||||
31375KSE8 | FNMA POOL # 337217 | 12/1/2024 | 55,259 | 57,697 | 60,871 | |||||||||||||||
31376CTB0 | FNMA POOL # 351646 | 12/1/2024 | 11,157 | 11,571 | 12,211 | |||||||||||||||
31376KKK1 | FNMA POOL # 357698 | 1/1/2015 | 1,743,189 | 1,710,190 | 1,790,430 | |||||||||||||||
31377XSA6 | FNMA POOL # 390313 | 6/1/2027 | 89,427 | 92,872 | 97,951 | |||||||||||||||
31379T6G4 | FNMA POOL # 429371 | 2/1/2014 | 42,222 | 41,931 | 43,779 | |||||||||||||||
3137EAAD1 | FHLMC AGENCY BND | 4/18/2016 | 50,000,000 | 51,654,777 | 55,290,001 | |||||||||||||||
3137EACC1 | FHLMC AGENCY BND | 6/15/2012 | 44,400,000 | 44,284,493 | 44,652,636 | |||||||||||||||
3137EACE7 | FHLMC AGENCY BND | 9/21/2012 | 11,500,000 | 11,485,214 | 11,614,195 | |||||||||||||||
31382NR20 | FNMA POOL # 487505 | 4/1/2029 | 1,027 | 1,055 | 1,075 | |||||||||||||||
31384VP63 | FNMA POOL # 535145 | 2/1/2030 | 863,757 | 895,531 | 943,924 | |||||||||||||||
31384VP97 | FNMA POOL # 535148 | 2/1/2030 | 202,638 | 210,116 | 221,445 | |||||||||||||||
31384VUE0 | FNMA POOL # 535281 | 4/1/2030 | 1,065,589 | 1,104,949 | 1,164,489 | |||||||||||||||
31384WLB4 | FNMA POOL # 535922 | 3/1/2031 | 56,630 | 58,713 | 61,975 | |||||||||||||||
31384WVT4 | FNMA POOL # 536226 | 5/1/2030 | 41,477 | 43,003 | 45,391 | |||||||||||||||
31384Y2A3 | FNMA POOL # 538169 | 4/1/2030 | 67,616 | 70,097 | 73,997 | |||||||||||||||
31385FVZ6 | FNMA POOL # 543432 | 6/1/2030 | 140,649 | 145,827 | 153,923 | |||||||||||||||
31385GZH0 | FNMA POOL # 544444 | 9/1/2030 | 536 | 555 | 586 | |||||||||||||||
31385QRZ7 | FNMA POOL # 549604 | 8/1/2030 | 5,411 | 5,610 | 5,921 | |||||||||||||||
31385RB58 | FNMA POOL # 550060 | 4/1/2030 | 1,599,010 | 1,681,897 | 1,763,409 | |||||||||||||||
31385VYT2 | FNMA POOL # 554322 | 9/1/2030 | 71,598 | 74,232 | 78,355 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
31385XEW3 | FNMA POOL # 555549 | 6/1/2018 | 536,606 | 532,542 | 566,269 | |||||||||||||||
31385XK48 | FNMA POOL # 555715 | 7/1/2033 | 315,935 | 311,865 | 323,900 | |||||||||||||||
31386XQU3 | FNMA POOL # 576567 | 2/1/2031 | 2,154,753 | 2,233,207 | 2,358,107 | |||||||||||||||
31387EBE6 | FNMA POOL # 581537 | 6/1/2031 | 54,236 | 56,243 | 59,270 | |||||||||||||||
31388DTM0 | FNMA POOL # 601856 | 1/1/2031 | 34,060 | 35,400 | 37,306 | |||||||||||||||
31388HTX7 | FNMA POOL # 605466 | 8/1/2031 | 22,916 | 23,770 | 25,043 | |||||||||||||||
31388XVV3 | FNMA POOL # 618128 | 8/1/2033 | 7,912,135 | 7,735,668 | 7,990,873 | |||||||||||||||
31389EU78 | FNMA POOL # 623506 | 12/1/2011 | 436,495 | 437,370 | 462,248 | |||||||||||||||
31389EVA0 | FNMA POOL # 623509 | 12/1/2016 | 2,740,499 | 2,761,355 | 2,938,363 | |||||||||||||||
31389EVB8 | FNMA POOL # 623510 | 12/1/2016 | 3,087,253 | 3,109,410 | 3,310,153 | |||||||||||||||
31389XHM8 | FNMA POOL # 638436 | 3/1/2012 | 346,261 | 349,610 | 372,227 | |||||||||||||||
31391AKC2 | FNMA POOL # 660991 | 7/1/2032 | 8,773 | 9,099 | 9,587 | |||||||||||||||
31391PTM8 | FNMA POOL # 672956 | 12/1/2017 | 20,893,028 | 20,903,440 | 22,064,740 | |||||||||||||||
31391PUF1 | FNMA POOL # 672982 | 12/1/2017 | 548,371 | 544,235 | 577,873 | |||||||||||||||
31391YV87 | FNMA POOL # 681139 | 1/1/2033 | 5,235 | 5,517 | 5,592 | |||||||||||||||
31392JTP4 | FNMA AGENCY CMO_03-20 HP | 10/25/2016 | 92,203 | 91,736 | 93,752 | |||||||||||||||
31393DL74 | FNMA CMO AGENCY CMO_03-80 CA | 4/25/2030 | 494,069 | 484,223 | 504,593 | |||||||||||||||
31393EFX2 | FNMA CMO AGENCY CMO 03-79 NL | 5/25/2022 | 1,135,814 | 1,145,591 | 1,161,707 | |||||||||||||||
31393KLM5 | FHLMC AGENCY CMO 2570 CL | 7/15/2017 | 649,527 | 641,373 | 671,037 | |||||||||||||||
31393M5X5 | FHLMC CMO AGENCY CMO 2580 | 12/15/2016 | 1,121,293 | 32,092 | 21,417 | |||||||||||||||
31393QVD1 | FHLMC AGENCY CMO 2618 NE | 6/15/2013 | 547,180 | 545,098 | 557,193 | |||||||||||||||
31393VPH8 | FHLMC_2627 CMO 2628-OD | 7/15/2017 | 31,560,900 | 31,104,369 | 32,911,707 | |||||||||||||||
31394EK49 | FNMA_05-58 AGENCY CMO 05-69 | 8/25/2035 | 101,033 | — | 4,264 | |||||||||||||||
31395RAR9 | FHLMC AGENCY CMO R001 AE | 4/15/2015 | 1,089,754 | 1,082,606 | 1,121,924 | |||||||||||||||
31396A7E8 | FHLMC_3035 CMO AGENCY 3038 XA | 9/15/2035 | 725,522 | 723,979 | 591,010 | |||||||||||||||
31396AFE9 | FHLMC_3035 AGENCY CMO 3028 | 12/15/2026 | 6,013,453 | 6,007,737 | 6,128,309 | |||||||||||||||
31396KS45 | FNMA_06-65 CMO AGENCY 6-81 LF1 | 9/25/2036 | 320,405 | 329,559 | 278,848 | |||||||||||||||
31396NAL0 | FHLMC AGENCY CMO 3138 X | 4/15/2036 | 421,413 | 427,383 | 393,052 | |||||||||||||||
31396TYH0 | FHLMC AGENCY CMO 3167 X | 6/15/2036 | 540,841 | 537,245 | 453,982 | |||||||||||||||
31396VDA3 | FNMA_07-41 CMO 7-27 XA | 5/25/2035 | 286,206 | 283,400 | 272,154 | |||||||||||||||
31396VV21 | FNMA_07-41 AGENCY CMO 07-42 LF | 5/25/2037 | 477,064 | 519,308 | 418,337 | |||||||||||||||
31396WBP0 | FNR CMO 07-56 FA | 6/25/2037 | 15,963,883 | 15,320,258 | 15,711,654 | |||||||||||||||
31396WCB0 | FNMA_07-53 AGENCY CMO 07-56 GY | 6/25/2037 | 59,245 | 58,263 | 57,758 | |||||||||||||||
31396WDG8 | FNMA_07-53 AGENCY CMO 07-53 UF | 6/25/2037 | 462,454 | 494,341 | 425,736 | |||||||||||||||
31397F7E6 | FHLMC AGENCY CMO 3274 SX | 7/15/2036 | 245,286 | 252,364 | 214,110 | |||||||||||||||
31397FES7 | FHLMC_3271 AGENCY CMO 3275 UF | 2/15/2037 | 434,469 | 492,786 | 319,509 | |||||||||||||||
31397FYK2 | FHLMC AGENCY CMO 3291 XA | 3/15/2037 | 320,442 | 325,952 | 307,143 | |||||||||||||||
31397KTK7 | FHR CMO 3380 FP | 11/15/2036 | 30,124,031 | 29,365,062 | 29,883,039 | |||||||||||||||
31398AYM8 | FNMA AGENCY BND | 8/10/2012 | 3,700,000 | 3,697,657 | 3,706,512 | |||||||||||||||
31398AYY2 | FNMA SENIOR AGENCY BND | 9/16/2014 | 2,000,000 | 2,029,869 | 2,019,900 | |||||||||||||||
31398AZF2 | FNMA AGENCY BND | 9/28/2012 | 5,000,000 | 4,999,543 | 4,977,300 | |||||||||||||||
31400EGH7 | FNMA POOL # 685200 | 3/1/2018 | 478,034 | 474,425 | 504,459 | |||||||||||||||
31400JL98 | FNMA POOL # 688952 | 4/1/2033 | 8,052,638 | 7,967,509 | 8,345,223 | |||||||||||||||
31400JM55 | FNMA POOL # 688980 | 5/1/2033 | 2,694 | 2,791 | 2,844 | |||||||||||||||
31400QJ87 | FNMA POOL # 694287 | 3/1/2033 | 40,785 | 40,199 | 41,804 | |||||||||||||||
31400SA33 | FNMA POOL # 695826 | 4/1/2018 | 412,739 | 409,613 | 435,554 | |||||||||||||||
31400UQV9 | FNMA POOL # 698068 | 4/1/2033 | 565,117 | 559,093 | 593,938 | |||||||||||||||
31401A3C9 | FNMA POOL # 702895 | 4/1/2018 | 550,118 | 545,960 | 580,528 | |||||||||||||||
31402DGQ7 | FNMA POOL # 725707 | 8/1/2019 | 1,895,776 | 1,881,236 | 1,999,501 | |||||||||||||||
31402GP98 | FNMA POOL # 728648 | 7/1/2033 | 8,527 | 8,832 | 8,783 | |||||||||||||||
31402QXK2 | FNMA POOL # 735182 | 2/1/2031 | 992,021 | 1,034,869 | 1,084,093 | |||||||||||||||
31402RSS9 | FNMA POOL # 735929 | 8/1/2032 | 1,470,050 | 1,524,742 | 1,610,164 | |||||||||||||||
31402YSV7 | FNMA POOL # 742232 | 9/1/2033 | 33,749 | 33,237 | 34,773 | |||||||||||||||
31403C2L4 | FNMA POOL # 745179 | 4/1/2019 | 1,914,859 | 1,900,225 | 2,020,711 | |||||||||||||||
31403CWU1 | FNMA POOL # 745059 | 9/1/2035 | 15,342,773 | 15,237,206 | 15,783,919 | |||||||||||||||
31403DC56 | FNMA POOL # 745392 | 12/1/2020 | 11,394,174 | 11,104,837 | 11,871,843 | |||||||||||||||
31403DC72 | FNMA POOL # 745394 | 11/1/2020 | 6,915,050 | 6,739,647 | 7,190,269 | |||||||||||||||
31403DCE7 | FNMA POOL # 745369 | 12/1/2019 | 1,136,088 | 1,127,366 | 1,198,248 | |||||||||||||||
31403DCZ0 | FNMA POOL # 745388 | 11/1/2018 | 3,814,387 | 3,785,357 | 4,025,244 | |||||||||||||||
31403DJG5 | FNMA POOL # 745563 | 8/1/2034 | 32,427 | 33,345 | 34,084 | |||||||||||||||
31403KDB6 | FNMA POOL # 750798 | 12/1/2033 | 36,206 | 35,664 | 37,577 | |||||||||||||||
31403NYJ0 | FNMA POOL # 754113 | 12/1/2033 | 44,082 | 45,727 | 48,173 | |||||||||||||||
31403SBL9 | FNMA POOL # 756143 | 7/1/2030 | 312,691 | 324,942 | 342,495 | |||||||||||||||
31403VBR9 | FNMA POOL # 758848 | 1/1/2019 | 560,982 | 556,693 | 591,993 | |||||||||||||||
31404NBP0 | FNMA POOL # 773246 | 2/1/2035 | 414,372 | 408,068 | 421,559 | |||||||||||||||
31404RA98 | FNMA POOL # 775932 | 6/1/2028 | 42,313 | 43,953 | 46,240 | |||||||||||||||
31404RAX5 | FNMA POOL # 775922 | 10/1/2028 | 177,264 | 183,729 | 193,716 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
31404SFP5 | FNMA POOL # 776974 | 4/1/2034 | 8,181 | 8,431 | 8,633 | |||||||||||||||
31405QNR5 | FNMA POOL # 796100 | 10/1/2034 | 2,182 | 2,244 | 2,302 | |||||||||||||||
31405UMM8 | FNMA POOL # 799664 | 10/1/2034 | 186,510 | 185,051 | 191,542 | |||||||||||||||
31405UTZ2 | FNMA POOL # 799868 | 11/1/2034 | 60,356 | 59,606 | 61,610 | |||||||||||||||
31406BB90 | FNMA POOL # 804764 | 1/1/2035 | 683,582 | 674,543 | 694,059 | |||||||||||||||
31406BEZ9 | FNMA POOL # 804852 | 12/1/2034 | 625,208 | 617,127 | 640,056 | |||||||||||||||
31406BJF8 | FNMA POOL # 804962 | 1/1/2035 | 804,718 | 795,285 | 825,178 | |||||||||||||||
31406BQQ6 | FNMA POOL # 805163 | 1/1/2035 | 869,986 | 857,672 | 887,842 | |||||||||||||||
31406DG67 | FNMA POOL # 806721 | 11/1/2034 | 1,488,323 | 1,472,560 | 1,533,997 | |||||||||||||||
31406MYP5 | FNMA POOL # 814418 | 3/1/2035 | 909,118 | 894,962 | 932,023 | |||||||||||||||
31406PD71 | FNMA POOL # 815626 | 5/1/2035 | 11,410,804 | 11,310,795 | 11,667,135 | |||||||||||||||
31406QLT2 | FNMA POOL # 816738 | 1/1/2030 | 1,098,425 | 1,138,925 | 1,200,373 | |||||||||||||||
31406RRZ0 | FNMA POOL # 817804 | 9/1/2036 | 111,981 | 118,004 | 118,935 | |||||||||||||||
31406TLC3 | FNMA POOL # 819423 | 4/1/2035 | 1,260,536 | 1,247,682 | 1,305,823 | |||||||||||||||
31406TWR8 | FNMA POOL # 819756 | 1/1/2035 | 1,442,694 | 1,429,525 | 1,466,045 | |||||||||||||||
31406VHE9 | FNMA POOL # 821129 | 5/1/2035 | 770,240 | 758,790 | 785,372 | |||||||||||||||
31407CE29 | FNMA POOL # 826453 | 7/1/2035 | 1,393 | 1,432 | 1,469 | |||||||||||||||
31407FG53 | FNMA POOL # 829220 | 8/1/2035 | 3,486 | 3,585 | 3,678 | |||||||||||||||
31407FUW8 | FNMA POOL # 829597 | 8/1/2035 | 4,917,832 | 4,866,609 | 5,092,779 | |||||||||||||||
31407H3M6 | FNMA POOL # 831604 | 6/1/2036 | 174,443 | 183,762 | 185,658 | |||||||||||||||
31407JXG2 | FNMA POOL # 832379 | 8/1/2035 | 1,995,552 | 1,974,653 | 2,059,179 | |||||||||||||||
31408AG53 | FNMA POOL # 845420 | 2/1/2036 | 84,994 | 89,561 | 90,458 | |||||||||||||||
31408BKL1 | FNMA POOL # 846399 | 5/1/2029 | 2,457,255 | 2,547,199 | 2,685,319 | |||||||||||||||
31408FJR1 | FNMA POOL # 849972 | 2/1/2029 | 1,909,821 | 1,979,888 | 2,087,076 | |||||||||||||||
31408GFA0 | FNMA POOL # 850761 | 12/1/2035 | 706,847 | 744,838 | 751,767 | |||||||||||||||
31409A5P0 | FNMA POOL # 865854 | 3/1/2036 | 275,366 | 290,165 | 293,068 | |||||||||||||||
31409AYE3 | FNMA POOL # 865709 | 3/1/2036 | 676,130 | 712,424 | 718,118 | |||||||||||||||
31409C5N1 | FNMA POOL # 867653 | 5/1/2036 | 131,253 | 138,310 | 139,691 | |||||||||||||||
31409CRY3 | FNMA POOL # 867303 | 2/1/2036 | 458,172 | 482,645 | 487,626 | |||||||||||||||
31409GKJ4 | FNMA POOL # 870697 | 8/1/2036 | 45,199 | 47,613 | 48,104 | |||||||||||||||
