Exhibit 99.3
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
000780ET9 | AMAC CMO_03-5 2A3 | 4/25/2018 | 984,570 | 957,345 | 942,036 | |||||||||||||
00083VAA9 | ACASC_07-1 ABS 07-1-A1 | 4/20/2021 | 6,750,000 | 5,890,724 | 5,889,375 | |||||||||||||
00206RAR3 | AT&T INC CORP BND | 2/15/2019 | 22,000,000 | 23,801,494 | 23,433,307 | |||||||||||||
00209AAE6 | AT&T WIRELESS SERVICES INC CORP BND | 3/1/2011 | 13,012,000 | 13,319,563 | 13,798,037 | |||||||||||||
00209AAG1 | NEW CINGULAR WIRELESS SERVICES CORP BND | 5/1/2012 | 13,425,000 | 14,423,315 | 15,145,663 | |||||||||||||
00279VCA1 | ABBEY NATIONAL TREASURY SERVIC CORP BND 144A | 11/10/2014 | 3,750,000 | 3,749,199 | 3,728,595 | |||||||||||||
002824AS9 | ABBOTT LABORATORIES CORP BND | 5/15/2011 | 1,200,000 | 1,209,664 | 1,261,767 | |||||||||||||
00432CAZ4 | AGSL_03-1 ABS 03-1-2003-1 | 12/26/2035 | 4,100,000 | 3,695,125 | 3,695,125 | |||||||||||||
00432CBB6 | AGSL_03-1 ABS_03-1-2003-1 | 12/26/2035 | 3,600,000 | 3,208,500 | 3,208,500 | |||||||||||||
00432CBP5 | AGSL_03-1 ABS_04-1-2004-1 | 12/27/2032 | 5,350,000 | 4,661,188 | 4,661,188 | |||||||||||||
00448MAA9 | ACHMEA HYPOTHEEKBANK N.V. - LT CORP BND 144A | 11/3/2014 | 38,000,000 | 37,882,493 | 38,550,619 | |||||||||||||
008684AA0 | AHMA CMO 06-6 A1A | 12/25/2046 | 11,818,537 | 4,838,389 | 6,074,989 | |||||||||||||
013051DA2 | ALBERTA PROVINCE OF LOCAL BND | 12/1/2014 | 950,000 | 926,939 | 925,976 | |||||||||||||
01F042640 | FNMA TBA 30 YR | 4/1/2036 | 22,000,000 | 22,055,430 | 22,048,125 | |||||||||||||
01F060659 | FNMA TBA 30 YR | 5/1/2033 | 70,000,000 | 74,870,781 | 74,653,906 | |||||||||||||
01F062655 | FNMA TBA 30 YR | 5/1/2033 | 36,000,000 | 37,379,844 | 38,880,000 | |||||||||||||
01F062663 | FNMA TBA 30 YR | 6/1/2033 | 10,000,000 | 10,662,500 | 10,764,063 | |||||||||||||
01N042641 | GNMA TBA MBS | 4/1/2039 | (1,000,000 | ) | (1,008,594 | ) | (1,011,563 | ) | ||||||||||
020039DB6 | ALLTEL CORPORATION NT | 7/1/2012 | 29,225,000 | 29,717,145 | 32,542,403 | |||||||||||||
021087QU8 | ALPINE UTAH SCH DIST MUNI BND GO | 3/15/2011 | 4,775,000 | 4,804,649 | 4,936,873 | |||||||||||||
02580EBS1 | AMER EXPRESS BK CORP BND | 4/26/2010 | 320,000 | 320,000 | 319,984 | |||||||||||||
02580ECN1 | AMERICAN EXPRESS BANK FSB CORP BND BKNT | 4/16/2013 | 1,500,000 | 1,491,254 | 1,595,623 | |||||||||||||
0258M0BX6 | AMERICAN EXPRESS CREDIT CO CORP BND | 12/2/2010 | 73,000 | 73,000 | 72,966 | |||||||||||||
02660BAA0 | AHMA_07-1 CMO 07-1 A1 | 2/25/2047 | 10,126,936 | 4,911,564 | 4,822,447 | |||||||||||||
02660UAE0 | AHMA_06-3 WHOLE CMO 06-3 2A11 | 10/25/2046 | 11,731,904 | 5,017,619 | 6,311,764 | |||||||||||||
02666QF32 | AMERICAN HONDA FINANCE CORP BND 144A | 3/18/2013 | 2,150,000 | 2,149,151 | 2,155,800 | |||||||||||||
02666QXM0 | AMERICAN HONDA FINANCE CORP BND 144A | 12/15/2010 | 1,250,000 | 1,240,631 | 1,282,173 | |||||||||||||
02R060647 | FHLMC TBA 30 YR | 4/1/2033 | 5,000,000 | 5,349,805 | 5,367,188 | |||||||||||||
034863AA8 | ANGLO AMERICAN CAPITAL PLC CORP BND 144A | 4/8/2014 | 6,980,000 | 7,863,206 | 8,365,627 | |||||||||||||
035229CE1 | ANHEUSER-BUSCH CORP BND | 3/15/2012 | 1,600,000 | 1,584,869 | 1,767,047 | |||||||||||||
038461AC3 | AID-EGYPT GOVT BND | 9/15/2015 | 25,000,000 | 26,247,617 | 26,574,217 | |||||||||||||
04010HAB8 | ARES CLO FUNDS ARES ABS 05-10A A2 144A | 9/18/2017 | 9,862,007 | 8,945,387 | 9,109,467 | |||||||||||||
04010HAC6 | ARES_05-10A ABS 05-10A A3 144A | 9/18/2017 | 24,580,000 | 22,313,680 | 22,704,374 | |||||||||||||
04011XAB2 | ARES ABS 06-5RA AS 144A | 2/24/2018 | 21,390,634 | 19,252,514 | 19,791,834 | |||||||||||||
04011XAC0 | ARES ABS 06-5RA A3 144A | 2/24/2018 | 22,849,087 | 20,491,884 | 21,141,277 | |||||||||||||
04057PFH6 | ARIZONA SCH FACS BRD CTFS PART MUNI BND REV | 9/1/2019 | 1,775,000 | 1,695,180 | 1,871,844 | |||||||||||||
040654MP7 | ARIZONA ST TRANSN BRD MUNI BND REV | 7/1/2020 | 500,000 | 481,362 | 546,960 | |||||||||||||
040654NY7 | ARIZONA ST TRANSN BRD MUNI BND REV | 7/1/2021 | 1,500,000 | 1,423,188 | 1,619,985 | |||||||||||||
040688GV9 | ARIZONA WTR INFRASTRUCTURE FIN MUNI BND REV | 10/1/2021 | 1,000,000 | 953,041 | 1,096,150 | |||||||||||||
042423AA1 | ARMST ABS 08-1A A 144A | 8/1/2016 | 9,934,262 | 9,517,226 | 9,663,802 | |||||||||||||
04271AAA9 | ARRMF ABS 07-3A A1B 144A | 9/16/2036 | 79,521 | 79,521 | 79,235 | |||||||||||||
04271AAB7 | ARRMF ABS 07-3A A2B 144A | 9/16/2056 | 719,000 | 719,000 | 699,587 | |||||||||||||
044074BZ4 | ASHEVILLE N C MUNI BND REV | 8/1/2019 | 2,000,000 | 1,946,884 | 2,163,520 | |||||||||||||
05348EAM1 | AVALONBAY COMMUNITIES INC SENIOR CORP BND | 3/15/2017 | 1,500,000 | 1,510,834 | 1,581,135 | |||||||||||||
053611AC3 | AVERY DENNISON CORP CORP BND | 1/15/2013 | 1,500,000 | 1,449,564 | 1,551,039 | |||||||||||||
054303AS1 | AVON PRODUCTS INC CORP BND | 1/15/2011 | 1,700,000 | 1,686,337 | 1,759,500 | |||||||||||||
05522RAR9 | BACCT ABS_06-A16 A16 | 5/15/2013 | 12,000,000 | 11,936,756 | 12,338,144 | |||||||||||||
05522RBS6 | BACCT ABS 08-A1 A1 | 4/15/2013 | 1,701,000 | 1,701,000 | 1,702,191 | |||||||||||||
055451AG3 | BHP BILLITON FINANCE (USA) LTD CORP BND | 4/1/2014 | 3,000,000 | 2,991,825 | 3,306,761 | |||||||||||||
05565QBH0 | BP CAPITAL MARKETS PLC CORP BND | 3/10/2015 | 3,000,000 | 3,049,500 | 3,113,936 | |||||||||||||
05565QBL1 | BP CAPITAL MARKETS PLC CORP BND | 5/8/2014 | 9,000,000 | 8,988,808 | 9,341,999 | |||||||||||||
058508AN2 | BALL ST UNIV IND MUNI BND REV | 7/1/2018 | 1,900,000 | 1,877,709 | 2,053,805 | |||||||||||||
059469AA4 | BOAA CMO_06-7 A1 | 10/25/2036 | 208,864 | 207,735 | 208,248 | |||||||||||||
05947UDP0 | BAFU CMBS_01-3 A2 | 4/11/2037 | 396,047 | 396,370 | 410,940 | |||||||||||||
05948X6X4 | BANK OF AMERICA MTG SEC CMO 04-5 3A2 | 6/25/2019 | 7,401,328 | 7,440,622 | 7,509,388 | |||||||||||||
05951KAX1 | BAFC CMO_06-7-T2A1 | 10/25/2036 | 600,594 | 374,581 | 374,410 | |||||||||||||
05954DAG1 | BAFC CMO 07-E 4A1 | 7/20/2047 | 7,935,533 | 4,853,323 | 5,148,985 | |||||||||||||
060505DA9 | BANK OF AMERICA CORP CORP BND | 3/15/2017 | 28,900,000 | 29,028,226 | 28,545,045 | |||||||||||||
060505DK7 | BANK OF AMERICA CORP CORP BND | 9/11/2012 | 2,625,000 | 2,629,775 | 2,788,326 | |||||||||||||
06050BAA9 | BANK OF AMERICA CORP - GTD CORP BND GOVT GUAR | 6/15/2012 | 8,200,000 | 8,197,617 | 8,525,212 | |||||||||||||
06051GDY2 | BANK OF AMERICA CORP BND | 5/15/2014 | 5,500,000 | 6,102,841 | 6,185,061 | |||||||||||||
06052FAC4 | BAAT_09-2 ABS 09-2A A3 144A | 9/15/2013 | 50,000,000 | 49,999,610 | 50,747,715 | |||||||||||||
06423AAG8 | BANK ONE CO CORP BND | 8/1/2010 | 378,000 | 381,519 | 386,727 | |||||||||||||
064255AB8 | BANK OF TOKYO-MITSUBISHI UFJ L CORP BND 144A | 1/22/2015 | 18,500,000 | 18,492,680 | 18,652,024 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
067316AA7 | BACARDI LTD CORP BND 144A | 4/1/2014 | 12,100,000 | 12,090,922 | 13,791,531 | |||||||||||||
06738CAF6 | BARCLAYS BANK PLC CAPSEC CORP BND 144A | 6/29/2049 | 16,777,000 | 12,105,852 | 16,189,805 | |||||||||||||
06739FFZ9 | BARCLAYS BANK PLC LOCAL BND | 7/10/2014 | 2,950,000 | 2,946,996 | 3,146,019 | |||||||||||||
06846NAA2 | BILL BARRETT CORP BND | 3/15/2028 | 500,000 | 494,139 | 491,850 | |||||||||||||
06849UAC9 | BARRICK (PD) AUSTRALIA FINANCE CORP BND | 1/15/2020 | 1,500,000 | 1,485,915 | 1,496,970 | |||||||||||||
071365ZL7 | BATTLE CREEK MICH MUNI BND GO | 5/1/2011 | 2,025,000 | 2,058,157 | 2,098,568 | |||||||||||||
071813AZ2 | BAXTER INTERNATIONAL INC CORP BND | 3/1/2014 | 5,400,000 | 5,387,790 | 5,646,641 | |||||||||||||
07383FXJ2 | BEAR STEARNS COMMERCIAL MORTGA CMBS 03-PWR2 A4 | 5/11/2039 | 4,000,000 | 4,137,378 | 4,188,797 | |||||||||||||
07383FXN3 | BSCMS SR CMBS 03-T12 | 8/13/2039 | 4,000,000 | 4,026,567 | 4,163,170 | |||||||||||||
07384MWF5 | BSARM WHOLE CMO 03-5 | 8/25/2033 | 187,661 | 180,191 | 162,815 | |||||||||||||
073868AA9 | BALTA_06-6 CMO 06-6 1A1 | 11/25/2036 | 19,819,198 | 7,565,470 | 8,734,598 | |||||||||||||
073928X73 | BEAR STEARNS CO INC CORP BND | 8/10/2012 | 16,625,000 | 17,499,602 | 18,520,773 | |||||||||||||
07401AAA5 | BSMF CMO_06-AR2 1A1 | 9/25/2046 | 10,815,413 | 5,228,002 | 5,735,759 | |||||||||||||
07401YAQ8 | BEAR STEARNS MORTGAGE FUNDING CMO 07-AR4 2A1 | 6/25/2037 | 24,011,137 | 12,725,822 | 13,042,850 | |||||||||||||
097014AK0 | BOEING CAPITAL CORPORATION CORP BND | 10/27/2014 | 250,000 | 249,494 | 251,997 | |||||||||||||
097023AV7 | BOEING CO CORP BND | 3/15/2014 | 1,500,000 | 1,494,633 | 1,622,083 | |||||||||||||
097023AY1 | BOEING CO SENIOR CORP BND | 2/15/2015 | 1,250,000 | 1,246,506 | 1,268,957 | |||||||||||||
097023AZ8 | BOEING CO SENIOR CORP BND | 2/15/2020 | 3,500,000 | 3,468,799 | 3,565,661 | |||||||||||||
10138MAH8 | BOTTLING GROUP LLC CORP BND | 3/15/2014 | 3,000,000 | 3,352,154 | 3,473,889 | |||||||||||||
10138MAK1 | BOTTLING GROUP LLC CORP BND | 1/15/2019 | 3,000,000 | 2,989,886 | 3,131,266 | |||||||||||||
108151UZ2 | BRIDGEPORT CONN MUNI BND GO | 7/15/2017 | 750,000 | 757,747 | 769,320 | |||||||||||||
110709FD9 | BRITISH COLUMBIA PROVINCE OF LOCAL BND | 1/9/2012 | 900,000 | 952,999 | 948,808 | |||||||||||||
12566XAK4 | CMA_07-A7 CMO_07-A7-IIA1 | 7/25/2037 | 8,136,922 | 4,800,450 | 4,759,286 | |||||||||||||
12572QAD7 | CME GROUP INC CORP BND | 2/15/2014 | 2,000,000 | 2,005,501 | 2,198,724 | |||||||||||||
12612AAC6 | CNH_09-C ABS 09-C A3 | 12/16/2013 | 1,400,000 | 1,399,978 | 1,409,119 | |||||||||||||
12612BAC4 | CNH_10-A ABS_10-A-A3 | 4/15/2015 | 1,900,000 | 1,899,723 | 1,899,715 | |||||||||||||
126175AH1 | COMM_03-LB1A SENIOR CMBS 03-LB1A 144A | 6/10/2010 | 35,604,759 | 45,962 | 92,572 | |||||||||||||
126380AB0 | CSMC CMO_06-9 2A1 | 11/25/2036 | 2,325,514 | 1,868,692 | 1,906,921 | |||||||||||||
126384AJ5 | CSMC WHOLE CMO 07-2 2A1 | 3/25/2037 | 1,454,589 | 1,314,531 | 1,297,930 | |||||||||||||
12638PBU2 | CSMC CMO_07-3 4A5 | 4/25/2037 | 1,495,197 | 1,283,086 | 1,222,473 | |||||||||||||
126650AV2 | CVS CAREMARK CORP CORP BND | 9/15/2014 | 12,160,000 | 11,980,689 | 13,019,649 | |||||||||||||
126650BH2 | CVS CAREMARK CORP CORP BND | 6/1/2017 | 2,000,000 | 1,868,555 | 2,156,200 | |||||||||||||
12667GNS8 | COUNTRYWIDE ALTERNATIVE LOAN T CMO_05-24 1A1 | 7/20/2035 | 1,092,933 | 471,200 | 481,915 | |||||||||||||
12668BPY3 | CWALT CMO 06-4CB 2A4 | 4/25/2036 | 14,638,317 | 9,217,579 | 9,184,080 | |||||||||||||
126694A32 | COUNTRYWIDE HOME LOANS WHOLE CMO 06-OA1 | 3/20/2046 | 2,105,211 | 956,112 | 1,052,816 | |||||||||||||
126694M96 | COUNTRYWIDE HOME LOANS CMO 06-OA5 2A1 | 4/25/2046 | 7,878,883 | 3,391,063 | 3,964,957 | |||||||||||||
12669E5B8 | CWHL CMO_03-50 A1 | 11/25/2018 | 1,201,293 | 1,153,525 | 1,218,832 | |||||||||||||
12669EYQ3 | COUNTRYWIDE HOME LOANS TR WHOLE CMO 03-37 | 8/25/2033 | 160,371 | 149,529 | 127,527 | |||||||||||||
126775RR8 | CABARRUS CNTY N C MUNI BND GO | 2/1/2018 | 500,000 | 499,357 | 574,100 | |||||||||||||
13063A4V3 | STATE OF CALIFORNIA MUNI BND GO | 4/1/2031 | 2,000,000 | 2,073,903 | 2,071,000 | |||||||||||||
13170FEC3 | CALYON NORTH AMERICA INC CORP BND | 6/11/2010 | 654,000 | 654,000 | 653,671 | |||||||||||||
134429AM1 | CAMPBELL SOUP COMPANY CORP BND | 2/15/2011 | 1,550,000 | 1,571,719 | 1,633,123 | |||||||||||||
135087YN8 | CANADA GOVERNMENT GOVT BND | 6/1/2013 | 4,000,000 | 4,064,621 | 4,077,759 | |||||||||||||
135087YS7 | CANADA GOVERNMENT GOVT BND | 6/1/2014 | 2,715,000 | 2,624,113 | 2,707,936 | |||||||||||||
135087YU2 | CANADA GOVERNMENT GOVT BND | 12/1/2014 | 21,860,000 | 20,058,644 | 20,797,641 | |||||||||||||
135087YW8 | CANADA GOVERNMENT GOVT BND | 9/1/2011 | 29,740,000 | 27,570,045 | 29,172,060 | |||||||||||||
135087YX6 | CANADA GOVERNMENT GOVT BND | 9/1/2012 | 35,720,000 | 33,348,527 | 35,187,831 | |||||||||||||
135087ZA5 | CANADA GOVERNMENT SENIOR CORP BND | 9/10/2014 | 900,000 | 895,373 | 900,081 | |||||||||||||
135087ZB3 | CANADA GOVERNMENT GOVT BND | 3/1/2012 | 4,000,000 | 3,909,216 | 3,925,961 | |||||||||||||
1350Z7NC4 | CANADIAN TREASURY BILL 144A | 3/31/2060 | 8,320,000 | 7,716,685 | 8,184,455 | |||||||||||||
13974CAE8 | CARAT ABS_07-2 A4A | 2/18/2014 | 12,000,000 | 11,764,748 | 12,474,720 | |||||||||||||
14312XAC5 | CARMX ABS_08-2 A3A | 10/15/2012 | 4,000,000 | 3,995,918 | 4,176,800 | |||||||||||||
14313CAC0 | CARMX_10-1 ABS 10-1-A3 | 7/15/2014 | 1,500,000 | 1,499,784 | 1,500,015 | |||||||||||||
144470AR2 | CARRIER CREEK MICH DRAIN DIST MUNI BND GO | 6/1/2022 | 1,000,000 | 921,625 | 1,072,070 | |||||||||||||
14912L4F5 | CATERPILLAR FINL SERV CORP BND | 2/17/2014 | 3,300,000 | 3,299,702 | 3,705,447 | |||||||||||||
15135UAA7 | CENOVUS ENERGY INC CORP BND 144A | 9/15/2014 | 1,350,000 | 1,348,813 | 1,402,904 | |||||||||||||
15200NAA3 | CNP ABS 09-1 A1 | 2/15/2016 | 2,500,000 | 2,499,910 | 2,472,500 | |||||||||||||
161045CG2 | CHARLOTTE NC WTR & SWR SYS MUNI BND REV | 6/1/2019 | 500,000 | 507,382 | 509,565 | |||||||||||||
161571AT1 | CHAIT ABS 05-A8 | 10/15/2012 | 131,000 | 130,927 | 130,921 | |||||||||||||
161571BW3 | CHAIT ABS 07-A6 A6 | 4/16/2012 | 916,000 | 916,000 | 915,908 | |||||||||||||
161571CH5 | CHAIT ABS_07-A17 A | 10/15/2014 | 10,000,000 | 9,999,468 | 10,827,100 | |||||||||||||
16162WLM9 | CHASE CMO 05-S2 A1 | 10/25/2035 | 15,828,766 | 13,228,872 | 14,624,197 | |||||||||||||
161630AC2 | CHASE WHOLE CMO_07-A1 1A3 | 2/25/2037 | 15,831,645 | 16,019,531 | 14,869,081 | |||||||||||||
161630AG3 | CHASE CMO_07-A1-2A1 | 2/25/2037 | 27,885,475 | 28,334,064 | 26,340,620 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
161630AN8 | CHASE WHOLE CMO_07-A1 4A1 | 2/25/2037 | 4,366,959 | 4,409,291 | 4,052,101 | |||||||||||||
161630AQ1 | CHASE CMO_07-A1 5A1 | 2/25/2037 | 3,493,496 | 3,436,662 | 3,228,689 | |||||||||||||
16208NAA3 | CHAT ABS 05-2A A-1 144A | 8/3/2019 | 29,707,265 | 26,851,027 | 27,377,740 | |||||||||||||
162419AF2 | CHATTANOOGA TENN INDL DEV BRD MUNI BND REV | 10/1/2011 | 2,000,000 | 2,017,419 | 2,045,620 | |||||||||||||
165573QR0 | CHESTER CNTY PA MUNI BND GO | 8/15/2022 | 1,000,000 | 953,545 | 1,084,360 | |||||||||||||
166751AK3 | CHEVRONTEXACO CORPORATION SENIOR CORP BND | 3/3/2012 | 3,000,000 | 2,999,908 | 3,135,125 | |||||||||||||
167723CG8 | CHICAGO ILL TRAN AUTH CAP GRNT MUNI BND REV | 6/1/2010 | 2,070,000 | 2,075,013 | 2,083,455 | |||||||||||||
172967CX7 | CITIGROUP INC CORP BND | 5/18/2010 | 2,200,000 | 2,186,555 | 2,200,000 | |||||||||||||
172967EY3 | CITIGROUP INC SENIOR CORP BND | 8/12/2014 | 31,875,000 | 33,624,315 | 34,007,511 | |||||||||||||
1729733P2 | CMSI CMO 05-7 3A1 | 10/25/2035 | 16,198,971 | 13,874,075 | 15,413,321 | |||||||||||||
172973L64 | CMSI CMO 04-9 2A1 | 12/25/2019 | 11,596,229 | 11,626,330 | 11,400,253 | |||||||||||||
17305ECU7 | CCCIT ABS_05-A7 A7 | 10/22/2012 | 500,000 | 504,539 | 510,690 | |||||||||||||
17305EDJ1 | CCCIT ABS 06-A6 A6 | 5/24/2012 | 327,000 | 326,915 | 326,902 | |||||||||||||
17310MBQ2 | CGCMT CMBS_06_C5 AMP2 144A | 10/15/2049 | 498,318 | 216,674 | 198,435 | |||||||||||||
17313YAJ0 | CITIGROUP FUNDING INC - GTD SENIOR CORP BND | 12/10/2012 | 5,000,000 | 5,001,405 | 5,079,700 | |||||||||||||
17313YAL5 | CITIGROUP FUNDING INC - GTD CORP BND | 10/22/2012 | 55,000,000 | 55,069,492 | 55,400,952 | |||||||||||||
17313YAN1 | CITIGROUP FUNDING INC - GTD CORP BND | 11/15/2012 | 59,300,000 | 59,213,903 | 59,721,622 | |||||||||||||
181059BM7 | CLARK CNTY NEV SCH DIST FOR IS MUNI BND GO | 6/15/2017 | 1,500,000 | 1,495,788 | 1,628,370 | |||||||||||||
184126UY4 | CLAYTON CNTY & CLAYTON CNTY GA MUNI BND REV | 5/1/2020 | 2,000,000 | 1,897,023 | 2,149,900 | |||||||||||||
189054AC3 | CLOROX COMPANY THE CORP BND | 2/1/2011 | 1,000,000 | 997,913 | 1,041,730 | |||||||||||||
189194CL5 | CLOVERDALE IND MULTI-SCH BLDG MUNI BND REV | 7/15/2019 | 1,365,000 | 1,324,027 | 1,438,546 | |||||||||||||
191216AK6 | COCA-COLA COMPANY THE CORP BND | 11/15/2017 | 1,125,000 | 1,192,293 | 1,221,161 | |||||||||||||
191216AL4 | COCA-COLA COMPANY THE CORP BND | 3/15/2014 | 18,825,000 | 18,756,434 | 19,602,509 | |||||||||||||
191219BU7 | COCA-COLA ENTERPRISES INC. CORP BND | 3/1/2012 | 13,700,000 | 13,683,483 | 14,273,276 | |||||||||||||
199491RW3 | COLUMBUS OHIO MUNI BND GO | 7/1/2012 | 500,000 | 518,881 | 550,990 | |||||||||||||
20030NAE1 | COMCAST CORPORATION CORP BND | 1/15/2014 | 2,000,000 | 2,045,796 | 2,160,434 | |||||||||||||
20030NAL5 | COMCAST CORPORATION CORP BND | 3/15/2016 | 7,500,000 | 7,914,078 | 8,189,793 | |||||||||||||
20046PAB4 | COMM CMBS_00-C1 A2 | 8/15/2033 | 87,562 | 87,225 | 87,478 | |||||||||||||
20272BAF1 | COMMONWEALTH BANK AUSTRALIA, G CORP BND 144A | 6/25/2014 | 50,000,000 | 50,727,094 | 52,016,495 | |||||||||||||
2027A0DJ5 | COMMONWEALTH BANK OF AUSTRALIA CORP BND MTN 144A | 10/15/2019 | 30,950,000 | 30,785,308 | 30,983,398 | |||||||||||||
2027A0EM7 | COMMONWEALTH BANK OF AUSTRALIA CORP BND 144A | 3/19/2015 | 3,000,000 | 2,987,552 | 2,974,183 | |||||||||||||
20774UWJ0 | CONNECTICUT ST HEALTH & EDL FA MUNI BND REV | 7/1/2010 | 1,125,000 | 1,130,370 | 1,136,441 | |||||||||||||
207758AY9 | CONNECTICUT ST SPL TAX OBLIG R MUNI BND REV | 7/1/2019 | 650,000 | 621,101 | 704,041 | |||||||||||||
20825CAR5 | CONOCOPHILLIPS CORP BND | 2/1/2019 | 1,250,000 | 1,333,862 | 1,362,261 | |||||||||||||
20825CAS3 | CONOCOPHILLIPS CORP BND | 2/1/2014 | 29,000,000 | 28,935,783 | 31,138,004 | |||||||||||||
20825CAT1 | CONOCOPHILLIPS CORP BND | 1/15/2015 | 5,000,000 | 4,996,588 | 5,374,732 | |||||||||||||
209111DJ9 | CONSOLIDATED EDISON CO OF NY CORP BND | 9/1/2010 | 1,000,000 | 1,005,958 | 1,026,453 | |||||||||||||