31409GL46 | FNMA POOL # 870747 | 7/1/2036 | 435,536 | 458,801 | 463,534 | |||||||||||||||
31409GML7 | FNMA POOL # 870763 | 7/1/2036 | 3,229,896 | 3,373,942 | 3,461,500 | |||||||||||||||
31409GTT3 | FNMA POOL # 870962 | 11/1/2036 | 1,944,156 | 2,048,585 | 2,069,137 | |||||||||||||||
31409JWL0 | FNMA POOL # 872851 | 6/1/2036 | 315,144 | 332,079 | 335,403 | |||||||||||||||
31409TU22 | FNMA POOL # 878201 | 9/1/2036 | 147,060 | 154,955 | 156,514 | |||||||||||||||
31409UB38 | FNMA POOL # 878558 | 3/1/2036 | 83,853 | 88,356 | 88,998 | |||||||||||||||
31409VYW7 | FNMA POOL # 880125 | 4/1/2036 | 120,125 | 126,576 | 127,497 | |||||||||||||||
31409YCS4 | FNMA POOL # 882181 | 8/1/2036 | 108,968 | 114,805 | 115,973 | |||||||||||||||
31410CJV5 | FNMA POOL # 885076 | 5/1/2036 | 39,173 | 41,282 | 41,606 | |||||||||||||||
31410DUT5 | FNMA POOL # 886294 | 8/1/2036 | 158,964 | 167,498 | 169,183 | |||||||||||||||
31410DYB0 | FNMA POOL # 886406 | 8/1/2036 | 1,615,528 | 1,702,280 | 1,719,382 | |||||||||||||||
31410E2G2 | FNMA POOL # 887375 | 7/1/2036 | 262,191 | 276,295 | 278,280 | |||||||||||||||
31410EP77 | FNMA POOL # 887046 | 8/1/2036 | 639,776 | 674,163 | 680,904 | |||||||||||||||
31410FU60 | FNMA POOL # 888105 | 8/1/2020 | 1,545,493 | 1,533,558 | 1,630,927 | |||||||||||||||
31410GBJ1 | FNMA POOL # 888441 | 5/1/2037 | 247,542 | 260,757 | 263,455 | |||||||||||||||
31410GC84 | FNMA POOL # 888495 | 7/1/2035 | 3,556,984 | 3,522,491 | 3,677,025 | |||||||||||||||
31410GD83 | FNMA POOL # 888527 | 4/1/2034 | 127,288 | 124,968 | 132,050 | |||||||||||||||
31410GDF7 | FNMA POOL # 888502 | 6/1/2033 | 442,936 | 437,358 | 456,570 | |||||||||||||||
31410GDL4 | FNMA POOL # 888507 | 2/1/2035 | 2,057,571 | 2,023,011 | 2,112,817 | |||||||||||||||
31410GDN0 | FNMA POOL # 888509 | 6/1/2033 | 258,619 | 253,203 | 266,106 | |||||||||||||||
31410GDP5 | FNMA POOL # 888510 | 6/1/2035 | 8,680,244 | 8,506,380 | 9,048,791 | |||||||||||||||
31410GDS9 | FNMA POOL # 888513 | 2/1/2034 | 390,039 | 384,972 | 402,575 | |||||||||||||||
31410GDY6 | FNMA POOL # 888519 | 1/1/2035 | 223,671 | 219,993 | 229,512 | |||||||||||||||
31410GJ46 | FNMA POOL # 888683 | 12/1/2019 | 5,456,304 | 5,414,370 | 5,748,216 | |||||||||||||||
31410KDT8 | FNMA POOL # 889414 | 11/1/2037 | 1,880,241 | 1,981,162 | 2,001,113 | |||||||||||||||
31410KLY8 | FNMA POOL # 889643 | 3/1/2038 | 853,593 | 899,444 | 908,466 | |||||||||||||||
31410KNM2 | FNMA POOL # 889696 | 6/1/2038 | 129,473 | 136,436 | 137,797 | |||||||||||||||
31410KS47 | FNMA POOL # 889839 | 12/1/2035 | 16,147 | 16,605 | 16,972 | |||||||||||||||
31410KTP9 | FNMA POOL # 889858 | 7/1/2038 | 58,959 | 61,197 | 62,362 | |||||||||||||||
31410KX74 | FNMA POOL # 890002 | 9/1/2036 | 23,204,495 | 23,245,220 | 24,399,228 | |||||||||||||||
31410KXQ2 | FNMA POOL # 889987 | 8/1/2038 | 400,766 | 416,783 | 423,894 | |||||||||||||||
31410MMX5 | FNMA POOL # 891474 | 4/1/2036 | 596,728 | 628,838 | 635,088 | |||||||||||||||
31410NSR0 | FNMA POOL # 892528 | 9/1/2036 | 495,922 | 522,580 | 527,803 | |||||||||||||||
31410PCJ0 | FNMA POOL # 892973 | 9/1/2036 | 295,955 | 311,764 | 314,980 | |||||||||||||||
31410PN90 | FNMA POOL # 893316 | 8/1/2036 | 250,583 | 263,969 | 266,692 | |||||||||||||||
31410PXR9 | FNMA POOL # 893588 | 9/1/2036 | 169,013 | 178,091 | 179,509 | |||||||||||||||
31410Q4H1 | FNMA POOL # 894624 | 11/1/2036 | 403,455 | 425,118 | 429,391 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
31410QD40 | FNMA POOL # 893923 | 10/1/2036 | 135,577 | 142,856 | 144,293 | |||||||||||||||
31410QGN5 | FNMA POOL # 894005 | 10/1/2036 | 552,512 | 582,177 | 588,031 | |||||||||||||||
31410RHZ5 | FNMA POOL # 894948 | 8/1/2036 | 208,487 | 219,688 | 221,889 | |||||||||||||||
31410SX85 | FNMA POOL # 896303 | 7/1/2036 | 90,638 | 95,515 | 96,266 | |||||||||||||||
31410SZH3 | FNMA POOL # 896344 | 10/1/2036 | 98,010 | 103,270 | 104,311 | |||||||||||||||
31410TBJ3 | FNMA POOL # 896541 | 9/1/2036 | 206,917 | 218,030 | 220,219 | |||||||||||||||
31410VAG5 | FNMA POOL # 898307 | 11/1/2036 | 223,367 | 235,385 | 237,238 | |||||||||||||||
31410VR69 | FNMA POOL # 898809 | 11/1/2036 | 112,243 | 118,273 | 119,459 | |||||||||||||||
31410YXT6 | FNMA POOL # 901690 | 10/1/2036 | 242,698 | 255,724 | 258,299 | |||||||||||||||
31411A5E1 | FNMA POOL # 902745 | 11/1/2036 | 1,912,660 | 2,015,324 | 2,031,436 | |||||||||||||||
31411AJH9 | FNMA POOL # 902164 | 11/1/2036 | 399,012 | 420,450 | 423,791 | |||||||||||||||
31411ASA4 | FNMA POOL # 902413 | 11/1/2036 | 1,082,435 | 1,140,522 | 1,149,654 | |||||||||||||||
31411AYF6 | FNMA POOL # 902610 | 11/1/2036 | 178,361 | 187,943 | 189,827 | |||||||||||||||
31411AZ40 | FNMA POOL # 902663 | 11/1/2036 | 588,728 | 620,390 | 626,574 | |||||||||||||||
31411C5W7 | FNMA POOL # 904561 | 11/1/2036 | 259,644 | 273,515 | 276,336 | |||||||||||||||
31411CKK6 | FNMA POOL # 903998 | 12/1/2036 | 51,712 | 54,489 | 54,886 | |||||||||||||||
31411DQK8 | FNMA POOL # 905058 | 11/1/2036 | 108,614 | 114,443 | 115,597 | |||||||||||||||
31411EPM3 | FNMA POOL # 905928 | 1/1/2037 | 70,877 | 74,678 | 75,433 | |||||||||||||||
31411EYW1 | FNMA POOL # 906225 | 1/1/2037 | 33,193 | 34,517 | 35,108 | |||||||||||||||
31411GNS7 | FNMA POOL # 907701 | 2/1/2037 | 93,399 | 97,128 | 98,789 | |||||||||||||||
31411J7B6 | FNMA POOL # 909990 | 3/1/2037 | 61,123 | 63,562 | 64,651 | |||||||||||||||
31411JLZ7 | FNMA POOL # 909444 | 2/1/2037 | 32,522 | 34,268 | 34,497 | |||||||||||||||
31411JUS3 | FNMA POOL # 909693 | 2/1/2037 | 88,908 | 93,689 | 94,304 | |||||||||||||||
31411KDP5 | FNMA POOL # 910110 | 3/1/2037 | 5,836 | 6,055 | 6,172 | |||||||||||||||
31411KE82 | FNMA POOL # 910159 | 3/1/2037 | 6,428 | 6,685 | 6,799 | |||||||||||||||
31411NWC7 | FNMA POOL # 912443 | 3/1/2037 | 43,255 | 44,884 | 45,320 | |||||||||||||||
31411RFD5 | FNMA POOL # 912864 | 2/1/2037 | 93,187 | 96,696 | 97,635 | |||||||||||||||
31411S7J9 | FNMA POOL # 914497 | 3/1/2037 | 72,199 | 74,934 | 76,366 | |||||||||||||||
31411SP91 | FNMA POOL # 914048 | 3/1/2037 | 80,485 | 84,814 | 85,658 | |||||||||||||||
31411UZT1 | FNMA POOL # 915254 | 4/1/2037 | 102,020 | 107,505 | 108,578 | |||||||||||||||
31411VFE4 | FNMA POOL # 915565 | 4/1/2037 | 100,037 | 104,030 | 105,810 | |||||||||||||||
31411VJR1 | FNMA POOL # 915672 | 5/1/2037 | 167,028 | 175,991 | 177,766 | |||||||||||||||
31411WXG7 | FNMA POOL # 916979 | 4/1/2037 | 80,846 | 84,074 | 85,512 | |||||||||||||||
31411XU94 | FNMA POOL # 917808 | 5/1/2037 | 68,350 | 72,020 | 72,477 | |||||||||||||||
31412DX37 | FNMA POOL # 922398 | 1/1/2037 | 25,541 | 26,913 | 27,127 | |||||||||||||||
31412ESY3 | FNMA POOL # 923135 | 1/1/2037 | 68,187 | 71,830 | 72,570 | |||||||||||||||
31412FMY6 | FNMA POOL # 923875 | 4/1/2037 | 1,912,716 | 2,015,400 | 2,028,230 | |||||||||||||||
31412LBJ8 | FNMA POOL # 928041 | 12/1/2036 | 161,007 | 167,433 | 170,298 | |||||||||||||||
31412LDY3 | FNMA POOL # 928119 | 3/1/2037 | 118,481 | 123,211 | 125,319 | |||||||||||||||
31412LEH9 | FNMA POOL # 928136 | 2/1/2037 | 6,636 | 6,901 | 7,019 | |||||||||||||||
31412NP83 | FNMA POOL # 930247 | 12/1/2038 | 724,998 | 752,510 | 766,836 | |||||||||||||||
31412NR24 | FNMA POOL # 930305 | 12/1/2038 | 313,711 | 325,620 | 331,814 | |||||||||||||||
31412NU87 | FNMA POOL # 930407 | 1/1/2039 | 139,450 | 146,922 | 147,914 | |||||||||||||||
31412NUL8 | FNMA POOL # 930387 | 1/1/2039 | 2,275,526 | 2,350,013 | 2,337,648 | |||||||||||||||
31412NUP9 | FNMA POOL # 930390 | 1/1/2039 | 2,210,071 | 2,282,909 | 2,270,848 | |||||||||||||||
31412NUQ7 | FNMA POOL # 930391 | 1/1/2039 | 241,458 | 249,362 | 248,050 | |||||||||||||||
31412NUT1 | FNMA POOL # 930394 | 1/1/2039 | 142,305 | 146,958 | 146,190 | |||||||||||||||
31412NXB7 | FNMA POOL # 930474 | 1/1/2039 | 1,806,733 | 1,865,022 | 1,856,238 | |||||||||||||||
31412NXE1 | FNMA POOL # 930477 | 1/1/2039 | 2,920,996 | 3,020,225 | 3,009,502 | |||||||||||||||
31412NZ33 | FNMA POOL # 930562 | 2/1/2039 | 110,834 | 114,383 | 114,196 | |||||||||||||||
31412PF30 | FNMA POOL # 930886 | 4/1/2039 | 204,167 | 215,118 | 216,560 | |||||||||||||||
31412PP88 | FNMA POOL # 931147 | 5/1/2039 | 330,829 | 340,955 | 339,861 | |||||||||||||||
31412PQF1 | FNMA POOL # 931154 | 5/1/2039 | 176,871 | 182,286 | 181,700 | |||||||||||||||
31412PS44 | FNMA POOL # 931239 | 5/1/2039 | 58,789 | 60,588 | 60,394 | |||||||||||||||
31412PXF3 | FNMA POOL # 931378 | 6/1/2039 | 149,409 | 150,539 | 149,274 | |||||||||||||||
31412TM26 | FNMA POOL # 934277 | 6/1/2038 | 8,187,666 | 8,435,602 | 8,579,855 | |||||||||||||||
31412UZE3 | FNMA POOL # 935541 | 8/1/2039 | 109,765 | 113,124 | 112,750 | |||||||||||||||
31412X4X9 | FNMA POOL # 938338 | 7/1/2037 | 303,103 | 319,395 | 322,588 | |||||||||||||||
31412XNM2 | FNMA POOL # 937896 | 7/1/2037 | 116,346 | 122,600 | 123,372 | |||||||||||||||
31412XSX3 | FNMA POOL # 938034 | 7/1/2037 | 156,573 | 162,473 | 164,047 | |||||||||||||||
31412XZL1 | FNMA POOL # 938247 | 7/1/2037 | 1,099,906 | 1,159,053 | 1,166,332 | |||||||||||||||
31413A5E9 | FNMA POOL # 940145 | 5/1/2037 | 126,816 | 133,636 | 134,514 | |||||||||||||||
31413BGG0 | FNMA POOL # 940399 | 6/1/2037 | 189,254 | 199,425 | 201,421 | |||||||||||||||
31413BSE2 | FNMA POOL # 940717 | 10/1/2037 | 552,765 | 582,457 | 588,299 | |||||||||||||||
31413CLH0 | FNMA POOL # 941428 | 7/1/2037 | 7,900,755 | 8,182,335 | 8,380,331 | |||||||||||||||
31413D2T3 | FNMA POOL # 942786 | 8/1/2037 | 1,947,959 | 2,052,585 | 2,073,184 | |||||||||||||||
31413D6C6 | FNMA POOL # 942867 | 8/1/2037 | 16,419 | 17,301 | 17,474 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
31413DBH9 | FNMA POOL # 942040 | 7/1/2037 | 738,428 | 778,095 | 783,024 | |||||||||||||||
31413DHR1 | FNMA POOL # 942240 | 7/1/2037 | 676,055 | 712,387 | 717,092 | |||||||||||||||
31413DJ40 | FNMA POOL # 942283 | 8/1/2037 | 113,347 | 119,435 | 120,633 | |||||||||||||||
31413DT23 | FNMA POOL # 942569 | 8/1/2037 | 401,940 | 423,545 | 427,779 | |||||||||||||||
31413EBT1 | FNMA POOL # 942950 | 9/1/2037 | 2,647,169 | 2,789,329 | 2,817,343 | |||||||||||||||
31413ECR4 | FNMA POOL # 942980 | 9/1/2037 | 150,048 | 158,102 | 159,694 | |||||||||||||||
31413H2P2 | FNMA POOL # 946382 | 9/1/2037 | 506,486 | 533,675 | 537,229 | |||||||||||||||
31413H7A0 | FNMA POOL # 946489 | 9/1/2037 | 65,931 | 69,472 | 70,169 | |||||||||||||||
31413HU71 | FNMA POOL # 946206 | 9/1/2037 | 392,782 | 413,864 | 418,032 | |||||||||||||||
31413JCR3 | FNMA POOL # 946580 | 9/1/2037 | 403,203 | 424,838 | 427,677 | |||||||||||||||
31413JUX0 | FNMA POOL # 947098 | 10/1/2037 | 6,154,024 | 6,482,583 | 6,549,636 | |||||||||||||||
31413KHV6 | FNMA POOL # 947644 | 10/1/2037 | 646,735 | 681,432 | 688,311 | |||||||||||||||
31413KY70 | FNMA POOL # 948134 | 11/1/2037 | 126,173 | 132,952 | 134,284 | |||||||||||||||
31413LNN5 | FNMA POOL # 948697 | 8/1/2037 | 3,507,727 | 3,628,689 | 3,723,904 | |||||||||||||||
31413LUD9 | FNMA POOL # 948880 | 9/1/2037 | 74,912 | 78,946 | 79,728 | |||||||||||||||
31413NY66 | FNMA POOL # 950833 | 11/1/2037 | 6,892,615 | 7,163,761 | 7,310,996 | |||||||||||||||
31413R2P0 | FNMA POOL # 953582 | 12/1/2037 | 8,668,704 | 9,136,867 | 9,225,973 | |||||||||||||||
31413RE77 | FNMA POOL # 952958 | 10/1/2037 | 257,135 | 270,970 | 273,665 | |||||||||||||||
31413SA20 | FNMA POOL # 953725 | 11/1/2037 | 1,013,710 | 1,068,164 | 1,078,876 | |||||||||||||||
31413SCQ5 | FNMA POOL # 953779 | 11/1/2037 | 406,838 | 428,687 | 432,992 | |||||||||||||||
31413TUR1 | FNMA POOL # 955192 | 11/1/2037 | 128,205 | 135,092 | 136,447 | |||||||||||||||
31413UQX0 | FNMA POOL # 955970 | 10/1/2037 | 284,924 | 300,278 | 303,241 | |||||||||||||||
31413USF7 | FNMA POOL # 956018 | 11/1/2037 | 682,655 | 704,913 | 723,882 | |||||||||||||||
31413YLZ2 | FNMA POOL # 959444 | 12/1/2037 | 306,195 | 322,633 | 325,879 | |||||||||||||||
31414DT48 | FNMA POOL # 963271 | 5/1/2038 | 163,007 | 169,193 | 172,413 | |||||||||||||||
31414E5L4 | FNMA POOL # 964451 | 7/1/2038 | 27,783 | 28,837 | 29,386 | |||||||||||||||
31414EHG2 | FNMA POOL # 963831 | 6/1/2038 | 15,936 | 16,541 | 16,856 | |||||||||||||||
31414EMG6 | FNMA POOL # 963959 | 7/1/2038 | 20,320 | 21,092 | 21,493 | |||||||||||||||
31414FKA8 | FNMA POOL # 964789 | 8/1/2038 | 1,350,893 | 1,423,398 | 1,437,736 | |||||||||||||||
31414HFC6 | FNMA POOL # 966463 | 1/1/2038 | 248,842 | 262,198 | 264,838 | |||||||||||||||
31414LZL5 | FNMA POOL # 969747 | 2/1/2038 | 2,217,931 | 2,337,212 | 2,351,229 | |||||||||||||||
31414NCH5 | FNMA POOL # 970872 | 12/1/2038 | 3,350,372 | 3,509,091 | 3,565,751 | |||||||||||||||
31414NH31 | FNMA POOL # 971050 | 2/1/2039 | 2,795,702 | 2,886,909 | 2,880,497 | |||||||||||||||
31414NH49 | FNMA POOL # 971051 | 2/1/2039 | 3,646,495 | 3,765,919 | 3,752,537 | |||||||||||||||
31414NHY3 | FNMA POOL # 971047 | 1/1/2039 | 1,770,010 | 1,838,575 | 1,854,793 | |||||||||||||||
31414RLM5 | FNMA POOL # 973832 | 3/1/2038 | 187,529 | 194,648 | 198,351 | |||||||||||||||
31414XW24 | FNMA POOL # 979565 | 10/1/2038 | 14,625 | 15,180 | 15,469 | |||||||||||||||
31415BKW8 | FNMA POOL # 981909 | 6/1/2038 | 13,718 | 14,239 | 14,510 | |||||||||||||||
31415CPY7 | FNMA POOL # 982939 | 10/1/2038 | 580,639 | 611,756 | 617,965 | |||||||||||||||
31415MDW2 | FNMA POOL # 984017 | 6/1/2038 | 27,108 | 28,137 | 28,673 | |||||||||||||||
31415PKW7 | FNMA POOL # 985109 | 7/1/2038 | 38,327 | 39,782 | 40,539 | |||||||||||||||
31415PL30 | FNMA POOL # 985146 | 9/1/2038 | 10,323 | 10,715 | 10,818 | |||||||||||||||
31415PNP9 | FNMA POOL # 985198 | 6/1/2038 | 446,490 | 470,485 | 473,324 | |||||||||||||||
31415Q2V7 | FNMA POOL # 986488 | 8/1/2038 | 363,996 | 383,497 | 387,395 | |||||||||||||||
31415SPX4 | FNMA POOL # 987938 | 12/1/2038 | 103,957 | 109,527 | 110,205 | |||||||||||||||
31415VZW8 | FNMA POOL # 990957 | 9/1/2023 | 513,261 | 502,161 | 537,450 | |||||||||||||||
31415WAD5 | FNMA POOL # 991104 | 12/1/2038 | 618,461 | 641,942 | 654,152 | |||||||||||||||
31415WAK9 | FNMA POOL # 991110 | 12/1/2038 | 687,449 | 724,424 | 731,641 | |||||||||||||||
31415WBC6 | FNMA POOL # 991135 | 10/1/2038 | 218,924 | 230,667 | 232,998 | |||||||||||||||
31415WC27 | FNMA POOL # 991189 | 9/1/2038 | 516,388 | 544,136 | 547,423 | |||||||||||||||
31415YFV6 | FNMA POOL # 993080 | 12/1/2038 | 185,753 | 192,805 | 196,472 | |||||||||||||||
31415YG78 | FNMA POOL # 993122 | 1/1/2039 | 520,599 | 540,363 | 545,535 | |||||||||||||||
31415YZM4 | FNMA POOL # 993648 | 12/1/2038 | 124,504 | 129,479 | 131,689 | |||||||||||||||
31416A7B0 | FNMA POOL # 994690 | 2/1/2039 | 90,581 | 93,351 | 93,215 | |||||||||||||||
31416ARW2 | FNMA POOL # 994301 | 1/1/2039 | 154,046 | 159,998 | 161,394 | |||||||||||||||
31416ASV3 | FNMA POOL # 994332 | 1/1/2039 | 343,867 | 362,322 | 364,534 | |||||||||||||||
31416BMS4 | FNMA POOL # 995069 | 10/1/2038 | 2,290,913 | 2,414,007 | 2,438,185 | |||||||||||||||
31416H2S3 | FNMA POOL # AA0784 | 4/1/2039 | 101,865 | 104,985 | 104,827 | |||||||||||||||
31416H5E1 | FNMA POOL # AA0844 | 12/1/2038 | 5,329,782 | 5,531,475 | 5,585,079 | |||||||||||||||
31416H5F8 | FNMA POOL # AA0845 | 1/1/2039 | 4,448,010 | 4,616,547 | 4,704,696 | |||||||||||||||
31416H6M2 | FNMA POOL # AA0875 | 1/1/2039 | 1,102,727 | 1,144,452 | 1,166,364 | |||||||||||||||
31416HTH8 | FNMA POOL # AA0551 | 1/1/2039 | 32,599 | 34,346 | 34,558 | |||||||||||||||
31416J4P3 | FNMA POOL # AA1729 | 1/1/2039 | 5,524,649 | 5,734,197 | 5,843,465 | |||||||||||||||
31416J4Y4 | FNMA POOL # AA1738 | 1/1/2039 | 842,710 | 887,944 | 893,356 | |||||||||||||||
31416JH20 | FNMA POOL # AA1148 | 1/1/2039 | 162,990 | 169,172 | 172,396 | |||||||||||||||
31416JYD7 | FNMA POOL # AA1607 | 1/1/2039 | 478,518 | 496,664 | 506,133 | |||||||||||||||
31416JZM6 | FNMA POOL # AA1647 | 2/1/2039 | 4,902,605 | 5,064,013 | 5,036,446 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
31416KA32 | FNMA POOL # AA1825 | 1/1/2039 | 142,347 | 147,839 | 149,137 | |||||||||||||||
31416KA73 | FNMA POOL # AA1829 | 1/1/2039 | 34,259 | 36,105 | 36,315 | |||||||||||||||
31416KD47 | FNMA POOL # AA1922 | 1/1/2039 | 449,878 | 467,834 | 475,839 | |||||||||||||||
31416KEB0 | FNMA POOL # AA1929 | 1/1/2039 | 330,720 | 348,429 | 350,596 | |||||||||||||||
31416KHH4 | FNMA POOL # AA2031 | 1/1/2039 | 34,968 | 36,847 | 37,070 | |||||||||||||||
31416KHU5 | FNMA POOL # AA2042 | 2/1/2039 | 81,727 | 84,227 | 84,103 | |||||||||||||||
31416LLK0 | FNMA POOL # AA3029 | 3/1/2039 | 84,464 | 87,049 | 86,920 | |||||||||||||||
31416M5A8 | FNMA POOL # AA4440 | 3/1/2039 | 12,222,896 | 12,608,115 | 12,559,244 | |||||||||||||||
31416MR48 | FNMA POOL # AA4106 | 7/1/2039 | 104,371 | 107,569 | 107,210 | |||||||||||||||
31416NUH3 | FNMA POOL # AA5083 | 4/1/2039 | 38,646 | 39,827 | 39,769 | |||||||||||||||
31416PK89 | FNMA POOL # AA5718 | 4/1/2039 | 52,894 | 54,512 | 54,432 | |||||||||||||||
31416PZA8 | FNMA POOL # AA6136 | 5/1/2039 | 66,883 | 68,930 | 68,709 | |||||||||||||||
31416PZR1 | FNMA POOL # AA6151 | 5/1/2039 | 77,936 | 80,432 | 80,056 | |||||||||||||||
31416QCU7 | FNMA POOL # AA6382 | 6/1/2039 | 35,224 | 36,303 | 36,185 | |||||||||||||||
31416QJZ9 | FNMA POOL # AA6579 | 5/1/2039 | 108,937 | 112,426 | 111,900 | |||||||||||||||
31416QTH8 | FNMA POOL # AA6851 | 5/1/2039 | 101,136 | 104,376 | 103,887 | |||||||||||||||
31416QV51 | FNMA POOL # AA6935 | 8/1/2039 | 44,155 | 44,490 | 44,116 | |||||||||||||||
31416QV77 | FNMA POOL # AA6937 | 9/1/2039 | 92,266 | 95,091 | 94,775 | |||||||||||||||
31416QVS1 | FNMA POOL # AA6924 | 8/1/2024 | 7,331,256 | 7,462,519 | 7,554,134 | |||||||||||||||
31416S6B2 | FNMA POOL # AA8965 | 7/1/2039 | 123,828 | 124,764 | 123,716 | |||||||||||||||
31416SD40 | FNMA POOL # AA8222 | 7/1/2039 | 131,460 | 132,454 | 131,342 | |||||||||||||||
31416SED9 | FNMA POOL # AA8231 | 7/1/2039 | 101,966 | 105,232 | 104,740 | |||||||||||||||
31416SEE7 | FNMA POOL # AA8232 | 7/1/2039 | 105,473 | 108,702 | 108,342 | |||||||||||||||
31416SFL0 | FNMA POOL # AA8270 | 7/1/2039 | 66,832 | 67,265 | 66,772 | |||||||||||||||
31416SLA7 | FNMA POOL # AA8420 | 6/1/2039 | 71,340 | 71,880 | 71,276 | |||||||||||||||
31416SLC3 | FNMA POOL # AA8422 | 6/1/2039 | 146,581 | 147,689 | 146,449 | |||||||||||||||
31416T7K9 | FNMA POOL # AA9897 | 7/1/2039 | 69,605 | 70,131 | 69,542 | |||||||||||||||
31416TAG4 | FNMA POOL # AA9006 | 7/1/2039 | 110,174 | 111,008 | 110,075 | |||||||||||||||
31416TAL3 | FNMA POOL # AA9010 | 7/1/2039 | 104,274 | 107,614 | 107,110 | |||||||||||||||
31416TAM1 | FNMA POOL # AA9011 | 7/1/2039 | 83,750 | 86,314 | 86,028 | |||||||||||||||
31416TE39 | FNMA POOL # AA9153 | 8/1/2039 | 71,096 | 71,634 | 71,032 | |||||||||||||||
31416TE47 | FNMA POOL # AA9154 | 8/1/2039 | 122,903 | 123,700 | 123,001 | |||||||||||||||
31416TEE5 | FNMA POOL # AA9132 | 8/1/2039 | 129,193 | 130,170 | 129,077 | |||||||||||||||
31416TEF2 | FNMA POOL # AA9133 | 8/1/2039 | 127,246 | 128,070 | 127,346 | |||||||||||||||
31416TEP0 | FNMA POOL # AA9141 | 8/1/2039 | 101,956 | 105,222 | 104,730 | |||||||||||||||
31416TEQ8 | FNMA POOL # AA9142 | 8/1/2039 | 100,414 | 103,490 | 103,146 | |||||||||||||||
31416TF46 | FNMA POOL # AA9186 | 8/1/2039 | 90,462 | 93,233 | 92,923 | |||||||||||||||
31416TFQ7 | FNMA POOL # AA9174 | 8/1/2039 | 68,102 | 68,618 | 68,041 | |||||||||||||||
31416TKG3 | FNMA POOL # AA9294 | 6/1/2039 | 105,683 | 109,069 | 108,568 | |||||||||||||||
31416TKJ7 | FNMA POOL # AA9296 | 6/1/2039 | 118,403 | 122,029 | 121,636 | |||||||||||||||
31416UDB9 | FNMA POOL # AA9997 | 8/1/2039 | 33,386 | 34,456 | 34,294 | |||||||||||||||
31417J2B5 | FNMA POOL # AC0769 | 9/1/2039 | 68,251 | 70,809 | 70,108 | |||||||||||||||
31417JSB7 | FNMA POOL # AC0513 | 7/1/2039 | 38,003 | 38,249 | 37,969 | |||||||||||||||
31417JYM6 | FNMA POOL # AC0715 | 9/1/2024 | 8,023,838 | 8,167,536 | 8,267,772 | |||||||||||||||
31417JYR5 | FNMA POOL # AC0719 | 8/1/2039 | 81,539 | 82,155 | 81,465 | |||||||||||||||
31417KAZ0 | FNMA POOL # AC0923 | 7/1/2039 | 42,281 | 42,600 | 42,242 | |||||||||||||||
31417LLG8 | FNMA POOL # AC2126 | 8/1/2039 | 65,866 | 67,882 | 67,658 | |||||||||||||||
31417LLX1 | FNMA POOL # AC2141 | 7/1/2039 | 199,623 | 206,015 | 205,072 | |||||||||||||||
31417LLY9 | FNMA POOL # AC2142 | 7/1/2039 | 133,257 | 137,334 | 136,895 | |||||||||||||||
31417LPJ8 | FNMA POOL # AC2224 | 8/1/2039 | 41,828 | 43,109 | 42,966 | |||||||||||||||
31417LX42 | FNMA POOL # AC2498 | 8/1/2039 | 48,078 | 49,551 | 49,386 | |||||||||||||||
31417MF81 | FNMA POOL # AC2890 | 9/1/2039 | 23,505 | 24,345 | 24,144 | |||||||||||||||
31417MFB4 | FNMA POOL # AC2861 | 8/1/2039 | 241,110 | 242,672 | 240,893 | |||||||||||||||
31417MLH4 | FNMA POOL # AC3027 | 10/1/2039 | 99,347 | 103,456 | 102,049 | |||||||||||||||
31417MLK7 | FNMA POOL # AC3029 | 10/1/2039 | 99,689 | 103,616 | 102,400 | |||||||||||||||
31417MLN1 | FNMA POOL # AC3032 | 10/1/2039 | 1,194,206 | 1,239,295 | 1,226,688 | |||||||||||||||
31417MPN7 | FNMA POOL # AC3128 | 9/1/2039 | 113,114 | 117,354 | 116,190 | |||||||||||||||
31417MQK2 | FNMA POOL # AC3157 | 10/1/2039 | 79,915 | 82,761 | 82,089 | |||||||||||||||
31417MQT3 | FNMA POOL # AC3165 | 10/1/2039 | 77,724 | 80,624 | 79,838 | |||||||||||||||
31417MSZ7 | FNMA POOL # AC3235 | 9/1/2039 | 592,379 | 610,891 | 608,492 | |||||||||||||||
31417MTC7 | FNMA POOL # AC3246 | 9/1/2039 | 396,550 | 400,165 | 396,193 | |||||||||||||||
31417MTD5 | FNMA POOL # AC3247 | 10/1/2039 | 694,326 | 700,116 | 693,701 | |||||||||||||||
31417MU68 | FNMA POOL # AC3304 | 10/1/2039 | 693,692 | 715,368 | 712,561 | |||||||||||||||
31417MVC4 | FNMA POOL # AC3310 | 10/1/2039 | 298,291 | 301,011 | 298,023 | |||||||||||||||
31417MVD2 | FNMA POOL # AC3311 | 10/1/2039 | 696,415 | 702,223 | 695,788 | |||||||||||||||
31417MVJ9 | FNMA POOL # AC3316 | 10/1/2039 | 934,170 | 965,282 | 959,580 | |||||||||||||||
31417MWB5 | FNMA POOL # AC3341 | 8/1/2039 | 35,947 | 37,099 | 36,925 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
31417NB83 | FNMA POOL # AC3662 | 10/1/2039 | 583,087 | 603,940 | 598,947 | |||||||||||||||
31417NCL3 | FNMA POOL # AC3674 | 10/1/2024 | 6,845,910 | 7,077,043 | 7,049,918 | |||||||||||||||
31417NDN8 | FNMA POOL # AC3708 | 11/1/2024 | 7,422,895 | 7,673,529 | 7,644,097 | |||||||||||||||