209111DZ3 | CONSOLIDATED EDISON CO OF NY CORP BND | 7/1/2012 | 550,000 | 538,097 | 597,111 | |||||||||||||
210518CS3 | CONSUMERS ENERGY COMPANY CORP BND | 9/15/2019 | 1,000,000 | 999,600 | 1,132,028 | |||||||||||||
2131838D1 | COOK CNTY ILL MUNI BND GO | 11/15/2019 | 1,000,000 | 957,075 | 1,086,400 | |||||||||||||
22282EAA0 | COVANTA HOLDING CORP CORP BND | 2/1/2027 | 500,000 | 465,259 | 469,350 | |||||||||||||
224044BF3 | COX COMMUNICATIONS INC. CORP BND | 6/1/2013 | 1,225,000 | 1,275,265 | 1,296,829 | |||||||||||||
225317AB2 | CREDIT AGRICOLE SA CORP BND 144A | 5/28/2010 | 2,191,000 | 2,191,000 | 2,191,087 | |||||||||||||
22540VGE6 | CSFB SENIOR CMBS 01-CKN5-A4 | 9/15/2034 | 44,539,434 | 44,696,079 | 46,114,928 | |||||||||||||
22541NQ77 | CSFB_03-AR9 WHOLE CMO 03-AR9 2A2 | 3/25/2033 | 88,825 | 51,160 | 70,438 | |||||||||||||
22541QDG4 | CSFB_03-C3 CMBS_03-C3 A3 | 5/15/2038 | 167,569 | 164,153 | 167,670 | |||||||||||||
22541QUJ9 | CS FIRST BOSTON MORTGAGE SECUR CMO 03-A24-IA1 | 10/25/2033 | 168,312 | 85,402 | 140,911 | |||||||||||||
22545BAA9 | CSMC CMBS_06-C2 A1 | 3/15/2039 | 1,180,498 | 1,164,543 | 1,200,920 | |||||||||||||
22546QAC1 | CREDIT SUISSE FIRST BOSTON CORP BND | 8/13/2019 | 3,000,000 | 3,000,662 | 3,081,071 | |||||||||||||
2254C0TC1 | CREDIT SUISSE NEW YORK NY CORP BND EMTN | 5/15/2013 | 6,500,000 | 6,997,801 | 6,978,861 | |||||||||||||
22882MAA6 | CRGT ABS 03-2 A | 9/18/2034 | 67,466 | 67,466 | 53,687 | |||||||||||||
22942KCD0 | CSMC CMO 06-7 10A2 | 8/25/2036 | 16,149,379 | 9,523,636 | 9,825,282 | |||||||||||||
230822PL6 | CUMBERLAND VALLEY PA SCH DIST MUNI BND GO | 11/15/2020 | 1,300,000 | 1,238,168 | 1,378,754 | |||||||||||||
231266DM6 | CURATORS UNIV MO SYS FACS REV MUNI BND REV | 11/1/2021 | 2,000,000 | 1,851,374 | 2,143,600 | |||||||||||||
232434AE0 | CWALT_06-OC8 CMO 06-0C8 2A3 | 11/25/2036 | 26,000,000 | 3,766,991 | 3,975,400 | |||||||||||||
23245GAD3 | CWALT_06-OC9 CMO 06-OC9-A3 | 12/25/2046 | 6,471,026 | 1,136,390 | 1,044,424 | |||||||||||||
23245QAA7 | CWALT WHOLE CMO 06-0A21 A1 | 3/20/2047 | 13,347,424 | 6,191,583 | 7,143,646 | |||||||||||||
233889AE4 | DCAT ABS_08-B A3A | 9/10/2012 | 4,950,000 | 4,860,596 | 5,081,769 | |||||||||||||
235308KE2 | DALLAS TEX INDPT SCH DIST MUNI BND GO | 8/15/2021 | 1,605,000 | 1,522,266 | 1,752,018 | |||||||||||||
244199BC8 | DEERE & COMPANY CORP BND | 10/16/2019 | 15,400,000 | 15,319,319 | 15,328,044 | |||||||||||||
244217BK0 | JOHN DEERE CAPITAL CORPORATION SENIOR CORP BND | 1/15/2013 | 4,000,000 | 3,910,765 | 4,342,539 | |||||||||||||
24422EQV4 | JOHN DEERE CAPITAL CORPORATION CORP BND | 9/10/2018 | 9,000,000 | 9,872,126 | 9,759,367 | |||||||||||||
24702RAH4 | DELL INC CORP BND | 6/15/2012 | 14,600,000 | 14,592,606 | 15,183,124 | |||||||||||||
249164HG2 | DENVER COLO CITY & CNTY MUNI BND GO | 8/1/2021 | 2,000,000 | 1,902,963 | 2,208,020 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
2491817F9 | DENVER COLO CITY & CNTY ARPT R MUNI BND REV | 11/15/2010 | 3,000,000 | 2,997,457 | 3,077,880 | |||||||||||||
249575AM3 | DEPFA ACS BANK CORP BND 144A | 6/28/2011 | 2,800,000 | 2,886,581 | 2,894,612 | |||||||||||||
250119BY9 | DES MOINES IOWA MET WASTEWATER MUNI BND REV | 6/1/2019 | 1,045,000 | 1,008,821 | 1,100,866 | |||||||||||||
251255C94 | DETROIT MICH WTR SUPPLY SYS MUNI BND REV | 7/1/2033 | 2,000,000 | 2,059,299 | 2,141,680 | |||||||||||||
25151AAG6 | DBALT CMO 06-AR3 A6 | 8/25/2036 | 32,000,000 | 4,904,547 | 4,038,400 | |||||||||||||
2515A0Q30 | DEUTSCHE BK LDN CORP BND | 8/18/2014 | 9,500,000 | 9,627,140 | 9,736,004 | |||||||||||||
25244SAF8 | DIAGEO FINANCE BV CORP BND | 1/15/2015 | 1,025,000 | 1,021,114 | 1,024,406 | |||||||||||||
254760C66 | DISTRICT OF COLUMBIA MUNI BND GO | 6/1/2010 | 2,945,000 | 2,956,761 | 2,968,089 | |||||||||||||
25746UBH1 | DOMINION RESOURCES INC SENIOR CORP BND | 8/15/2019 | 1,000,000 | 1,001,021 | 1,019,607 | |||||||||||||
260003AD0 | DOVER CORP CORP BND | 2/15/2011 | 1,000,000 | 1,007,680 | 1,051,489 | |||||||||||||
263534BM0 | EI DUPONT DE NEMOURS & CO CORP BND | 4/30/2010 | 1,700,000 | 1,699,296 | 1,704,161 | |||||||||||||
263534BX6 | EI DUPONT DE NEMOURS & CO CORP BND | 3/15/2015 | 2,000,000 | 1,996,289 | 2,144,678 | |||||||||||||
263534BZ1 | EI DUPONT DE NEMOURS & CO CORP BND | 1/15/2020 | 27,200,000 | 27,091,062 | 27,173,249 | |||||||||||||
264399EQ5 | DUKE ENERGY CORP CORP BND | 2/1/2014 | 11,150,000 | 11,133,513 | 12,403,603 | |||||||||||||
26441YAS6 | DUKE REALTY LP CORP BND | 2/15/2015 | 725,000 | 721,359 | 794,941 | |||||||||||||
268317AA2 | ELECTRICITE DE FRANCE CORP BND 144A | 1/26/2014 | 19,900,000 | 19,837,744 | 21,786,390 | |||||||||||||
278058DG4 | EATON CORPORATION CORP BND | 3/20/2014 | 4,000,000 | 3,998,898 | 4,381,769 | |||||||||||||
282317HC3 | EGG HARBOR TWP N J SCH DIST MUNI BND GO | 7/15/2019 | 1,320,000 | 1,347,884 | 1,538,856 | |||||||||||||
291011AT1 | EMERSON ELECTRIC CO CORP BND | 5/1/2013 | 1,000,000 | 974,813 | 1,070,344 | |||||||||||||
29268BAA9 | ENEL FINANCE INTERNATIONAL SA CORP BND 144A | 1/15/2013 | 15,000,000 | 15,013,859 | 16,166,813 | |||||||||||||
29268BAE1 | ENEL FINANCE INTERNATIONAL SA CORP BND 144A | 10/7/2019 | 28,000,000 | 27,881,421 | 27,626,147 | |||||||||||||
29365KAA1 | ETI ABS 09 A1 | 2/1/2016 | 1,400,000 | 1,399,899 | 1,397,200 | |||||||||||||
293791AN9 | ENTERPRISE PROD OPER LP SENIOR CORP BND | 10/15/2014 | 22,000,000 | 21,544,274 | 23,720,833 | |||||||||||||
294223LN0 | EPHRATA PA AREA SCH DIST MUNI BND GO | 3/1/2019 | 500,000 | 480,540 | 521,220 | |||||||||||||
294429AH8 | EQUIFAX INC CORP BND | 12/1/2014 | 2,000,000 | 2,010,389 | 2,028,378 | |||||||||||||
30250GAA6 | SSGN_10-S1 AGENCY CMO 10-S1-1A 144A | 2/25/2048 | 9,611,375 | 9,620,375 | 9,638,383 | |||||||||||||
30251BAA6 | FMR CORP. CORP BND 144A | 11/15/2021 | 2,100,000 | 2,096,927 | 2,057,989 | |||||||||||||
302570AV8 | FPL GROUP CAPITAL INC CORP BND | 9/1/2011 | 1,000,000 | 986,027 | 1,055,767 | |||||||||||||
302570BD7 | FPL GROUP CAPITAL INC CORP BND | 3/1/2019 | 3,375,000 | 3,373,662 | 3,631,509 | |||||||||||||
30769PAA0 | FARMER MAC AGENCY BND 144A | 7/15/2011 | 15,900,000 | 15,882,855 | 16,776,008 | |||||||||||||
31283K2C1 | FHLMC GOLD POOL # G11671 | 11/1/2014 | 6,923,386 | 6,820,498 | 7,277,461 | |||||||||||||
31283K4C9 | FHLMC GOLD POOL # G11719 | 6/1/2020 | 12,381,802 | 12,229,057 | 13,212,434 | |||||||||||||
31283K6U7 | FHLMC GOLD POOL # G11783 | 8/1/2015 | 2,842,653 | 2,800,182 | 2,980,484 | |||||||||||||
31283KJU3 | FHLMC GOLD POOL # G11175 | 12/1/2014 | 903,932 | 911,938 | 984,317 | |||||||||||||
31283KN87 | FHLMC GOLD POOL # G11315 | 9/1/2017 | 4,336 | 4,577 | 4,634 | |||||||||||||
31283KS90 | FHLMC GOLD POOL # G11444 | 8/1/2018 | 21,784 | 23,001 | 23,277 | |||||||||||||
31283KSY5 | FHLMC GOLD POOL # G11435 | 6/1/2018 | 10,853 | 11,459 | 11,599 | |||||||||||||
31283KT40 | FHLMC GOLD POOL # G11471 | 11/1/2013 | 2,634,203 | 2,579,062 | 2,735,808 | |||||||||||||
31283KTA6 | FHLMC GOLD POOL # G11445 | 9/1/2018 | 30,343 | 32,041 | 32,423 | |||||||||||||
3128E27C4 | FHLMC GOLD POOL # D96291 | 9/1/2023 | 1,693,205 | 1,619,426 | 1,759,410 | |||||||||||||
3128GNW87 | FHLMC GOLD POOL # E86071 | 11/1/2016 | 3,161 | 3,335 | 3,364 | |||||||||||||
3128GNY77 | FHLMC GOLD POOL # E86134 | 11/1/2016 | 21,530 | 22,713 | 22,914 | |||||||||||||
3128GP3U5 | FHLMC GOLD POOL # E87111 | 1/1/2017 | 6,289 | 6,635 | 6,694 | |||||||||||||
3128GP3V3 | FHLMC GOLD POOL # E87112 | 1/1/2017 | 24,856 | 26,225 | 26,455 | |||||||||||||
3128GP4U4 | FHLMC GOLD POOL # E87135 | 1/1/2017 | 4,720 | 4,980 | 5,023 | |||||||||||||
3128GP7M9 | FHLMC GOLD POOL # E87200 | 1/1/2017 | 5,626 | 5,936 | 6,013 | |||||||||||||
3128GPSA2 | FHLMC GOLD POOL # E86813 | 12/1/2016 | 5,309 | 5,600 | 5,650 | |||||||||||||
3128GPVH3 | FHLMC GOLD POOL # E86916 | 12/1/2016 | 1,667 | 1,759 | 1,774 | |||||||||||||
3128GQ3Q2 | FHLMC GOLD POOL # E88007 | 2/1/2017 | 9,356 | 9,872 | 9,999 | |||||||||||||
3128GQ6E6 | FHLMC GOLD POOL # E88069 | 2/1/2017 | 6,883 | 7,262 | 7,356 | |||||||||||||
3128GQGA3 | FHLMC GOLD POOL # E87393 | 1/1/2017 | 16,430 | 17,335 | 17,559 | |||||||||||||
3128GQJT9 | FHLMC GOLD POOL # E87474 | 1/1/2017 | 10,597 | 11,181 | 11,278 | |||||||||||||
3128GQK26 | FHLMC GOLD POOL # E87513 | 1/1/2017 | 13,438 | 14,177 | 14,302 | |||||||||||||
3128GQK34 | FHLMC GOLD POOL # E87514 | 1/1/2017 | 3,863 | 4,076 | 4,112 | |||||||||||||
3128GQKB6 | FHLMC GOLD POOL # E87490 | 1/1/2017 | 5,967 | 6,295 | 6,351 | |||||||||||||
3128GQP54 | FHLMC GOLD POOL # E87644 | 1/1/2017 | 9,188 | 9,694 | 9,819 | |||||||||||||
3128GQQQ7 | FHLMC GOLD POOL # E87663 | 2/1/2017 | 8,564 | 9,036 | 9,115 | |||||||||||||
3128GQQZ7 | FHLMC GOLD POOL # E87672 | 2/1/2017 | 29,730 | 31,368 | 31,642 | |||||||||||||
3128GQSG7 | FHLMC GOLD POOL # E87719 | 2/1/2017 | 4,961 | 5,234 | 5,302 | |||||||||||||
3128GQU58 | FHLMC GOLD POOL # E87804 | 2/1/2017 | 10,206 | 10,768 | 10,862 | |||||||||||||
3128GQU90 | FHLMC GOLD POOL # E87808 | 2/1/2017 | 3,215 | 3,392 | 3,436 | |||||||||||||
3128GQVB4 | FHLMC GOLD POOL # E87810 | 2/1/2017 | 6,203 | 6,545 | 6,602 | |||||||||||||
3128GQW31 | FHLMC GOLD POOL # E87866 | 2/1/2017 | 14,639 | 15,446 | 15,602 | |||||||||||||
3128GQW49 | FHLMC GOLD POOL # E87867 | 2/1/2017 | 23,985 | 25,307 | 25,633 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
3128GR3Y3 | FHLMC GOLD POOL # E88915 | 2/1/2017 | 21,228 | 22,400 | 22,593 | |||||||||||||
3128GR6N4 | FHLMC GOLD POOL # E88977 | 4/1/2017 | 28,913 | 30,509 | 30,899 | |||||||||||||
3128GRBH1 | FHLMC GOLD POOL # E88140 | 2/1/2017 | 10,845 | 11,443 | 11,591 | |||||||||||||
3128GRBJ7 | FHLMC GOLD POOL # E88141 | 2/1/2017 | 3,108 | 3,279 | 3,321 | |||||||||||||
3128GRFT1 | FHLMC GOLD POOL # E88278 | 3/1/2017 | 19,557 | 20,635 | 20,814 | |||||||||||||
3128GRJD2 | FHLMC GOLD POOL # E88360 | 3/1/2017 | 6,850 | 7,228 | 7,291 | |||||||||||||
3128GRK81 | FHLMC GOLD POOL # E88419 | 3/1/2017 | 7,574 | 7,991 | 8,095 | |||||||||||||
3128GRLA5 | FHLMC GOLD POOL # E88421 | 3/1/2017 | 31,412 | 33,145 | 33,570 | |||||||||||||
3128GRM71 | FHLMC GOLD POOL # E88482 | 3/1/2017 | 6,398 | 6,750 | 6,837 | |||||||||||||
3128GRP94 | FHLMC GOLD POOL # E88548 | 3/1/2017 | 3,865 | 4,078 | 4,114 | |||||||||||||
3128GRQA0 | FHLMC GOLD POOL # E88549 | 3/1/2017 | 8,305 | 8,763 | 8,875 | |||||||||||||
3128GRSP5 | FHLMC GOLD POOL # E88626 | 3/1/2017 | 7,796 | 8,225 | 8,297 | |||||||||||||
3128GRSY6 | FHLMC GOLD POOL # E88635 | 3/1/2017 | 14,246 | 15,031 | 15,225 | |||||||||||||
3128GRUF4 | FHLMC GOLD POOL # E88682 | 3/1/2017 | 1,425 | 1,504 | 1,523 | |||||||||||||
3128GRUT4 | FHLMC GOLD POOL # E88694 | 3/1/2017 | 8,793 | 9,275 | 9,358 | |||||||||||||
3128GRWQ8 | FHLMC GOLD POOL # E88755 | 2/1/2017 | 584 | 616 | 616 | |||||||||||||
3128GRYD5 | FHLMC GOLD POOL # E88808 | 4/1/2017 | 4,132 | 4,359 | 4,415 | |||||||||||||
3128GS5Y9 | FHLMC GOLD POOL # E89863 | 4/1/2017 | 6,666 | 7,034 | 7,124 | |||||||||||||
3128GSDJ3 | FHLMC GOLD POOL # E89105 | 4/1/2017 | 13,340 | 14,076 | 14,256 | |||||||||||||
3128GSGB7 | FHLMC GOLD POOL # E89194 | 4/1/2017 | 18,348 | 19,360 | 19,609 | |||||||||||||
3128GSGU5 | FHLMC GOLD POOL # E89211 | 4/1/2017 | 33,944 | 35,817 | 36,276 | |||||||||||||
3128GSKE6 | FHLMC GOLD POOL # E89293 | 4/1/2017 | 38,668 | 40,800 | 41,325 | |||||||||||||
3128GSKV8 | FHLMC GOLD POOL # E89308 | 4/1/2017 | 14,583 | 15,387 | 15,585 | |||||||||||||
3128GSLX3 | FHLMC GOLD POOL # E89342 | 4/1/2017 | 9,235 | 9,744 | 9,869 | |||||||||||||
3128GSLY1 | FHLMC GOLD POOL # E89343 | 4/1/2017 | 17,549 | 18,516 | 18,754 | |||||||||||||
3128GSNL7 | FHLMC GOLD POOL # E89395 | 4/1/2017 | 9,019 | 9,517 | 9,638 | |||||||||||||
3128GSQN0 | FHLMC GOLD POOL # E89461 | 4/1/2017 | 9,579 | 10,105 | 10,195 | |||||||||||||
3128GSSN8 | FHLMC GOLD POOL # E89525 | 4/1/2017 | 30,010 | 31,666 | 32,071 | |||||||||||||
3128GV2N9 | FHLMC GOLD POOL # E91681 | 10/1/2017 | 38,075 | 40,185 | 40,691 | |||||||||||||
3128GV3C2 | FHLMC GOLD POOL # E91695 | 10/1/2017 | 20,147 | 21,264 | 21,531 | |||||||||||||
3128GV3D0 | FHLMC GOLD POOL # E91696 | 10/1/2017 | 32,017 | 33,792 | 34,217 | |||||||||||||
3128GV3Z1 | FHLMC GOLD POOL # E91716 | 10/1/2017 | 38,976 | 41,140 | 41,653 | |||||||||||||
3128GV7G9 | FHLMC GOLD POOL # E91795 | 10/1/2017 | 8,528 | 9,001 | 9,114 | |||||||||||||
3128GVBY5 | FHLMC GOLD POOL # E90955 | 8/1/2017 | 3,026 | 3,194 | 3,225 | |||||||||||||
3128GVH94 | FHLMC GOLD POOL # E91156 | 9/1/2017 | 4,027 | 4,250 | 4,304 | |||||||||||||
3128GVJA9 | FHLMC GOLD POOL # E91157 | 9/1/2017 | 16,556 | 17,474 | 17,694 | |||||||||||||
3128GVJB7 | FHLMC GOLD POOL # E91158 | 9/1/2017 | 9,620 | 10,153 | 10,281 | |||||||||||||
3128GVJQ4 | FHLMC GOLD POOL # E91171 | 9/1/2017 | 25,470 | 26,881 | 27,220 | |||||||||||||
3128GVLF5 | FHLMC GOLD POOL # E91226 | 9/1/2017 | 11,724 | 12,372 | 12,477 | |||||||||||||
3128GVLH1 | FHLMC GOLD POOL # E91228 | 9/1/2017 | 17,485 | 18,455 | 18,687 | |||||||||||||
3128GVLJ7 | FHLMC GOLD POOL # E91229 | 9/1/2017 | 23,848 | 25,169 | 25,487 | |||||||||||||
3128GVMM9 | FHLMC GOLD POOL # E91264 | 8/1/2017 | 7,769 | 8,200 | 8,303 | |||||||||||||
3128GVNL0 | FHLMC GOLD POOL # E91295 | 9/1/2017 | 10,297 | 10,867 | 11,004 | |||||||||||||
3128GVNM8 | FHLMC GOLD POOL # E91296 | 9/1/2017 | 13,821 | 14,588 | 14,771 | |||||||||||||
3128GVNN6 | FHLMC POOL # E91297 | 9/1/2010 | 20,695 | 21,238 | 22,558 | |||||||||||||
3128GVNV8 | FHLMC GOLD POOL # E91304 | 9/1/2017 | 8,744 | 9,227 | 9,344 | |||||||||||||
3128GVNX4 | FHLMC GOLD POOL # E91306 | 9/1/2017 | 99,640 | 105,164 | 106,485 | |||||||||||||
3128GVPM6 | FHLMC GOLD POOL # E91328 | 9/1/2017 | 8,939 | 9,435 | 9,553 | |||||||||||||
3128GVPN4 | FHLMC GOLD POOL # E91329 | 9/1/2017 | 6,529 | 6,891 | 6,978 | |||||||||||||
3128GVPP9 | FHLMC GOLD POOL # E91330 | 9/1/2017 | 39,185 | 41,360 | 41,877 | |||||||||||||
3128GVQH6 | FHLMC GOLD POOL # E91356 | 9/1/2017 | 34,243 | 36,144 | 36,596 | |||||||||||||
3128GVRA0 | FHLMC GOLD POOL # E91381 | 9/1/2017 | 9,760 | 10,301 | 10,430 | |||||||||||||
3128GVRC6 | FHLMC GOLD POOL # E91383 | 9/1/2017 | 15,409 | 16,263 | 16,467 | |||||||||||||
3128GVRE2 | FHLMC GOLD POOL # E91385 | 9/1/2017 | 10,640 | 11,230 | 11,371 | |||||||||||||
3128GVRS1 | FHLMC GOLD POOL # E91397 | 9/1/2017 | 6,226 | 6,571 | 6,654 | |||||||||||||
3128GVRT9 | FHLMC GOLD POOL # E91398 | 9/1/2017 | 17,314 | 18,274 | 18,504 | |||||||||||||
3128GVRY8 | FHLMC GOLD POOL # E91403 | 9/1/2017 | 82,493 | 87,068 | 88,160 | |||||||||||||
3128GVT83 | FHLMC GOLD POOL # E91475 | 9/1/2017 | 37,274 | 39,341 | 39,835 | |||||||||||||
3128GVTN0 | FHLMC GOLD POOL # E91457 | 9/1/2017 | 8,031 | 8,476 | 8,583 | |||||||||||||
3128GVTW0 | FHLMC GOLD POOL # E91465 | 9/1/2017 | 27,030 | 28,531 | 28,887 | |||||||||||||
3128GVUD0 | FHLMC GOLD POOL # E91480 | 9/1/2017 | 3,951 | 4,170 | 4,222 | |||||||||||||
3128GVUE8 | FHLMC GOLD POOL # E91481 | 9/1/2017 | 23,717 | 25,034 | 25,346 | |||||||||||||
3128GVUX6 | FHLMC GOLD POOL # E91498 | 10/1/2017 | 7,197 | 7,596 | 7,692 | |||||||||||||
3128GVVE7 | FHLMC GOLD POOL # E91513 | 10/1/2017 | 52,445 | 55,352 | 56,048 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
3128GVVF4 | FHLMC GOLD POOL # E91514 | 10/1/2017 | 23,449 | 24,750 | 25,060 | |||||||||||||
3128GVVJ6 | FHLMC GOLD POOL # E91517 | 10/1/2017 | 36,306 | 38,318 | 38,800 | |||||||||||||
3128GVVY3 | FHLMC GOLD POOL # E91531 | 10/1/2017 | 24,862 | 26,243 | 26,497 | |||||||||||||
3128GVW22 | FHLMC GOLD POOL # E91565 | 9/1/2017 | 7,984 | 8,428 | 8,533 | |||||||||||||
3128GVW89 | FHLMC GOLD POOL # E91571 | 10/1/2017 | 13,062 | 13,786 | 13,959 | |||||||||||||
3128GVZV5 | FHLMC GOLD POOL # E91656 | 10/1/2017 | 31,977 | 33,753 | 34,174 | |||||||||||||
3128GW5Q7 | FHLMC GOLD POOL # E92655 | 11/1/2017 | 15,636 | 16,504 | 16,711 | |||||||||||||
3128GW6G8 | FHLMC GOLD POOL # E92671 | 11/1/2017 | 9,476 | 10,002 | 10,127 | |||||||||||||
3128GWAQ1 | FHLMC GOLD POOL # E91815 | 10/1/2017 | 7,409 | 7,820 | 7,886 | |||||||||||||
3128GWAT5 | FHLMC GOLD POOL # E91818 | 10/1/2017 | 41,271 | 43,561 | 43,985 | |||||||||||||
3128GWAU2 | FHLMC GOLD POOL # E91819 | 10/1/2017 | 39,038 | 41,202 | 41,720 | |||||||||||||
3128GWB49 | FHLMC GOLD POOL # E91859 | 10/1/2017 | 4,383 | 4,626 | 4,684 | |||||||||||||
3128GWB80 | FHLMC GOLD POOL # E91863 | 10/1/2017 | 25,886 | 27,322 | 27,664 | |||||||||||||
3128GWBH0 | FHLMC GOLD POOL # E91840 | 10/1/2017 | 35,828 | 37,816 | 38,290 | |||||||||||||
3128GWC89 | FHLMC GOLD POOL # E91895 | 10/1/2017 | 12,335 | 13,020 | 13,182 | |||||||||||||
3128GWCL0 | FHLMC GOLD POOL # E91875 | 10/1/2017 | 22,429 | 23,674 | 23,970 | |||||||||||||
3128GWCW6 | FHLMC GOLD POOL # E91885 | 10/1/2017 | 6,513 | 6,874 | 6,960 | |||||||||||||
3128GWDP0 | FHLMC GOLD POOL # E91910 | 10/1/2017 | 16,825 | 17,758 | 17,981 | |||||||||||||
3128GWEG9 | FHLMC GOLD POOL # E91935 | 10/1/2017 | 48,845 | 51,556 | 52,200 | |||||||||||||
3128GWEK0 | FHLMC GOLD POOL # E91938 | 10/1/2017 | 12,964 | 13,682 | 13,855 | |||||||||||||
3128GWEP9 | FHLMC GOLD POOL # E91942 | 10/1/2017 | 8,306 | 8,767 | 8,876 | |||||||||||||
3128GWF86 | FHLMC GOLD POOL # E91991 | 10/1/2017 | 18,217 | 19,227 | 19,468 | |||||||||||||
3128GWFN3 | FHLMC GOLD POOL # E91973 | 10/1/2017 | 13,512 | 14,261 | 14,441 | |||||||||||||
3128GWHH4 | FHLMC GOLD POOL # E92032 | 10/1/2017 | 15,706 | 16,577 | 16,785 | |||||||||||||
3128GWJG4 | FHLMC GOLD POOL # E92063 | 11/1/2017 | 38,872 | 41,033 | 41,428 | |||||||||||||
3128GWK31 | FHLMC GOLD POOL # E92114 | 10/1/2017 | 22,745 | 24,006 | 24,307 | |||||||||||||