31417NRJ2 | FNMA POOL # AC4088 | 8/1/2039 | 45,768 | 46,114 | 45,727 | |||||||||||||||
31417NRQ6 | FNMA POOL # AC4094 | 8/1/2039 | 43,333 | 44,661 | 44,512 | |||||||||||||||
31417QTZ7 | FNMA POOL # AC5067 | 10/1/2024 | 7,428,617 | 7,672,544 | 7,649,990 | |||||||||||||||
31421AAU7 | FNMA POOL # MC0018 | 12/1/2038 | 4,790 | 4,972 | 5,019 | |||||||||||||||
31428XAQ9 | FEDERAL EXPRESS CORP CORP BND | 1/15/2014 | 1,000,000 | 1,064,205 | 1,135,028 | |||||||||||||||
32029GAB0 | FFML ABS 07-FF2 A2A | 3/25/2037 | 31,124 | 31,124 | 27,078 | |||||||||||||||
32052DAG6 | FHAMS_06-FA8 CMO 06-FA8 1A7 | 2/25/2037 | 9,751,183 | 7,159,771 | 6,968,195 | |||||||||||||||
33736XAB5 | FIRST UNION NAT BANK CMBS00-C1 A2 | 5/17/2032 | 171,380 | 170,394 | 171,571 | |||||||||||||||
33736XAX7 | FIRST UNION NAT BANK CMBS00-C2 A2 | 10/15/2032 | 359,615 | 361,690 | 367,497 | |||||||||||||||
34529GAF2 | FORDO_09-D ABS 09-D A3 | 10/15/2013 | 32,000,000 | 31,996,780 | 32,268,800 | |||||||||||||||
34529HAC7 | FORDO ABS 09-E A3 | 1/15/2014 | 2,650,000 | 2,649,533 | 2,626,714 | |||||||||||||||
346604FJ5 | FORSYTH CNTY GA SCH DIST MUNI BND GO | 2/1/2020 | 1,430,000 | 1,371,796 | 1,526,840 | |||||||||||||||
349545C76 | FORT ZUMWALT MO SCH DIST MUNI BND GO | 3/1/2020 | 2,245,000 | 2,183,192 | 2,475,629 | |||||||||||||||
35177PAK3 | FRANCE TELECOM CORP BND | 3/1/2011 | 47,975,000 | 50,661,830 | 51,490,258 | |||||||||||||||
36158YDC0 | GECMC CMBS_01-3 A1 | 6/10/2038 | 106,270 | 103,266 | 108,508 | |||||||||||||||
36158YEK1 | GECMC CMBS_02-1A A2 | 12/10/2035 | 107,851 | 106,941 | 109,295 | |||||||||||||||
36158YFT1 | GECCMC_02-2 CMBS 02-2A | 8/11/2036 | 24,929,000 | 24,990,765 | 25,881,946 | |||||||||||||||
36159JBD2 | GEMNT ABS 07-3 AI | 6/15/2013 | 981,000 | 981,000 | 977,890 | |||||||||||||||
361849ZS4 | GMACC CMBS_03-C3 A3 | 4/10/2040 | 500,000 | 492,051 | 509,722 | |||||||||||||||
361849ZT2 | GMACC SENIOR CMBS 03-C3 | 4/10/2040 | 4,000,000 | 4,109,937 | 4,068,731 | |||||||||||||||
36186CBF9 | GMAC LLC CORP BND | 12/19/2012 | 5,000,000 | 4,993,300 | 5,033,800 | |||||||||||||||
36206XC43 | GNMA POOL # 424091 | 5/15/2031 | 2,785 | 2,885 | 3,079 | |||||||||||||||
3620A5MW6 | GNMA POOL # 719573 | 9/15/2039 | 2,251,007 | 2,332,214 | 2,318,987 | |||||||||||||||
3620A8NA7 | GNMA POOL # 722285 | 9/15/2039 | 1,826,814 | 1,892,714 | 1,881,984 | |||||||||||||||
3620A9SC6 | GNMA POOL # 723315 | 9/15/2039 | 1,384,672 | 1,399,282 | 1,387,995 | |||||||||||||||
3620A9ST9 | GNMA POOL # 723330 | 9/15/2039 | 2,987,758 | 3,094,439 | 3,077,989 | |||||||||||||||
3620A9SW2 | GNMA POOL # 723333 | 9/15/2039 | 504,174 | 509,494 | 505,384 | |||||||||||||||
3620AC3E2 | GNMA POOL # 726297 | 9/15/2039 | 995,559 | 1,024,993 | 1,025,624 | |||||||||||||||
3620AC3F9 | GNMA POOL # 726298 | 9/15/2039 | 2,979,438 | 3,075,567 | 3,071,830 | |||||||||||||||
3620AC6K5 | GNMA POOL # 726374 | 10/15/2039 | 994,784 | 1,036,352 | 1,024,827 | |||||||||||||||
3620AC6L3 | GNMA POOL # 726375 | 10/15/2039 | 1,993,065 | 2,073,510 | 2,053,255 | |||||||||||||||
3620AC6S8 | GNMA POOL # 726381 | 10/15/2039 | 997,168 | 1,040,385 | 1,027,283 | |||||||||||||||
3620AC6T6 | GNMA POOL # 726382 | 10/15/2039 | 1,688,422 | 1,758,407 | 1,739,413 | |||||||||||||||
36212PPP1 | GNMA POOL # 539630 | 4/15/2031 | 11,692 | 12,110 | 12,927 | |||||||||||||||
36212U5G2 | GNMA POOL # 544547 | 5/15/2031 | 19,298 | 19,991 | 21,336 | |||||||||||||||
36213GCV1 | GNMA POOL # 553684 | 4/15/2031 | 17,161 | 17,774 | 18,973 | |||||||||||||||
36213HGU7 | GNMA POOL # 554711 | 3/15/2031 | 1,758 | 1,821 | 1,943 | |||||||||||||||
36213LGR5 | GNMA POOL # 557408 | 5/15/2031 | 8,211 | 8,507 | 9,078 | |||||||||||||||
36225DM43 | GNMA POOL # 081278 | 3/20/2035 | 13,505,864 | 12,816,788 | 13,512,171 | |||||||||||||||
36228CVQ3 | GSMS CMBS_05-GG4 A3 | 7/10/2039 | 500,000 | 486,561 | 495,722 | |||||||||||||||
36241KV39 | GNMA POOL # 782434 | 8/15/2038 | 12,192,611 | 11,417,506 | 12,221,873 | |||||||||||||||
36241KV47 | GNMA POOL # 782435 | 9/15/2038 | 8,378,064 | 7,845,920 | 8,398,172 | |||||||||||||||
36241KWA2 | GNMA POOL # 782441 | 10/15/2038 | 6,014,015 | 5,632,005 | 6,028,449 | |||||||||||||||
36295QK82 | GNMA POOL # 677219 | 8/15/2038 | 4,648,711 | 4,492,269 | 4,790,273 | |||||||||||||||
36296JCV5 | GNMA POOL # 692284 | 8/15/2039 | 1,990,361 | 2,053,930 | 2,050,469 | |||||||||||||||
36297CTE9 | GNMA POOL # 708049 | 9/15/2039 | 443,168 | 459,156 | 456,552 | |||||||||||||||
36297CTF6 | GNMA POOL # 708050 | 9/15/2039 | 199,646 | 206,849 | 205,675 | |||||||||||||||
36297CTG4 | GNMA POOL # 708051 | 9/15/2039 | 640,697 | 663,810 | 660,046 | |||||||||||||||
36297FYL0 | GNMA POOL # 710915 | 10/15/2039 | 99,734 | 100,942 | 99,973 | |||||||||||||||
36297FYT3 | GNMA POOL # 710922 | 10/15/2039 | 299,178 | 311,629 | 308,213 | |||||||||||||||
36297FYU0 | GNMA POOL # 710923 | 10/15/2039 | 797,942 | 829,880 | 822,040 | |||||||||||||||
36297KCC3 | GNMA POOL # 713867 | 9/15/2039 | 2,608,631 | 2,702,734 | 2,687,412 | |||||||||||||||
363206AF0 | GALE ABS 07-3A A2 144A | 4/19/2021 | 10,000,000 | 8,701,341 | 8,897,730 | |||||||||||||||
365653GZ1 | GARFIELD CNTY COLO SCH DIST NO MUNI BND GO | 12/1/2020 | 1,610,000 | 1,541,497 | 1,783,961 | |||||||||||||||
36828QQE9 | GE CAPITAL COMM MTG CORP SENIOR CMBS 05-C4 | 11/10/2045 | 25,000,000 | 25,048,784 | 24,414,793 | |||||||||||||||
36829KAC2 | GESET ABS 09-1 A3 144A | 7/15/2016 | 4,000,000 | 3,999,508 | 3,998,400 | |||||||||||||||
369550AK4 | GENERAL DYNAMICS CORPORATION CORP BND | 5/15/2013 | 1,250,000 | 1,190,504 | 1,308,269 | |||||||||||||||
369604BC6 | GE CAPITAL CORP CORP BND | 12/6/2017 | 8,750,000 | 8,635,478 | 8,924,750 | |||||||||||||||
36962G2H6 | GE CAPITAL CORP CORP BND | 3/12/2010 | 157,000 | 157,000 | 157,017 | |||||||||||||||
36962G2J2 | GE CAPITAL CORP CORP BND | 3/12/2010 | 1,341,000 | 1,341,000 | 1,341,000 | |||||||||||||||
36962G3Q5 | GE CAPITAL CORP CORP BND | 2/1/2011 | 1,105,000 | 1,104,141 | 1,105,298 | |||||||||||||||
36962G4C5 | GE CAPITAL CORP CORP BND | 5/13/2014 | 2,600,000 | 2,597,436 | 2,824,071 | |||||||||||||||
36962G4G6 | GE CAPITAL CORP CORP BND | 11/14/2014 | 850,000 | 846,712 | 844,699 | |||||||||||||||
36962GT38 | GE CAPITAL CORP CORP BND | 11/15/2011 | 275,000 | 280,164 | 290,895 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
36962GX25 | GE CAPITAL CORP SENIOR CORP BND | 1/15/2010 | 556,000 | 556,004 | 556,000 | |||||||||||||||
36962GX90 | GE CAPITAL CORP CORP BND | 3/12/2010 | 654,000 | 654,023 | 654,000 | |||||||||||||||
36962GXS8 | GENERAL ELEC CAP CO CORP BND | 2/15/2012 | 55,000 | 53,295 | 58,707 | |||||||||||||||
36962GYY4 | GENERAL ELEC CAP CO CORP BND | 6/15/2012 | 16,300,000 | 15,767,499 | 17,574,102 | |||||||||||||||
36967HAD9 | GENERAL ELECTRIC CAPITAL CORPO CORP BND GOVT GUAR | 12/9/2011 | 5,200,000 | 5,203,715 | 5,363,332 | |||||||||||||||
36967HAH0 | GENERAL ELECTRIC CAPITAL CORPO CORP BND — GTD | 6/8/2012 | 35,000,000 | 35,182,428 | 35,488,601 | |||||||||||||||
370334BG8 | GENERAL MILLS INC. SENIOR CORP BND | 8/15/2013 | 9,075,000 | 9,322,349 | 9,757,311 | |||||||||||||||
373334FN6 | GEORGIA POWER COMPANY CORP BND | 11/15/2012 | 1,250,000 | 1,246,552 | 1,351,373 | |||||||||||||||
373384GS9 | GEORGIA ST MUNI BND GO | 7/1/2016 | 5,000,000 | 5,298,829 | 5,833,750 | |||||||||||||||
377372AC1 | GLAXOSK CAP INC CORP BND | 5/15/2013 | 15,603,000 | 16,116,050 | 16,619,229 | |||||||||||||||
38141EA25 | GOLDMAN SACHS GROUP INC CORP BND | 2/15/2019 | 4,000,000 | 4,153,978 | 4,654,270 | |||||||||||||||
38141EA33 | GOLDMAN SACHS GROUP INC CORP BND | 5/1/2014 | 5,350,000 | 5,822,592 | 5,828,997 | |||||||||||||||
38405JAD1 | GMFM WHOLE CMO 06-1 A4 144A | 11/20/2056 | 138,677 | 138,677 | 137,962 | |||||||||||||||
38405JCD9 | GMFM ABS 07-1A 2A1 144A | 11/20/2056 | 881,859 | 881,859 | 874,531 | |||||||||||||||
385244HG6 | GRAND BLANC MICH CMNTY SCHS MUNI BND GO | 5/1/2020 | 1,000,000 | 962,923 | 1,055,280 | |||||||||||||||
38741QAC0 | GRAN ABS 03-2 1A3 | 7/20/2043 | 114,544 | 114,544 | 100,486 | |||||||||||||||
38741SAF9 | GRAN ABS 04-3 2A1 | 9/20/2044 | 47,622 | 47,622 | 41,907 | |||||||||||||||
38741YBJ7 | GRANM WHOLE CMO 06-1A 144A | 12/20/2054 | 422,991 | 293,486 | 368,002 | |||||||||||||||
38741YCD9 | GRANM ABS 06-3 A7 | 12/20/2054 | 34,663,160 | 24,251,208 | 29,976,160 | |||||||||||||||
38741YDB2 | GRANM ABS 06-4 A4 | 12/20/2054 | 235,710 | 235,710 | 203,659 | |||||||||||||||
38741YDF3 | GRANM ABS 07-1 2A1 | 12/20/2054 | 262,747 | 262,747 | 229,903 | |||||||||||||||
396789EM7 | GCCFC SENIOR CMBS 03-C1 144A | 7/5/2035 | 8,733,631 | 37,697 | 71,799 | |||||||||||||||
396789EQ8 | GCCFC CMBS_03-C2 A2 | 1/5/2036 | 251,355 | 249,383 | 252,895 | |||||||||||||||
396789FH7 | GCCFC SENIOR CMBS 03-C2 144A | 1/5/2036 | 15,295,014 | 72,190 | 128,478 | |||||||||||||||
396789JS9 | GCCFC CMBS_05-GG3 A3 | 8/10/2042 | 500,000 | 498,412 | 489,659 | |||||||||||||||
396789LL1 | GCCFC SENIOR CMBS 05-GG5 | 4/10/2037 | 37,000,000 | 36,896,017 | 35,046,770 | |||||||||||||||
40411EAB4 | BANK OF SCOTLAND PLC CORP BND 144A | 2/21/2017 | 2,000,000 | 1,764,561 | 1,976,400 | |||||||||||||||
4041A0CL0 | BANK OF SCOTLAND CORP BND 144A | 6/11/2010 | 1,308,000 | 1,308,000 | 1,296,751 | |||||||||||||||
4041A0CN6 | HBOS PLC CORP BND 144A | 6/18/2010 | 621,000 | 621,000 | 616,715 | |||||||||||||||
40429CAA0 | HOUSEHOLD FINANCE CORPORATION CORP BND | 5/15/2011 | 18,000,000 | 18,316,767 | 19,089,410 | |||||||||||||||
40429CFQ0 | HSBC FINANCE CORP SENIOR CORP BND | 6/1/2011 | 33,260,000 | 33,406,614 | 34,853,363 | |||||||||||||||
40429CFX5 | HSBC FINANCE CORP SENIOR CORP BND | 3/12/2010 | 294,000 | 294,000 | 293,824 | |||||||||||||||
40431HAJ6 | HALO CMO 06-2 1A9 | 12/25/2036 | 6,419,500 | 1,512,292 | 2,350,179 | |||||||||||||||
406036EP4 | HALL CNTY NEB SCH DIST NO 2 GR MUNI BND GO | 12/15/2019 | 1,080,000 | 1,048,148 | 1,158,775 | |||||||||||||||
41161VAC4 | HVMLT CMO_06-7 2A1A | 9/19/2036 | 6,510,923 | 3,605,434 | 3,450,789 | |||||||||||||||
41162NAC1 | HVMLT 06-14-2A1A | 2/19/2037 | 5,697,677 | 2,767,440 | 2,769,842 | |||||||||||||||
4140033N1 | HARRIS CNTY TEX MUNI BND GO | 8/15/2011 | 8,140,000 | 7,653,557 | 8,051,600 | |||||||||||||||
41981VBQ0 | HAWAII ST HSG & CMNTY DEV CORP MUNI BND REV | 1/1/2033 | 425,000 | 354,019 | 426,726 | |||||||||||||||
425538AM7 | HENNEPIN CNTY MINN FIRST LIEN MUNI BND REV | 12/15/2019 | 1,560,000 | 1,538,390 | 1,808,430 | |||||||||||||||
42809HAA5 | AMERADA HESS CORPORATION CORP BND | 2/15/2014 | 1,000,000 | 997,802 | 1,119,315 | |||||||||||||||
428236AU7 | HEWLETT-PACKARD COMPANY CORP BND | 2/24/2012 | 27,550,000 | 27,541,111 | 28,912,146 | |||||||||||||||
428236AX1 | HEWLETT-PACKARD COMPANY CORP BND | 5/27/2011 | 8,500,000 | 8,498,019 | 8,612,795 | |||||||||||||||
428236AY9 | HEWLETT-PACKARD COMPANY CORP BND | 8/15/2012 | 750,000 | 749,888 | 763,505 | |||||||||||||||
429827AB4 | HEF_10-401 ABS 04-1 A2 144A | 1/1/2044 | 2,100,000 | 1,729,321 | 1,722,000 | |||||||||||||||
429827AE8 | HIGHER EDUCATION FUNDING HEF0 ABS 04-1 144A | 1/1/2044 | 2,100,000 | 1,725,425 | 1,575,000 | |||||||||||||||
429827AF5 | HEF_10-401 ABS 04-1 A6 144A | 1/1/2044 | 2,100,000 | 1,727,844 | 1,722,000 | |||||||||||||||
429827AJ7 | HIGHER EDUCATION FUNDING HEF0 ABS 04-1 A9 144A | 1/1/2044 | 2,100,000 | 1,729,833 | 1,575,000 | |||||||||||||||
429827AK4 | HIGHER EDUCATION FUNDING HEF0 SECURED ABS 04-1 144A | 1/1/2044 | 2,300,000 | 1,895,993 | 1,886,000 | |||||||||||||||
429827AN8 | HEF_04-1 ABS 04-1 A13 144A | 1/1/2044 | 2,100,000 | 1,726,482 | 1,575,000 | |||||||||||||||
429827AQ1 | HEF_04-1 ABS 04-1 A15 144A | 1/1/2044 | 2,950,000 | 2,423,295 | 2,212,500 | |||||||||||||||
43641NAL8 | HMI ABS 07-2A 2A1 | 7/15/2020 | 1,472,000 | 1,472,000 | 1,466,848 | |||||||||||||||
43812TAD6 | HAROT ABS_08-1 A4 | 9/18/2014 | 6,250,000 | 6,005,156 | 6,566,500 | |||||||||||||||
43812WAC1 | HONDA AUTO RECIEVABLES OWNER T ABS 09-3 A3 | 5/15/2013 | 1,750,000 | 1,749,760 | 1,765,260 | |||||||||||||||
438516AY2 | HONEYWELL INTERNATIONAL INC CORP BND | 2/15/2014 | 3,500,000 | 3,492,251 | 3,612,184 | |||||||||||||||
438670EB3 | HONOLULU HAWAII CITY & CNTY MUNI BND GO | 7/1/2010 | 2,000,000 | 1,999,060 | 2,026,360 | |||||||||||||||
440452AD2 | HORMEL FOODS CORP CORP BND | 6/1/2011 | 1,500,000 | 1,547,481 | 1,607,469 | |||||||||||||||
44914PAR8 | HYPOTHEKENBANK IN ESSEN AG CORP BND 144A | 1/20/2012 | 2,500,000 | 2,572,868 | 2,649,000 | |||||||||||||||
44920UAB4 | HYUNDAI CAP SVC CORP BND 144A | 5/5/2015 | 2,000,000 | 2,002,351 | 2,088,320 | |||||||||||||||
449670EQ7 | IMC HOME EQUITY LOAN TRUST ABS 98-3 | 8/20/2029 | 267,152 | 268,564 | 220,587 | |||||||||||||||
450679BX2 | ITT INDUSTRIES INC. CORP BND | 5/1/2019 | 1,150,000 | 1,148,470 | 1,241,724 | |||||||||||||||
45074GAA8 | IBERDROLA FINANCE IRELAND LTD CORP BND 144A | 9/11/2014 | 4,000,000 | 4,009,863 | 4,018,454 | |||||||||||||||
45138LAK9 | IDAHO POWER COMPANY CORP BND | 11/15/2012 | 1,750,000 | 1,700,924 | 1,842,225 | |||||||||||||||
452227CN9 | ILLINOIS ST MUNI BND REV | 6/15/2020 | 1,500,000 | 1,629,392 | 1,631,760 | |||||||||||||||
452308AG4 | ILLINOIS TOOL WORKS INC. CORP BND 144A | 4/1/2019 | 1,000,000 | 1,095,049 | 1,117,300 | |||||||||||||||
452308AH2 | ILLINOIS TOOL WORKS INC. CORP BND | 4/1/2014 | 5,000,000 | 5,261,381 | 5,458,890 | |||||||||||||||
45324QAB2 | ING BANK NV — (LT) GTD CORP BND 144A | 2/9/2012 | 26,700,000 | 27,301,001 | 27,183,534 | |||||||||||||||
455057ER6 | INDIANA ST FIN AUTH MUNI BND REV | 2/1/2019 | 1,000,000 | 1,007,893 | 1,154,570 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
455141PZ8 | IN TRANS FIN AUTH MUNI BND REV | 12/1/2020 | 2,000,000 | 2,006,522 | 2,318,320 | |||||||||||||||
455280YR2 | INDIANAPOLIS IND LOC PUB IMPT MUNI BND REV | 2/1/2010 | 700,000 | 701,493 | 703,038 | |||||||||||||||
45660NQ24 | INDX CMO 04-AR4 1A | 8/25/2034 | 476,762 | 277,189 | 292,357 | |||||||||||||||
45668WAC1 | INX CMO 07-FLX1 A-3 | 2/25/2037 | 5,000,000 | 446,886 | 661,000 | |||||||||||||||
4581X0BG2 | INTER AMERICAN DEV BK CORP BND EMTN | 9/17/2019 | 3,000,000 | 2,995,433 | 2,940,000 | |||||||||||||||
459200BA8 | IBM CORP CORP BND | 11/29/2012 | 20,000 | 19,929 | 21,454 | |||||||||||||||
459200GN5 | IBM CORP CORP BND | 10/15/2013 | 20,810,000 | 22,826,395 | 23,605,793 | |||||||||||||||
459200GR6 | IBM CORP CORP BND | 5/6/2013 | 3,900,000 | 3,896,976 | 3,861,475 | |||||||||||||||
46070MAA7 | IMT CMO 02-1G A2 | 7/7/2034 | 25,758 | 25,758 | 25,243 | |||||||||||||||
46263RHE8 | IPS MULTI-SCH BLDG CORP IND MUNI BND REV | 7/15/2029 | 6,700,000 | 6,700,000 | 6,310,596 | |||||||||||||||
46513EGV8 | STATE OF ISRAEL GOVT BND | 12/4/2023 | 13,165,000 | 14,046,037 | 13,951,346 | |||||||||||||||
46623EHH5 | JPMORGAN CHASE & CO CORP BND | 6/22/2010 | 1,112,000 | 1,112,000 | 1,111,847 | |||||||||||||||
46625HAJ9 | JP MORGAN CHASE & CO CORP BND | 2/1/2011 | 22,930,000 | 23,262,638 | 24,181,656 | |||||||||||||||
46625HHB9 | JPMORGAN CHASE & CO CORP BND | 5/1/2013 | 26,895,000 | 26,880,842 | 28,384,173 | |||||||||||||||
46625HHN3 | JPMORGAN CHASE & CO CORP BND | 6/1/2014 | 3,000,000 | 3,190,071 | 3,166,233 | |||||||||||||||
46625HHP8 | JPMORGAN CHASE & CO SENIOR CORP BND | 1/20/2015 | 3,000,000 | 3,007,560 | 3,014,962 | |||||||||||||||
46625YNC3 | JPMCC CMBS 05_LDP2 A4 | 7/15/2042 | 30,415,000 | 29,533,036 | 29,077,214 | |||||||||||||||
46625YQR7 | JPMCC CMBS_05-CB12 A4 | 9/12/2037 | 500,000 | 469,012 | 482,373 | |||||||||||||||
46625YSG9 | JPMCC CMBS_05-LDP3 A4A | 8/15/2042 | 400,000 | 373,821 | 379,564 | |||||||||||||||
46630GAA3 | JPMMT WHOLE CMO 07-A1 1A1 | 7/25/2035 | 9,632,294 | 9,796,273 | 8,595,859 | |||||||||||||||
46630GAD7 | JPMMT WHOLE CMO 07-A1 2A2 | 7/25/2035 | 3,671,346 | 3,721,539 | 3,319,998 | |||||||||||||||
46630GAN5 | JPMMT_07-A1 WHOLE CMO 07-A1 4A2 | 7/25/2035 | 2,556,864 | 2,615,889 | 2,354,573 | |||||||||||||||
46630GAS4 | JPMMT WHOLE CMO 07-A1 5A2 | 7/25/2035 | 10,020,331 | 9,922,855 | 8,988,237 | |||||||||||||||
468312DN0 | JACKSON MICH PUB SCHS MUNI BND GO | 5/1/2020 | 1,000,000 | 956,830 | 1,055,280 | |||||||||||||||
480772PN6 | JORDAN UTAH SCH DIST MUNI BND GO | 6/15/2010 | 900,000 | 904,042 | 915,354 | |||||||||||||||
481247AA2 | JPMORGAN CHASE & CO-GTD CORP BND GOVT GUAR | 12/1/2011 | 10,200,000 | 10,295,574 | 10,549,554 | |||||||||||||||
482474AA1 | KKR FINANCIAL CLO LTD KKR_05-1 ABS 05-1AA1 144A | 4/26/2017 | 1,000,000 | 903,115 | 902,500 | |||||||||||||||
48248CAA2 | KKR FINANCIAL CLO LTD KKR_07-1 2007-1A A 144A | 5/15/2021 | 8,901,379 | 8,008,550 | 8,011,241 | |||||||||||||||
48542KHX0 | KANSAS ST DEV FIN AUTH REV MUNI BND REV | 11/1/2020 | 2,000,000 | 1,899,653 | 2,162,520 | |||||||||||||||
48542KN62 | KANSAS ST DEV FIN AUTH REV MUNI BND REV | 4/1/2026 | 5,835,000 | 5,809,014 | 5,557,954 | |||||||||||||||
48542KNH8 | KANSAS ST DEV FIN AUTH REV MUNI BND REV | 6/1/2012 | 500,000 | 513,909 | 547,265 | |||||||||||||||
49151EXA6 | KENTUCKY ST PRP & BLDG COM MUNI BND REV | 10/1/2017 | 565,000 | 561,705 | 632,354 | |||||||||||||||
493897AB8 | KDRE ABS 07-1A A2 144A | 12/10/2043 | 183,280 | 183,288 | 162,412 | |||||||||||||||
49474EWA7 | KING CNTY WASH MUNI BND GO | 1/1/2011 | 3,000,000 | 3,016,887 | 3,109,530 | |||||||||||||||
500635AB3 | KOREA GAS CORP GOVT BND 144A | 7/15/2014 | 675,000 | 669,812 | 730,566 | |||||||||||||||
50065LAA8 | KOREA NATIONAL OIL CORP CORP BND 144A | 7/30/2014 | 1,005,000 | 998,897 | 1,062,426 | |||||||||||||||
500769CD4 | KFW INTERNATIONAL FINANCE INC CORP BND | 5/15/2012 | 60,000,000 | 61,517,820 | 64,375,799 | |||||||||||||||
501044CM1 | KROGER CO CORP BND | 10/1/2015 | 1,200,000 | 1,198,718 | 1,206,640 | |||||||||||||||
50179MAE1 | LBUBS CMBS 06_C6 A4 | 9/15/2039 | 35,000,000 | 34,907,680 | 33,363,852 | |||||||||||||||
508205GV7 | LAKE COOK KANE AND MCHENRY CNT MUNI BND GO | 12/1/2016 | 2,385,000 | 2,421,172 | 2,707,357 | |||||||||||||||
52108H6Y5 | LBUBS CMBS 05-C5 AM | 9/15/2040 | 550,000 | 485,209 | 450,635 | |||||||||||||||
52108HMU5 | LBUBS COMM MTG TR CMBS 02_C4 A5 | 9/15/2031 | 88,000,000 | 87,353,000 | 90,601,245 | |||||||||||||||
52108HRB2 | LBUBS CMBS_03-C3 A3 | 5/15/2027 | 638,065 | 597,094 | 636,970 | |||||||||||||||
52108HUG7 | LBUBS SENIOR CMBS_03-C5 XCP144A | 4/15/2037 | 41,654,202 | 87,400 | 139,687 | |||||||||||||||
52108MAF0 | LBUBS CMBS_05_C7 A4 | 11/15/2030 | 1,450,000 | 1,225,200 | 1,425,224 | |||||||||||||||
52205VAA3 | LEASEPLAN CORPORATION NV — GTD CORP BND 144A | 5/7/2012 | 19,200,000 | 19,195,905 | 19,656,576 | |||||||||||||||
525170BL9 | LABS WHOLE CMO 03-1 A1 | 12/25/2033 | 15,312,407 | 14,206,059 | 15,044,440 | |||||||||||||||
52520MBY8 | LMT_05-2 CMO 05-2 3A1 | 12/25/2035 | 4,110,960 | 2,475,600 | 2,498,230 | |||||||||||||||
525221FY8 | LXS ABS_05-10 2A1 | 1/25/2036 | 328,088 | 314,161 | 294,588 | |||||||||||||||
525221HA8 | LXS WHOLE CMO 06-2N | 2/25/2046 | 5,273,398 | 2,215,612 | 2,432,243 | |||||||||||||||
52524HAJ9 | LXS CMO_07-4N 3A2A | 3/25/2047 | 3,052,604 | 1,441,977 | 1,399,314 | |||||||||||||||
52524PAG7 | LXS_07-16N ABS 07-6 3A1 | 5/25/2037 | 14,159,494 | 8,557,958 | 8,211,091 | |||||||||||||||
532457BD9 | ELI LILLY AND COMPANY CORP BND | 3/6/2012 | 15,175,000 | 15,163,600 | 15,777,004 | |||||||||||||||
542388AD5 | LBART_06-A 06-A_A4 | 5/15/2013 | 19,927,983 | 20,138,204 | 20,252,609 | |||||||||||||||
55027XAA8 | LUM06-5 WHOLE CMO 06-5 A1A | 7/25/2036 | 8,155,674 | 3,844,660 | 3,923,695 | |||||||||||||||
5525V0AU0 | MARSHALL & ILSLEY BANK SENIOR CORP BND MTN | 6/16/2010 | 221,000 | 221,000 | 217,615 | |||||||||||||||
5525V0BC9 | MARSHALL & ILSLEY CORPORATION CORP BND | 2/12/2010 | �� | 752,000 | 752,000 | 750,421 | ||||||||||||||
55262TFJ7 | MBNAS ABS 00-E A | 10/15/2012 | 100,000 | 100,406 | 102,407 | |||||||||||||||
55264TCA7 | MBNAS ABS 03-A8 A8 | 12/17/2012 | 327,000 | 326,227 | 326,294 | |||||||||||||||
55265K5Q8 | MASTR CMO_04-1 3A1 | 1/25/2034 | 1,235,752 | 1,195,271 | 1,216,866 | |||||||||||||||
55608JAB4 | MACQUARIE BK LTD CORP BND 144A | 8/13/2019 | 3,000,000 | 3,035,790 | 3,342,282 | |||||||||||||||
559080AA4 | MAGELLAN MIDSTREAM PARTNERS LP SENIOR CORP BND | 6/1/2014 | 15,550,000 | 15,056,418 | 16,984,961 | |||||||||||||||
565849AG1 | MARATHON OIL CORP CORP BND | 2/15/2014 | 2,000,000 | 2,115,754 | 2,208,872 | |||||||||||||||
567505GY2 | MARICOPA CNTY ARIZ UN HIGH SCH MUNI BND GO | 7/1/2016 | 1,125,000 | 1,155,286 | 1,283,760 | |||||||||||||||
57164TAA6 | MVCOT ABS02-1A A1144A | 12/20/2024 | 130,929 | 130,600 | 123,889 | |||||||||||||||
57164XAA7 | MVCOT 2009-2A ABS 2009-2A A 144A | 7/20/2031 | 9,576,973 | 9,576,821 | 9,515,202 | |||||||||||||||
574192K66 | MARYLAND ST MUNI BND GO | 7/15/2013 | 5,000,000 | 5,267,719 | 5,688,050 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
575296FP8 | MASON OHIO CITY SCH DIST MUNI BND GO | 12/1/2019 | 1,000,000 | 987,859 | 1,154,600 | |||||||||||||||
575579GA9 | MASSACHUSETTS BAY TRANSN AUTH MUNI BND REV | 7/1/2015 | 5,000,000 | 5,403,456 | 5,878,700 | |||||||||||||||
575579RS8 | MASSACHUSETTS BAY TRANSN AUTH MUNI BND REV | 7/1/2020 | 35,000 | 35,217 | 41,020 | |||||||||||||||
575579SL2 | MASSACHUSETTS BAY TRANSN AUTH MUNI BND REV | 7/1/2020 | 1,575,000 | 1,501,847 | 1,782,018 | |||||||||||||||
57582NDE2 | MASSACHUSETTS ST MUNI BND GO | 2/1/2010 | 2,000,000 | 2,004,123 | 2,008,700 | |||||||||||||||
57582PDK3 | MASSACHUSETTS ST MUNI BND GO | 11/1/2018 | 2,000,000 | 1,459,113 | 1,840,520 | |||||||||||||||
57583PDB2 | MASSACHUSETTS ST FED HWY MUNI BND REV | 6/15/2011 | 3,250,000 | 3,312,263 | 3,413,410 | |||||||||||||||
576000AK9 | MASSACHUSETTS ST SCH BLDG AUTH MUNI BND REV | 8/15/2010 | 2,000,000 | 2,022,209 | 2,058,580 | |||||||||||||||
576000BE2 | MASSACHUSETTS ST SCH BLDG AUTH MUNI BND REV | 8/15/2022 | 2,000,000 | 1,875,207 | 2,167,680 | |||||||||||||||
576433QQ2 | MARM_04-8 WHOLE CMO 04-8 | 9/25/2034 | 1,322,777 | 1,273,610 | 944,463 | |||||||||||||||
576433RP3 | MARM_04-8 WHOLE CMO 04-9 | 11/25/2034 | 3,987 | 3,987 | 3,969 | |||||||||||||||
57643LLC8 | MABS ABS 05-AB1 A4 | 11/25/2035 | 10,000,000 | 3,964,359 | 4,428,000 | |||||||||||||||