3128GWK56 | FHLMC GOLD POOL # E92116 | 11/1/2017 | 22,998 | 24,274 | 24,578 | |||||||||||||
3128GWMS4 | FHLMC GOLD POOL # E92169 | 11/1/2017 | 12,835 | 13,547 | 13,717 | |||||||||||||
3128GWP85 | FHLMC GOLD POOL # E92247 | 11/1/2017 | 12,883 | 13,598 | 13,768 | |||||||||||||
3128GWQ27 | FHLMC GOLD POOL # E92273 | 11/1/2017 | 24,235 | 25,580 | 25,900 | |||||||||||||
3128GWQ92 | FHLMC GOLD POOL # E92280 | 11/1/2017 | 19,803 | 20,902 | 21,164 | |||||||||||||
3128GWQN1 | FHLMC GOLD POOL # E92261 | 11/1/2017 | 19,939 | 21,045 | 21,309 | |||||||||||||
3128GWQY7 | FHLMC GOLD POOL # E92271 | 11/1/2017 | 10,705 | 11,299 | 11,441 | |||||||||||||
3128GWR42 | FHLMC GOLD POOL # E92307 | 11/1/2017 | 24,496 | 25,856 | 26,179 | |||||||||||||
3128GWRF7 | FHLMC GOLD POOL # E92286 | 11/1/2017 | 17,468 | 18,438 | 18,617 | |||||||||||||
3128GWV21 | FHLMC GOLD POOL # E92433 | 11/1/2017 | 38,189 | 40,310 | 40,812 | |||||||||||||
3128GWVL9 | FHLMC GOLD POOL # E92419 | 11/1/2017 | 6,561 | 6,925 | 7,012 | |||||||||||||
3128GWWM6 | FHLMC GOLD POOL # E92452 | 11/1/2017 | 4,749 | 5,013 | 5,061 | |||||||||||||
3128GWXD5 | FHLMC GOLD POOL # E92476 | 11/1/2017 | 15,241 | 16,087 | 16,288 | |||||||||||||
3128GWXW3 | FHLMC GOLD POOL # E92493 | 11/1/2017 | 29,323 | 30,952 | 31,251 | |||||||||||||
3128GWYS1 | FHLMC GOLD POOL # E92521 | 11/1/2017 | 7,339 | 7,746 | 7,844 | |||||||||||||
3128GWZQ4 | FHLMC GOLD POOL # E92551 | 11/1/2017 | 17,974 | 18,971 | 19,209 | |||||||||||||
3128GX3H7 | FHLMC GOLD POOL # E93500 | 12/1/2017 | 29,460 | 31,097 | 31,397 | |||||||||||||
3128GX3X2 | FHLMC GOLD POOL # E93514 | 12/1/2017 | 8,074 | 8,522 | 8,628 | |||||||||||||
3128GX5V4 | FHLMC POOL # E93560 | 12/1/2017 | 35,489 | 37,463 | 37,823 | |||||||||||||
3128GX7A8 | FHLMC GOLD POOL # E93589 | 1/1/2018 | 20,648 | 21,795 | 22,066 | |||||||||||||
3128GXAX4 | FHLMC GOLD POOL # E92722 | 11/1/2017 | 40,860 | 43,129 | 43,667 | |||||||||||||
3128GXBC9 | FHLMC GOLD POOL # E92735 | 11/1/2017 | 9,173 | 9,682 | 9,803 | |||||||||||||
3128GXD29 | FHLMC GOLD POOL # E92821 | 12/1/2017 | 9,850 | 10,398 | 10,527 | |||||||||||||
3128GXEA0 | FHLMC GOLD POOL # E92829 | 12/1/2017 | 20,811 | 21,969 | 22,180 | |||||||||||||
3128GXEK8 | FHLMC GOLD POOL # E92838 | 12/1/2017 | 10,510 | 11,094 | 11,201 | |||||||||||||
3128GXEV4 | FHLMC GOLD POOL # E92848 | 12/1/2017 | 3,866 | 4,081 | 4,132 | |||||||||||||
3128GXFT8 | FHLMC GOLD POOL # E92878 | 12/1/2017 | 21,560 | 22,757 | 23,041 | |||||||||||||
3128GXGG5 | FHLMC GOLD POOL # E92899 | 12/1/2017 | 5,890 | 6,217 | 6,295 | |||||||||||||
3128GXHA7 | FHLMC GOLD POOL # E92925 | 12/1/2017 | 30,790 | 32,501 | 32,906 | |||||||||||||
3128GXHQ2 | FHLMC GOLD POOL # E92939 | 12/1/2017 | 38,627 | 40,773 | 41,280 | |||||||||||||
3128GXM52 | FHLMC GOLD POOL # E93080 | 12/1/2017 | 24,840 | 26,218 | 26,546 | |||||||||||||
3128GXM60 | FHLMC POOL # E93081 | 12/1/2017 | 16,422 | 17,334 | 17,502 | |||||||||||||
3128GXMW3 | FHLMC GOLD POOL # E93073 | 1/1/2018 | 4,836 | 5,105 | 5,169 | |||||||||||||
3128GXN36 | FHLMC GOLD POOL # E93110 | 12/1/2017 | 39,220 | 41,401 | 41,915 | |||||||||||||
3128GXND4 | FHLMC GOLD POOL # E93088 | 12/1/2017 | 19,467 | 20,549 | 20,805 | |||||||||||||
3128GXQ74 | FHLMC GOLD POOL # E93178 | 12/1/2017 | 19,729 | 20,826 | 21,084 | |||||||||||||
3128GXQ82 | FHLMC GOLD POOL # E93179 | 12/1/2017 | 14,320 | 15,115 | 15,303 | |||||||||||||
3128GXQ90 | FHLMC GOLD POOL # E93180 | 12/1/2017 | 31,294 | 33,034 | 33,444 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
3128GXRA6 | FHLMC GOLD POOL # E93181 | 12/1/2017 | 19,174 | 20,241 | 20,492 | |||||||||||||
3128GXRT5 | FHLMC GOLD POOL # E93198 | 12/1/2017 | 9,541 | 10,071 | 10,196 | |||||||||||||
3128GXSA5 | FHLMC GOLD POOL # E93213 | 12/1/2017 | 18,666 | 19,702 | 19,948 | |||||||||||||
3128GXST4 | FHLMC GOLD POOL # E93230 | 1/1/2018 | 13,887 | 14,660 | 14,800 | |||||||||||||
3128GXU53 | FHLMC GOLD POOL # E93304 | 12/1/2017 | 7,365 | 7,774 | 7,871 | |||||||||||||
3128GXWM4 | FHLMC GOLD POOL # E93352 | 1/1/2018 | 9,837 | 10,383 | 10,513 | |||||||||||||
3128GXZW9 | FHLMC GOLD POOL # E93457 | 1/1/2018 | 3,780 | 3,991 | 4,040 | |||||||||||||
3128GY2E3 | FHLMC GOLD POOL # E94373 | 2/1/2018 | 20,542 | 21,687 | 21,941 | |||||||||||||
3128GY2H6 | FHLMC GOLD POOL # E94376 | 2/1/2018 | 21,716 | 22,924 | 23,195 | |||||||||||||
3128GY3K8 | FHLMC GOLD POOL # E94402 | 2/1/2018 | 8,532 | 9,007 | 9,113 | |||||||||||||
3128GY3P7 | FHLMC GOLD POOL # E94406 | 2/1/2018 | 18,824 | 19,872 | 20,114 | |||||||||||||
3128GY3Q5 | FHLMC GOLD POOL # E94407 | 2/1/2018 | 9,503 | 10,033 | 10,150 | |||||||||||||
3128GY3V4 | FHLMC GOLD POOL # E94412 | 2/1/2018 | 15,291 | 16,143 | 16,342 | |||||||||||||
3128GY3X0 | FHLMC GOLD POOL # E94414 | 2/1/2018 | 12,827 | 13,541 | 13,708 | |||||||||||||
3128GY4C5 | FHLMC GOLD POOL # E94419 | 2/1/2018 | 10,661 | 11,254 | 11,393 | |||||||||||||
3128GY5H3 | FHLMC GOLD POOL # E94448 | 2/1/2018 | 13,157 | 13,889 | 14,053 | |||||||||||||
3128GY7B4 | FHLMC GOLD POOL # E94490 | 2/1/2018 | 11,298 | 11,927 | 12,067 | |||||||||||||
3128GY7J7 | FHLMC GOLD POOL # E94497 | 2/1/2018 | 346,672 | 365,961 | 370,280 | |||||||||||||
3128GYA53 | FHLMC GOLD POOL # E93628 | 1/1/2018 | 28,740 | 30,336 | 30,715 | |||||||||||||
3128GYB29 | FHLMC GOLD POOL # E93657 | 1/1/2018 | 12,333 | 13,019 | 13,180 | |||||||||||||
3128GYBW3 | FHLMC GOLD POOL # E93653 | 1/1/2018 | 25,959 | 27,402 | 27,743 | |||||||||||||
3128GYCK8 | FHLMC GOLD POOL # E93674 | 1/1/2018 | 23,768 | 25,089 | 25,401 | |||||||||||||
3128GYE91 | FHLMC GOLD POOL # E93760 | 1/1/2018 | 23,132 | 24,419 | 24,722 | |||||||||||||
3128GYEL4 | FHLMC GOLD POOL # E93739 | 1/1/2018 | 9,491 | 10,019 | 10,138 | |||||||||||||
3128GYEN0 | FHLMC GOLD POOL # E93741 | 1/1/2018 | 5,523 | 5,830 | 5,899 | |||||||||||||
3128GYET7 | FHLMC GOLD POOL # E93746 | 1/1/2018 | 6,787 | 7,165 | 7,249 | |||||||||||||
3128GYEU4 | FHLMC GOLD POOL # E93747 | 1/1/2018 | 12,260 | 12,942 | 13,095 | |||||||||||||
3128GYF66 | FHLMC GOLD POOL # E93789 | 1/1/2018 | 5,013 | 5,292 | 5,355 | |||||||||||||
3128GYF90 | FHLMC GOLD POOL # E93792 | 1/1/2018 | 14,915 | 15,744 | 15,940 | |||||||||||||
3128GYFH2 | FHLMC GOLD POOL # E93768 | 1/1/2018 | 4,455 | 4,703 | 4,759 | |||||||||||||
3128GYFK5 | FHLMC GOLD POOL # E93770 | 1/1/2018 | 823 | 869 | 879 | |||||||||||||
3128GYFN9 | FHLMC GOLD POOL # E93773 | 1/1/2018 | 13,167 | 13,900 | 14,063 | |||||||||||||
3128GYFS8 | FHLMC GOLD POOL # E93777 | 1/1/2018 | 4,373 | 4,616 | 4,671 | |||||||||||||
3128GYG73 | FHLMC GOLD POOL # E93822 | 1/1/2018 | 30,621 | 32,322 | 32,706 | |||||||||||||
3128GYGA6 | FHLMC GOLD POOL # E93793 | 1/1/2018 | 4,719 | 4,981 | 5,043 | |||||||||||||
3128GYGG3 | FHLMC GOLD POOL # E93799 | 1/1/2018 | 7,241 | 7,644 | 7,735 | |||||||||||||
3128GYGV0 | FHLMC GOLD POOL # E93812 | 1/1/2018 | 9,192 | 9,704 | 9,818 | |||||||||||||
3128GYHS6 | FHLMC GOLD POOL # E93841 | 1/1/2018 | 14,770 | 15,591 | 15,785 | |||||||||||||
3128GYHT4 | FHLMC GOLD POOL # E93842 | 1/1/2018 | 26,255 | 27,715 | 28,059 | |||||||||||||
3128GYKK9 | FHLMC GOLD POOL # E93898 | 1/1/2018 | 3,215 | 3,394 | 3,434 | |||||||||||||
3128GYKM5 | FHLMC GOLD POOL # E93900 | 1/1/2018 | 8,353 | 8,818 | 8,922 | |||||||||||||
3128GYLA0 | FHLMC GOLD POOL # E93921 | 1/1/2018 | 30,596 | 32,298 | 32,698 | |||||||||||||
3128GYLX0 | FHLMC GOLD POOL # E93942 | 1/1/2018 | 3,744 | 3,952 | 3,999 | |||||||||||||
3128GYLZ5 | FHLMC GOLD POOL # E93944 | 2/1/2018 | 12,997 | 13,721 | 13,882 | |||||||||||||
3128GYNT7 | FHLMC GOLD POOL # E94002 | 2/1/2018 | 2,513 | 2,652 | 2,684 | |||||||||||||
3128GYPS7 | FHLMC GOLD POOL # E94033 | 2/1/2018 | 8,421 | 8,890 | 8,999 | |||||||||||||
3128GYQC1 | FHLMC GOLD POOL # E94051 | 2/1/2018 | 22,626 | 23,886 | 24,167 | |||||||||||||
3128GYQH0 | FHLMC GOLD POOL # E94056 | 2/1/2018 | 33,190 | 35,037 | 35,450 | |||||||||||||
3128GYQR8 | FHLMC GOLD POOL # E94064 | 1/1/2018 | 3,451 | 3,643 | 3,688 | |||||||||||||
3128GYQV9 | FHLMC GOLD POOL # E94068 | 1/1/2018 | 25,175 | 26,576 | 26,904 | |||||||||||||
3128GYQW7 | FHLMC GOLD POOL # E94069 | 1/1/2018 | 23,854 | 25,182 | 25,493 | |||||||||||||
3128GYRS5 | FHLMC GOLD POOL # E94097 | 2/1/2018 | 9,788 | 10,332 | 10,454 | |||||||||||||
3128GYRU0 | FHLMC GOLD POOL # E94099 | 2/1/2018 | 10,356 | 10,933 | 11,061 | |||||||||||||
3128GYS39 | FHLMC GOLD POOL # E94138 | 1/1/2018 | 35,274 | 37,235 | 37,676 | |||||||||||||
3128GYS88 | FHLMC GOLD POOL # E94143 | 2/1/2018 | 2,379 | 2,511 | 2,541 | |||||||||||||
3128GYSH8 | FHLMC GOLD POOL # E94120 | 1/1/2018 | 7,684 | 8,112 | 8,208 | |||||||||||||
3128GYSJ4 | FHLMC GOLD POOL # E94121 | 1/1/2018 | 9,955 | 10,509 | 10,639 | |||||||||||||
3128GYSS4 | FHLMC GOLD POOL # E94129 | 2/1/2018 | 5,040 | 5,320 | 5,383 | |||||||||||||
3128GYSY1 | FHLMC GOLD POOL # E94135 | 1/1/2018 | 25,164 | 26,562 | 26,878 | |||||||||||||
3128GYT46 | FHLMC GOLD POOL # E94171 | 2/1/2018 | 136,832 | 137,271 | 147,987 | |||||||||||||
3128GYTW4 | FHLMC GOLD POOL # E94165 | 2/1/2018 | 3,283 | 3,466 | 3,506 | |||||||||||||
3128GYTY0 | FHLMC GOLD POOL # E94167 | 2/1/2018 | 4,369 | 4,613 | 4,670 | |||||||||||||
3128GYU44 | FHLMC GOLD POOL # E94203 | 2/1/2018 | 20,271 | 21,398 | 21,652 | |||||||||||||
3128GYU51 | FHLMC GOLD POOL # E94204 | 2/1/2018 | 18,354 | 19,375 | 19,604 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
3128GYUA0 | FHLMC GOLD POOL # E94177 | 1/1/2018 | 9,024 | 9,526 | 9,644 | |||||||||||||
3128GYUR3 | FHLMC GOLD POOL # E94192 | 2/1/2018 | 2,523 | 2,663 | 2,695 | |||||||||||||
3128GYV35 | FHLMC GOLD POOL # E94234 | 2/1/2018 | 37,659 | 39,753 | 40,247 | |||||||||||||
3128GYVB7 | FHLMC GOLD POOL # E94210 | 2/1/2018 | 72,432 | 72,688 | 78,092 | |||||||||||||
3128GYVC5 | FHLMC GOLD POOL # E94211 | 2/1/2018 | 61,017 | 61,217 | 65,991 | |||||||||||||
3128GYVZ4 | FHLMC GOLD POOL # E94232 | 2/1/2018 | 26,718 | 28,202 | 28,436 | |||||||||||||
3128GYW42 | FHLMC GOLD POOL # E94267 | 2/1/2018 | 7,815 | 8,250 | 8,348 | |||||||||||||
3128GYXN9 | FHLMC GOLD POOL # E94285 | 2/1/2018 | 137,647 | 138,097 | 148,868 | |||||||||||||
3128GYYA6 | FHLMC GOLD POOL # E94305 | 2/1/2018 | 4,373 | 4,616 | 4,670 | |||||||||||||
3128GYYV0 | FHLMC GOLD POOL # E94324 | 2/1/2018 | 4,781 | 5,047 | 5,106 | |||||||||||||
3128GYZ64 | FHLMC GOLD POOL # E94365 | 2/1/2018 | 13,522 | 14,275 | 14,443 | |||||||||||||
3128GYZE7 | FHLMC GOLD POOL # E94341 | 2/1/2018 | 13,614 | 14,371 | 14,541 | |||||||||||||
3128H22V4 | FHLMC GOLD POOL # E95288 | 4/1/2018 | 11,159 | 11,781 | 11,919 | |||||||||||||
3128H23F8 | FHLMC GOLD POOL # E95298 | 3/1/2018 | 34,710 | 36,643 | 37,073 | |||||||||||||
3128H24B6 | FHLMC GOLD POOL # E95318 | 4/1/2018 | 3,654 | 3,858 | 3,903 | |||||||||||||
3128H24C4 | FHLMC GOLD POOL # E95319 | 4/1/2018 | 9,506 | 10,036 | 10,158 | |||||||||||||
3128H24E0 | FHLMC GOLD POOL # E95321 | 3/1/2018 | 31,862 | 33,637 | 34,032 | |||||||||||||
3128H24F7 | FHLMC GOLD POOL # E95322 | 3/1/2018 | 13,912 | 14,687 | 14,868 | |||||||||||||
3128H24M2 | FHLMC GOLD POOL # E95328 | 3/1/2018 | 20,020 | 21,135 | 21,384 | |||||||||||||
3128H25H2 | FHLMC GOLD POOL # E95348 | 4/1/2018 | 8,584 | 9,062 | 9,169 | |||||||||||||
3128H25K5 | FHLMC GOLD POOL # E95350 | 4/1/2018 | 2,694 | 2,844 | 2,877 | |||||||||||||
3128H26F5 | FHLMC GOLD POOL # E95370 | 3/1/2018 | 4,113 | 4,342 | 4,393 | |||||||||||||
3128H26M0 | FHLMC GOLD POOL # E95376 | 3/1/2018 | 1,343,367 | 1,348,149 | 1,448,349 | |||||||||||||
3128H26W8 | FHLMC GOLD POOL # E95385 | 2/1/2018 | 535,317 | 537,218 | 577,152 | |||||||||||||
3128H26Z1 | FHLMC GOLD POOL # E95388 | 3/1/2018 | 53,750 | 56,747 | 57,411 | |||||||||||||
3128H27K3 | FHLMC GOLD POOL # E95398 | 4/1/2018 | 9,925 | 10,478 | 10,607 | |||||||||||||
3128H27M9 | FHLMC GOLD POOL # E95400 | 4/1/2018 | 25,342 | 26,755 | 27,082 | |||||||||||||
3128H2B44 | FHLMC GOLD POOL # E94559 | 2/1/2018 | 1,810 | 1,910 | 1,933 | |||||||||||||
3128H2B69 | FHLMC GOLD POOL # E94561 | 2/1/2018 | 31,723 | 33,486 | 33,883 | |||||||||||||
3128H2B77 | FHLMC GOLD POOL # E94562 | 2/1/2018 | 28,944 | 30,555 | 30,915 | |||||||||||||
3128H2B85 | FHLMC GOLD POOL # E94563 | 2/1/2018 | 25,041 | 26,433 | 26,761 | |||||||||||||
3128H2C84 | FHLMC GOLD POOL # E94595 | 2/1/2018 | 5,018 | 5,297 | 5,359 | |||||||||||||
3128H2E41 | FHLMC GOLD POOL # E94655 | 3/1/2018 | 31,737 | 33,504 | 33,898 | |||||||||||||
3128H2ED1 | FHLMC GOLD POOL # E94632 | 2/1/2018 | 68,514 | 72,326 | 73,221 | |||||||||||||
3128H2EG4 | FHLMC GOLD POOL # E94635 | 2/1/2018 | 38,696 | 40,852 | 41,355 | |||||||||||||
3128H2EU3 | FHLMC GOLD POOL # E94647 | 3/1/2018 | 7,182 | 7,582 | 7,671 | |||||||||||||
3128H2GB3 | FHLMC GOLD POOL # E94694 | 2/1/2018 | 29,000 | 29,093 | 31,364 | |||||||||||||
3128H2H30 | FHLMC GOLD POOL # E94750 | 3/1/2018 | 42,316 | 44,673 | 45,198 | |||||||||||||
3128H2JA2 | FHLMC GOLD POOL # E94757 | 3/1/2018 | 6,651 | 7,022 | 7,104 | |||||||||||||
3128H2JR5 | FHLMC GOLD POOL # E94772 | 2/1/2018 | 24,522 | 25,888 | 26,207 | |||||||||||||
3128H2JT1 | FHLMC GOLD POOL # E94774 | 2/1/2018 | 4,522 | 4,774 | 4,832 | |||||||||||||
3128H2K28 | FHLMC GOLD POOL # E94813 | 2/1/2018 | 10,548 | 11,136 | 11,273 | |||||||||||||
3128H2KB8 | FHLMC GOLD POOL # E94790 | 2/1/2018 | 26,909 | 28,407 | 28,758 | |||||||||||||
3128H2KH5 | FHLMC GOLD POOL # E94796 | 3/1/2018 | 24,506 | 25,871 | 26,175 | |||||||||||||
3128H2KP7 | FHLMC GOLD POOL # E94802 | 3/1/2018 | 8,700 | 9,185 | 9,293 | |||||||||||||
3128H2KZ5 | FHLMC GOLD POOL # E94812 | 2/1/2018 | 16,591 | 17,515 | 17,731 | |||||||||||||
3128H2L27 | FHLMC GOLD POOL # E94845 | 3/1/2018 | 26,200 | 27,662 | 28,000 | |||||||||||||
3128H2LC5 | FHLMC GOLD POOL # E94823 | 3/1/2018 | 34,754 | 36,691 | 37,136 | |||||||||||||
3128H2LV3 | FHLMC GOLD POOL # E94840 | 2/1/2018 | 33,818 | 35,698 | 36,141 | |||||||||||||
3128H2LY7 | FHLMC GOLD POOL # E94843 | 3/1/2018 | 13,734 | 14,498 | 14,677 | |||||||||||||
3128H2LZ4 | FHLMC GOLD POOL # E94844 | 3/1/2018 | 35,126 | 37,084 | 37,539 | |||||||||||||
3128H2M26 | FHLMC GOLD POOL # E94877 | 3/1/2018 | 21,413 | 22,606 | 22,884 | |||||||||||||
3128H2MB6 | FHLMC GOLD POOL # E94854 | 3/1/2018 | 32,156 | 33,948 | 34,365 | |||||||||||||
3128H2NY5 | FHLMC GOLD POOL # E94907 | 3/1/2018 | 27,188 | 28,704 | 29,040 | |||||||||||||
3128H2PE7 | FHLMC GOLD POOL # E94921 | 3/1/2018 | 35,634 | 37,619 | 38,082 | |||||||||||||
3128H2PG2 | FHLMC GOLD POOL # E94923 | 3/1/2018 | 577,116 | 579,003 | 624,163 | |||||||||||||
3128H2PP2 | FHLMC GOLD POOL # E94930 | 3/1/2018 | 28,010 | 29,570 | 29,917 | |||||||||||||
3128H2QR7 | FHLMC GOLD POOL # E94964 | 3/1/2018 | 23,707 | 25,029 | 25,322 | |||||||||||||
3128H2QV8 | FHLMC GOLD POOL # E94968 | 3/1/2018 | 36,525 | 38,555 | 39,035 | |||||||||||||
3128H2R21 | FHLMC GOLD POOL # E95005 | 4/1/2018 | 38,518 | 40,664 | 41,164 | |||||||||||||
3128H2RJ4 | FHLMC GOLD POOL # E94989 | 3/1/2018 | 85,117 | 89,860 | 90,914 | |||||||||||||
3128H2RP0 | FHLMC GOLD POOL # E94994 | 3/1/2018 | 30,433 | 32,130 | 32,505 | |||||||||||||
3128H2SJ3 | FHLMC GOLD POOL # E95021 | 3/1/2018 | 25,195 | 26,598 | 26,911 | |||||||||||||
3128H2SX2 | FHLMC GOLD POOL # E95034 | 3/1/2018 | 9,611 | 10,147 | 10,265 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
3128H2SY0 | FHLMC GOLD POOL # E95035 | 3/1/2018 | 7,789 | 8,223 | 8,324 | |||||||||||||
3128H2SZ7 | FHLMC GOLD POOL # E95036 | 3/1/2018 | 16,258 | 17,164 | 17,375 | |||||||||||||
3128H2T86 | FHLMC GOLD POOL # E95075 | 3/1/2018 | 4,893 | 5,165 | 5,226 | |||||||||||||
3128H2TF0 | FHLMC GOLD POOL # E95050 | 3/1/2018 | 33,701 | 35,577 | 35,996 | |||||||||||||
3128H2TH6 | FHLMC GOLD POOL # E95052 | 3/1/2018 | 8,387 | 8,855 | 8,958 | |||||||||||||
3128H2TJ2 | FHLMC GOLD POOL # E95053 | 3/1/2018 | 13,164 | 13,896 | 14,060 | |||||||||||||
3128H2TW3 | FHLMC GOLD POOL # E95065 | 3/1/2018 | 29,625 | 31,276 | 31,660 | |||||||||||||
3128H2TX1 | FHLMC GOLD POOL # E95066 | 3/1/2018 | 11,428 | 12,065 | 12,213 | |||||||||||||
3128H2UB7 | FHLMC GOLD POOL # E95078 | 3/1/2018 | 19,711 | 20,809 | 21,053 | |||||||||||||
3128H2UK7 | FHLMC GOLD POOL # E95086 | 3/1/2018 | 46,455 | 46,604 | 50,242 | |||||||||||||
3128H2VT7 | FHLMC GOLD POOL # E95126 | 3/1/2018 | 4,231 | 4,467 | 4,522 | |||||||||||||
3128H2VW0 | FHLMC GOLD POOL # E95129 | 3/1/2018 | 43,748 | 46,184 | 46,753 | |||||||||||||
3128H2WE9 | FHLMC GOLD POOL # E95145 | 3/1/2018 | 11,620 | 12,267 | 12,412 | |||||||||||||
3128H2WF6 | FHLMC GOLD POOL # E95146 | 3/1/2018 | 15,373 | 16,229 | 16,420 | |||||||||||||
3128H2WM1 | FHLMC GOLD POOL # E95152 | 3/1/2018 | 13,914 | 14,690 | 14,862 | |||||||||||||
3128H2WS8 | FHLMC GOLD POOL # E95157 | 3/1/2018 | 21,938 | 23,160 | 23,432 | |||||||||||||
3128H2WU3 | FHLMC GOLD POOL # E95159 | 3/1/2018 | 143,052 | 143,522 | 154,713 | |||||||||||||
3128H2X32 | FHLMC GOLD POOL # E95198 | 3/1/2018 | 7,781 | 8,215 | 8,311 | |||||||||||||
3128H2XA6 | FHLMC GOLD POOL # E95173 | 3/1/2018 | 6,044 | 6,380 | 6,459 | |||||||||||||
3128H2YM9 | FHLMC GOLD POOL # E95216 | 3/1/2018 | 11,826 | 12,485 | 12,639 | |||||||||||||
3128H2YN7 | FHLMC GOLD POOL # E95217 | 3/1/2018 | 13,590 | 14,347 | 14,516 | |||||||||||||
3128H2YS6 | FHLMC GOLD POOL # E95221 | 3/1/2018 | 14,463 | 15,268 | 15,456 | |||||||||||||
3128H2YW7 | FHLMC GOLD POOL # E95225 | 3/1/2018 | 8,052 | 8,501 | 8,600 | |||||||||||||
3128H2Z30 | FHLMC GOLD POOL # E95262 | 3/1/2018 | 20,442 | 21,580 | 21,834 | |||||||||||||
3128H2ZJ5 | FHLMC GOLD POOL # E95245 | 3/1/2018 | 10,154 | 10,720 | 10,846 | |||||||||||||
3128H2ZT3 | FHLMC GOLD POOL # E95254 | 4/1/2018 | 16,860 | 17,799 | 18,009 | |||||||||||||
3128H2ZU0 | FHLMC GOLD POOL # E95255 | 4/1/2018 | 22,170 | 23,405 | 23,680 | |||||||||||||
3128H32S9 | FHLMC GOLD POOL # E96185 | 5/1/2018 | 7,719 | 8,150 | 8,245 | |||||||||||||
3128H32V2 | FHLMC GOLD POOL # E96188 | 4/1/2018 | 8,369 | 8,835 | 8,944 | |||||||||||||
3128H32W0 | FHLMC GOLD POOL # E96189 | 4/1/2018 | 19,744 | 20,843 | 21,101 | |||||||||||||
3128H33X7 | FHLMC GOLD POOL # E96214 | 5/1/2018 | 38,405 | 40,547 | 41,043 | |||||||||||||
3128H33Z2 | FHLMC GOLD POOL # E96216 | 5/1/2018 | 9,990 | 10,547 | 10,671 | |||||||||||||
3128H3AG6 | FHLMC GOLD POOL # E95407 | 4/1/2018 | 37,387 | 39,471 | 39,956 | |||||||||||||
3128H3AH4 | FHLMC GOLD POOL # E95408 | 4/1/2018 | 41,431 | 43,739 | 44,277 | |||||||||||||
3128H3AY7 | FHLMC GOLD POOL # E95423 | 4/1/2018 | 32,925 | 34,756 | 35,187 | |||||||||||||
3128H3BD2 | FHLMC GOLD POOL # E95436 | 4/1/2018 | 38,952 | 41,126 | 41,605 | |||||||||||||
3128H3BE0 | FHLMC GOLD POOL # E95437 | 4/1/2018 | 41,661 | 43,985 | 44,498 | |||||||||||||
3128H3C25 | FHLMC GOLD POOL # E95489 | 4/1/2018 | 4,181 | 4,414 | 4,466 | |||||||||||||
3128H3CD1 | FHLMC GOLD POOL # E95468 | 4/1/2018 | 4,744 | 5,009 | 5,067 | |||||||||||||
3128H3CN9 | FHLMC GOLD POOL # E95477 | 4/1/2018 | 11,841 | 12,501 | 12,647 | |||||||||||||
3128H3DJ7 | FHLMC GOLD POOL # E95505 | 4/1/2018 | 24,766 | 26,148 | 26,453 | |||||||||||||
3128H3DX6 | FHLMC GOLD POOL # E95518 | 4/1/2018 | 10,031 | 10,590 | 10,714 | |||||||||||||
3128H3EQ0 | FHLMC GOLD POOL # E95543 | 4/1/2018 | 8,502 | 8,976 | 9,086 | |||||||||||||
3128H3EY3 | FHLMC GOLD POOL # E95551 | 4/1/2018 | 8,107 | 8,558 | 8,664 | |||||||||||||
3128H3F48 | FHLMC GOLD POOL # E95587 | 4/1/2018 | 28,725 | 30,328 | 30,682 | |||||||||||||
3128H3F63 | FHLMC GOLD POOL # E95589 | 4/1/2018 | 21,299 | 22,483 | 22,762 | |||||||||||||
3128H3F71 | FHLMC GOLD POOL # E95590 | 4/1/2018 | 16,440 | 17,356 | 17,560 | |||||||||||||
3128H3FG1 | FHLMC GOLD POOL # E95567 | 4/1/2018 | 21,327 | 22,515 | 22,779 | |||||||||||||
3128H3FP1 | FHLMC GOLD POOL # E95574 | 4/1/2018 | 16,191 | 17,094 | 17,293 | |||||||||||||
3128H3GB1 | FHLMC GOLD POOL # E95594 | 4/1/2018 | 360,514 | 361,707 | 389,903 | |||||||||||||
3128H3GE5 | FHLMC GOLD POOL # E95597 | 4/1/2018 | 14,092 | 14,876 | 15,060 | |||||||||||||
3128H3GH8 | FHLMC GOLD POOL # E95600 | 4/1/2018 | 7,175 | 7,575 | 7,668 | |||||||||||||
3128H3GR6 | FHLMC GOLD POOL # E95608 | 4/1/2018 | 11,416 | 12,050 | 12,194 | |||||||||||||
3128H3GY1 | FHLMC GOLD POOL # E95615 | 4/1/2018 | 11,390 | 12,024 | 12,172 | |||||||||||||
3128H3H20 | FHLMC GOLD POOL # E95649 | 4/1/2018 | 18,981 | 20,039 | 20,274 | |||||||||||||
3128H3H87 | FHLMC GOLD POOL # E95655 | 4/1/2018 | 14,871 | 15,702 | 15,884 | |||||||||||||
3128H3HZ7 | FHLMC GOLD POOL # E95648 | 4/1/2018 | 17,274 | 18,237 | 18,450 | |||||||||||||
3128H3JS1 | FHLMC GOLD POOL # E95673 | 4/1/2018 | 23,068 | 24,354 | 24,639 | |||||||||||||
3128H3JT9 | FHLMC GOLD POOL # E95674 | 4/1/2018 | 32,830 | 34,659 | 35,085 | |||||||||||||
3128H3K59 | FHLMC GOLD POOL # E95716 | 5/1/2018 | 13,611 | 14,370 | 14,546 | |||||||||||||
3128H3KA8 | FHLMC GOLD POOL # E95689 | 4/1/2018 | 17,317 | 18,281 | 18,497 | |||||||||||||
3128H3KF7 | FHLMC POOL # E95694 | 4/1/2018 | 12,462 | 13,157 | 13,316 | |||||||||||||
3128H3KL4 | FHLMC GOLD POOL # E95699 | 4/1/2018 | 33,393 | 35,255 | 35,682 | |||||||||||||
3128H3KN0 | FHLMC GOLD POOL # E95701 | 4/1/2018 | 4,679 | 4,940 | 4,998 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
3128H3L90 | FHLMC GOLD POOL # E95752 | 5/1/2018 | 32,419 | 34,229 | 34,627 | |||||||||||||
3128H3LP4 | FHLMC GOLD POOL # E95734 | 3/1/2018 | 28,113 | 29,680 | 30,040 | |||||||||||||
3128H3LR0 | FHLMC GOLD POOL # E95736 | 3/1/2018 | 10,647 | 11,240 | 11,372 | |||||||||||||
3128H3LS8 | FHLMC GOLD POOL # E95737 | 3/1/2018 | 28,990 | 30,607 | 30,982 | |||||||||||||
3128H3MG3 | FHLMC GOLD POOL # E95759 | 4/1/2018 | 15,584 | 16,454 | 16,652 | |||||||||||||
3128H3ML2 | FHLMC GOLD POOL # E95763 | 4/1/2018 | 6,855 | 7,237 | 7,322 | |||||||||||||
3128H3MN8 | FHLMC GOLD POOL # E95765 | 4/1/2018 | 37,358 | 39,439 | 39,925 | |||||||||||||
3128H3N56 | FHLMC GOLD POOL # E95812 | 4/1/2018 | 9,164 | 9,675 | 9,792 | |||||||||||||
3128H3N72 | FHLMC GOLD POOL # E95814 | 4/1/2018 | 11,801 | 12,458 | 12,612 | |||||||||||||
3128H3NC1 | FHLMC GOLD POOL # E95787 | 4/1/2018 | 16,543 | 17,466 | 17,670 | |||||||||||||
3128H3NR8 | FHLMC GOLD POOL # E95800 | 4/1/2018 | 14,443 | 15,249 | 15,427 | |||||||||||||
3128H3NW7 | FHLMC GOLD POOL # E95805 | 4/1/2018 | 6,011 | 6,346 | 6,421 | |||||||||||||
3128H3PT2 | FHLMC GOLD POOL # E95834 | 5/1/2018 | 6,293 | 6,644 | 6,724 | |||||||||||||
3128H3Q87 | FHLMC GOLD POOL # E95879 | 4/1/2018 | 30,894 | 32,613 | 32,997 | |||||||||||||
3128H3QJ3 | FHLMC GOLD POOL # E95857 | 4/1/2018 | 11,339 | 11,972 | 12,111 | |||||||||||||
3128H3QL8 | FHLMC GOLD POOL # E95859 | 4/1/2018 | 146,847 | 147,344 | 158,818 | |||||||||||||
3128H3QM6 | FHLMC GOLD POOL # E95860 | 4/1/2018 | 9,736 | 10,279 | 10,400 | |||||||||||||
3128H3R29 | FHLMC GOLD POOL # E95905 | 4/1/2018 | 8,771 | 9,260 | 9,373 | |||||||||||||
3128H3RY9 | FHLMC GOLD POOL # E95903 | 5/1/2018 | 40,199 | 42,439 | 42,936 | |||||||||||||
3128H3S36 | FHLMC GOLD POOL # E95938 | 4/1/2018 | 12,363 | 13,052 | 13,212 | |||||||||||||
3128H3SB8 | FHLMC GOLD POOL # E95914 | 5/1/2018 | 24,203 | 25,555 | 25,862 | |||||||||||||
3128H3SZ5 | FHLMC GOLD POOL # E95936 | 5/1/2018 | 21,958 | 23,183 | 23,467 | |||||||||||||
3128H3UA7 | FHLMC GOLD POOL # E95977 | 5/1/2018 | 2,731 | 2,883 | 2,916 | |||||||||||||
3128H3V65 | FHLMC GOLD POOL # E96037 | 5/1/2018 | 7,752 | 8,184 | 8,284 | |||||||||||||
3128H3WF4 | FHLMC GOLD POOL # E96046 | 4/1/2018 | 16,405 | 17,319 | 17,532 | |||||||||||||
3128H3XU0 | FHLMC GOLD POOL # E96091 | 5/1/2018 | 14,233 | 15,024 | 15,211 | |||||||||||||
3128H3XW6 | FHLMC GOLD POOL # E96093 | 5/1/2018 | 17,816 | 18,808 | 19,040 | |||||||||||||
3128H3YG0 | FHLMC GOLD POOL # E96111 | 4/1/2018 | 5,274 | 5,568 | 5,634 | |||||||||||||
3128H3YJ4 | FHLMC GOLD POOL # E96113 | 5/1/2018 | 14,230 | 15,024 | 15,199 | |||||||||||||
3128H45V7 | FHLMC GOLD POOL # E97160 | 6/1/2018 | 24,397 | 25,758 | 26,058 | |||||||||||||
3128H4AZ2 | FHLMC GOLD POOL # E96324 | 5/1/2018 | 10,880 | 11,486 | 11,625 | |||||||||||||
3128H4BS7 | FHLMC GOLD POOL # E96349 | 5/1/2018 | 36,416 | 38,444 | 38,895 | |||||||||||||
3128H4CF4 | FHLMC GOLD POOL # E96370 | 5/1/2018 | 7,821 | 8,258 | 8,357 | |||||||||||||
3128H4CH0 | FHLMC GOLD POOL # E96372 | 5/1/2018 | 29,663 | 31,320 | 31,696 | |||||||||||||
3128H4DB2 | FHLMC GOLD POOL # E96398 | 5/1/2018 | 61,611 | 61,817 | 66,634 | |||||||||||||
3128H4ES4 | FHLMC GOLD POOL # E96445 | 6/1/2018 | 13,213 | 13,950 | 14,112 | |||||||||||||
3128H4HQ5 | FHLMC GOLD POOL # E96539 | 5/1/2018 | 60,673 | 64,055 | 64,841 | |||||||||||||
3128H4HS1 | FHLMC GOLD POOL # E96541 | 5/1/2018 | 69,572 | 73,455 | 74,352 | |||||||||||||
3128H4J59 | FHLMC GOLD POOL # E96584 | 6/1/2018 | 15,167 | 16,013 | 16,200 | |||||||||||||
3128H4JG5 | FHLMC GOLD POOL # E96563 | 5/1/2018 | 17,102 | 18,055 | 18,267 | |||||||||||||
3128H4JT7 | FHLMC GOLD POOL # E96574 | 6/1/2018 | 34,342 | 36,258 | 36,681 | |||||||||||||
3128H4KQ1 | FHLMC GOLD POOL # E96603 | 6/1/2018 | 24,332 | 25,690 | 25,989 | |||||||||||||
3128H4ST7 | FHLMC GOLD POOL # E96830 | 6/1/2018 | 38,478 | 40,628 | 41,099 | |||||||||||||
3128H5JX5 | FHLMC GOLD POOL # E97478 | 7/1/2018 | 26,908 | 28,410 | 28,741 | |||||||||||||
3128H5RP3 | FHLMC GOLD POOL # E97694 | 7/1/2018 | 15,872 | 16,758 | 16,953 | |||||||||||||
3128H5TK2 | FHLMC GOLD POOL # E97754 | 7/1/2018 | 41,678 | 44,004 | 44,517 | |||||||||||||
3128H5VJ2 | FHLMC GOLD POOL # E97817 | 7/1/2018 | 37,511 | 37,634 | 40,569 | |||||||||||||
3128H62N3 | FHLMC GOLD POOL # E98881 | 9/1/2018 | 30,765 | 32,486 | 32,860 | |||||||||||||
3128H6BG8 | FHLMC GOLD POOL # E98139 | 7/1/2018 | 33,231 | 35,087 | 35,494 | |||||||||||||
3128H6CZ5 | FHLMC GOLD POOL # E98188 | 7/1/2018 | 33,758 | 35,644 | 36,057 | |||||||||||||
3128H6FR0 | FHLMC GOLD POOL # E98276 | 8/1/2018 | 22,420 | 23,671 | 23,947 | |||||||||||||
3128H6FU3 | FHLMC GOLD POOL # E98279 | 8/1/2018 | 17,508 | 18,485 | 18,700 | |||||||||||||
3128H6SY1 | FHLMC GOLD POOL # E98635 | 8/1/2018 | 1,655,644 | 1,661,092 | 1,790,613 | |||||||||||||
3128H6WU4 | FHLMC GOLD POOL # E98759 | 8/1/2018 | 322,303 | 323,373 | 348,577 | |||||||||||||
3128H6XM1 | FHLMC GOLD POOL # E98784 | 8/1/2018 | 10,009 | 10,568 | 10,691 | |||||||||||||
3128H6ZC1 | FHLMC GOLD POOL # E98839 | 7/1/2018 | 119,253 | 119,666 | 128,974 | |||||||||||||
3128H77K2 | FHLMC GOLD POOL # E99898 | 10/1/2018 | 217,908 | 218,665 | 235,672 | |||||||||||||
3128H7PN6 | FHLMC GOLD POOL # E99429 | 9/1/2013 | 2,444,453 | 2,393,742 | 2,538,738 | |||||||||||||
3128H7QL9 | FHLMC GOLD POOL # E99459 | 9/1/2018 | 940,317 | 943,473 | 1,016,973 | |||||||||||||
3128H7R95 | FHLMC GOLD POOL # E99512 | 9/1/2018 | 800,224 | 802,974 | 865,459 | |||||||||||||
3128H7YH9 | FHLMC GOLD POOL # E99712 | 10/1/2018 | 161,959 | 162,522 | 175,162 | |||||||||||||
3128JLDM8 | FHLMC POOL # 1B1107 | 9/1/2033 | 3,117,323 | 3,066,503 | 3,231,405 | |||||||||||||
3128JLEY1 | FHLMC POOL # 1B1150 | 9/1/2033 | 5,639,006 | 5,547,486 | 5,845,209 | |||||||||||||
3128JLHB8 | FHLMC POOL # 1B1225 | 9/1/2033 | 197,889 | 194,448 | 204,932 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
3128JM6N2 | FHLMC POOL # 1B2776 | 2/1/2035 | 614,890 | 604,675 | 632,130 | |||||||||||||
3128JM7E1 | FHLMC POOL # 1B2792 | 2/1/2035 | 486,682 | 478,699 | 501,015 | |||||||||||||
3128JMW45 | FHLMC POOL # 1B2566 | 11/1/2034 | 242,988 | 240,020 | 251,957 | |||||||||||||
3128JMY68 | FHLMC POOL # 1B2632 | 11/1/2034 | 334,766 | 330,572 | 344,490 | |||||||||||||
3128JMZG5 | FHLMC POOL # 1B2642 | 11/1/2034 | 445,425 | 440,110 | 460,540 | |||||||||||||
3128JNAL9 | FHLMC POOL # 1B2810 | 2/1/2035 | 487,848 | 479,715 | 501,080 | |||||||||||||
3128JRP26 | FHLMC POOL # 847641 | 12/1/2033 | 2,493,362 | 2,473,763 | 2,599,515 | |||||||||||||
3128K17K1 | FHLMC GOLD POOL # A41798 | 1/1/2036 | 6,992,684 | 7,147,346 | 7,239,526 | |||||||||||||
3128KA4Z1 | FHLMC GOLD POOL # A49840 | 6/1/2036 | 97,320 | 102,186 | 104,677 | |||||||||||||
3128KE5H2 | FHLMC GOLD POOL # A52648 | 9/1/2036 | 249,344 | 252,528 | 269,099 | |||||||||||||
3128KVAR6 | FHLMC GOLD POOL # A64516 | 8/1/2037 | 236,157 | 239,176 | 257,104 | |||||||||||||
3128KWBZ5 | FHLMC GOLD POOL # A65456 | 9/1/2037 | 24,325 | 25,258 | 26,422 | |||||||||||||
3128KWFX6 | FHLMC GOLD POOL # A65582 | 9/1/2037 | 48,760 | 50,627 | 52,962 | |||||||||||||
3128KWFY4 | FHLMC GOLD POOL # A65583 | 9/1/2037 | 64,610 | 67,084 | 70,178 | |||||||||||||
3128KWT29 | FHLMC GOLD POOL # A65969 | 9/1/2037 | 34,755 | 36,086 | 37,750 | |||||||||||||
3128KWTK9 | FHLMC GOLD POOL # A65954 | 9/1/2037 | 56,565 | 58,730 | 61,440 | |||||||||||||
3128KWTP8 | FHLMC GOLD POOL # A65958 | 9/1/2037 | 49,459 | 51,352 | 53,721 | |||||||||||||
3128KWTZ6 | FHLMC GOLD POOL # A65968 | 9/1/2037 | 37,005 | 38,421 | 40,194 | |||||||||||||
3128KYXE4 | FHLMC GOLD POOL # A67877 | 4/1/2037 | 23,414 | 24,311 | 25,432 | |||||||||||||
3128M4XA6 | FHLMC GOLD POOL # G03073 | 7/1/2037 | 4,637,031 | 4,656,035 | 4,906,195 | |||||||||||||
3128M4ZG1 | FHLMC GOLD POOL # G03143 | 7/1/2037 | 4,606 | 4,782 | 5,002 | |||||||||||||
3128M6UB2 | FHLMC GOLD POOL # G04778 | 7/1/2038 | 117,102 | 121,593 | 127,193 | |||||||||||||
3128M7AZ9 | FHLMC GOLD POOL # G05124 | 12/1/2038 | 329,182 | 341,803 | 357,551 | |||||||||||||
3128M7HL3 | FHLMC GOLD POOL # G05335 | 3/1/2039 | 173,830 | 180,978 | 180,158 | |||||||||||||
3128M7PN0 | FHLMC GOLD POOL # G05529 | 7/1/2039 | 1,472,569 | 1,516,615 | 1,524,568 | |||||||||||||
3128MMAC7 | FHLMC GOLD POOL # G18002 | 7/1/2019 | 1,054,441 | 1,037,736 | 1,125,178 | |||||||||||||
3128MMLD3 | FHLMC GOLD POOL # G18323 | 9/1/2024 | 4,046,910 | 4,142,519 | 4,208,168 | |||||||||||||
3128NCBF0 | FHLMC POOL # 1G0038 | 1/1/2035 | 517,950 | 509,922 | 529,296 | |||||||||||||
3128NCBH6 | FHLMC POOL # 1G0040 | 1/1/2035 | 875,124 | 859,297 | 888,243 | |||||||||||||
3128NCBW3 | FHLMC POOL # 1G0053 | 2/1/2035 | 621,675 | 611,976 | 638,860 | |||||||||||||
3128NCDH4 | FHLMC POOL # 1G0104 | 2/1/2035 | 292,612 | 287,764 | 301,750 | |||||||||||||
3128QLP54 | FHLMC POOL # 1H2544 | 11/1/2035 | 18,215,881 | 17,870,002 | 18,718,922 | |||||||||||||
3128QLPD7 | FHLMC POOL # 1H2520 | 6/1/2035 | 29,155,689 | 28,855,240 | 29,981,656 | |||||||||||||
3128S4E52 | FHLMC POOL # 1Q0156 | 10/1/2035 | 9,477,230 | 9,385,162 | 9,827,996 | |||||||||||||
3128X9AM2 | FREDDIE MAC AGENCY BND | 8/24/2012 | 10,000,000 | 9,961,727 | 10,040,900 | |||||||||||||
312929CM2 | FHLMC GOLD POOL # A82776 | 1/1/2039 | 12,480 | 12,958 | 13,556 | |||||||||||||
31292KJH1 | FHLMC GOLD POOL # C02964 | 7/1/2037 | 2,436 | 2,529 | 2,646 | |||||||||||||
31292KX93 | FHLMC GOLD POOL # C03404 | 9/1/2039 | 5,868,373 | 5,922,671 | 5,888,325 | |||||||||||||
312930LH1 | FHLMC GOLD POOL # A83928 | 1/1/2039 | 44,429 | 46,131 | 48,258 | |||||||||||||
312930LQ1 | FHLMC GOLD POOL # A83935 | 1/1/2039 | 46,651 | 48,438 | 50,671 | |||||||||||||
312930RC6 | FHLMC GOLD POOL # A84083 | 1/1/2039 | 29,795 | 30,939 | 32,000 | |||||||||||||
312930RV4 | FHLMC GOLD POOL # A84100 | 1/1/2039 | 17,580 | 18,254 | 19,095 | |||||||||||||
312930TB6 | FHLMC GOLD POOL # A84146 | 1/1/2039 | 13,408 | 13,922 | 14,401 | |||||||||||||
312931D62 | FHLMC GOLD POOL # A84625 | 2/1/2039 | 4,771,815 | 4,664,443 | 4,631,292 | |||||||||||||
312931TJ7 | FHLMC GOLD POOL # A85053 | 3/1/2039 | 4,519,711 | 4,620,142 | 4,672,477 | |||||||||||||
3129326W1 | FHLMC GOLD POOL # A86285 | 5/1/2039 | 37,421 | 38,611 | 38,686 | |||||||||||||
312932CX2 | FHLMC GOLD POOL # A85486 | 4/1/2039 | 3,754,212 | 3,817,662 | 3,768,702 | |||||||||||||
312932XE1 | FHLMC GOLD POOL # A86077 | 5/1/2039 | 42,619 | 43,974 | 44,060 | |||||||||||||
312932ZE9 | FHLMC GOLD POOL # A86141 | 5/1/2039 | 105,130 | 108,473 | 108,957 | |||||||||||||
312933E83 | FHLMC GOLD POOL # A86459 | 5/1/2039 | 35,572 | 36,703 | 36,775 | |||||||||||||
312933F41 | FHLMC GOLD POOL # A86487 | 6/1/2039 | 5,374,283 | 5,361,719 | 5,392,556 | |||||||||||||
312933F66 | FHLMC GOLD POOL # A86489 | 6/1/2039 | 39,945 | 41,216 | 41,295 | |||||||||||||
3129345K4 | FHLMC GOLD POOL # A88050 | 8/1/2039 | 193,695 | 199,495 | 200,534 | |||||||||||||
312934JJ2 | FHLMC GOLD POOL # A87465 | 7/1/2039 | 84,017 | 86,689 | 86,857 | |||||||||||||
312934MM1 | FHLMC GOLD POOL # A87564 | 7/1/2039 | 78,785 | 81,292 | 81,448 | |||||||||||||
312934PJ5 | FHLMC GOLD POOL # A87625 | 8/1/2039 | 103,288 | 106,573 | 107,048 | |||||||||||||
312934R38 | FHLMC GOLD POOL # A87706 | 8/1/2039 | 88,302 | 91,111 | 91,517 | |||||||||||||
312934WP3 | FHLMC GOLD POOL # A87854 | 8/1/2039 | 76,252 | 78,536 | 78,830 | |||||||||||||
312934Z47 | FHLMC GOLD POOL # A87963 | 8/1/2039 | 63,787 | 65,816 | 65,943 | |||||||||||||
3129353B3 | FHLMC GOLD POOL # A88894 | 9/1/2039 | 781,167 | 787,791 | 783,823 | |||||||||||||
3129356Q7 | FHLMC GOLD POOL # A88979 | 9/1/2039 | 194,053 | 195,698 | 194,713 | |||||||||||||
312935AT6 | FHLMC GOLD POOL # A88118 | 8/1/2039 | 217,539 | 224,054 | 225,221 | |||||||||||||
312935BW8 | FHLMC GOLD POOL # A88153 | 8/1/2039 | 99,252 | 103,368 | 102,606 | |||||||||||||
312935JT7 | FHLMC GOLD POOL # A88374 | 9/1/2039 | 296,910 | 299,864 | 297,920 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
312935KN8 | FHLMC GOLD POOL # A88401 | 9/1/2039 | 128,710 | 132,563 | 133,061 | |||||||||||||
312935KY4 | FHLMC GOLD POOL # A88411 | 9/1/2039 | 294,882 | 297,815 | 295,884 | |||||||||||||
312935LV9 | FHLMC GOLD POOL # A88440 | 9/1/2039 | 197,982 | 199,951 | 198,655 | |||||||||||||
312935MQ9 | FHLMC GOLD POOL # A88467 | 9/1/2039 | 984,416 | 995,616 | 990,061 | |||||||||||||
312935MV8 | FHLMC GOLD POOL # A88472 | 9/1/2039 | 1,975,257 | 1,995,670 | 1,981,973 | |||||||||||||
312935S59 | FHLMC GOLD POOL # A88640 | 9/1/2039 | 1,177,408 | 1,224,671 | 1,218,984 | |||||||||||||
312935S75 | FHLMC GOLD POOL # A88642 | 9/1/2039 | 461,753 | 480,895 | 478,563 | |||||||||||||
3129365C7 | FHLMC GOLD POOL # A89843 | 11/1/2039 | 1,607,245 | 1,671,870 | 1,663,999 | |||||||||||||
312936AM9 | FHLMC GOLD POOL # A89012 | 9/1/2039 | 123,168 | 128,113 | 127,331 | |||||||||||||
312936AP2 | FHLMC GOLD POOL # A89014 | 9/1/2039 | 97,553 | 101,597 | 100,850 | |||||||||||||
312936GU5 | FHLMC GOLD POOL # A89211 | 10/1/2039 | 161,266 | 167,958 | 167,137 | |||||||||||||
312936LH8 | FHLMC GOLD POOL # A89328 | 10/1/2039 | 392,673 | 409,028 | 405,945 | |||||||||||||
312936LM7 | FHLMC GOLD POOL # A89332 | 10/1/2039 | 691,855 | 719,263 | 715,239 | |||||||||||||
3129383Y7 | FHLMC GOLD POOL # A90815 | 1/1/2040 | 163,298 | 169,866 | 168,817 | |||||||||||||
3129385D1 | FHLMC GOLD POOL # A90844 | 1/1/2040 | 106,043 | 110,300 | 109,627 | |||||||||||||
312938GP2 | FHLMC GOLD POOL # A90206 | 12/1/2039 | 548,896 | 570,940 | 568,279 | |||||||||||||
312938XT5 | FHLMC GOLD POOL # A90690 | 1/1/2040 | 744,061 | 773,946 | 769,405 | |||||||||||||
31294KDZ5 | FHLMC GOLD POOL # E01020 | 9/1/2016 | 2,418 | 2,550 | 2,573 | |||||||||||||
31294KFJ9 | FHLMC GOLD POOL # E01069 | 11/1/2016 | 4,094 | 4,319 | 4,368 | |||||||||||||
31294KHD0 | FHLMC GOLD POOL # E01128 | 2/1/2017 | 8,754 | 9,237 | 9,330 | |||||||||||||
31294KHL2 | FHLMC GOLD POOL # E01135 | 3/1/2017 | 17,248 | 18,199 | 18,433 | |||||||||||||
31294KJT3 | FHLMC GOLD POOL # E01174 | 5/1/2017 | 5,923 | 6,250 | 6,304 | |||||||||||||