579780AD9 | MCCORMICK & CO INC CORP BND | 12/15/2015 | 1,500,000 | 1,452,551 | 1,604,550 | |||||||||||||||
582839AA4 | MEAD JOHNSON NUTRITION CO CORP BND 144A | 11/1/2014 | 2,000,000 | 2,000,320 | 1,987,536 | |||||||||||||||
58403GAB1 | MEDL CMO 07-1G-A1 | 2/27/2039 | 498,207 | 498,207 | 478,121 | |||||||||||||||
585055AP1 | MEDTRONIC INC CORP BND | 3/15/2014 | 2,750,000 | 2,848,415 | 2,929,534 | |||||||||||||||
585907AM0 | MELLON BANK N.A. CORP BND | 12/15/2014 | 4,000,000 | 3,655,481 | 4,264,773 | |||||||||||||||
586158KZ9 | MEMPHIS TENN ELEC SYS REV MUNI BND REV | 12/1/2014 | 2,000,000 | 2,023,878 | 2,229,400 | |||||||||||||||
589331AP2 | MERCK & CO INC CORP BND | 6/30/2015 | 9,550,000 | 9,659,918 | 9,912,255 | |||||||||||||||
589331AR8 | MERCK & CO INC CORP BND | 6/30/2011 | 750,000 | 750,286 | 757,000 | |||||||||||||||
589929W53 | MLMI WHOLE 03-A4 | 7/25/2033 | 227,419 | 227,479 | 207,315 | |||||||||||||||
59018YN64 | MERRILL LYNCH & CO INC CORP BND MTN | 4/25/2018 | 20,250,000 | 20,334,949 | 21,887,155 | |||||||||||||||
59024KAX1 | MLA_07-AF1 WHOLE CMO 07-AF1 AV1 | 6/25/2037 | 4,698,778 | 2,570,176 | 2,537,340 | |||||||||||||||
592098XJ1 | METROPOLITAN GOVT NASHVILLE & MUNI BND REV | 1/1/2010 | 2,000,000 | 2,000,000 | 2,000,000 | |||||||||||||||
592179JG1 | METLIFE INC SENIOR CORP BND 144A | 4/10/2013 | 4,000,000 | 3,858,262 | 4,219,419 | |||||||||||||||
594918AB0 | MICROSOFT CORPORATION CORP BND | 6/1/2014 | 40,350,000 | 40,315,324 | 40,697,838 | |||||||||||||||
595620AD7 | MIDAMERICAN ENERGY HOLDINGS CO CORP BND | 10/1/2014 | 25,800,000 | 25,969,318 | 27,212,670 | |||||||||||||||
59562VAT4 | MIDAMERICAN ENERGY HOLDINGS CO CORP BND | 4/1/2018 | 2,000,000 | 1,853,522 | 2,094,438 | |||||||||||||||
602248AR7 | MILWAUKEE CNTY WIS ARPT REV MUNI BND REV | 12/1/2017 | 1,675,000 | 1,675,733 | 1,705,117 | |||||||||||||||
603827EJ1 | MINN & ST PAUL MET ARPTS REV MUNI BND REV | 1/1/2026 | 2,000,000 | 2,039,690 | 2,095,260 | |||||||||||||||
615337AA0 | MONY GRP INC. CORP BND | 3/15/2010 | 8,000,000 | 8,051,175 | 8,099,200 | |||||||||||||||
615401JW7 | MOON AREA SCH DIST PA MUNI BND GO | 11/15/2018 | 1,360,000 | 1,343,153 | 1,470,174 | |||||||||||||||
617446V71 | MORGAN STANLEY CORP BND MTN | 8/28/2017 | 20,500,000 | 20,909,126 | 21,524,367 | |||||||||||||||
61744YAD0 | MORGAN STANLEY CORP BND MTN | 12/28/2017 | 7,000,000 | 7,189,172 | 7,205,122 | |||||||||||||||
61745M5G4 | MSC CMBS_05-T19 A4A | 6/12/2047 | 500,000 | 466,808 | 487,732 | |||||||||||||||
61745M6D0 | MSC CMBS_05-HQ6 A2A | 8/13/2042 | 500,000 | 503,412 | 502,004 | |||||||||||||||
61745ML27 | MSC SENIOR CMBS 04-T15 A2 | 6/13/2041 | 2,087,090 | 2,105,640 | 2,104,219 | |||||||||||||||
61745ML43 | MSC CMBS 04-T15 A4 | 6/13/2041 | 4,000,000 | 4,092,717 | 4,006,520 | |||||||||||||||
61746SBR9 | MORGAN STANLEY CORP BND | 10/15/2015 | 3,000,000 | 2,076,111 | 3,079,660 | |||||||||||||||
61746SBS7 | MORGAN STANLEY CORP BND | 1/21/2011 | 20,000,000 | 20,169,794 | 20,720,491 | |||||||||||||||
61747YCF0 | MORGAN STANLEY CORP BND | 5/13/2014 | 6,500,000 | 6,882,271 | 6,991,210 | |||||||||||||||
61750HAE6 | MSC CMBS_06-HQ10 A4 | 11/12/2041 | 2,500,000 | 1,994,785 | 2,348,527 | |||||||||||||||
61757UAB6 | MORGAN STANLEY CORP BND GOVT GUAR | 12/1/2011 | 9,200,000 | 9,306,293 | 9,536,628 | |||||||||||||||
61757UAH3 | MORGAN STANLEY-GTD CORP BND | 6/20/2012 | 1,250,000 | 1,249,611 | 1,260,700 | |||||||||||||||
625574HL5 | MULTNOMAH CNTY ORE SCH DIST NO MUNI BND GO | 6/15/2018 | 500,000 | 490,667 | 564,390 | |||||||||||||||
62914AAB8 | NIBC BANK NV — GTD CORP BND 144A | 12/2/2014 | 45,200,000 | 45,102,987 | 45,200,000 | |||||||||||||||
635405AR4 | NATIONAL CITY CORPORATION CORP BND | 6/16/2010 | 500,000 | 468,713 | 498,460 | |||||||||||||||
637432LT0 | NATIONAL RURAL UTILITIES SECURED CORP BND | 9/16/2012 | 1,450,000 | 1,448,045 | 1,462,514 | |||||||||||||||
63866EBL3 | NATIONWIDE LIFE GLOBAL FUNDING CORP BND 144A | 10/2/2012 | 600,000 | 603,895 | 592,620 | |||||||||||||||
63968AQF5 | NEBRASKA PUB PWR DIST MUNI BND REV | 1/1/2014 | 6,500,000 | 6,500,000 | 6,907,225 | |||||||||||||||
64032EAA5 | NELNET ABS 07-1 A1 | 11/27/2018 | 969,947 | 969,947 | 949,640 | |||||||||||||||
644682UL8 | NEW HAMPSHIRE ST MUNI BND GO | 6/1/2017 | 1,730,000 | 1,722,802 | 1,979,726 | |||||||||||||||
64468TRZ2 | NEW HAMPSHIRE ST HSG FIN AUTH MUNI BND REV | 7/1/2021 | 60,000 | 53,208 | 61,640 | |||||||||||||||
64711NJU0 | NEW MEXICO FIN AUTH REV MUNI BND REV | 6/1/2029 | 3,790,000 | 3,790,000 | 3,650,225 | |||||||||||||||
64953BAP3 | NEW YORK LIFE GLOBAL FUNDING CORP BND 144A | 5/9/2013 | 4,000,000 | 3,921,706 | 4,216,765 | |||||||||||||||
64983QWY1 | NEW YORK ST DORM AUTH REVS NON MUNI BND REV | 8/1/2018 | 2,000,000 | 1,979,408 | 2,221,280 | |||||||||||||||
650013T21 | NEW YORK ST TWY AUTH MUNI BND REV | 4/1/2019 | 2,000,000 | 1,935,292 | 2,154,160 | |||||||||||||||
650034X89 | NEW YORK ST URBAN DEV CORP MUNI BND REV | 3/15/2017 | 2,050,000 | 2,114,868 | 2,387,000 | |||||||||||||||
652482BG4 | NEWS AMERICA INC CORP BND | 12/15/2014 | 10,000,000 | 9,937,150 | 10,745,808 | |||||||||||||||
65364UAA4 | NIAGARA MOHAWK POWER CORPORATI SENIOR CORP BND 144A | 8/15/2019 | 2,000,000 | 2,012,241 | 1,975,574 | |||||||||||||||
65557CAA1 | NORDEA BANK AB CORP BND 144A | 11/13/2014 | 36,250,000 | 36,198,745 | 36,103,268 | |||||||||||||||
656491KZ9 | NORRISTOWN PA AREA SCH DIST MUNI BND GO | 9/1/2021 | 1,000,000 | 1,029,957 | 1,122,960 | |||||||||||||||
663903CA8 | NORTHEAST OHIO REGL SWR DIST W MUNI BND REV | 11/15/2016 | 1,900,000 | 1,943,170 | 2,188,192 | |||||||||||||||
665859AK0 | NORTHERN TRUST COMPANY THE CORP BND | 5/1/2014 | 1,000,000 | 1,021,673 | 1,051,356 | |||||||||||||||
66989HAA6 | NOVARTIS CAPITAL CORP CORP BND | 2/10/2014 | 21,775,000 | 21,756,305 | 22,825,464 | |||||||||||||||
67021CAB3 | NSTAR ELEC CO CORP BND | 4/15/2014 | 5,000,000 | 5,292,368 | 5,314,133 | |||||||||||||||
674599BX2 | OCCIDENTAL PETROLEUM CORP BND | 6/1/2016 | 2,000,000 | 1,986,981 | 2,019,415 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
677520SW9 | OHIO ST MUNI BND GO | 11/1/2020 | 2,000,000 | 1,903,465 | 2,185,980 | |||||||||||||||
677632HM6 | OHIO ST UNIV MUNI BND REV | 6/1/2011 | 2,000,000 | 2,037,475 | 2,122,940 | |||||||||||||||
67766WGU0 | OHIO ST WTR DEV AUTH MUNI BND REV | 12/1/2019 | 1,970,000 | 1,974,538 | 2,314,080 | |||||||||||||||
680616PF0 | OLENTANGY LOC SCH DIST OHIO MUNI BND GO | 12/1/2017 | 2,000,000 | 2,006,535 | 2,241,520 | |||||||||||||||
681793T88 | OMAHA PUB PWR DIST NEB ELEC RE MUNI BND REV | 2/1/2018 | 2,000,000 | 1,968,732 | 2,176,620 | |||||||||||||||
68389XAC9 | ORACLE CORPORATION CORP BND | 4/15/2018 | 4,000,000 | 3,802,749 | 4,301,770 | |||||||||||||||
68389XAD7 | ORACLE CORPORATION SENIOR CORP BND | 4/15/2013 | 6,675,000 | 7,055,693 | 7,168,092 | |||||||||||||||
68607VUM5 | OREGON ST BRD HIGHER ED-SER A MUNI BND REV | 4/1/2023 | 4,000,000 | 4,426,760 | 4,452,040 | |||||||||||||||
69331CAE8 | PG&E CORPORATION CORP BND | 4/1/2014 | 10,000,000 | 9,953,667 | 10,761,614 | |||||||||||||||
693476AV5 | PNC FUNDING CORP CORP BND | 3/10/2010 | 16,500,000 | 16,489,708 | 16,612,792 | |||||||||||||||
69373UAB3 | PACCAR INC CORP BND | 2/15/2012 | 4,000,000 | 3,997,003 | 4,340,479 | |||||||||||||||
694308GP6 | PACIFIC GAS AND ELECTRIC CO SENIOR CORP BND | 12/1/2013 | 13,000,000 | 12,922,849 | 14,454,093 | |||||||||||||||
69510WAA5 | PCDO ABS 05-5A A1 144A | 1/26/2020 | 7,754,619 | 6,962,272 | 6,925,573 | |||||||||||||||
695114BU1 | PACIFICORP CORP BND | 11/15/2011 | 1,000,000 | 1,008,997 | 1,094,543 | |||||||||||||||
699490AA6 | BANQUE NATIONALE DE PARIBAS/NY CORP BND | 7/22/2013 | 500,000 | 535,030 | 546,008 | |||||||||||||||
705220AM3 | PECO ENERGY TRANS TR ABS01-A A1 | 12/31/2010 | 485,000 | 486,993 | 496,290 | |||||||||||||||
70686AAB7 | PENDE ABS 07-1A 3A 144A | 2/12/2016 | 654,000 | 654,000 | 651,676 | |||||||||||||||
713448BK3 | PEPSICO INC SENIOR CORP BND | 3/1/2014 | 21,350,000 | 21,311,706 | 22,106,838 | |||||||||||||||
71419GAJ9 | PERMM ABS 07-1 2A1 | 1/15/2016 | 981,000 | 981,000 | 980,546 | |||||||||||||||
71645WAP6 | PETROBRAS INTERNATIONAL FINANC CORP BND | 1/20/2020 | 1,050,000 | 1,040,248 | 1,063,125 | |||||||||||||||
717081CZ4 | PFIZER INC. CORP BND | 3/15/2012 | 23,925,000 | 23,900,137 | 25,242,186 | |||||||||||||||
717081DA8 | PFIZER INC. CORP BND | 3/15/2015 | 7,750,000 | 8,353,694 | 8,449,168 | |||||||||||||||
718172AB5 | PHILIP MORRIS INTERNATIONAL IN CORP BND | 5/16/2013 | 25,875,000 | 25,971,595 | 27,342,694 | |||||||||||||||
718814CX2 | PHOENIX ARIZ MUNI BND GO | 7/1/2010 | 1,350,000 | 1,375,964 | 1,394,807 | |||||||||||||||
721799PX6 | PIMA CNTY ARIZ UNI SCH DIST NO MUNI BND GO | 7/1/2010 | 500,000 | 510,715 | 516,595 | |||||||||||||||
73358WAG9 | PORT AUTH NY & NJ MUNI BND REV | 12/1/2019 | 3,500,000 | 3,500,000 | 3,600,135 | |||||||||||||||
73755LAF4 | POTASH CORPORATION OF SASKETCH CORP BND | 5/15/2019 | 1,000,000 | 1,021,592 | 1,103,835 | |||||||||||||||
737679CW8 | POTOMAC ELECTRIC POWER COMPANY CORP BND | 11/15/2013 | 1,200,000 | 1,086,755 | 1,266,960 | |||||||||||||||
74005PAJ3 | PRAXAIR INC. CORP BND | 4/1/2012 | 1,000,000 | 1,013,625 | 1,099,381 | |||||||||||||||
74005PAU8 | PRAXAIR INC. SENIOR CORP BND | 8/15/2019 | 3,000,000 | 2,999,535 | 3,001,725 | |||||||||||||||
741701WX0 | PRINCE GEORGES CNTY MD MUNI BND GO | 7/15/2014 | 4,630,000 | 4,724,695 | 5,149,810 | |||||||||||||||
742633PD6 | PRIOR LAKE MINN INDPT SCH DIST MUNI BND GO | 2/1/2020 | 1,195,000 | 1,164,566 | 1,268,851 | |||||||||||||||
742651DE9 | PRIVATE EXPORT FUNDING CORP AGENCY BND | 9/15/2017 | 44,100,000 | 44,025,916 | 47,816,308 | |||||||||||||||
742651DG4 | PRIVATE EXPORT FUNDING CORP AGENCY BND | 3/15/2019 | 20,000,000 | 19,902,728 | 19,683,400 | |||||||||||||||
742718DM8 | PROCTER & GAMBLE COMPANY CORP BND | 2/15/2015 | 3,000,000 | 2,989,180 | 3,071,936 | |||||||||||||||
743263AD7 | PROGRESS ENERGY INC CORP BND | 3/1/2011 | 10,700,000 | 10,980,334 | 11,313,755 | |||||||||||||||
743263AM7 | PROGRESS ENERGY INC. CORP BND | 3/15/2014 | 10,000,000 | 10,189,261 | 10,849,620 | |||||||||||||||
744448BU4 | PUBLIC SERVICE COLORADO CORP BND | 10/1/2012 | 8,770,000 | 9,480,176 | 10,041,485 | |||||||||||||||
744448CC3 | PUBLIC SERVICE COLORADO CORP BND | 6/1/2019 | 5,000,000 | 5,148,680 | 5,201,708 | |||||||||||||||
74451PAA1 | PUB SERV NC INC CORP BND | 2/15/2011 | 1,550,000 | 1,585,478 | 1,622,075 | |||||||||||||||
74727PAJ0 | QATAR (STATE OF) CORP BND 144A | 1/20/2015 | 2,800,000 | 2,796,360 | 2,800,000 | |||||||||||||||
74958XAB0 | RFMSI CMO 07-SA2 2A1 | 4/25/2037 | 8,181,218 | 5,381,252 | 5,449,509 | |||||||||||||||
75115YAA7 | RALI_07-Q01 WHOLE CMO 07-Q01 A1 | 2/25/2037 | 1,951,498 | 879,999 | 897,689 | |||||||||||||||
75405UAE6 | RAS LAFFAN LNG 3 SECURED CORP BND 144A | 9/30/2012 | 825,000 | 824,777 | 852,926 | |||||||||||||||
758202AE5 | REED ELSEVIER CAPITAL INC CORP BND | 6/15/2010 | 1,750,000 | 1,739,470 | 1,747,900 | |||||||||||||||