31294KKU8 | FHLMC GOLD POOL # E01207 | 9/1/2017 | 9,573 | 10,104 | 10,202 | |||||||||||||
31294KN43 | FHLMC GOLD POOL # E01311 | 2/1/2018 | 1,686,323 | 1,691,875 | 1,823,793 | |||||||||||||
31294KNY7 | FHLMC GOLD POOL # E01307 | 2/1/2018 | 89,473 | 94,454 | 95,605 | |||||||||||||
31294KP25 | FHLMC GOLD POOL # E01341 | 3/1/2018 | 2,391,457 | 2,399,355 | 2,586,410 | |||||||||||||
31294KQ73 | FHLMC GOLD POOL # E01378 | 5/1/2018 | 192,685 | 203,433 | 205,892 | |||||||||||||
31294KUR4 | FHLMC GOLD POOL # E01492 | 10/1/2018 | 1,131,737 | 1,135,648 | 1,223,997 | |||||||||||||
31294KUT0 | FHLMC GOLD POOL # E01494 | 9/1/2018 | 9,632,448 | 9,665,451 | 10,417,692 | |||||||||||||
3129624Q3 | FHLMC GOLD POOL # B10831 | 11/1/2018 | 135,310 | 135,759 | 146,340 | |||||||||||||
3129624X8 | FHLMC GOLD POOL # B10838 | 11/1/2018 | 9,943 | 10,500 | 10,624 | |||||||||||||
312962BY8 | FHLMC GOLD POOL # B10055 | 10/1/2018 | 28,151 | 29,729 | 30,081 | |||||||||||||
312962CK7 | FHLMC GOLD POOL # B10074 | 10/1/2018 | 13,030 | 13,759 | 13,918 | |||||||||||||
312962CQ4 | FHLMC GOLD POOL # B10079 | 8/1/2018 | 14,517 | 15,327 | 15,514 | |||||||||||||
312962CT8 | FHLMC GOLD POOL # B10082 | 8/1/2018 | 2,680 | 2,829 | 2,852 | |||||||||||||
312962DE0 | FHLMC GOLD POOL # B10101 | 10/1/2018 | 13,846 | 14,622 | 14,789 | |||||||||||||
312962EY5 | FHLMC GOLD POOL # B10151 | 10/1/2018 | 23,823 | 25,157 | 25,456 | |||||||||||||
312962FM0 | FHLMC GOLD POOL # B10172 | 10/1/2018 | 21,090 | 22,269 | 22,526 | |||||||||||||
312962FN8 | FHLMC GOLD POOL # B10173 | 10/1/2018 | 9,942 | 10,498 | 10,619 | |||||||||||||
312962FW8 | FHLMC GOLD POOL # B10181 | 10/1/2018 | 32,492 | 34,313 | 34,705 | |||||||||||||
312962J53 | FHLMC GOLD POOL # B10284 | 10/1/2018 | 1,260,799 | 1,265,214 | 1,363,580 | |||||||||||||
312962JW4 | FHLMC GOLD POOL # B10277 | 11/1/2018 | 31,375 | 33,133 | 33,512 | |||||||||||||
312962KD4 | FHLMC GOLD POOL # B10292 | 10/1/2018 | 140,688 | 141,171 | 152,157 | |||||||||||||
312962KP7 | FHLMC GOLD POOL # B10302 | 10/1/2018 | 22,452 | 23,710 | 23,981 | |||||||||||||
312962KT9 | FHLMC GOLD POOL # B10306 | 10/1/2018 | 21,354 | 22,548 | 22,808 | |||||||||||||
312962MD2 | FHLMC GOLD POOL # B10356 | 11/1/2018 | 40,780 | 43,060 | 43,557 | |||||||||||||
312962MT7 | FHLMC GOLD POOL # B10370 | 11/1/2018 | 23,155 | 24,447 | 24,732 | |||||||||||||
312962MV2 | FHLMC GOLD POOL # B10372 | 11/1/2018 | 20,043 | 21,163 | 21,408 | |||||||||||||
312962NJ8 | FHLMC GOLD POOL # B10393 | 10/1/2018 | 28,650 | 30,257 | 30,601 | |||||||||||||
312962Q63 | FHLMC GOLD POOL # B10477 | 10/1/2018 | 23,564 | 23,645 | 25,485 | |||||||||||||
312962T86 | FHLMC GOLD POOL # B10575 | 11/1/2018 | 19,621 | 20,720 | 20,957 | |||||||||||||
312962TL7 | FHLMC GOLD POOL # B10555 | 11/1/2018 | 26,773 | 28,275 | 28,596 | |||||||||||||
312962UJ0 | FHLMC GOLD POOL # B10585 | 11/1/2018 | 12,742 | 13,456 | 13,610 | |||||||||||||
312962UW1 | FHLMC GOLD POOL # B10597 | 11/1/2018 | 1,975,036 | 1,981,910 | 2,136,042 | |||||||||||||
312962WC3 | FHLMC GOLD POOL # B10643 | 11/1/2018 | 24,873 | 26,268 | 26,578 | |||||||||||||
312963BP5 | FHLMC GOLD POOL # B10946 | 12/1/2018 | 119,496 | 119,916 | 129,237 | |||||||||||||
312963CK5 | FHLMC GOLD POOL # B10974 | 11/1/2018 | 19,926 | 21,042 | 21,292 | |||||||||||||
312963G70 | FHLMC GOLD POOL # B11122 | 11/1/2018 | 708,502 | 710,916 | 766,259 | |||||||||||||
312963L66 | FHLMC GOLD POOL # B11249 | 12/1/2018 | 10,899 | 11,510 | 11,641 | |||||||||||||
312963L74 | FHLMC GOLD POOL # B11250 | 11/1/2018 | 31,140 | 31,251 | 33,679 | |||||||||||||
312963LA7 | FHLMC GOLD POOL # B11221 | 12/1/2018 | 16,565 | 17,493 | 17,693 | |||||||||||||
312963MS7 | FHLMC GOLD POOL # B11269 | 12/1/2018 | 29,503 | 31,157 | 31,525 | |||||||||||||
312963RG8 | FHLMC GOLD POOL # B11387 | 12/1/2018 | 36,807 | 38,872 | 39,330 | |||||||||||||
312963RR4 | FHLMC GOLD POOL # B11396 | 12/1/2018 | 28,575 | 30,176 | 30,521 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
312963UB5 | FHLMC GOLD POOL # B11478 | 12/1/2018 | 16,930 | 17,879 | 18,083 | |||||||||||||
312963V40 | FHLMC GOLD POOL # B11535 | 1/1/2019 | 21,273 | 22,466 | 22,731 | |||||||||||||
312963VY4 | FHLMC GOLD POOL # B11531 | 12/1/2018 | 267,562 | 268,501 | 289,374 | |||||||||||||
312963WH0 | FHLMC GOLD POOL # B11548 | 12/1/2018 | 30,416 | 30,523 | 32,895 | |||||||||||||
312963XT3 | FHLMC GOLD POOL # B11590 | 12/1/2018 | 6,181 | 6,527 | 6,605 | |||||||||||||
312963Z53 | FHLMC GOLD POOL # B11664 | 1/1/2019 | 15,265 | 16,121 | 16,305 | |||||||||||||
312963ZG9 | FHLMC GOLD POOL # B11643 | 11/1/2018 | 123,871 | 124,289 | 133,969 | |||||||||||||
3129642B4 | FHLMC GOLD POOL # B12570 | 3/1/2019 | 344,312 | 345,188 | 371,879 | |||||||||||||
312964AU3 | FHLMC GOLD POOL # B11819 | 1/1/2019 | 12,412 | 13,108 | 13,263 | |||||||||||||
312964CQ0 | FHLMC GOLD POOL # B11879 | 1/1/2019 | 10,927 | 11,540 | 11,671 | |||||||||||||
312964EJ4 | FHLMC GOLD POOL # B11937 | 1/1/2019 | 12,856 | 13,577 | 13,737 | |||||||||||||
312964EK1 | FHLMC GOLD POOL # B11938 | 1/1/2019 | 26,264 | 27,737 | 28,064 | |||||||||||||
312964FV6 | FHLMC GOLD POOL # B11980 | 1/1/2019 | 13,230 | 13,971 | 14,117 | |||||||||||||
312964GZ6 | FHLMC GOLD POOL # B12016 | 2/1/2019 | 11,817 | 12,480 | 12,609 | |||||||||||||
312964KG3 | FHLMC GOLD POOL # B12095 | 2/1/2019 | 8,101 | 8,556 | 8,653 | |||||||||||||
312964QW2 | FHLMC GOLD POOL # B12269 | 2/1/2019 | 465,777 | 467,351 | 503,748 | |||||||||||||
312964RW1 | FHLMC GOLD POOL # B12301 | 2/1/2014 | 1,097,668 | 1,058,362 | 1,133,915 | |||||||||||||
312964WX3 | FHLMC GOLD POOL # B12462 | 10/1/2018 | 581,304 | 583,292 | 628,693 | |||||||||||||
312965A71 | FHLMC GOLD POOL # B12730 | 3/1/2014 | 2,047,030 | 2,000,909 | 2,114,626 | |||||||||||||
312965CF1 | FHLMC GOLD POOL # B12770 | 1/1/2019 | 10,592 | 11,186 | 11,320 | |||||||||||||
312965CH7 | FHLMC GOLD POOL # B12772 | 3/1/2014 | 2,244,615 | 2,163,965 | 2,318,736 | |||||||||||||
312965DX1 | FHLMC GOLD POOL # B12818 | 3/1/2014 | 1,645,262 | 1,586,085 | 1,699,591 | |||||||||||||
312965DY9 | FHLMC GOLD POOL # B12819 | 3/1/2014 | 1,969,728 | 1,925,259 | 2,034,771 | |||||||||||||
312965FY7 | FHLMC GOLD POOL # B12883 | 3/1/2014 | 1,768,594 | 1,704,558 | 1,826,996 | |||||||||||||
312965GT7 | FHLMC GOLD POOL # B12910 | 3/1/2014 | 1,371,528 | 1,321,893 | 1,416,818 | |||||||||||||
312965GU4 | FHLMC GOLD POOL # B12911 | 3/1/2014 | 1,493,334 | 1,439,702 | 1,542,646 | |||||||||||||
312965HK5 | FHLMC GOLD POOL # B12934 | 3/1/2019 | 28,976 | 30,601 | 30,920 | |||||||||||||
312965MP8 | FHLMC GOLD POOL # B13066 | 3/1/2014 | 6,872,357 | 6,716,976 | 7,099,291 | |||||||||||||
312965QA7 | FHLMC GOLD POOL # B13149 | 11/1/2018 | 365,946 | 367,181 | 395,778 | |||||||||||||
312965WC6 | FHLMC GOLD POOL # B13343 | 4/1/2014 | 922,460 | 888,696 | 952,921 | |||||||||||||
312965WD4 | FHLMC GOLD POOL # B13344 | 4/1/2014 | 1,243,915 | 1,198,466 | 1,284,991 | |||||||||||||
312965WU6 | FHLMC GOLD POOL # B13359 | 4/1/2014 | 1,145,762 | 1,104,028 | 1,183,597 | |||||||||||||
312965WV4 | FHLMC GOLD POOL # B13360 | 4/1/2014 | 1,498,410 | 1,443,764 | 1,547,889 | |||||||||||||
312966WU4 | FHLMC GOLD POOL # B14259 | 5/1/2019 | 1,652,657 | 1,656,701 | 1,784,975 | |||||||||||||
312967MC3 | FHLMC GOLD POOL # B14855 | 6/1/2014 | 1,772,865 | 1,746,247 | 1,863,533 | |||||||||||||
312967MH2 | FHLMC GOLD POOL # B14860 | 5/1/2014 | 3,167,027 | 3,105,794 | 3,271,607 | |||||||||||||
312968QL7 | FHLMC GOLD POOL # B15859 | 12/1/2018 | 2,667,390 | 2,677,263 | 2,875,843 | |||||||||||||
3129696M5 | FHLMC GOLD POOL # B17176 | 11/1/2014 | 3,767,942 | 3,699,590 | 3,892,365 | |||||||||||||
312969VY1 | FHLMC GOLD POOL # B16931 | 10/1/2014 | 6,224,319 | 6,132,162 | 6,542,643 | |||||||||||||
3129714D3 | FHLMC GOLD POOL # B18920 | 3/1/2015 | 5,022,861 | 4,929,106 | 5,174,402 | |||||||||||||
31331S4Z3 | FEDERAL FARM CREDIT BANK AGENCY BND | 8/8/2011 | 1,600,000 | 1,600,951 | 1,679,840 | |||||||||||||
31331SH97 | FEDERAL FARM CREDIT BANK AGENCY BND | 4/24/2012 | 1,000,000 | 1,001,147 | 1,061,655 | |||||||||||||
31331ST29 | FEDERAL FARM CREDIT BANK AGENCY BND | 4/25/2012 | 1,400,000 | 1,396,109 | 1,490,160 | |||||||||||||
31331VPV2 | FFCB AGENCY BND | 4/1/2016 | 2,975,000 | 2,959,424 | 3,261,790 | |||||||||||||
31331XU75 | FFCB AGENCY BND | 8/13/2014 | 5,000,000 | 5,015,461 | 5,526,000 | |||||||||||||
31331Y4P2 | FFCB AGENCY BND | 11/6/2017 | 11,435,000 | 11,457,854 | 12,527,043 | |||||||||||||
31331YEJ5 | FFCB AGENCY BND | 11/15/2018 | 28,115,000 | 28,673,237 | 30,105,542 | |||||||||||||
31335H2K8 | FHLMC GOLD POOL # C90778 | 11/1/2023 | 2,831,960 | 2,708,390 | 2,942,690 | |||||||||||||
3133MB2B2 | FHLB AGENCY BND | 2/13/2015 | 1,800,000 | 2,025,531 | 2,169,720 | |||||||||||||
3133X85H1 | FHLB AGENCY BND | 8/10/2010 | 1,000,000 | 998,620 | 1,014,700 | |||||||||||||
3133XCZJ5 | FHLB AGENCY BND | 8/26/2013 | 1,000,000 | 1,002,492 | 1,082,700 | |||||||||||||
3133XUE41 | FHLB AGENCY BND | 8/22/2012 | 5,000,000 | 4,994,632 | 5,042,650 | |||||||||||||
3133XVEM9 | FHLB AGENCY BND | 11/21/2012 | 3,000,000 | 2,994,451 | 3,006,420 | |||||||||||||
3133XVNU1 | FHLB AGENCY BND | 12/12/2014 | 74,500,000 | 74,913,776 | 74,491,059 | |||||||||||||
31342A6F1 | FHLMC POOL # 780870 | 9/1/2033 | 1,122,329 | 1,102,656 | 1,155,858 | |||||||||||||
31349UCW6 | FHLMC POOL # 782785 | 10/1/2034 | 550,338 | 543,117 | 563,538 | |||||||||||||
31349UEJ3 | FHLMC POOL # 782837 | 11/1/2034 | 966,263 | 952,635 | 994,658 | |||||||||||||
31349UJM1 | FHLMC POOL # 782968 | 1/1/2035 | 2,517,830 | 2,484,223 | 2,574,974 | |||||||||||||
31349ULB2 | FHLMC POOL # 783022 | 2/1/2035 | 999,334 | 986,562 | 1,026,351 | |||||||||||||
31349ULF3 | FHLMC POOL # 783026 | 2/1/2035 | 626,093 | 615,574 | 639,905 | |||||||||||||
31349UMF2 | FHLMC POOL # 783058 | 3/1/2035 | 7,428,025 | 7,353,286 | 7,556,684 | |||||||||||||
3134A35H5 | FHLMC AGENCY BND | 9/15/2010 | 721,000 | 727,637 | 742,616 | |||||||||||||
3134A4QD9 | FHLMC AGENCY BND | 7/15/2012 | 300,000 | 307,703 | 325,701 | |||||||||||||
31371KBQ3 | FNMA POOL # 253947 | 8/1/2031 | 18,101 | 18,769 | 19,781 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
31371LZJ1 | FNMA POOL # 255545 | 1/1/2015 | 3,694,772 | 3,589,093 | 3,852,908 | |||||||||||||
31371MFY8 | FNMA POOL # 255883 | 8/1/2035 | 10,945,581 | 10,717,892 | 11,362,811 | |||||||||||||
31371QU71 | FNMA POOL # 259006 | 3/1/2030 | 66,860 | 69,301 | 73,183 | |||||||||||||
31375BUQ8 | FNMA POOL # 330091 | 2/1/2023 | 140,437 | 145,505 | 153,691 | |||||||||||||
31375KSE8 | FNMA POOL # 337217 | 12/1/2024 | 54,580 | 56,979 | 60,123 | |||||||||||||
31376CTB0 | FNMA POOL # 351646 | 12/1/2024 | 8,849 | 9,177 | 9,685 | |||||||||||||
31376KKK1 | FNMA POOL # 357698 | 1/1/2015 | 1,596,292 | 1,566,378 | 1,650,566 | |||||||||||||
31377XSA6 | FNMA POOL # 390313 | 6/1/2027 | 88,236 | 91,622 | 96,646 | |||||||||||||
31379T6G4 | FNMA POOL # 429371 | 2/1/2014 | 36,380 | 36,135 | 38,183 | |||||||||||||
3137EAAD1 | FHLMC AGENCY BND | 4/18/2016 | 50,000,000 | 51,598,574 | 55,387,505 | |||||||||||||
3137EACE7 | FHLMC AGENCY BND | 9/21/2012 | 11,500,000 | 11,486,656 | 11,692,624 | |||||||||||||
31382NR20 | FNMA POOL # 487505 | 4/1/2029 | 985 | 1,013 | 1,039 | |||||||||||||
31384VP63 | FNMA POOL # 535145 | 2/1/2030 | 853,417 | 884,771 | 932,625 | |||||||||||||
31384VP97 | FNMA POOL # 535148 | 2/1/2030 | 191,853 | 198,928 | 209,659 | |||||||||||||
31384VUE0 | FNMA POOL # 535281 | 4/1/2030 | 1,029,402 | 1,067,401 | 1,124,943 | |||||||||||||
31384WLB4 | FNMA POOL # 535922 | 3/1/2031 | 54,754 | 56,766 | 59,931 | |||||||||||||
31384WVT4 | FNMA POOL # 536226 | 5/1/2030 | 41,284 | 42,801 | 45,187 | |||||||||||||
31384Y2A3 | FNMA POOL # 538169 | 4/1/2030 | 67,286 | 69,742 | 73,648 | |||||||||||||
31385FVZ6 | FNMA POOL # 543432 | 6/1/2030 | 140,013 | 145,164 | 153,252 | |||||||||||||
31385GZH0 | FNMA POOL # 544444 | 9/1/2030 | 533 | 553 | 584 | |||||||||||||
31385QRZ7 | FNMA POOL # 549604 | 8/1/2030 | 4,310 | 4,469 | 4,718 | |||||||||||||
31385RB58 | FNMA POOL # 550060 | 4/1/2030 | 1,568,428 | 1,649,511 | 1,729,682 | |||||||||||||
31385XEW3 | FNMA POOL # 555549 | 6/1/2018 | 500,244 | 496,491 | 534,277 | |||||||||||||
31385XK48 | FNMA POOL # 555715 | 7/1/2033 | 290,042 | 286,314 | 297,018 | |||||||||||||
31386XQU3 | FNMA POOL # 576567 | 2/1/2031 | 2,118,265 | 2,195,276 | 2,318,561 | |||||||||||||
31387EBE6 | FNMA POOL # 581537 | 6/1/2031 | 53,950 | 55,946 | 58,957 | |||||||||||||
31388DTM0 | FNMA POOL # 601856 | 1/1/2031 | 33,880 | 35,214 | 37,109 | |||||||||||||
31388HTX7 | FNMA POOL # 605466 | 8/1/2031 | 20,404 | 21,164 | 22,298 | |||||||||||||
31388XVV3 | FNMA POOL # 618128 | 8/1/2033 | 7,723,528 | 7,551,371 | 7,864,269 | |||||||||||||
31389EU78 | FNMA POOL # 623506 | 12/1/2011 | 331,950 | 332,399 | 350,672 | |||||||||||||
31389EVA0 | FNMA POOL # 623509 | 12/1/2016 | 2,585,165 | 2,603,893 | 2,788,359 | |||||||||||||
31389EVB8 | FNMA POOL # 623510 | 12/1/2016 | 2,821,023 | 2,840,261 | 3,042,756 | |||||||||||||
31389XHM8 | FNMA POOL # 638436 | 3/1/2012 | 281,054 | 283,383 | 304,436 | |||||||||||||
31391AKC2 | FNMA POOL # 660991 | 7/1/2032 | 6,456 | 6,696 | 7,055 | |||||||||||||
31391PTM8 | FNMA POOL # 672956 | 12/1/2017 | 19,345,633 | 19,353,753 | 20,623,044 | |||||||||||||
31391PUF1 | FNMA POOL # 672982 | 12/1/2017 | 503,675 | 499,915 | 537,774 | |||||||||||||
31391YV87 | FNMA POOL # 681139 | 1/1/2033 | 5,203 | 5,483 | 5,651 | |||||||||||||
31392JTP4 | FNMA AGENCY CMO_03-20 HP | 10/25/2016 | 74,013 | 73,664 | 75,123 | |||||||||||||
31393DL74 | FNMA CMO AGENCY CMO_03-80 CA | 4/25/2030 | 462,851 | 454,242 | 475,163 | |||||||||||||
31393EFX2 | FNMA CMO AGENCY CMO 03-79 NL | 5/25/2022 | 1,036,221 | 1,044,634 | 1,060,476 | |||||||||||||
31393KLM5 | FHLMC AGENCY CMO 2570 CL | 7/15/2017 | 578,679 | 571,782 | 601,935 | |||||||||||||
31393M5X5 | FHLMC CMO AGENCY CMO 2580 | 12/15/2016 | 761,365 | 17,685 | 9,822 | |||||||||||||
31393QVD1 | FHLMC AGENCY CMO 2618 NE | 6/15/2013 | 460,406 | 458,798 | 469,269 | |||||||||||||
31393VPH8 | FHLMC_2627 CMO 2628-OD | 7/15/2017 | 31,560,900 | 31,165,471 | 32,924,331 | |||||||||||||
31394EK49 | FNMA_05-58 AGENCY CMO 05-69 | 8/25/2035 | 79,911 | — | 2,070 | |||||||||||||
31395RAR9 | FHLMC AGENCY CMO R001 AE | 4/15/2015 | 920,151 | 914,512 | 949,090 | |||||||||||||
31396A7E8 | FHLMC_3035 CMO AGENCY 3038 XA | 9/15/2035 | 569,514 | 568,448 | 494,737 | |||||||||||||
31396AFE9 | FHLMC_3035 AGENCY CMO 3028 | 12/15/2026 | 4,410,712 | 4,405,456 | 4,475,991 | |||||||||||||
31396KS45 | FNMA_06-65 CMO AGENCY 6-81 LF1 | 9/25/2036 | 280,802 | 286,763 | 274,484 | |||||||||||||
31396NAL0 | FHLMC AGENCY CMO 3138 X | 4/15/2036 | 127,983 | 129,446 | 127,266 | |||||||||||||
31396TYH0 | FHLMC AGENCY CMO 3167 X | 6/15/2036 | 125,302 | 124,616 | 124,851 | |||||||||||||
31396VDA3 | FNMA_07-41 CMO 7-27 XA | 5/25/2035 | 256,353 | 254,198 | 247,586 | |||||||||||||
31396VV21 | FNMA_07-41 AGENCY CMO 07-42 LF | 5/25/2037 | 415,308 | 447,076 | 395,996 | |||||||||||||
31396WBP0 | FNR CMO 07-56 FA | 6/25/2037 | 15,094,360 | 14,484,479 | 14,932,850 | |||||||||||||
31396WCB0 | FNMA_07-53 AGENCY CMO 07-56 GY | 6/25/2037 | 51,898 | 51,131 | 51,493 | |||||||||||||
31396WDG8 | FNMA_07-53 AGENCY CMO 07-53 UF | 6/25/2037 | 342,872 | 362,655 | 332,620 | |||||||||||||
31397F7E6 | FHLMC AGENCY CMO 3274 SX | 7/15/2036 | 141,452 | 145,343 | 137,817 | |||||||||||||
31397FES7 | FHLMC_3271 AGENCY CMO 3275 UF | 2/15/2037 | 307,533 | 345,430 | 301,167 | |||||||||||||
31397KTK7 | FHR CMO 3380 FP | 11/15/2036 | 25,862,780 | 25,211,637 | 25,790,365 | |||||||||||||
31398AJ94 | FNMA AGENCY BND | 5/7/2013 | 5,000,000 | 4,992,053 | 4,989,600 | |||||||||||||
31398AYM8 | FNMA AGENCY BND | 8/10/2012 | 3,700,000 | 3,697,874 | 3,732,116 | |||||||||||||
31398AYY2 | FNMA SENIOR AGENCY BND | 9/16/2014 | 2,000,000 | 2,028,389 | 2,039,440 | |||||||||||||
31398AZF2 | FNMA AGENCY BND | 9/28/2012 | 5,000,000 | 4,999,583 | 5,011,100 | |||||||||||||
31398W2U7 | FHLMC AGENCY CMO 3629 AB | 1/15/2023 | 8,727,841 | 9,110,325 | 9,140,486 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
31398W5H3 | FHLMC AGENCY CMO 3626 DA | 11/15/2037 | 10,862,912 | 11,196,341 | 11,343,053 | |||||||||||||
31400EGH7 | FNMA POOL # 685200 | 3/1/2018 | 448,360 | 445,009 | 478,863 | |||||||||||||
31400JL98 | FNMA POOL # 688952 | 4/1/2033 | 7,938,400 | 7,854,856 | 8,235,420 | |||||||||||||
31400JM55 | FNMA POOL # 688980 | 5/1/2033 | 2,548 | 2,640 | 2,712 | |||||||||||||
31400QJ87 | FNMA POOL # 694287 | 3/1/2033 | 36,435 | 35,915 | 37,149 | |||||||||||||
31400SA33 | FNMA POOL # 695826 | 4/1/2018 | 383,377 | 380,506 | 409,459 | |||||||||||||
31400UQV9 | FNMA POOL # 698068 | 4/1/2033 | 526,075 | 520,473 | 558,271 | |||||||||||||
31401A3C9 | FNMA POOL # 702895 | 4/1/2018 | 516,386 | 512,522 | 551,517 | |||||||||||||
31402DGQ7 | FNMA POOL # 725707 | 8/1/2019 | 1,788,963 | 1,775,347 | 1,908,542 | |||||||||||||
31402GP98 | FNMA POOL # 728648 | 7/1/2033 | 8,481 | 8,782 | 8,807 | |||||||||||||
31402QXK2 | FNMA POOL # 735182 | 2/1/2031 | 947,712 | 988,586 | 1,035,671 | |||||||||||||
31402RSS9 | FNMA POOL # 735929 | 8/1/2032 | 1,393,723 | 1,445,534 | 1,526,562 | |||||||||||||
31402YSV7 | FNMA POOL # 742232 | 9/1/2033 | 27,807 | 27,386 | 28,565 | |||||||||||||
31403C2L4 | FNMA POOL # 745179 | 4/1/2019 | 1,784,990 | 1,771,461 | 1,906,428 | |||||||||||||
31403CWU1 | FNMA POOL # 745059 | 9/1/2035 | 13,832,387 | 13,737,535 | 14,088,069 | |||||||||||||
31403DC56 | FNMA POOL # 745392 | 12/1/2020 | 10,723,387 | 10,453,864 | 11,267,055 | |||||||||||||
31403DC72 | FNMA POOL # 745394 | 11/1/2020 | 6,531,121 | 6,367,189 | 6,865,514 | |||||||||||||
31403DCE7 | FNMA POOL # 745369 | 12/1/2019 | 1,076,820 | 1,068,614 | 1,148,797 | |||||||||||||
31403DCZ0 | FNMA POOL # 745388 | 11/1/2018 | 3,561,135 | 3,534,269 | 3,803,409 | |||||||||||||
31403DJG5 | FNMA POOL # 745563 | 8/1/2034 | 31,396 | 32,283 | 33,239 | |||||||||||||
31403KDB6 | FNMA POOL # 750798 | 12/1/2033 | 27,929 | 27,512 | 28,398 | |||||||||||||
31403NYJ0 | FNMA POOL # 754113 | 12/1/2033 | 43,950 | 45,592 | 48,029 | |||||||||||||
31403SBL9 | FNMA POOL # 756143 | 7/1/2030 | 307,906 | 319,950 | 337,253 | |||||||||||||
31403VBR9 | FNMA POOL # 758848 | 1/1/2019 | 529,833 | 525,818 | 565,879 | |||||||||||||
31404NBP0 | FNMA POOL # 773246 | 2/1/2035 | 377,778 | 372,066 | 385,658 | |||||||||||||
31404RA98 | FNMA POOL # 775932 | 6/1/2028 | 41,672 | 43,285 | 45,540 | |||||||||||||
31404RAX5 | FNMA POOL # 775922 | 10/1/2028 | 176,250 | 182,665 | 192,608 | |||||||||||||
31404SFP5 | FNMA POOL # 776974 | 4/1/2034 | 8,011 | 8,255 | 8,524 | |||||||||||||
31405QNR5 | FNMA POOL # 796100 | 10/1/2034 | 2,123 | 2,183 | 2,259 | |||||||||||||
31405UMM8 | FNMA POOL # 799664 | 10/1/2034 | 177,903 | 176,515 | 183,140 | |||||||||||||
31405UTZ2 | FNMA POOL # 799868 | 11/1/2034 | 55,073 | 54,390 | 56,101 | |||||||||||||
31406BB90 | FNMA POOL # 804764 | 1/1/2035 | 621,311 | 613,129 | 633,939 | |||||||||||||
31406BEZ9 | FNMA POOL # 804852 | 12/1/2034 | 572,862 | 565,484 | 584,251 | |||||||||||||
31406BJF8 | FNMA POOL # 804962 | 1/1/2035 | 714,999 | 706,663 | 729,373 | |||||||||||||
31406BQQ6 | FNMA POOL # 805163 | 1/1/2035 | 766,229 | 755,467 | 777,053 | |||||||||||||
31406DG67 | FNMA POOL # 806721 | 11/1/2034 | 1,401,415 | 1,386,616 | 1,448,515 | |||||||||||||
31406MYP5 | FNMA POOL # 814418 | 3/1/2035 | 827,522 | 814,749 | 841,208 | |||||||||||||
31406PD71 | FNMA POOL # 815626 | 5/1/2035 | 10,574,607 | 10,482,237 | 10,834,315 | |||||||||||||
31406QLT2 | FNMA POOL # 816738 | 1/1/2030 | 1,091,675 | 1,131,890 | 1,192,996 | |||||||||||||
31406TLC3 | FNMA POOL # 819423 | 4/1/2035 | 1,198,825 | 1,186,705 | 1,243,795 | |||||||||||||
31406TWR8 | FNMA POOL # 819756 | 1/1/2035 | 1,433,513 | 1,420,506 | 1,459,997 | |||||||||||||
31406VHE9 | FNMA POOL # 821129 | 5/1/2035 | 699,170 | 688,830 | 716,856 | |||||||||||||
31407CE29 | FNMA POOL # 826453 | 7/1/2035 | 1,284 | 1,320 | 1,366 | |||||||||||||
31407FG53 | FNMA POOL # 829220 | 8/1/2035 | 3,309 | 3,402 | 3,519 | |||||||||||||
31407FUW8 | FNMA POOL # 829597 | 8/1/2035 | 4,558,163 | 4,510,795 | 4,691,161 | |||||||||||||
31407JXG2 | FNMA POOL # 832379 | 8/1/2035 | 1,541,198 | 1,525,107 | 1,571,977 | |||||||||||||
31408AG53 | FNMA POOL # 845420 | 2/1/2036 | 81,401 | 85,766 | 87,109 | |||||||||||||
31408BKL1 | FNMA POOL # 846399 | 5/1/2029 | 2,440,629 | 2,529,861 | 2,667,150 | |||||||||||||
31408FJR1 | FNMA POOL # 849972 | 2/1/2029 | 1,894,526 | 1,963,893 | 2,070,362 | |||||||||||||
31408GFA0 | FNMA POOL # 850761 | 12/1/2035 | 683,885 | 720,559 | 730,404 | |||||||||||||
31409A5P0 | FNMA POOL # 865854 | 3/1/2036 | 256,834 | 270,607 | 274,844 | |||||||||||||
31409AYE3 | FNMA POOL # 865709 | 3/1/2036 | 659,449 | 694,783 | 703,830 | |||||||||||||
31409CRY3 | FNMA POOL # 867303 | 2/1/2036 | 428,221 | 451,048 | 458,249 | |||||||||||||
31409GML7 | FNMA POOL # 870763 | 7/1/2036 | 2,890,609 | 3,019,121 | 3,138,947 | |||||||||||||
31409UB38 | FNMA POOL # 878558 | 3/1/2036 | 80,978 | 85,316 | 86,310 | |||||||||||||
31409VYW7 | FNMA POOL # 880125 | 4/1/2036 | 111,394 | 117,363 | 118,730 | |||||||||||||
31410CJV5 | FNMA POOL # 885076 | 5/1/2036 | 33,000 | 34,772 | 35,221 | |||||||||||||
31410FU60 | FNMA POOL # 888105 | 8/1/2020 | 1,444,415 | 1,433,334 | 1,542,683 | |||||||||||||
31410GC84 | FNMA POOL # 888495 | 7/1/2035 | 3,256,005 | 3,224,507 | 3,342,242 | |||||||||||||
31410GD83 | FNMA POOL # 888527 | 4/1/2034 | 110,498 | 108,489 | 114,826 | |||||||||||||
31410GDF7 | FNMA POOL # 888502 | 6/1/2033 | 389,831 | 384,953 | 408,094 | |||||||||||||
31410GDL4 | FNMA POOL # 888507 | 2/1/2035 | 1,941,097 | 1,908,664 | 1,996,626 | |||||||||||||
31410GDN0 | FNMA POOL # 888509 | 6/1/2033 | 251,749 | 246,489 | 260,154 | |||||||||||||
31410GDP5 | FNMA POOL # 888510 | 6/1/2035 | 7,773,584 | 7,618,006 | 8,097,615 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
31410GDS9 | FNMA POOL # 888513 | 2/1/2034 | 371,189 | 366,381 | 381,723 | |||||||||||||
31410GDY6 | FNMA POOL # 888519 | 1/1/2035 | 208,705 | 205,285 | 214,273 | |||||||||||||
31410GJ46 | FNMA POOL # 888683 | 12/1/2019 | 5,155,777 | 5,116,440 | 5,501,730 | |||||||||||||
31410KS47 | FNMA POOL # 889839 | 12/1/2035 | 15,604 | 16,046 | 16,521 | |||||||||||||
31410KX74 | FNMA POOL # 890002 | 9/1/2036 | 10,641,032 | 10,659,674 | 11,286,877 | |||||||||||||
31410MMX5 | FNMA POOL # 891474 | 4/1/2036 | 577,062 | 608,051 | 617,527 | |||||||||||||
31412ESY3 | FNMA POOL # 923135 | 1/1/2037 | 64,633 | 68,079 | 69,165 | |||||||||||||
31412N6G6 | FNMA POOL # 930671 | 3/1/2039 | 107,966 | 108,924 | 108,452 | |||||||||||||
31412NUL8 | FNMA POOL # 930387 | 1/1/2039 | 2,218,205 | 2,290,676 | 2,297,172 | |||||||||||||
31412NUP9 | FNMA POOL # 930390 | 1/1/2039 | 2,143,339 | 2,213,868 | 2,214,498 | |||||||||||||
31412NUQ7 | FNMA POOL # 930391 | 1/1/2039 | 239,724 | 247,556 | 248,258 | |||||||||||||
31412NUT1 | FNMA POOL # 930394 | 1/1/2039 | 135,453 | 139,874 | 139,909 | |||||||||||||
31412NXB7 | FNMA POOL # 930474 | 1/1/2039 | 1,722,719 | 1,778,187 | 1,784,047 | |||||||||||||
31412NXE1 | FNMA POOL # 930477 | 1/1/2039 | 2,835,713 | 2,931,858 | 2,942,052 | |||||||||||||
31412NZ33 | FNMA POOL # 930562 | 2/1/2039 | 109,134 | 112,619 | 113,189 | |||||||||||||
31412PP88 | FNMA POOL # 931147 | 5/1/2039 | 325,397 | 335,331 | 336,981 | |||||||||||||
31412PQF1 | FNMA POOL # 931154 | 5/1/2039 | 176,077 | 181,452 | 182,345 | |||||||||||||
31412PS44 | FNMA POOL # 931239 | 5/1/2039 | 58,496 | 60,282 | 60,579 | |||||||||||||
31412PXF3 | FNMA POOL # 931378 | 6/1/2039 | 146,616 | 147,720 | 147,114 | |||||||||||||
31412QE70 | FNMA POOL # 931758 | 8/1/2039 | 5,845,018 | 6,077,281 | 6,036,734 | |||||||||||||
31412TM26 | FNMA POOL # 934277 | 6/1/2038 | 7,855,596 | 8,092,887 | 8,288,440 | |||||||||||||
31412UY53 | FNMA POOL # 935532 | 8/1/2039 | 357,820 | 361,804 | 359,823 | |||||||||||||
31412UZE3 | FNMA POOL # 935541 | 8/1/2039 | 109,123 | 112,455 | 113,008 | |||||||||||||
31413CLH0 | FNMA POOL # 941428 | 7/1/2037 | 7,335,311 | 7,596,271 | 7,804,037 | |||||||||||||
31413NY66 | FNMA POOL # 950833 | 11/1/2037 | 6,572,933 | 6,831,076 | 6,992,944 | |||||||||||||
31413R2P0 | FNMA POOL # 953582 | 12/1/2037 | 8,288,296 | 8,735,221 | 8,864,303 | |||||||||||||
31413USF7 | FNMA POOL # 956018 | 11/1/2037 | 579,462 | 598,323 | 616,029 | |||||||||||||
31414NCH5 | FNMA POOL # 970872 | 12/1/2038 | 3,189,453 | 3,340,266 | 3,413,101 | |||||||||||||
31414NH31 | FNMA POOL # 971050 | 2/1/2039 | 2,749,221 | 2,838,812 | 2,851,387 | |||||||||||||
31414NH49 | FNMA POOL # 971051 | 2/1/2039 | 3,546,191 | 3,662,234 | 3,672,433 | |||||||||||||
31415VZW8 | FNMA POOL # 990957 | 9/1/2023 | 447,784 | 438,142 | 472,896 | |||||||||||||
31415YXR5 | FNMA POOL # 993588 | 5/1/2039 | 128,098 | 129,235 | 128,674 | |||||||||||||
31416A7B0 | FNMA POOL # 994690 | 2/1/2039 | 90,002 | 92,746 | 93,206 | |||||||||||||
31416H2S3 | FNMA POOL # AA0784 | 4/1/2039 | 101,383 | 104,480 | 104,993 | |||||||||||||
31416JZM6 | FNMA POOL # AA1647 | 2/1/2039 | 4,686,068 | 4,840,016 | 4,840,240 | |||||||||||||
31416KHU5 | FNMA POOL # AA2042 | 2/1/2039 | 79,252 | 81,670 | 82,073 | |||||||||||||
31416LLK0 | FNMA POOL # AA3029 | 3/1/2039 | 84,115 | 86,683 | 87,109 | |||||||||||||
31416M5A8 | FNMA POOL # AA4440 | 3/1/2039 | 11,909,113 | 12,283,573 | 12,299,576 | |||||||||||||
31416MLA0 | FNMA POOL # AA3920 | 3/1/2039 | 88,984 | 89,779 | 89,385 | |||||||||||||
31416MR48 | FNMA POOL # AA4106 | 7/1/2039 | 102,194 | 105,316 | 105,832 | |||||||||||||
31416MVP6 | FNMA POOL # AA4221 | 4/1/2039 | 104,679 | 105,608 | 105,150 | |||||||||||||
31416N5T5 | FNMA POOL # AA5357 | 4/1/2039 | 251,941 | 254,743 | 253,076 | |||||||||||||
31416NRD6 | FNMA POOL # AA4983 | 3/1/2039 | 50,547 | 50,994 | 50,775 | |||||||||||||
31416NUH3 | FNMA POOL # AA5083 | 4/1/2039 | 37,904 | 39,060 | 39,254 | |||||||||||||
31416PK89 | FNMA POOL # AA5718 | 4/1/2039 | 52,651 | 54,258 | 54,525 | |||||||||||||
31416PZA8 | FNMA POOL # AA6136 | 5/1/2039 | 64,167 | 66,125 | 66,278 | |||||||||||||
31416PZR1 | FNMA POOL # AA6151 | 5/1/2039 | 77,620 | 80,099 | 80,166 | |||||||||||||
31416QCU7 | FNMA POOL # AA6382 | 6/1/2039 | 35,039 | 36,110 | 36,192 | |||||||||||||
31416QJZ9 | FNMA POOL # AA6579 | 5/1/2039 | 108,487 | 111,952 | 112,519 | |||||||||||||
31416QTH8 | FNMA POOL # AA6851 | 5/1/2039 | 99,126 | 102,293 | 102,378 | |||||||||||||
31416QV51 | FNMA POOL # AA6935 | 8/1/2039 | 43,740 | 44,070 | 43,889 | |||||||||||||
31416QV77 | FNMA POOL # AA6937 | 9/1/2039 | 89,921 | 92,668 | 92,871 | |||||||||||||
31416R6U2 | FNMA POOL # AA8082 | 7/1/2039 | 43,895 | 45,653 | 45,335 | |||||||||||||
31416S6B2 | FNMA POOL # AA8965 | 7/1/2039 | 123,255 | 124,184 | 123,674 | |||||||||||||
31416SD40 | FNMA POOL # AA8222 | 7/1/2039 | 130,773 | 131,759 | 131,218 | |||||||||||||
31416SED9 | FNMA POOL # AA8231 | 7/1/2039 | 97,976 | 101,105 | 101,189 | |||||||||||||
31416SEE7 | FNMA POOL # AA8232 | 7/1/2039 | 104,888 | 108,091 | 108,622 | |||||||||||||
31416SFL0 | FNMA POOL # AA8270 | 7/1/2039 | 66,493 | 66,922 | 66,719 | |||||||||||||
31416SLA7 | FNMA POOL # AA8420 | 6/1/2039 | 69,047 | 69,567 | 69,282 | |||||||||||||
31416SLC3 | FNMA POOL # AA8422 | 6/1/2039 | 144,355 | 145,442 | 144,846 | |||||||||||||
31416T3D9 | FNMA POOL # AA9795 | 7/1/2039 | 479,980 | 485,321 | 482,667 | |||||||||||||
31416T7K9 | FNMA POOL # AA9897 | 7/1/2039 | 69,256 | 69,778 | 69,492 | |||||||||||||
31416TAG4 | FNMA POOL # AA9006 | 7/1/2039 | 109,607 | 110,433 | 109,980 | |||||||||||||
31416TAL3 | FNMA POOL # AA9010 | 7/1/2039 | 103,477 | 106,782 | 107,322 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
31416TAM1 | FNMA POOL # AA9011 | 7/1/2039 | 83,426 | 85,974 | 86,162 | |||||||||||||
31416TE39 | FNMA POOL # AA9153 | 8/1/2039 | 70,636 | 71,168 | 70,876 | |||||||||||||
31416TE47 | FNMA POOL # AA9154 | 8/1/2039 | 118,569 | 119,335 | 119,103 | |||||||||||||
31416TEE5 | FNMA POOL # AA9132 | 8/1/2039 | 127,956 | 128,920 | 128,391 | |||||||||||||
31416TEF2 | FNMA POOL # AA9133 | 8/1/2039 | 126,642 | 127,460 | 127,212 | |||||||||||||
31416TEP0 | FNMA POOL # AA9141 | 8/1/2039 | 101,498 | 104,740 | 104,827 | |||||||||||||
31416TEQ8 | FNMA POOL # AA9142 | 8/1/2039 | 99,264 | 102,296 | 102,798 | |||||||||||||
31416TF46 | FNMA POOL # AA9186 | 8/1/2039 | 89,656 | 92,395 | 92,597 | |||||||||||||
31416TFQ7 | FNMA POOL # AA9174 | 8/1/2039 | 67,653 | 68,163 | 67,883 | |||||||||||||
31416TKG3 | FNMA POOL # AA9294 | 6/1/2039 | 105,171 | 108,531 | 108,632 | |||||||||||||
31416TKJ7 | FNMA POOL # AA9296 | 6/1/2039 | 116,017 | 119,560 | 120,147 | |||||||||||||
31416UDB9 | FNMA POOL # AA9997 | 8/1/2039 | 33,267 | 34,330 | 34,358 | |||||||||||||
31417J2B5 | FNMA POOL # AC0769 | 9/1/2039 | 66,222 | 68,697 | 68,394 | |||||||||||||
31417JFG0 | FNMA POOL # AC0166 | 8/1/2039 | 251,270 | 261,311 | 260,215 | |||||||||||||
31417JFK1 | FNMA POOL # AC0169 | 8/1/2039 | 188,462 | 196,182 | 195,466 | |||||||||||||
31417JSB7 | FNMA POOL # AC0513 | 7/1/2039 | 37,850 | 38,094 | 37,978 | |||||||||||||
31417JYM6 | FNMA POOL # AC0715 | 9/1/2024 | 4,576,712 | 4,658,071 | 4,759,633 | |||||||||||||
31417JYR5 | FNMA POOL # AC0719 | 8/1/2039 | 81,082 | 81,693 | 81,357 | |||||||||||||
31417KAZ0 | FNMA POOL # AC0923 | 7/1/2039 | 40,249 | 40,552 | 40,386 | |||||||||||||
31417KMH7 | FNMA POOL # AC1259 | 8/1/2039 | 1,182,417 | 1,229,747 | 1,224,511 | |||||||||||||
31417KS73 | FNMA POOL # AC1441 | 9/1/2039 | 982,681 | 1,022,967 | 1,019,199 | |||||||||||||
31417LLG8 | FNMA POOL # AC2126 | 8/1/2039 | 63,313 | 65,245 | 65,389 | |||||||||||||
31417LLX1 | FNMA POOL # AC2141 | 7/1/2039 | 197,701 | 204,014 | 205,047 | |||||||||||||
31417LLY9 | FNMA POOL # AC2142 | 7/1/2039 | 132,733 | 136,783 | 137,458 | |||||||||||||
31417LPJ8 | FNMA POOL # AC2224 | 8/1/2039 | 41,680 | 42,953 | 43,047 | |||||||||||||
31417LX42 | FNMA POOL # AC2498 | 8/1/2039 | 47,797 | 49,258 | 49,365 | |||||||||||||
31417M2W2 | FNMA POOL # AC3488 | 8/1/2039 | 24,357 | 24,572 | 24,466 | |||||||||||||
31417M3M3 | FNMA POOL # AC3503 | 8/1/2039 | 69,209 | 71,983 | 71,479 | |||||||||||||
31417MAD5 | FNMA POOL # AC2703 | 11/1/2039 | 245,154 | 247,885 | 246,526 | |||||||||||||
31417MF81 | FNMA POOL # AC2890 | 9/1/2039 | 23,239 | 24,067 | 24,001 | |||||||||||||
31417MFB4 | FNMA POOL # AC2861 | 8/1/2039 | 239,972 | 241,521 | 240,788 | |||||||||||||
31417MFE8 | FNMA POOL # AC2864 | 8/1/2039 | 335,896 | 339,636 | 337,776 | |||||||||||||
31417MLH4 | FNMA POOL # AC3027 | 10/1/2039 | 97,482 | 101,502 | 100,679 | |||||||||||||
31417MLK7 | FNMA POOL # AC3029 | 10/1/2039 | 99,187 | 103,084 | 102,440 | |||||||||||||
31417MPN7 | FNMA POOL # AC3128 | 9/1/2039 | 111,165 | 115,320 | 114,811 | |||||||||||||
31417MQK2 | FNMA POOL # AC3157 | 10/1/2039 | 77,855 | 80,631 | 80,409 | |||||||||||||
31417MQT3 | FNMA POOL # AC3165 | 10/1/2039 | 77,399 | 80,292 | 79,938 | |||||||||||||
31417MSY0 | FNMA POOL # AC3234 | 9/1/2039 | 988,380 | 1,028,913 | 1,025,110 | |||||||||||||
31417MSZ7 | FNMA POOL # AC3235 | 9/1/2039 | 2,313,152 | 2,400,547 | 2,395,499 | |||||||||||||
31417MTC7 | FNMA POOL # AC3246 | 9/1/2039 | 391,616 | 395,172 | 392,947 | |||||||||||||
31417MTD5 | FNMA POOL # AC3247 | 10/1/2039 | 690,800 | 696,541 | 693,149 | |||||||||||||
31417MU68 | FNMA POOL # AC3304 | 10/1/2039 | 689,193 | 710,670 | 711,799 | |||||||||||||
31417MVC4 | FNMA POOL # AC3310 | 10/1/2039 | 294,301 | 296,974 | 295,301 | |||||||||||||
31417MVD2 | FNMA POOL # AC3311 | 10/1/2039 | 692,963 | 698,722 | 695,319 | |||||||||||||
31417MVJ9 | FNMA POOL # AC3316 | 10/1/2039 | 924,801 | 955,518 | 955,135 | |||||||||||||
31417MWB5 | FNMA POOL # AC3341 | 8/1/2039 | 35,807 | 36,950 | 36,981 | |||||||||||||
31417MWL3 | FNMA POOL # AC3350 | 8/1/2039 | 68,768 | 71,524 | 71,024 | |||||||||||||
31417NB75 | FNMA POOL # AC3661 | 10/1/2039 | 1,158,174 | 1,205,668 | 1,201,214 | |||||||||||||
31417NB83 | FNMA POOL # AC3662 | 10/1/2039 | 580,366 | 601,066 | 599,402 | |||||||||||||
31417NCL3 | FNMA POOL # AC3674 | 10/1/2024 | 6,697,956 | 6,921,855 | 6,992,126 | |||||||||||||
31417NDN8 | FNMA POOL # AC3708 | 11/1/2024 | 7,271,205 | 7,514,314 | 7,552,601 | |||||||||||||
31417NKD2 | FNMA POOL # AC3891 | 12/1/2039 | 336,122 | 349,910 | 348,613 | |||||||||||||
31417NKE0 | FNMA POOL # AC3892 | 12/1/2039 | 536,134 | 557,612 | 555,221 | |||||||||||||
31417NRJ2 | FNMA POOL # AC4088 | 8/1/2039 | 45,576 | 45,920 | 45,731 | |||||||||||||
31417NRQ6 | FNMA POOL # AC4094 | 8/1/2039 | 43,133 | 44,450 | 44,547 | |||||||||||||
31417QR55 | FNMA POOL # AC5007 | 1/1/2040 | 498,811 | 504,369 | 500,507 | |||||||||||||
31417QTZ7 | FNMA POOL # AC5067 | 10/1/2024 | 7,322,518 | 7,560,709 | 7,605,899 | |||||||||||||
31417QUG7 | FNMA POOL # AC5082 | 10/1/2039 | 1,031,322 | 1,042,813 | 1,037,094 | |||||||||||||
31417SDJ6 | FNMA POOL # AC5504 | 11/1/2039 | 133,046 | 138,502 | 137,410 | |||||||||||||
31417SDK3 | FNMA POOL # AC5505 | 11/1/2039 | 170,228 | 177,044 | 175,812 | |||||||||||||
31417SDV9 | FNMA POOL # AC5515 | 12/1/2039 | 76,298 | 79,354 | 78,801 | |||||||||||||
31417SYT1 | FNMA POOL # AC6121 | 11/1/2039 | 95,806 | 96,658 | 96,132 | |||||||||||||
31417TL97 | FNMA POOL # AC6651 | 12/1/2039 | 442,150 | 447,074 | 444,624 | |||||||||||||
31417TQE1 | FNMA POOL # AC6752 | 1/1/2040 | 655,694 | 662,997 | 659,364 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
31417UBK0 | FNMA POOL # AC7241 | 11/1/2039 | 657,407 | 664,725 | 661,086 | |||||||||||||
31417VJS3 | FNMA POOL # AC8372 | 12/1/2039 | 33,152 | 33,445 | 33,265 | |||||||||||||
31417VSU8 | FNMA POOL # AC8630 | 1/1/2040 | 297,439 | 299,148 | 298,450 | |||||||||||||
31417VXY4 | FNMA POOL # AC8794 | 1/1/2040 | 64,777 | 65,352 | 64,997 | |||||||||||||
31417WSS1 | FNMA POOL # AC9528 | 1/1/2040 | 298,915 | 300,297 | 299,932 | |||||||||||||
31417WTE1 | FNMA POOL # AC9548 | 1/1/2040 | 199,063 | 200,185 | 199,740 | |||||||||||||
31417WTG6 | FNMA POOL # AC9550 | 1/1/2040 | 199,130 | 200,035 | 199,807 | |||||||||||||
31418MT93 | FNMA POOL # AD0575 | 1/1/2040 | 1,986,259 | 2,007,758 | 1,993,375 | |||||||||||||
31418MUL4 | FNMA POOL # AD0586 | 12/1/2039 | 881,918 | 889,749 | 885,004 | |||||||||||||
31418NJ92 | FNMA POOL # AD1187 | 2/1/2040 | 28,472 | 28,724 | 28,569 | |||||||||||||
31418NKA7 | FNMA POOL # AD1188 | 2/1/2040 | 25,394 | 25,619 | 25,480 | |||||||||||||
31418NM23 | FNMA POOL # AD1276 | 1/1/2040 | 217,713 | 226,435 | 224,854 | |||||||||||||
31418NMY3 | FNMA POOL # AD1274 | 1/1/2040 | 118,362 | 123,216 | 122,244 | |||||||||||||
31418NQJ2 | FNMA POOL # AD1356 | 1/1/2040 | 53,412 | 53,886 | 53,594 | |||||||||||||
31418PNW1 | FNMA POOL # AD2204 | 2/1/2040 | 139,163 | 144,739 | 143,727 | |||||||||||||
31418PNY7 | FNMA POOL # AD2206 | 2/1/2040 | 75,399 | 78,493 | 77,872 | |||||||||||||
31421AAU7 | FNMA POOL # MC0018 | 12/1/2038 | 4,775 | 4,956 | 5,038 | |||||||||||||
31428XAQ9 | FEDERAL EXPRESS CORP CORP BND | 1/15/2014 | 1,000,000 | 1,060,642 | 1,139,697 | |||||||||||||
32029GAB0 | FFML ABS 07-FF2 A2A | 3/25/2037 | 14,830 | 14,830 | 14,565 | |||||||||||||