758202AF2 | REED ELSEVIER PLC CORP BND | 1/15/2014 | 16,325,000 | 16,296,464 | 18,592,748 | |||||||||||||||
759136LA0 | REGIONAL TRANSN DIST COLO MUNI BND REV | 11/1/2017 | 1,550,000 | 1,550,015 | 1,723,399 | |||||||||||||||
75953MAD2 | CENTERPOINT ENERGY TRANSITION ABS 01-1 A4 | 9/15/2015 | 7,679,577 | 7,971,678 | 8,244,333 | |||||||||||||||
76110H2P3 | RES ASSET SEC WHOLE CMO 05-QA3 | 3/25/2035 | 2,494,063 | 2,138,115 | 1,507,412 | |||||||||||||||
76110HHG7 | RFMSI_03-Q16 CMO 03-QS16A1 | 8/25/2018 | 9,597,992 | 9,283,661 | 9,070,102 | |||||||||||||||
761118FG8 | RALI CMO_05-QA9 CB11 | 8/25/2035 | 4,488,454 | 2,530,313 | 2,748,766 | |||||||||||||||
761118QM3 | RALI WHOLE CMO 05-QO5 A1 | 1/25/2046 | 485,977 | 218,029 | 254,128 | |||||||||||||||
771196AN2 | ROCHE HOLDINGS INC CORP BND 144A | 3/1/2012 | 29,000,000 | 28,887,887 | 30,606,030 | |||||||||||||||
771196AQ5 | ROCHE HOLDINGS INC CORP BND 144A | 3/1/2014 | 4,000,000 | 4,153,148 | 4,297,824 | |||||||||||||||
774341AB7 | ROCKWELL COLLINS INC. CORP BND | 7/15/2019 | 1,625,000 | 1,616,704 | 1,694,059 | |||||||||||||||
77509NAD5 | ROGERS CABLE INC. CORP BND | 5/1/2012 | 9,675,000 | 10,099,909 | 10,848,763 | |||||||||||||||
78008EJT5 | ROYAL BANK OF CANADA CORP BND | 6/8/2010 | 1,701,000 | 1,701,000 | 1,701,017 | |||||||||||||||
78011CAG1 | ROYAL BK OF STLAND GRP PLC — (CORP BND 144A | 3/30/2012 | 5,000,000 | 4,997,595 | 4,953,400 | |||||||||||||||
780427KA7 | ROYAL OAK CITY MICH SCH DIST MUNI BND GO | 5/1/2019 | 2,000,000 | 1,919,078 | 2,138,320 | |||||||||||||||
7832434J4 | RUTHERFORD CNTY TENN MUNI BND GO | 6/1/2018 | 1,430,000 | 1,431,567 | 1,602,058 | |||||||||||||||
78387GAP8 | AT&T INC CORP BND | 9/15/2014 | 4,000,000 | 3,849,586 | 4,271,462 | |||||||||||||||
78442GHW9 | SLMA ABS_03-10A A1A 144A | 12/15/2016 | 22,350,000 | 22,283,844 | 22,308,436 | |||||||||||||||
78442GHZ2 | SLMA ABS 03-10A A1D 144A | 12/15/2016 | 5,000,000 | 4,942,356 | 4,990,702 | |||||||||||||||
78442GJD9 | REP FHLP ABS 03-10A A1H 144A | 12/15/2016 | 54,650,000 | 54,029,179 | 54,548,367 | |||||||||||||||
78442GQR0 | SLMA ABS_05-8 A4 | 1/25/2028 | 425,000 | 430,608 | 416,304 | |||||||||||||||
78443DAA0 | SLMA ABS 07-A A1 | 9/15/2022 | 396,758 | 396,758 | 366,021 | |||||||||||||||
78443YAA4 | SLMA ABS 07-3 A1 | 10/27/2014 | 158,343 | 158,343 | 158,152 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
78443YAB2 | SLMA ABS 07-3 A2 | 10/25/2017 | 916,000 | 916,000 | 902,260 | |||||||||||||||
79548CAB2 | SBM7 CMBS_00-C3 A2 | 12/18/2033 | 407,186 | 410,598 | 414,332 | |||||||||||||||
795560AR2 | SALT LAKE & SANDY UTAH MUNI BND REV | 7/1/2020 | 1,820,000 | 1,726,981 | 1,934,696 | |||||||||||||||
802072KA5 | SANTA FE N M GROSS RCPTS TAX MUNI BND REV | 6/1/2019 | 2,000,000 | 1,922,218 | 2,106,320 | |||||||||||||||
806640PN2 | SCHERTZ-CIBOLO-UNVL CITY TEX I MUNI BND GO | 2/1/2020 | 2,025,000 | 1,926,430 | 2,200,365 | |||||||||||||||
806860AA0 | SCHLUMBERGER TECH CORP CORP BND 144A | 4/15/2012 | 1,150,000 | 1,224,218 | 1,253,312 | |||||||||||||||
809326AC5 | SCOTLAND INTERNATIONAL FINANCE CORP BND 144A | 8/15/2010 | 600,000 | 599,415 | 608,940 | |||||||||||||||
822582AF9 | SHELL INTL FINAN CORP BND | 3/21/2014 | 1,000,000 | 1,023,187 | 1,042,934 | |||||||||||||||
822582AG7 | SHELL INTL FINAN SENIOR CORP BND | 9/22/2011 | 1,250,000 | 1,249,957 | 1,253,319 | |||||||||||||||
826502AA4 | SRFC ABS_07-1A A1 144A | 3/20/2019 | 759,860 | 659,427 | 733,873 | |||||||||||||||
82651AAA5 | SRFC ABS_07-2AA1 144A | 9/20/2019 | 1,919,976 | 1,659,117 | 1,741,610 | |||||||||||||||
82651CAA1 | SRFC ABS 09-1A A1 144A | 12/22/2025 | 1,750,609 | 1,750,460 | 1,818,672 | |||||||||||||||
82651KAA3 | SRFC ABS 09-2A 144A | 8/20/2026 | 5,090,645 | 5,090,117 | 5,082,754 | |||||||||||||||
828807BZ9 | SIMON PROPERTY GROUP L.P. CORP BND | 5/30/2018 | 4,000,000 | 2,696,398 | 3,995,331 | |||||||||||||||
828807CB1 | SIMON PROPERTY GROUP L.P. SENIOR CORP BND | 5/15/2014 | 17,675,000 | 18,500,934 | 18,845,656 | |||||||||||||||
832110AK6 | SMITH INTERNATIONAL INC. CORP BND | 3/15/2014 | 2,000,000 | 1,994,269 | 2,309,281 | |||||||||||||||
833034AC5 | SNAP-ON INCORPORATED CORP BND | 8/15/2011 | 1,400,000 | 1,435,378 | 1,484,280 | |||||||||||||||
833656AD3 | SOCIETE FINANCEMENT DE L ECONO CORP BND 144A | 10/29/2010 | 18,000,000 | 18,008,776 | 18,082,800 | |||||||||||||||
833656AE1 | SOCIETE FINANCEMENT DE L ECONO CORP BND 144A | 5/5/2014 | 40,000,000 | 40,173,727 | 40,809,998 | |||||||||||||||
837562KS5 | SOUTH DAKOTA ST UNIV MUNI BND REV | 4/1/2020 | 1,545,000 | 1,457,350 | 1,606,275 | |||||||||||||||
842434CA8 | SOUTHERN CALIFORNIA GAS CO CORP BND | 10/1/2012 | 700,000 | 680,275 | 751,103 | |||||||||||||||
842587CE5 | SOUTHERN COMPANY CORP BND | 5/15/2014 | 13,675,000 | 13,686,599 | 14,092,980 | |||||||||||||||
846042AA7 | SOVEREIGN BANK — GTD CORP BND GOVT GUAR | 1/17/2012 | 2,000,000 | 1,998,737 | 2,053,460 | |||||||||||||||
855030AJ1 | STAPLES INC. CORP BND | 1/15/2014 | 2,000,000 | 2,042,022 | 2,430,000 | |||||||||||||||
857477AE3 | STATE STREET CORPORATION CORP BND | 5/30/2014 | 1,750,000 | 1,748,538 | 1,814,653 | |||||||||||||||
85771SAA4 | STATOIL ASA CORP BND | 4/15/2019 | 6,000,000 | 6,056,655 | 6,365,310 | |||||||||||||||
85771SAB2 | STATOIL ASA CORP BND | 4/15/2014 | 16,000,000 | 15,994,071 | 16,610,520 | |||||||||||||||
863579J90 | SARM CMO SARM 05-22 1A4 | 12/25/2035 | 9,945,000 | 3,046,229 | 3,248,803 | |||||||||||||||
863579KY3 | SARM WHOLE CMO 05-1 | 2/25/2035 | 2,957,552 | 2,744,167 | 1,889,284 | |||||||||||||||
86359A5B5 | SASC CMO 03-34A 3A3 | 11/25/2033 | 417,533 | 306,445 | 342,377 | |||||||||||||||
86359AH71 | SASC CMO 03-24A 1A3 | 7/25/2033 | 629,287 | 484,575 | 532,125 | |||||||||||||||
86359BGD7 | STRUCTURED ASSET SEC CORP WHOLE CMO 04-1 | 2/25/2034 | 196,368 | 189,009 | 153,756 | |||||||||||||||
86359BVE8 | STRUCTURED ASSET SEC CORP WHOLE CMO 04-6 | 6/25/2034 | 10,931,677 | 10,415,862 | 9,127,950 | |||||||||||||||
86359LQM4 | SAMI_06-AR1 CMO_05-AR7 4A1 | 3/25/2046 | 4,509,984 | 2,283,972 | 2,614,804 | |||||||||||||||
86364RAA7 | SAMI_07-AR6 WHOLE CMO 07-AR6 A1 | 8/25/2047 | 17,471,798 | 7,077,234 | 9,478,450 | |||||||||||||||
864784BK8 | SUFFOLK CNTY N Y WTR AUTH WTRW MUNI BND REV | 6/1/2035 | 500,000 | 485,303 | 468,250 | |||||||||||||||
86787ARV9 | SUNTRUST BK ATLANTA GA CORP BND | 1/29/2010 | 1,190,000 | 1,190,000 | 1,190,000 | |||||||||||||||
86959LAA1 | SVENSKA HANDELSBANKEN AB CORP BND 144A | 6/10/2014 | 4,000,000 | 3,990,213 | 4,141,600 | |||||||||||||||
87244EAA0 | TIAA GLOBAL MARKETS CORP BND 144A | 1/12/2011 | 10,250,000 | 10,248,679 | 10,565,661 | |||||||||||||||
87244EAC6 | TIAA GLOBAL MARKETS CORP BND 144A | 10/10/2012 | 3,000,000 | 3,168,304 | 3,219,050 | |||||||||||||||
87938WAJ2 | TLEFONICA EMISNS CORP BND | 1/15/2015 | 37,130,000 | 39,635,413 | 39,346,656 | |||||||||||||||
880557WZ2 | TENNESSEE ST SCH BD AUTH MUNI BND REV | 5/1/2013 | 400,000 | 403,219 | 406,832 | |||||||||||||||
880591DT6 | TENNESSEE VALLEY AUTHORITY AGENCY BND | 5/23/2012 | 22,679,000 | 23,419,943 | 25,428,602 | |||||||||||||||
88283LCS3 | TEXAS TRANSN COMMN ST HWY FD MUNI BND REV | 4/1/2022 | 2,000,000 | 1,884,174 | 2,171,080 | |||||||||||||||
88522AAC5 | THORNBURG MORTGAGE SECURITIES CMO 06-4 A2B | 7/25/2036 | 10,728,980 | 9,919,048 | 10,353,466 | |||||||||||||||
88732JAR9 | TIME WARNER CABLE INC CORP BND | 4/1/2014 | 1,500,000 | 1,740,921 | 1,722,708 | |||||||||||||||
88732JAS7 | TIME WARNER CABLE INC CORP BND | 4/1/2019 | 10,250,000 | 10,605,037 | 12,195,451 | |||||||||||||||
8935268Y2 | TRANSCANADA PIPELINES LIMITED CORP BND | 1/15/2019 | 4,000,000 | 4,566,398 | 4,678,004 | |||||||||||||||
893526CC5 | TRANSCANADA PIPELINES LIMITED CORP BND | 5/15/2012 | 11,675,000 | 12,608,819 | 13,278,569 | |||||||||||||||
89352HAA7 | TRANS-CANADA PIPELINES CORP BND | 6/15/2013 | 1,800,000 | 1,580,997 | 1,850,231 | |||||||||||||||
90331HKP7 | U.S. BANK NATIONAL ASSOCIATION CORP BND | 10/30/2014 | 2,750,000 | 2,775,334 | 2,926,796 | |||||||||||||||
90345AAA0 | US CENTRAL CREDIT UNION — (LT) CORP BND 144A GUAR | 10/19/2011 | 27,200,000 | 27,187,178 | 27,173,344 | |||||||||||||||
90345AAC6 | US CENTRAL CREDIT UNION — (LT) CORP BND 144A | 10/19/2012 | 15,500,000 | 15,490,736 | 15,491,010 | |||||||||||||||
90466GAB8 | UNICREDITO LUXEM FIN CORP BND 144A | 1/13/2017 | 21,750,000 | 21,750,000 | 20,593,582 | |||||||||||||||
904764AG2 | UNILEVER CAPITAL CORP CORP BND | 11/1/2010 | 1,500,000 | 1,530,168 | 1,579,367 | |||||||||||||||
904764AJ6 | UNILEVER CAPITAL CORP CORP BND | 2/15/2014 | 28,000,000 | 27,969,211 | 28,764,606 | |||||||||||||||
907818CV8 | UNION PACIFIC CO CORP BND | 1/15/2015 | 1,150,000 | 1,157,859 | 1,198,631 | |||||||||||||||
911312AL0 | UNITED PARCEL SERVICE INC CORP BND | 4/1/2014 | 3,450,000 | 3,443,448 | 3,584,720 | |||||||||||||||
91159HGR5 | US BANCORP CORP BND | 5/15/2014 | 3,700,000 | 3,745,244 | 3,835,789 | |||||||||||||||
91160HAA5 | US BANCORP — (LT) GTD CORP BND | 3/13/2012 | 4,100,000 | 4,099,637 | 4,164,944 | |||||||||||||||
912810DW5 | UNITED STATES TREASURY GOVT BND | 5/15/2016 | 310,000 | 368,993 | 383,951 | |||||||||||||||
912810EZ7 | UNITED STATES TREASURY GOVT BND | 2/15/2027 | 2,475,000 | 3,062,343 | 3,089,543 | |||||||||||||||
912810FS2 | UNITED STATES TREASURY GOVT IBND TIPS | 1/15/2026 | 4,000,000 | 3,732,252 | 4,382,599 | |||||||||||||||
912810FT0 | UNITED STATES TREASURY GOVT BND | 2/15/2036 | 8,000,000 | 7,782,604 | 7,884,560 | |||||||||||||||
912810PS1 | UNITED STATES TREASURY GOVT IBND TIPS | 1/15/2027 | 6,900,000 | 7,276,750 | 7,787,134 | |||||||||||||||
9128275Z1 | UNITED STATES TREASURY GOVT BND | 2/15/2010 | 1,550,000 | 1,556,224 | 1,561,300 | |||||||||||||||
9128277L0 | UNITED STATES TREASURY GOVT BND | 2/15/2012 | 1,155,000 | 1,209,648 | 1,243,115 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
912828AJ9 | UNITED STATES TREASURY GOVT BND | 8/15/2012 | 500,000 | 515,479 | 537,950 | |||||||||||||||
912828AP5 | UNITED STATES TREASURY GOVT BND | 11/15/2012 | 2,465,000 | 2,618,372 | 2,633,434 | |||||||||||||||
912828BA7 | UNITED STATES TREASURY GOVT BND | 5/15/2013 | 7,565,000 | 8,066,188 | 8,008,990 | |||||||||||||||
912828BR0 | UNITED STATES TREASURY GOVT BND | 11/15/2013 | 335,000 | 352,650 | 362,045 | |||||||||||||||
912828CA6 | UNITED STATES TREASURY GOVT BND | 2/15/2014 | 990,000 | 1,071,864 | 1,058,498 | |||||||||||||||
912828CP3 | UNITED STATES TREASURY GOVT IBND TIPS | 7/15/2014 | 11,000,000 | 10,836,060 | 13,380,092 | |||||||||||||||
912828CT5 | UNITED STATES TREASURY GOVT BND | 8/15/2014 | 16,440,000 | 16,057,884 | 17,743,855 | |||||||||||||||
912828DG2 | UNITED STATES TREASURY GOVT BND | 1/15/2010 | 50,000 | 49,983 | 50,054 | |||||||||||||||
912828DM9 | UNITED STATES TREASURY GOVT BND | 2/15/2015 | 6,955,000 | 7,594,873 | 7,394,069 | |||||||||||||||
912828DV9 | UNITED STATES TREASURY GOVT BND | 5/15/2015 | 4,000,000 | 4,415,791 | 4,265,800 | |||||||||||||||
912828EA4 | UNITED STATES TREASURY GOVT IBND TIPS | 7/15/2015 | 5,800,000 | 6,313,899 | 6,796,599 | |||||||||||||||