32052DAG6 | FHAMS_06-FA8 CMO 06-FA8 1A7 | 2/25/2037 | 9,189,610 | 6,751,069 | 6,648,683 | |||||||||||||
33736XAX7 | FIRST UNION NAT BANK CMBS_00-C2 A2 | 10/15/2032 | 287,669 | 288,502 | 290,873 | |||||||||||||
34529GAF2 | FORDO_09-D ABS 09-D A3 | 10/15/2013 | 32,000,000 | 31,997,158 | 32,483,901 | |||||||||||||
34529HAC7 | FORDO ABS 09-E A3 | 1/15/2014 | 2,650,000 | 2,649,561 | 2,653,975 | |||||||||||||
346604FJ5 | FORSYTH CNTY GA SCH DIST MUNI BND GO | 2/1/2020 | 1,430,000 | 1,372,876 | 1,557,384 | |||||||||||||
349545C76 | FORT ZUMWALT MO SCH DIST MUNI BND GO | 3/1/2020 | 2,245,000 | 2,184,333 | 2,450,620 | |||||||||||||
36158YDC0 | GECMC CMBS_01-3 A1 | 6/10/2038 | 92,546 | 90,428 | 94,327 | |||||||||||||
36158YEK1 | GECMC CMBS_02-1A A2 | 12/10/2035 | 64,582 | 64,240 | 65,073 | |||||||||||||
36158YFT1 | GECCMC_02-2 CMBS 02-2A | 8/11/2036 | 24,929,000 | 25,004,241 | 26,322,025 | |||||||||||||
36159JBD2 | GEMNT ABS 07-3 AI | 6/15/2013 | 981,000 | 981,000 | 980,186 | |||||||||||||
361849ZS4 | GMACC CMBS_03-C3 A3 | 4/10/2040 | 500,000 | 492,950 | 510,459 | |||||||||||||
361849ZT2 | GMACC SENIOR CMBS 03-C3 | 4/10/2040 | 4,000,000 | 4,105,270 | 4,199,506 | |||||||||||||
36186CBF9 | GMAC LLC CORP BND GTD | 12/19/2012 | 5,000,000 | 4,993,843 | 5,072,650 | |||||||||||||
36206XC43 | GNMA POOL # 424091 | 5/15/2031 | 2,767 | 2,866 | 3,096 | |||||||||||||
3620A5MW6 | GNMA POOL # 719573 | 9/15/2039 | 2,232,654 | 2,313,058 | 2,325,755 | |||||||||||||
3620A8NA7 | GNMA POOL # 722285 | 9/15/2039 | 1,790,926 | 1,855,422 | 1,865,608 | |||||||||||||
3620A9SC6 | GNMA POOL # 723315 | 9/15/2039 | 1,355,185 | 1,369,438 | 1,374,022 | |||||||||||||
3620A9ST9 | GNMA POOL # 723330 | 9/15/2039 | 2,967,553 | 3,073,273 | 3,091,300 | |||||||||||||
3620A9SW2 | GNMA POOL # 723333 | 9/15/2039 | 496,243 | 501,461 | 503,140 | |||||||||||||
3620AC3E2 | GNMA POOL # 726297 | 9/15/2039 | 979,044 | 1,007,932 | 1,019,871 | |||||||||||||
3620AC3F9 | GNMA POOL # 726298 | 9/15/2039 | 2,952,126 | 3,047,233 | 3,075,021 | |||||||||||||
3620AC6K5 | GNMA POOL # 726374 | 10/15/2039 | 986,470 | 1,027,604 | 1,027,536 | |||||||||||||
3620AC6L3 | GNMA POOL # 726375 | 10/15/2039 | 1,973,799 | 2,053,338 | 2,056,106 | |||||||||||||
3620AC6S8 | GNMA POOL # 726381 | 10/15/2039 | 988,221 | 1,030,961 | 1,029,430 | |||||||||||||
3620AC6T6 | GNMA POOL # 726382 | 10/15/2039 | 1,679,054 | 1,748,538 | 1,748,951 | |||||||||||||
36212PPP1 | GNMA POOL # 539630 | 4/15/2031 | 11,623 | 12,037 | 13,004 | |||||||||||||
36212U5G2 | GNMA POOL # 544547 | 5/15/2031 | 19,204 | 19,894 | 21,485 | |||||||||||||
36213GCV1 | GNMA POOL # 553684 | 4/15/2031 | 17,077 | 17,690 | 19,106 | |||||||||||||
36213HGU7 | GNMA POOL # 554711 | 3/15/2031 | 1,747 | 1,809 | 1,954 | |||||||||||||
36225DM43 | GNMA POOL # 081278 | 3/20/2035 | 13,133,743 | 12,464,652 | 13,228,258 | |||||||||||||
36228CVQ3 | GSMS CMBS_05-GG4 A3 | 7/10/2039 | 500,000 | 487,391 | 508,402 | |||||||||||||
36241KV39 | GNMA POOL # 782434 | 8/15/2038 | 11,288,009 | 10,572,715 | 11,444,912 | |||||||||||||
36241KV47 | GNMA POOL # 782435 | 9/15/2038 | 8,260,437 | 7,737,459 | 8,375,257 | |||||||||||||
36241KWA2 | GNMA POOL # 782441 | 10/15/2038 | 5,812,053 | 5,444,053 | 5,891,705 | |||||||||||||
36295QK82 | GNMA POOL # 677219 | 8/15/2038 | 4,258,688 | 4,115,575 | 4,435,286 | |||||||||||||
36296JCV5 | GNMA POOL # 692284 | 8/15/2039 | 1,964,364 | 2,027,043 | 2,046,278 | |||||||||||||
36297CTE9 | GNMA POOL # 708049 | 9/15/2039 | 441,611 | 457,514 | 460,026 | |||||||||||||
36297CTF6 | GNMA POOL # 708050 | 9/15/2039 | 186,950 | 193,683 | 194,746 | |||||||||||||
36297CTG4 | GNMA POOL # 708051 | 9/15/2039 | 638,535 | 661,530 | 665,162 | |||||||||||||
36297FYL0 | GNMA POOL # 710915 | 10/15/2039 | 99,310 | 100,509 | 100,690 | |||||||||||||
36297FYT3 | GNMA POOL # 710922 | 10/15/2039 | 296,630 | 308,947 | 309,000 | |||||||||||||
36297FYU0 | GNMA POOL # 710923 | 10/15/2039 | 794,147 | 825,875 | 827,263 | |||||||||||||
36297KCC3 | GNMA POOL # 713867 | 9/15/2039 | 2,568,875 | 2,661,386 | 2,675,997 | |||||||||||||
363206AF0 | GALE ABS 07-3A A2 144A | 4/19/2021 | 10,000,000 | 8,726,428 | 9,120,450 | |||||||||||||
365653GZ1 | GARFIELD CNTY COLO SCH DIST NO MUNI BND GO | 12/1/2020 | 1,610,000 | 1,542,643 | 1,735,306 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
36829KAC2 | GESET ABS 09-1 A3 144A | 7/15/2016 | 4,000,000 | 3,999,527 | 4,022,640 | |||||||||||||
369550AK4 | GENERAL DYNAMICS CORPORATION CORP BND | 5/15/2013 | 1,250,000 | 1,194,511 | 1,325,714 | |||||||||||||
369604BC6 | GE CAPITAL CORP CORP BND | 12/6/2017 | 8,750,000 | 8,638,368 | 9,180,091 | |||||||||||||
36962G4C5 | GE CAPITAL CORP CORP BND | 5/13/2014 | 2,000,000 | 1,998,127 | 2,201,697 | |||||||||||||
36962G4G6 | GE CAPITAL CORP CORP BND | 11/14/2014 | 850,000 | 846,865 | 856,758 | |||||||||||||
36962G4H4 | GE CAPITAL CORP CORP BND | 1/8/2013 | 2,000,000 | 1,997,610 | 2,023,409 | |||||||||||||
36962GYY4 | GENERAL ELEC CAP CO CORP BND | 6/15/2012 | 16,300,000 | 15,817,230 | 17,634,615 | |||||||||||||
36967HAD9 | GENERAL ELECTRIC CAPITAL CORPO CORP BND GOVT GUAR | 12/9/2011 | 2,750,000 | 2,755,809 | 2,842,895 | |||||||||||||
370334BG8 | GENERAL MILLS INC. SENIOR CORP BND | 8/15/2013 | 9,075,000 | 9,306,720 | 9,929,317 | |||||||||||||
373334FN6 | GEORGIA POWER COMPANY CORP BND | 11/15/2012 | 1,250,000 | 1,246,831 | 1,359,967 | |||||||||||||
377372AC1 | GLAXOSK CAP INC CORP BND | 5/15/2013 | 15,603,000 | 16,080,330 | 16,892,735 | |||||||||||||
38141EA25 | GOLDMAN SACHS GROUP INC CORP BND | 2/15/2019 | 4,000,000 | 4,150,948 | 4,571,861 | |||||||||||||
38141EA33 | GOLDMAN SACHS GROUP INC CORP BND | 5/1/2014 | 5,350,000 | 5,797,520 | 5,852,254 | |||||||||||||
38373QGX3 | GNMA AGENCY CMO 03-34-PM | 4/20/2033 | 486,865 | 502,395 | 504,684 | |||||||||||||
38376GDL1 | GOV NATL MTGE ASSOC CMBS AGENCY | 12/1/2049 | 10,986,188 | 10,963,897 | 10,872,810 | |||||||||||||
38376TBF8 | GNMA AGENCY CMO 10-12-DA | 1/16/2040 | 501,362 | 518,675 | 509,685 | |||||||||||||
38405JAD1 | GMFM WHOLE CMO 06-1 A4 144A | 11/20/2056 | 78,812 | 78,812 | 78,626 | |||||||||||||
38405JCD9 | GMFM ABS 07-1A 2A1 144A | 11/20/2056 | 467,278 | 467,278 | 466,419 | |||||||||||||
385244HG6 | GRAND BLANC MICH CMNTY SCHS MUNI BND GO | 5/1/2020 | 1,000,000 | 963,592 | 1,056,800 | |||||||||||||
38741QAC0 | GRAN ABS 03-2 1A3 | 7/20/2043 | 105,344 | 105,344 | 98,044 | |||||||||||||
38741SAF9 | GRAN ABS 04-3 2A1 | 9/20/2044 | 44,121 | 44,121 | 40,150 | |||||||||||||
38741YBJ7 | GRANM WHOLE CMO 06-1A 144A | 12/20/2054 | 394,423 | 274,813 | 354,981 | |||||||||||||
38741YCD9 | GRANM ABS 06-3 A7 | 12/20/2054 | 32,322,082 | 22,793,085 | 28,928,264 | |||||||||||||
38741YDB2 | GRANM ABS 06-4 A4 | 12/20/2054 | 219,790 | 219,790 | 201,108 | |||||||||||||
38741YDF3 | GRANM ABS 07-1 2A1 | 12/20/2054 | 245,001 | 245,001 | 224,176 | |||||||||||||
396789EM7 | GCCFC SENIOR CMBS 03-C1 144A | 7/5/2035 | 8,733,631 | 16,153 | 29,229 | |||||||||||||
396789EQ8 | GCCFC CMBS_03-C2 A2 | 1/5/2036 | 228,380 | 227,394 | 228,951 | |||||||||||||
396789FH7 | GCCFC SENIOR CMBS 03-C2 144A | 1/5/2036 | 15,295,014 | 55,701 | 94,829 | |||||||||||||
396789JS9 | GCCFC CMBS_05-GG3 A3 | 8/10/2042 | 500,000 | 498,134 | 507,752 | |||||||||||||
40411EAB4 | BANK OF SCOTLAND PLC CORP BND 144A | 2/21/2017 | 2,000,000 | 1,770,810 | 2,047,540 | |||||||||||||
4041A0CL0 | BANK OF SCOTLAND CORP BND 144A | 6/11/2010 | 1,308,000 | 1,308,000 | 1,306,954 | |||||||||||||
4041A0CN6 | HBOS PLC CORP BND 144A | 6/18/2010 | 621,000 | 621,000 | 620,503 | |||||||||||||
40429CAA0 | HOUSEHOLD FINANCE CORPORATION CORP BND | 5/15/2011 | 18,000,000 | 18,260,953 | 18,938,252 | |||||||||||||
40429CFQ0 | HSBC FINANCE CORP SENIOR CORP BND | 6/1/2011 | 33,260,000 | 33,381,708 | 34,700,301 | |||||||||||||
40431HAJ6 | HALO CMO 06-2 1A9 | 12/25/2036 | 6,265,674 | 1,478,870 | 2,223,688 | |||||||||||||
406036EP4 | HALL CNTY NEB SCH DIST NO 2 GR MUNI BND GO | 12/15/2019 | 1,080,000 | 1,048,755 | 1,164,629 | |||||||||||||
41161VAC4 | HVMLT CMO_06-7 2A1A | 9/19/2036 | 6,213,456 | 3,451,986 | 3,347,810 | |||||||||||||
41162CAC5 | HVMLT_06-10 WHOLE CMO_06-10 2A1A | 11/19/2036 | 9,116,212 | 5,171,496 | 5,056,010 | |||||||||||||
41162DAF6 | HVMLT_06-12 CMO_06-12-2A2A | 12/19/2036 | 8,020,072 | 4,329,896 | 4,651,641 | |||||||||||||
41162NAC1 | HVMLT 06-14-2A1A | 2/19/2037 | 5,460,135 | 2,657,735 | 3,026,216 | |||||||||||||
4140033N1 | HARRIS CNTY TEX MUNI BND GO | 8/15/2011 | 8,140,000 | 7,726,583 | 8,045,332 | |||||||||||||
419791YH5 | HAWAII ST MUNI BND GO | 2/1/2016 | 2,575,000 | 2,588,246 | 2,573,017 | |||||||||||||
41981VBQ0 | HAWAII ST HSG & CMNTY DEV CORP MUNI BND REV | 1/1/2033 | 305,000 | 254,230 | 310,539 | |||||||||||||
425538AM7 | HENNEPIN CNTY MINN FIRST LIEN MUNI BND REV | 12/15/2019 | 1,560,000 | 1,538,806 | 1,792,331 | |||||||||||||
42809HAA5 | AMERADA HESS CORPORATION CORP BND | 2/15/2014 | 1,000,000 | 997,917 | 1,134,926 | |||||||||||||
428236AU7 | HEWLETT-PACKARD COMPANY CORP BND | 2/24/2012 | 27,550,000 | 27,542,090 | 28,974,362 | |||||||||||||
428236AY9 | HEWLETT-PACKARD COMPANY CORP BND | 8/15/2012 | 750,000 | 749,896 | 772,125 | |||||||||||||
429827AB4 | HEF_10-401 ABS 04-1 A2 144A | 1/1/2044 | 2,100,000 | 1,731,082 | 1,722,000 | |||||||||||||
429827AE8 | HIGHER EDUCATION FUNDING HEF_0 ABS 04-1 144A | 1/1/2044 | 2,100,000 | 1,725,445 | 1,785,000 | |||||||||||||
429827AF5 | HEF_10-401 ABS 04-1 A6 144A | 1/1/2044 | 2,100,000 | 1,728,516 | 1,722,000 | |||||||||||||
429827AJ7 | HIGHER EDUCATION FUNDING HEF_0 ABS 04-1 A9 144A | 1/1/2044 | 2,100,000 | 1,730,364 | 1,722,000 | |||||||||||||
429827AK4 | HIGHER EDUCATION FUNDING HEF_0 SECURED ABS 04-1 144A | 1/1/2044 | 2,300,000 | 1,898,866 | 1,886,000 | |||||||||||||
429827AN8 | HEF_04-1 ABS 04-1 A13 144A | 1/1/2044 | 2,100,000 | 1,730,092 | 1,617,000 | |||||||||||||
429827AQ1 | HEF_04-1 ABS 04-1 A15 144A | 1/1/2044 | 2,950,000 | 2,421,474 | 2,271,500 | |||||||||||||
43641NAL8 | HMI ABS 07-2A 2A1 | 7/15/2020 | 1,472,000 | 1,472,000 | 1,469,792 | |||||||||||||
436440AA9 | HOLOGIC, INC. CORP BND | 12/15/2037 | 500,000 | 438,973 | 447,500 | |||||||||||||
43812BAG8 | HAROT_10-1 ABS 10-1-A3 | 10/21/2013 | 2,500,000 | 2,499,695 | 2,495,703 | |||||||||||||
43812TAD6 | HAROT ABS_08-1 A4 | 9/18/2014 | 6,250,000 | 6,037,308 | 6,596,875 | |||||||||||||
43812WAC1 | HONDA AUTO RECIEVABLES OWNER T ABS 09-3 A3 | 5/15/2013 | 1,750,000 | 1,749,795 | 1,775,716 | |||||||||||||
438516AY2 | HONEYWELL INTERNATIONAL INC CORP BND | 2/15/2014 | 3,500,000 | 3,492,680 | 3,661,831 | |||||||||||||
438670VP3 | HONOLULU HAWAII CITY & CNTY MUNI BND GO | 7/1/2010 | 1,485,000 | 1,484,649 | 1,494,771 | |||||||||||||
438670VQ1 | HONOLULU HAWAII CITY & CNTY MUNI BND GO | 7/1/2010 | 515,000 | 514,878 | 517,915 | |||||||||||||
440452AD2 | HORMEL FOODS CORP CORP BND | 6/1/2011 | 1,500,000 | 1,539,369 | 1,591,684 | |||||||||||||
44107TAE6 | HOST MARRIOTT LP CORP BND | 4/15/2027 | 400,000 | 384,417 | 383,000 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
44914PAR8 | HYPOTHEKENBANK IN ESSEN AG CORP BND 144A | 1/20/2012 | 2,500,000 | 2,564,318 | 2,654,075 | |||||||||||||
44920UAB4 | HYUNDAI CAP SVC CORP BND 144A | 5/5/2015 | 2,000,000 | 2,002,257 | 2,098,700 | |||||||||||||
449670EQ7 | IMC HOME EQUITY LOAN TRUST ABS 98-3 | 8/20/2029 | 238,912 | 240,447 | 231,243 | |||||||||||||
45074GAA8 | IBERDROLA FINANCE IRELAND LTD CORP BND 144A | 9/11/2014 | 3,000,000 | 3,007,195 | 3,010,782 | |||||||||||||
451055AB3 | ICONIX BRAND GROUP INC SRSUB CORP BND CVT | 6/30/2012 | 500,000 | 465,832 | 468,331 | |||||||||||||
45138LAK9 | IDAHO POWER COMPANY CORP BND | 11/15/2012 | 1,750,000 | 1,704,832 | 1,847,475 | |||||||||||||
4521518T3 | ILLINOIS ST MUNI BND GO | 1/1/2013 | 12,000,000 | 12,161,945 | 12,056,160 | |||||||||||||
4521518V8 | ILLINOIS ST MUNITAX BND GO | 1/1/2015 | 12,620,000 | 12,648,384 | 12,719,950 | |||||||||||||
452308AH2 | ILLINOIS TOOL WORKS INC. CORP BND | 4/1/2014 | 5,000,000 | 5,247,348 | 5,479,199 | |||||||||||||
452308AJ8 | NABORS INDUSTRIES INC CORP BND | 4/1/2019 | 1,000,000 | 1,093,076 | 1,125,556 | |||||||||||||
45324QAB2 | ING BANK NV - (LT) GTD CORP BND 144A | 2/9/2012 | 26,700,000 | 27,231,666 | 27,363,228 | |||||||||||||
455057ER6 | INDIANA ST FIN AUTH MUNI BND REV | 2/1/2019 | 1,000,000 | 1,007,723 | 1,154,530 | |||||||||||||
455141PZ8 | IN TRANS FIN AUTH MUNI BND REV | 12/1/2020 | 2,000,000 | 2,006,413 | 2,338,460 | |||||||||||||
45660NQ24 | INDX CMO 04-AR4 1A | 8/25/2034 | 464,966 | 272,465 | 295,387 | |||||||||||||
45668WAC1 | INX CMO 07-FLX1 A-3 | 2/25/2037 | 5,000,000 | 489,363 | 683,000 | |||||||||||||
4581X0BG2 | INTER AMERICAN DEV BK CORP BND EMTN | 9/17/2019 | 3,000,000 | 2,995,530 | 2,986,710 | |||||||||||||
459200BA8 | IBM CORP CORP BND | 11/29/2012 | 20,000 | 19,935 | 21,610 | |||||||||||||
459200GN5 | IBM CORP CORP BND | 10/15/2013 | 20,810,000 | 22,703,502 | 23,840,191 | |||||||||||||
459200GR6 | IBM CORP CORP BND | 5/6/2013 | 3,900,000 | 3,897,194 | 3,925,651 | |||||||||||||
46070MAA7 | IMT CMO 02-1G A2 | 7/7/2034 | 21,256 | 21,256 | 20,619 | |||||||||||||
46513EGV8 | STATE OF ISRAEL GOVT BND | 12/4/2023 | 13,165,000 | 14,034,929 | 14,134,470 | |||||||||||||
46625HAJ9 | JP MORGAN CHASE & CO CORP BND | 2/1/2011 | 22,930,000 | 23,188,230 | 24,008,590 | |||||||||||||
46625HHB9 | JPMORGAN CHASE & CO CORP BND | 5/1/2013 | 26,895,000 | 26,881,822 | 28,613,463 | |||||||||||||
46625HHN3 | JPMORGAN CHASE & CO CORP BND | 6/1/2014 | 3,000,000 | 3,180,082 | 3,160,984 | |||||||||||||
46625HHP8 | JPMORGAN CHASE & CO SENIOR CORP BND | 1/20/2015 | 3,000,000 | 3,007,211 | 3,018,128 | |||||||||||||
46625YQR7 | JPMCC CMBS_05-CB12 A4 | 9/12/2037 | 500,000 | 470,474 | 509,001 | |||||||||||||
46625YSG9 | JPMCC CMBS_05-LDP3 A4A | 8/15/2042 | 400,000 | 374,761 | 405,061 | |||||||||||||
46630GAA3 | JPMMT WHOLE CMO 07-A1 1A1 | 7/25/2035 | 9,105,233 | 9,258,930 | 8,287,583 | |||||||||||||
46630GAD7 | JPMMT WHOLE CMO 07-A1 2A2 | 7/25/2035 | 3,402,021 | 3,448,209 | 3,178,508 | |||||||||||||
46630GAN5 | JPMMT_07-A1 WHOLE CMO 07-A1 4A2 | 7/25/2035 | 2,429,803 | 2,485,743 | 2,216,548 | |||||||||||||
46630GAS4 | JPMMT WHOLE CMO 07-A1 5A2 | 7/25/2035 | 9,422,373 | 9,330,996 | 8,812,745 | |||||||||||||
468312DN0 | JACKSON MICH PUB SCHS MUNI BND GO | 5/1/2020 | 1,000,000 | 957,606 | 1,053,690 | |||||||||||||
470355AC2 | JAMES RIVER COAL CO CORP BND CVT 144A | 12/1/2015 | 500,000 | 466,138 | 459,350 | |||||||||||||
480772PN6 | JORDAN UTAH SCH DIST MUNI BND GO | 6/15/2010 | 900,000 | 901,837 | 906,444 | |||||||||||||
481247AA2 | JPMORGAN CHASE & CO-GTD CORP BND GOVT GUAR | 12/1/2011 | 6,000,000 | 6,084,884 | 6,217,140 | |||||||||||||
482474AA1 | KKR FINANCIAL CLO LTD KKR_05-1 ABS 05-1A A1 144A | 4/26/2017 | 1,000,000 | 906,085 | 922,500 | |||||||||||||
48248CAA2 | KKR FINANCIAL CLO LTD KKR_07-1 2007-1A A 144A | 5/15/2021 | 12,619,306 | 11,432,336 | 11,483,569 | |||||||||||||
48542KHX0 | KANSAS ST DEV FIN AUTH REV MUNI BND REV | 11/1/2020 | 2,000,000 | 1,901,341 | 2,166,060 | |||||||||||||
48542KNH8 | KANSAS ST DEV FIN AUTH REV MUNI BND REV | 6/1/2012 | 500,000 | 512,540 | 537,035 | |||||||||||||
49151EXA6 | KENTUCKY ST PRP & BLDG COM MUNI BND REV | 10/1/2017 | 565,000 | 561,791 | 633,015 | |||||||||||||
493897AB8 | KDRE ABS 07-1A A2 144A | 12/10/2043 | 171,625 | 171,632 | 165,118 | |||||||||||||
49474EWA7 | KING CNTY WASH MUNI BND GO | 1/1/2011 | 3,000,000 | 3,012,724 | 3,077,250 | |||||||||||||
500635AB3 | KOREA GAS CORP GOVT BND 144A | 7/15/2014 | 675,000 | 670,061 | 734,150 | |||||||||||||
50065LAA8 | KOREA NATIONAL OIL CORP CORP BND 144A | 7/30/2014 | 1,005,000 | 999,190 | 1,066,998 | |||||||||||||
500769BM5 | KREDITANSTALT FUER WIDERAUFBAU CORP BND | 2/9/2016 | 900,000 | 929,715 | 915,934 | |||||||||||||
500769DN1 | KFW GROUP - (LT) GTD CORP BND | 1/14/2013 | 10,000,000 | 9,989,686 | 10,034,601 | |||||||||||||
508205GV7 | LAKE COOK KANE AND MCHENRY CNT MUNI BND GO | 12/1/2016 | 2,385,000 | 2,420,068 | 2,741,963 | |||||||||||||
52108HMU5 | LBUBS COMM MTG TR CMBS 02_C4 A5 | 9/15/2031 | 88,000,000 | 87,288,020 | 92,355,164 | |||||||||||||
52108HRB2 | LBUBS CMBS_03-C3 A3 | 5/15/2027 | 566,139 | 532,178 | 578,154 | |||||||||||||
52108HUG7 | LBUBS SENIOR CMBS_03-C5 XCP144A | 4/15/2037 | 41,654,202 | 43,559 | 78,352 | |||||||||||||
52108MAF0 | LBUBS CMBS_05_C7 A4 | 11/15/2030 | 1,450,000 | 1,224,340 | 1,486,123 | |||||||||||||
52205VAA3 | LEASEPLAN CORPORATION NV - GTD CORP BND 144A | 5/7/2012 | 19,200,000 | 19,196,325 | 19,794,242 | |||||||||||||
525170BL9 | LABS WHOLE CMO 03-1 A1 | 12/25/2033 | 14,831,396 | 13,762,732 | 14,696,986 | |||||||||||||
52520MBY8 | LMT_05-2 CMO 05-2 3A1 | 12/25/2035 | 4,094,556 | 2,468,277 | 2,582,027 | |||||||||||||
525221FY8 | LXS ABS_05-10 2A1 | 1/25/2036 | 263,077 | 254,934 | 231,081 | |||||||||||||
525221HA8 | LXS WHOLE CMO 06-2N | 2/25/2046 | 5,114,338 | 2,155,006 | 2,702,812 | |||||||||||||
52524GAA0 | LXS_07-7N CMO 07-7N 1A1A | 6/25/2047 | 12,713,164 | 7,422,551 | 6,678,225 | |||||||||||||
52524HAJ9 | LXS CMO07-4N 3A2A | 3/25/2047 | 2,940,511 | 1,487,134 | 1,471,137 | |||||||||||||
52524PAG7 | LXS_07-16N ABS 07-6 3A1 | 5/25/2037 | 13,672,373 | 8,465,800 | 8,891,144 | |||||||||||||
52524VAQ2 | LXS_07-15N CMO 07-15N 4A1 | 8/25/2047 | 8,822,015 | 4,577,120 | 4,593,623 | |||||||||||||
532457BD9 | ELI LILLY AND COMPANY CORP BND | 3/6/2012 | 15,175,000 | 15,164,850 | 15,786,543 | |||||||||||||
53947MAB2 | LLOYDS TSB BANK PLC CORP BND 144A | 1/13/2020 | 11,000,000 | 10,974,797 | 10,691,093 | |||||||||||||