912828EE6 | UNITED STATES TREASURY GOVT BND | 8/15/2015 | 1,000,000 | 1,112,682 | 1,070,620 | |||||||||||||||
912828EM8 | UNITED STATES TREASURY GOVT BND | 11/15/2010 | 1,700,000 | 1,699,730 | 1,759,024 | |||||||||||||||
912828EN6 | UNITED STATES TREASURY GOVT BND | 11/15/2015 | 250,000 | 292,490 | 270,758 | |||||||||||||||
912828EW6 | UNITED STATES TREASURY GOVT BND | 2/15/2016 | 1,000,000 | 1,128,000 | 1,079,210 | |||||||||||||||
912828FA3 | UNITED STATES TREASURY GOVT BND | 3/31/2011 | 1,090,000 | 1,142,524 | 1,143,029 | |||||||||||||||
912828FN5 | UNITED STATES TREASURY GOVT BND | 7/31/2011 | 4,500,000 | 4,712,512 | 4,779,090 | |||||||||||||||
912828FY1 | UNITED STATES TREASURY GOVT BND | 11/15/2016 | 5,235,000 | 5,542,560 | 5,665,474 | |||||||||||||||
912828GA2 | UNITED STATES TREASURY GOVT BND | 11/30/2011 | 1,050,000 | 1,115,962 | 1,118,082 | |||||||||||||||
912828GC8 | UNITED STATES TREASURY GOVT BND | 12/31/2011 | 500,000 | 525,365 | 534,345 | |||||||||||||||
912828GM6 | UNITED STATES TREASURY GOVT BND | 3/31/2012 | 1,025,000 | 1,097,898 | 1,097,529 | |||||||||||||||
912828HA1 | UNITED STATES TREASURY GOVT BND | 8/15/2017 | 9,000,000 | 9,519,147 | 9,765,179 | |||||||||||||||
912828HC7 | UNITED STATES TREASURY GOVT BND | 8/31/2012 | 1,000,000 | 1,073,393 | 1,069,380 | |||||||||||||||
912828HH6 | UNITED STATES TREASURY GOVT BND | 11/15/2017 | 64,200,000 | 64,958,338 | 67,289,949 | |||||||||||||||
912828HN3 | UNITED STATES TREASURY GOVT IBND TIPS | 1/15/2018 | 3,000,000 | 3,087,789 | 3,170,647 | |||||||||||||||
912828HT0 | UNITED STATES TREASURY GOVT BND | 2/28/2013 | 5,000,000 | 5,193,150 | 5,152,100 | |||||||||||||||
912828HY9 | UNITED STATES TREASURY GOVT BND | 4/30/2013 | 1,200,000 | 1,258,578 | 1,250,028 | |||||||||||||||
912828JF8 | UNITED STATES TREASURY GOVT BND | 7/31/2010 | 5,000,000 | 5,035,953 | 5,072,350 | |||||||||||||||
912828JK7 | UNITED STATES TREASURY GOVT BND | 8/31/2013 | 1,525,000 | 1,599,171 | 1,584,978 | |||||||||||||||
912828JQ4 | UNITED STATES TREASURY GOVT BND | 10/31/2013 | 1,500,000 | 1,499,420 | 1,536,330 | |||||||||||||||
912828JX9 | UNITED STATES TREASURY GOVT IBND | 1/15/2019 | 1,000,000 | 1,078,193 | 1,068,390 | |||||||||||||||
912828JZ4 | UNITED STATES TREASURY GOVT BND | 1/31/2014 | 6,000,000 | 5,973,838 | 5,887,020 | |||||||||||||||
912828KN9 | UNITED STATES TREASURY GOVT BND | 4/30/2014 | 750,000 | 745,995 | 734,730 | |||||||||||||||
912828KY5 | UNITED STATES TREASURY GOVT BND | 6/30/2014 | 191,995,000 | 193,670,525 | 193,458,004 | |||||||||||||||
912828LJ7 | UNITED STATES TREASURY GOVT BND | 8/15/2019 | 340,000 | 351,288 | 334,285 | |||||||||||||||
912828LL2 | UNITED STATES TREASURY GOVT BND | 8/31/2016 | 17,200,000 | 17,210,750 | 16,922,220 | |||||||||||||||
912828LP3 | UNITED STATES TREASURY GOVT BND | 9/30/2016 | 10,000,000 | 10,084,822 | 9,816,600 | |||||||||||||||
912828LQ1 | UNITED STATES TREASURY GOVT BND | 9/30/2014 | 1,700,000 | 1,699,954 | 1,685,771 | |||||||||||||||
912828LZ1 | UNITED STATES TREASURY GOVT BND | 11/30/2014 | 150,000,000 | 148,920,535 | 146,454,003 | |||||||||||||||
912828MA5 | UNITED STATES TREASURY GOVT BND | 11/30/2016 | 122,000,000 | 120,181,872 | 117,520,313 | |||||||||||||||
912828MB3 | UNITED STATES TREASURY GOVT BND | 12/15/2012 | 62,000,000 | 61,133,307 | 60,997,462 | |||||||||||||||
912828ME7 | UNITED STATES TREASURY GOVT BND | 12/31/2014 | 10,000,000 | 10,001,627 | 9,972,300 | |||||||||||||||
912828ML1 | UNITED STATES TREASURY GOVT BND | 12/31/2011 | 25,000,000 | 24,970,185 | 24,929,751 | |||||||||||||||
912828MM9 | UNITED STATES TREASURY GOVT BND | 11/30/2011 | 27,600,000 | 27,603,646 | 27,420,875 | |||||||||||||||
912833JY7 | UNITED STATES TREASURY PO | 5/15/2012 | 600,000 | 543,349 | 582,930 | |||||||||||||||
913017BC2 | UNITED TECHNOLOGIES CORP CORP BND | 11/15/2010 | 1,000,000 | 1,021,171 | 1,054,703 | |||||||||||||||
914119HX3 | UNIVERSITY CINCINNATI OHIO MUNI BND REV | 6/1/2018 | 2,015,000 | 1,943,797 | 2,153,269 | |||||||||||||||
914437PF9 | UNIVERSITY MASS BLDGAUTH MUNI BND REV | 11/1/2019 | 1,530,000 | 1,457,974 | 1,628,471 | |||||||||||||||
915506KJ7 | UPPER ARLINGTON OHIO CITY SCH MUNI BND GO | 12/1/2021 | 1,250,000 | 1,179,876 | 1,339,325 | |||||||||||||||
92343VAN4 | VERIZON COMMUNICATIONS INC. SENIOR CORP BND | 4/15/2013 | 4,000,000 | 3,913,913 | 4,326,504 | |||||||||||||||
92344SAJ9 | CELLCO PARTNERSHIP/VERIZON WIR CORP BND | 11/15/2013 | 4,550,000 | 4,875,359 | 5,238,024 | |||||||||||||||
92344SAN0 | CELLCO PARTNERSHIP/VERIZON WIR CORP BND | 2/1/2012 | 3,750,000 | 3,829,323 | 3,997,901 | |||||||||||||||
92344SAP5 | CELLCO PARTNERSHIP/VERIZON WIR CORP BND | 2/1/2014 | 6,150,000 | 6,117,179 | 6,701,114 | |||||||||||||||
92344SAT7 | CELLCO PARTNERSHIP/VERIZON WIR CORP BND | 5/20/2011 | 33,275,000 | 33,257,037 | 34,323,960 | |||||||||||||||
92553PAE2 | VIACOM INC SENIOR CORP BND | 9/15/2014 | 1,500,000 | 1,509,219 | 1,540,579 | |||||||||||||||
927749DT5 | VIRGINIA BEACH VA MUNI BND REV | 10/1/2019 | 1,735,000 | 1,692,523 | 1,876,437 | |||||||||||||||
92817LEM1 | VIRGINIA ST RES AUTH CLEAN WTR MUNI BND REV | 10/1/2010 | 2,000,000 | 2,031,063 | 2,071,900 | |||||||||||||||
92817LFB4 | VIRGINIA ST RES AUTH CLEAN WTR MUNI BND REV | 10/1/2020 | 2,500,000 | 2,550,793 | 3,029,550 | |||||||||||||||
92857WAP5 | VODAFONE GROUP PLC CORP BND | 2/27/2017 | 25,000,000 | 27,073,305 | 26,794,428 | |||||||||||||||
92867AAD8 | VALET ABS 07-1 A4 | 7/22/2013 | 126,758 | 126,758 | 126,422 | |||||||||||||||
92922F4M7 | WASHINGTON MUTUAL CMO 2005-AR13 A1A1 | 10/25/2045 | 1,422,472 | 785,785 | 833,995 | |||||||||||||||
92922F4P0 | WAMU CMO_05-AR13 A1A3 | 10/25/2045 | 7,004,830 | 3,786,422 | 4,233,019 | |||||||||||||||
92922F7P7 | WASHINGTON MUTUAL CMO 2005-AR17 A1A1 | 12/25/2045 | 10,078,602 | 5,971,150 | 6,349,519 | |||||||||||||||
92922FB49 | WASHINGTON MUTUAL CMO 04-A13-A1A | 11/25/2034 | 468,998 | 255,074 | 319,506 | |||||||||||||||
92922FR75 | WASHINGTON MUTUAL CMO 2005-AR8 2A1A | 7/25/2045 | 6,781,209 | 5,172,073 | 4,727,884 | |||||||||||||||
92922FZF8 | WAMU_04-A12 CMO 2004-A12 A2A | 10/25/2044 | 8,722,486 | 4,896,913 | 3,088,305 | |||||||||||||||
92925DAB6 | WAMU CMO_06-AR17 1A1A | 12/25/2046 | 4,156,475 | 1,966,301 | 2,308,506 |
Allied World Assurance Company Holdings, Ltd. Fixed Income Securities Listing as of December 31, 2009 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||||
92927BAA0 | WAMU07-OA6 CMO 07-OA6 1A | 7/25/2047 | 24,226,780 | 11,882,509 | 12,380,030 | |||||||||||||||
92933WAA6 | WEA FINANCE LLC/WT FINANCE AUS CORP BND 144A | 9/2/2015 | 3,000,000 | 2,972,216 | 3,179,281 | |||||||||||||||
9297664Q3 | WBCMT CMBS 05_C20 A7 | 7/15/2042 | 500,000 | 471,456 | 483,050 | |||||||||||||||
9297667G2 | WACHOVIA BANK COMM MTG TR SENIOR CMBS 05-C21 | 10/15/2044 | 26,000,000 | 25,886,787 | 25,876,323 | |||||||||||||||
92976WBE5 | WACHOVIA CORPORATION CORP BND | 7/26/2010 | 1,046,000 | 1,046,000 | 1,046,481 | |||||||||||||||
92976WBJ4 | WACHOVIA CORPORATION SENIOR CORP BND | 5/1/2013 | 5,000,000 | 5,328,023 | 5,313,234 | |||||||||||||||
929903DT6 | WACHOVIA CORPORATION CORP BND | 6/15/2017 | 65,300,000 | 68,022,065 | 68,141,989 | |||||||||||||||
931142CN1 | WAL-MART STORES INC CORP BND | 2/3/2014 | 4,000,000 | 3,984,787 | 4,032,025 | |||||||||||||||
931142CQ4 | WAL-MART STORES INC CORP BND | 5/15/2014 | 29,800,000 | 29,796,464 | 30,297,655 | |||||||||||||||
93363RAA4 | EAST PACES FERRY LLC CMO 06-AR13_1A | 10/25/2046 | 9,988,726 | 5,205,821 | 5,381,926 | |||||||||||||||
938234MJ7 | WASHINGTON CNTY ORE MUNI BND GO | 6/1/2020 | 1,035,000 | 990,080 | 1,139,628 | |||||||||||||||
93936RAA2 | WAL CMO_07-OA5 A1A | 5/25/2047 | 9,689,293 | 4,709,770 | 4,671,208 | |||||||||||||||
93974A7Q1 | WASHINGTON STATE MUNI BND GO | 1/1/2020 | 2,000,000 | 1,913,537 | 2,159,360 | |||||||||||||||
940773U28 | WASHOE CNTY NEV MUNI BND GO | 7/1/2023 | 3,000,000 | 3,000,000 | 3,000,000 | |||||||||||||||
949744AA4 | WELLS FARGO & COMPANY — GTD CORP BND GOVT GUAR | 12/9/2011 | 2,000,000 | 1,997,660 | 2,063,400 | |||||||||||||||
949746NJ6 | WELLS FARGO & COMPANY CORP BND | 8/26/2011 | 6,000,000 | 6,007,043 | 6,330,848 | |||||||||||||||
94974BBT6 | WELLS FARGO & COMPANY SENIOR CORP BND | 3/22/2010 | 1,439,000 | 1,439,000 | 1,439,000 | |||||||||||||||
94974BEJ5 | WELLS FARGO & COMPANY CORP BND | 6/18/2010 | 2,119,000 | 2,119,000 | 2,118,916 | |||||||||||||||
94974BEP1 | WELLS FARGO & COMPANY CORP BND | 1/24/2011 | 1,177,000 | 1,175,817 | 1,180,001 | |||||||||||||||
94974BET3 | WELLS FARGO & COMPANY CORP BND | 10/1/2014 | 1,750,000 | 1,750,030 | 1,746,824 | |||||||||||||||
949781AA6 | WFMBS WHOLE CMO 05-AR1 | 2/25/2035 | 4,417,476 | 4,363,359 | 3,799,030 | |||||||||||||||
94981QAA6 | WFMBS WHOLE CMO 05-AR16 | 10/25/2035 | 696,077 | 569,353 | 649,370 | |||||||||||||||
94982BAG5 | WFMBS WHOLE CMO 05-AR8 3A2 | 6/25/2035 | 6,793,508 | 6,878,441 | 6,313,207 | |||||||||||||||
961214BH5 | WESTPAC BANKING SENIOR CORP BND | 2/27/2015 | 42,775,000 | 42,733,830 | 43,385,025 | |||||||||||||||
967338KS2 | WICHITA KANS MUNI BND REV | 10/1/2010 | 2,000,000 | 2,026,929 | 2,060,920 | |||||||||||||||
971567KU5 | WILMINGTON DEL MUNI BND GO | 6/1/2017 | 1,000,000 | 998,900 | 1,151,380 | |||||||||||||||
983024AA8 | WYETH CORP BND | 3/15/2013 | 5,000,000 | 5,348,887 | 5,420,343 | |||||||||||||||
98385XAT3 | XTO ENERGY INC. CORP BND | 12/15/2018 | 18,375,000 | 18,334,163 | 20,997,719 | |||||||||||||||
98458PAB1 | YALE UNIVERSITY MUNI BND | 10/15/2014 | 1,400,000 | 1,397,209 | 1,391,246 | |||||||||||||||
D20658NG7 | DEUTSCHE BUNDESREPUBLIK GOVT BND | 1/4/2010 | 12,280,000 | 15,792,179 | 17,618,730 | |||||||||||||||
D20658YB6 | GOVERNMENT OF GERMANY GOVT BND | 7/4/2014 | 5,600,000 | 9,046,155 | 8,658,085 | |||||||||||||||
D4085B7F2 | KREDITANSTALT FUER WIDERAUFBAU CORP BND | 5/28/2013 | 42,000,000 | 42,385,782 | 42,288,122 | |||||||||||||||
G0501WAD8 | ARRAN ABS 05-B A1 | 12/15/2012 | 240,000 | 240,000 | 235,128 | |||||||||||||||
G92444AB7 | UK CONV GILT GOVT BND | 3/7/2011 | 1,750,000 | 3,388,513 | 2,939,875 | |||||||||||||||
G92450NU8 | UNITED KINGDOM GOVT BND | 9/7/2014 | 8,950,000 | 16,378,966 | 15,846,168 | |||||||||||||||
U45818RF7 | INTER-AMERICAN DEV BK SENIOR CORP BND EMTN | 3/24/2015 | 23,000,000 | 19,112,887 | 20,664,120 | |||||||||||||||
U45942EV4 | INTERNATIONAL FINANCE CO SENIOR CORP BND MTN | 5/20/2011 | 5,500,000 | 5,532,742 | 5,830,110 | |||||||||||||||
V05973JU3 | AFRICAN DEVELOPMENT BANK SENIOR CORP BND MTN | 2/27/2014 | 20,000,000 | 16,432,356 | 18,289,259 | |||||||||||||||
W5194CEC3 | KOMMUNINVEST CORP BND | 7/3/2012 | 50,000,000 | 54,528,573 | 54,178,002 | |||||||||||||||
Y0338TDY5 | ASIAN DEVELOPMENT BANK CORP BND MTN | 12/10/2014 | 10,000,000 | 8,218,091 | 8,984,690 | |||||||||||||||
Y0338TGD8 | ASIAN DEVELOPMENT BANK SENIOR CORP BND MTN | 5/22/2015 | 27,700,000 | 22,377,220 | 24,167,143 | |||||||||||||||
Grand Total | 7,133,352,730 | 6,792,563,963 | 6,971,394,435 | |||||||||||||||||