542388AD5 | LBART_06-A 06-A_A4 | 5/15/2013 | 16,968,343 | 17,126,310 | 17,189,398 | |||||||||||||
55027XAA8 | LUM_06-5WHOLE CMO 06-5 A1A | 7/25/2036 | 7,967,743 | 3,771,173 | 4,205,375 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
5525V0AU0 | MARSHALL & ILSLEY BANK SENIOR CORP BND MTN | 6/16/2010 | 221,000 | 221,000 | 220,264 | |||||||||||||
55262TFJ7 | MBNAS ABS 00-E A | 10/15/2012 | 100,000 | 100,134 | 100,782 | |||||||||||||
55264TCA7 | MBNAS ABS 03-A8 A8 | 12/17/2012 | 327,000 | 326,583 | 326,877 | |||||||||||||
55265K5Q8 | MASTR CMO_04-1 3A1 | 1/25/2034 | 1,163,618 | 1,128,566 | 1,153,239 | |||||||||||||
55608JAB4 | MACQUARIE BK LTD CORP BND 144A | 8/13/2019 | 3,000,000 | 3,035,151 | 3,314,496 | |||||||||||||
559080AA4 | MAGELLAN MIDSTREAM PARTNERS LP SENIOR CORP BND | 6/1/2014 | 15,550,000 | 15,080,200 | 17,053,363 | |||||||||||||
563469EU5 | MANITOBA PROVINCE LOCAL BND | 12/3/2012 | 900,000 | 959,323 | 952,816 | |||||||||||||
565849AG1 | MARATHON OIL CORP CORP BND | 2/15/2014 | 2,000,000 | 2,109,461 | 2,226,058 | |||||||||||||
567505GY2 | MARICOPA CNTY ARIZ UN HIGH SCH MUNI BND GO | 7/1/2016 | 1,125,000 | 1,154,280 | 1,278,810 | |||||||||||||
57164TAA6 | MVCOT ABS_02-1A A1 144A | 12/20/2024 | 113,228 | 113,228 | 109,178 | |||||||||||||
57164XAA7 | MVCOT 2009-2A ABS 2009-2A A 144A | 7/20/2031 | 8,944,679 | 8,944,543 | 8,962,389 | |||||||||||||
575296FP8 | MASON OHIO CITY SCH DIST MUNI BND GO | 12/1/2019 | 1,000,000 | 988,090 | 1,147,550 | |||||||||||||
575579RS8 | MASSACHUSETTS BAY TRANSN AUTH MUNI BND REV | 7/1/2020 | 35,000 | 35,211 | 40,734 | |||||||||||||
575579SL2 | MASSACHUSETTS BAY TRANSN AUTH MUNI BND REV | 7/1/2020 | 1,575,000 | 1,503,144 | 1,768,127 | |||||||||||||
57582PDK3 | MASSACHUSETTS ST MUNI BND GO | 11/1/2018 | 2,000,000 | 1,471,669 | 1,833,040 | |||||||||||||
57583PDB2 | MASSACHUSETTS ST FED HWY MUNI BND REV | 6/15/2011 | 3,250,000 | 3,296,269 | 3,370,218 | |||||||||||||
576000AK9 | MASSACHUSETTS ST SCH BLDG AUTH MUNI BND REV | 8/15/2010 | 2,000,000 | 2,013,449 | 2,035,020 | |||||||||||||
576000BE2 | MASSACHUSETTS ST SCH BLDG AUTH MUNI BND REV | 8/15/2022 | 2,000,000 | 1,876,893 | 2,137,100 | |||||||||||||
576433QQ2 | MARM_04-8 WHOLE CMO 04-8 | 9/25/2034 | 1,311,561 | 1,263,493 | 985,114 | |||||||||||||
57643LLC8 | MABS ABS 05-AB1 A4 | 11/25/2035 | 10,000,000 | 3,986,824 | 4,753,000 | |||||||||||||
579780AD9 | MCCORMICK & CO INC CORP BND | 12/15/2015 | 1,500,000 | 1,454,223 | 1,610,100 | |||||||||||||
582839AA4 | MEAD JOHNSON NUTRITION CO CORP BND 144A | 11/1/2014 | 2,000,000 | 2,000,302 | 2,001,548 | |||||||||||||
58403GAB1 | MEDL CMO 07-1G-A1 | 2/27/2039 | 450,444 | 450,444 | 435,113 | |||||||||||||
585055AP1 | MEDTRONIC INC CORP BND | 3/15/2014 | 2,750,000 | 2,843,021 | 2,938,641 | |||||||||||||
585907AM0 | MELLON BANK N.A. CORP BND | 12/15/2014 | 4,000,000 | 3,670,179 | 4,284,727 | |||||||||||||
586158KZ9 | MEMPHIS TENN ELEC SYS REV MUNI BND REV | 12/1/2014 | 2,000,000 | 2,022,491 | 2,254,360 | |||||||||||||
589331AP2 | MERCK & CO INC CORP BND | 6/30/2015 | 7,000,000 | 7,092,692 | 7,333,408 | |||||||||||||
589331AR8 | MERCK & CO INC CORP BND | 6/30/2011 | 750,000 | 750,239 | 756,468 | |||||||||||||
589929W53 | MLMI WHOLE 03-A4 | 7/25/2033 | 222,075 | 222,130 | 213,236 | |||||||||||||
59024KAX1 | MLA_07-AF1 WHOLE CMO 07-AF1 AV1 | 6/25/2037 | 4,651,548 | 2,544,544 | 2,558,351 | |||||||||||||
592179JG1 | METLIFE INC SENIOR CORP BND 144A | 4/10/2013 | 4,000,000 | 3,867,934 | 4,276,296 | |||||||||||||
594918AB0 | MICROSOFT CORPORATION CORP BND | 6/1/2014 | 40,350,000 | 40,317,152 | 41,013,578 | |||||||||||||
595620AD7 | MIDAMERICAN ENERGY HOLDINGS CO CORP BND | 10/1/2014 | 25,800,000 | 25,961,396 | 27,178,032 | |||||||||||||
59562VAT4 | MIDAMERICAN ENERGY HOLDINGS CO CORP BND | 4/1/2018 | 2,000,000 | 1,856,786 | 2,106,620 | |||||||||||||
602248AR7 | MILWAUKEE CNTY WIS ARPT REV MUNI BND REV | 12/1/2017 | 1,675,000 | 1,675,538 | 1,721,063 | |||||||||||||
603827EJ1 | MINN & ST PAUL MET ARPTS REV MUNI BND REV | 1/1/2026 | 2,000,000 | 2,029,901 | 2,072,560 | |||||||||||||
606072KP0 | MISSOURI HIGHER ED LN AUTH STU MUNI BND GO | 11/26/2032 | 15,000,000 | 14,989,471 | 15,087,204 | |||||||||||||
615401JW7 | MOON AREA SCH DIST PA MUNI BND GO | 11/15/2018 | 1,360,000 | 1,343,528 | 1,477,830 | |||||||||||||
617446V71 | MORGAN STANLEY CORP BND MTN | 8/28/2017 | 20,500,000 | 20,799,460 | 21,506,763 | |||||||||||||
61744YAD0 | MORGAN STANLEY CORP BND MTN | 12/28/2017 | 7,000,000 | 7,184,438 | 7,202,235 | |||||||||||||
61745M5G4 | MSC CMBS_05-T19 A4A | 6/12/2047 | 500,000 | 468,136 | 516,258 | |||||||||||||
61745M6D0 | MSC CMBS_05-HQ6 A2A | 8/13/2042 | 500,000 | 505,745 | 502,175 | |||||||||||||
61745ML27 | MSC SENIOR CMBS 04-T15 A2 | 6/13/2041 | 1,954,019 | 1,968,238 | 1,969,989 | |||||||||||||
61745ML43 | MSC CMBS 04-T15 A4 | 6/13/2041 | 4,000,000 | 4,087,246 | 4,099,888 | |||||||||||||
61746SBR9 | MORGAN STANLEY CORP BND | 10/15/2015 | 23,000,000 | 22,821,180 | 23,906,680 | |||||||||||||
61747YCF0 | MORGAN STANLEY CORP BND | 5/13/2014 | 6,500,000 | 6,862,350 | 7,011,339 | |||||||||||||
61750HAE6 | MSC CMBS_06-HQ10 A4 | 11/12/2041 | 2,500,000 | 2,008,225 | 2,521,012 | |||||||||||||
61757UAB6 | MORGAN STANLEY CORP BND GOVT GUAR | 12/1/2011 | 5,000,000 | 5,093,573 | 5,191,100 | |||||||||||||
61757UAH3 | MORGAN STANLEY-GTD CORP BND | 6/20/2012 | 1,250,000 | 1,249,650 | 1,268,050 | |||||||||||||
625574HL5 | MULTNOMAH CNTY ORE SCH DIST NO MUNI BND GO | 6/15/2018 | 500,000 | 490,887 | 564,860 | |||||||||||||
62914AAB8 | NIBC BANK NV - GTD CORP BND 144A | 12/2/2014 | 45,200,000 | 45,107,555 | 44,972,645 | |||||||||||||
635405AR4 | NATIONAL CITY CORPORATION CORP BND | 6/16/2010 | 500,000 | 485,445 | 499,430 | |||||||||||||
637432LT0 | NATIONAL RURAL UTILITIES SECURED CORP BND | 9/16/2012 | 1,450,000 | 1,448,218 | 1,481,242 | |||||||||||||
63866EBL3 | NATIONWIDE LIFE GLOBAL FUNDING CORP BND 144A | 10/2/2012 | 600,000 | 603,569 | 618,060 | |||||||||||||
63968AQF5 | NEBRASKA PUB PWR DIST MUNI BND REV | 1/1/2014 | 6,500,000 | 6,500,000 | 6,853,405 | |||||||||||||
64032EAA5 | NELNET ABS 07-1 A1 | 11/27/2018 | 932,933 | 932,933 | 915,609 | |||||||||||||
642866FT9 | NEW BRUNSWICK PROVINCE OF LOCAL BND | 2/4/2015 | 900,000 | 948,843 | 938,493 | |||||||||||||
644682UL8 | NEW HAMPSHIRE ST MUNI BND GO | 6/1/2017 | 1,730,000 | 1,723,002 | 1,924,158 | |||||||||||||
64468TRZ2 | NEW HAMPSHIRE ST HSG FIN AUTH MUNI BND REV | 7/1/2021 | 60,000 | 53,304 | 60,126 | |||||||||||||
64953BAP3 | NY LIFE GLOBAL FUND CORP BND 144A | 5/9/2013 | 4,000,000 | 3,927,048 | 4,276,358 | |||||||||||||
64983QWY1 | NEW YORK ST DORM AUTH REVS NON MUNI BND REV | 8/1/2018 | 2,000,000 | 1,979,885 | 2,224,940 | |||||||||||||
650013T21 | NEW YORK ST TWY AUTH MUNI BND REV | 4/1/2019 | 2,000,000 | 1,936,628 | 2,176,080 | |||||||||||||
650034X89 | NEW YORK ST URBAN DEV CORP MUNI BND REV | 3/15/2017 | 2,050,000 | 2,113,003 | 2,389,706 | |||||||||||||
652482BG4 | NEWS AMERICA INC CORP BND | 12/15/2014 | 10,000,000 | 9,939,919 | 10,891,371 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
65364UAA4 | NIAGARA MOHAWK POWER CORPORATI SENIOR CORP BND 144A | 8/15/2019 | 2,000,000 | 2,012,007 | 1,991,808 | |||||||||||||
65557CAA1 | NORDEA BANK AB CORP BND 144A | 11/13/2014 | 36,250,000 | 36,201,147 | 36,538,441 | |||||||||||||
656491KZ9 | NORRISTOWN PA AREA SCH DIST MUNI BND GO | 9/1/2021 | 1,000,000 | 1,027,750 | 1,108,710 | |||||||||||||
663903CA8 | NORTHEAST OHIO REGL SWR DIST W MUNI BND REV | 11/15/2016 | 1,900,000 | 1,941,832 | 2,181,314 | |||||||||||||
665859AK0 | NORTHERN TRUST COMPANY THE CORP BND | 5/1/2014 | 1,000,000 | 1,020,531 | 1,055,642 | |||||||||||||
66987EAA5 | NOVAGOLD CORP BND CVT | 5/1/2015 | 500,000 | 518,228 | 506,850 | |||||||||||||
66989HAA6 | NOVARTIS CAPITAL CORP CORP BND | 2/10/2014 | 21,775,000 | 21,757,342 | 22,968,689 | |||||||||||||
67021CAB3 | NSTAR ELEC CO CORP BND | 4/15/2014 | 5,000,000 | 5,276,667 | 5,342,046 | |||||||||||||
674599BX2 | OCCIDENTAL PETROLEUM CORP BND | 6/1/2016 | 2,000,000 | 1,987,422 | 2,037,950 | |||||||||||||
677520SW9 | OHIO ST MUNI BND GO | 11/1/2020 | 2,000,000 | 1,905,091 | 2,182,140 | |||||||||||||
677632HM6 | OHIO ST UNIV MUNI BND REV | 6/1/2011 | 2,000,000 | 2,031,050 | 2,104,380 | |||||||||||||
67766WGU0 | OHIO ST WTR DEV AUTH MUNI BND REV | 12/1/2019 | 1,970,000 | 1,974,450 | 2,295,897 | |||||||||||||
680616PF0 | OLENTANGY LOC SCH DIST OHIO MUNI BND GO | 12/1/2017 | 2,000,000 | 2,006,319 | 2,250,640 | |||||||||||||
681793T88 | OMAHA PUB PWR DIST NEB ELEC RE MUNI BND REV | 2/1/2018 | 2,000,000 | 1,969,508 | 2,193,220 | |||||||||||||
683234WM6 | ONTARIO PROVINCE LOCAL BND | 3/8/2015 | 900,000 | 946,095 | 936,946 | |||||||||||||
68389XAC9 | ORACLE CORPORATION CORP BND | 4/15/2018 | 4,000,000 | 3,807,218 | 4,380,554 | |||||||||||||
68389XAD7 | ORACLE CORPORATION SENIOR CORP BND | 4/15/2013 | 6,675,000 | 7,028,436 | 7,246,512 | |||||||||||||
68607VUM5 | OREGON ST BRD HIGHER ED-SER A MUNI BND REV | 4/1/2023 | 4,000,000 | 4,417,531 | 4,425,640 | |||||||||||||
69331CAE8 | PG&E CORPORATION CORP BND | 4/1/2014 | 10,000,000 | 9,956,046 | 10,926,305 | |||||||||||||
693476BH5 | PNC FUNDING CORP CORP BND | 2/8/2015 | 24,725,000 | 24,700,929 | 24,794,005 | |||||||||||||
69373UAB3 | PACCAR INC CORP BND | 2/15/2012 | 4,000,000 | 3,997,331 | 4,337,184 | |||||||||||||
694308GP6 | PACIFIC GAS AND ELECTRIC CO SENIOR CORP BND | 12/1/2013 | 13,000,000 | 12,927,190 | 14,707,029 | |||||||||||||
69510WAA5 | PCDO ABS 05-5A A1 144A | 1/26/2020 | 7,651,489 | 6,903,966 | 7,085,883 | |||||||||||||
695114BU1 | PACIFICORP CORP BND | 11/15/2011 | 1,000,000 | 1,007,861 | 1,085,763 | |||||||||||||
699490AA6 | BANQUE NATIONALE DE PARIBAS/NY CORP BND | 7/22/2013 | 500,000 | 532,769 | 562,906 | |||||||||||||
70336TAA2 | PATRIOT COAL CORP CORP BND 144A | 5/31/2013 | 500,000 | 425,483 | 426,850 | |||||||||||||
705220AM3 | PECO ENERGY TRANS TR ABS_01-A A1 | 12/31/2010 | 243,134 | 244,137 | 249,312 | |||||||||||||
713448BK3 | PEPSICO INC SENIOR CORP BND | 3/1/2014 | 21,350,000 | 21,313,814 | 22,322,331 | |||||||||||||
71645WAP6 | PETROBRAS INTERNATIONAL FINANC CORP BND | 1/20/2020 | 1,050,000 | 1,040,328 | 1,082,025 | |||||||||||||
717081CZ4 | PFIZER INC. CORP BND | 3/15/2012 | 23,925,000 | 23,902,808 | 25,363,052 | |||||||||||||
717081DA8 | PFIZER INC. CORP BND | 3/15/2015 | 7,750,000 | 8,327,517 | 8,541,046 | |||||||||||||
71722TAF1 | PHEAA_04-1 ABS_04-1-A2 | 4/25/2044 | 2,000,000 | 1,811,696 | 1,810,937 | |||||||||||||
71722TAG9 | PHEA_A04-1 ABS_04-1-A3 | 4/25/2044 | 6,000,000 | 5,433,446 | 5,432,813 | |||||||||||||
718172AB5 | PHILIP MORRIS INTERNATIONAL IN CORP BND | 5/16/2013 | 25,875,000 | 25,964,679 | 27,847,868 | |||||||||||||
718814CX2 | PHOENIX ARIZ MUNI BND GO | 7/1/2010 | 1,350,000 | 1,363,053 | 1,370,790 | |||||||||||||
721799PX6 | PIMA CNTY ARIZ UNI SCH DIST NO MUNI BND GO | 7/1/2010 | 500,000 | 505,387 | 508,230 | |||||||||||||
73755LAF4 | POTASH CORPORATION OF SASKETCH CORP BND | 5/15/2019 | 1,000,000 | 1,021,160 | 1,112,191 | |||||||||||||
737679CW8 | POTOMAC ELECTRIC POWER COMPANY CORP BND | 11/15/2013 | 1,200,000 | 1,093,064 | 1,290,960 | |||||||||||||
74005PAJ3 | PRAXAIR INC. CORP BND | 4/1/2012 | 1,000,000 | 1,012,218 | 1,095,161 | |||||||||||||
742633PD6 | PRIOR LAKE MINN INDPT SCH DIST MUNI BND GO | 2/1/2020 | 1,195,000 | 1,165,137 | 1,280,371 | |||||||||||||
742651DE9 | PRIVATE EXPORT FUNDING CORP AGENCY BND | 9/15/2017 | 44,100,000 | 44,027,844 | 48,467,667 | |||||||||||||
742651DG4 | PRIVATE EXPORT FUNDING CORP AGENCY BND | 3/15/2019 | 20,000,000 | 19,904,859 | 19,700,400 | |||||||||||||
742718DM8 | PROCTER & GAMBLE COMPANY CORP BND | 2/15/2015 | 3,000,000 | 2,989,657 | 3,072,776 | |||||||||||||
743263AD7 | PROGRESS ENERGY INC CORP BND | 3/1/2011 | 10,700,000 | 10,922,060 | 11,215,481 | |||||||||||||
743263AM7 | PROGRESS ENERGY INC. CORP BND | 3/15/2014 | 10,000,000 | 10,178,791 | 11,026,950 | |||||||||||||
744448BU4 | PUBLIC SERVICE COLORADO CORP BND | 10/1/2012 | 8,770,000 | 9,419,784 | 10,037,500 | |||||||||||||
744448CC3 | PUBLIC SERVICE COLORADO CORP BND | 6/1/2019 | 5,000,000 | 5,145,548 | 5,218,799 | |||||||||||||
74451PAA1 | PUB SERV NC INC CORP BND | 2/15/2011 | 1,550,000 | 1,577,826 | 1,613,705 | |||||||||||||
74727PAJ0 | QATAR (STATE OF) CORP BND 144A | 1/20/2015 | 2,800,000 | 2,796,484 | 2,851,800 | |||||||||||||
748148RK1 | QUEBEC PROVINCE OF LOCAL BND | 10/1/2013 | 850,000 | 915,179 | 906,736 | |||||||||||||
74958XAB0 | RFMSI CMO 07-SA2 2A1 | 4/25/2037 | 7,691,928 | 5,068,332 | 5,628,953 | |||||||||||||
75115YAA7 | RALI_07-Q01 WHOLE CMO 07-Q01 A1 | 2/25/2037 | 1,888,690 | 853,749 | 1,001,005 | |||||||||||||
75405UAE6 | RAS LAFFAN LNG 3 SECURED CORP BND 144A | 9/30/2012 | 825,000 | 824,847 | 865,928 | |||||||||||||
758202AE5 | REED ELSEVIER CAPITAL INC CORP BND | 6/15/2010 | 1,750,000 | 1,745,204 | 1,750,700 | |||||||||||||
758202AF2 | REED ELSEVIER PLC CORP BND | 1/15/2014 | 16,325,000 | 16,297,911 | 18,790,009 | |||||||||||||
759136LA0 | REGIONAL TRANSN DIST COLO MUNI BND REV | 11/1/2017 | 1,550,000 | 1,550,014 | 1,717,571 | |||||||||||||
75953MAD2 | CENTERPOINT ENERGY TRANSITION ABS 01-1 A4 | 9/15/2015 | 7,120,993 | 7,390,612 | 7,692,382 | |||||||||||||
76110H2P3 | RES ASSET SEC WHOLE CMO 05-QA3 | 3/25/2035 | 2,396,320 | 2,058,720 | 1,488,115 | |||||||||||||
76110HHG7 | RFMSI_03-Q16 CMO 03-QS16 A1 | 8/25/2018 | 9,182,700 | 8,886,112 | 8,765,805 | |||||||||||||
761118FG8 | RALI CMO05-QA9 CB11 | 8/25/2035 | 4,413,205 | 2,500,083 | 2,669,346 | |||||||||||||
761118QM3 | RALI WHOLE CMO 05-QO5 A1 | 1/25/2046 | 469,221 | 211,028 | 254,703 | |||||||||||||
771196AN2 | ROCHE HOLDINGS INC CORP BND 144A | 3/1/2012 | 29,000,000 | 28,900,124 | 30,707,702 | |||||||||||||
771196AQ5 | ROCHE HOLDINGS INC CORP BND 144A | 3/1/2014 | 4,000,000 | 4,144,737 | 4,330,209 | |||||||||||||
77509NAD5 | ROGERS CABLE INC. CORP BND | 5/1/2012 | 9,675,000 | 10,057,340 | 10,781,359 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
78011CAG1 | ROYAL BK OF STLAND GRP PLC - ( CORP BND 144A | 3/30/2012 | 5,000,000 | 4,997,861 | 5,002,650 | |||||||||||||
780427KA7 | ROYAL OAK CITY MICH SCH DIST MUNI BND GO | 5/1/2019 | 2,000,000 | 1,920,737 | 2,174,820 | |||||||||||||
7832434J4 | RUTHERFORD CNTY TENN MUNI BND GO | 6/1/2018 | 1,430,000 | 1,431,515 | 1,597,196 | |||||||||||||
78387GAP8 | AT&T INC CORP BND | 9/15/2014 | 4,000,000 | 3,856,480 | 4,328,553 | |||||||||||||
78442GHW9 | SLMA ABS_03-10A A1A 144A | 12/15/2016 | 22,350,000 | 22,290,983 | 22,334,831 | |||||||||||||
78442GHZ2 | SLMA ABS 03-10A A1D 144A | 12/15/2016 | 5,000,000 | 5,000,000 | 4,996,607 | |||||||||||||
78442GJA5 | REP FHLP ABS_03-10A A1E 144A | 12/15/2016 | 3,000,000 | 3,000,000 | 2,997,964 | |||||||||||||
78442GJD9 | REP FHLP ABS 03-10A A1H 144A | 12/15/2016 | 54,650,000 | 54,095,743 | 54,612,915 | |||||||||||||
78442GQR0 | SLMA ABS_05-8 A4 | 1/25/2028 | 425,000 | 430,435 | 414,415 | |||||||||||||
78443DAA0 | SLMA ABS 07-A A1 | 9/15/2022 | 378,488 | 378,488 | 365,290 | |||||||||||||
78443YAA4 | SLMA ABS 07-3 A1 | 10/27/2014 | 99,696 | 99,696 | 99,661 | |||||||||||||
78443YAB2 | SLMA ABS 07-3 A2 | 10/25/2017 | 916,000 | 916,000 | 902,260 | |||||||||||||
792228AD0 | ST. MARY LAND & EXPLOR CO CORP BND | 4/1/2027 | 500,000 | 499,313 | 500,000 | |||||||||||||
79548CAB2 | SBM7 CMBS_00-C3 A2 | 12/18/2033 | 234,235 | 235,694 | 236,463 | |||||||||||||
795560AR2 | SALT LAKE & SANDY UTAH MUNI BND REV | 7/1/2020 | 1,820,000 | 1,728,624 | 1,933,896 | |||||||||||||
802072KA5 | SANTA FE N M GROSS RCPTS TAX MUNI BND REV | 6/1/2019 | 2,000,000 | 1,923,795 | 2,103,380 | |||||||||||||
803854JF6 | SASKATCHEWAN PROVINCE | 6/3/2014 | 900,000 | 967,230 | 965,321 | |||||||||||||
806640PN2 | SCHERTZ-CIBOLO-UNVL CITY TEX I MUNI BND GO | 2/1/2020 | 2,025,000 | 1,928,248 | 2,166,892 | |||||||||||||
806860AA0 | SCHLUMBERGER TECH CORP CORP BND 144A | 4/15/2012 | 1,150,000 | 1,216,494 | 1,243,836 | |||||||||||||
809326AC5 | SCOTLAND INTERNATIONAL FINANCE CORP BND 144A | 8/15/2010 | 600,000 | 599,644 | 609,180 | |||||||||||||
822582AF9 | SHELL INTL FINAN CORP BND | 3/21/2014 | 1,000,000 | 1,021,917 | 1,050,918 | |||||||||||||
822582AG7 | SHELL INTL FINAN SENIOR CORP BND | 9/22/2011 | 1,250,000 | 1,249,963 | 1,255,918 | |||||||||||||
826502AA4 | SRFC ABS_07-1A A1 144A | 3/20/2019 | 707,478 | 619,078 | 720,142 | |||||||||||||
82651AAA5 | SRFC ABS_07-2A A1 144A | 9/20/2019 | 1,799,072 | 1,568,239 | 1,829,837 | |||||||||||||
82651CAA1 | SRFC ABS 09-1A A1 144A | 12/22/2025 | 1,335,434 | 1,335,328 | 1,382,161 | |||||||||||||
82651KAA3 | SRFC ABS 09-2A 144A | 8/20/2026 | 4,237,552 | 4,237,138 | 4,246,239 | |||||||||||||
828807BZ9 | SIMON PROPERTY GROUP L.P. CORP BND | 5/30/2018 | 4,000,000 | 2,719,012 | 4,100,098 | |||||||||||||
828807CB1 | SIMON PROPERTY GROUP L.P. SENIOR CORP BND | 5/15/2014 | 17,675,000 | 18,459,040 | 19,306,956 | |||||||||||||
832110AK6 | SMITH INTERNATIONAL INC. CORP BND | 3/15/2014 | 2,000,000 | 1,994,551 | 2,358,414 | |||||||||||||
833034AC5 | SNAP-ON INCORPORATED CORP BND | 8/15/2011 | 1,400,000 | 1,430,164 | 1,473,920 | |||||||||||||
833656AE1 | SOCIETE FINANCEMENT DE L ECONO CORP BND 144A | 5/5/2014 | 6,000,000 | 6,024,665 | 6,208,140 | |||||||||||||
837562KS5 | SOUTH DAKOTA ST UNIV MUNI BND REV | 4/1/2020 | 1,545,000 | 1,458,911 | 1,618,218 | |||||||||||||
842434CA8 | SOUTHERN CALIFORNIA GAS CO CORP BND | 10/1/2012 | 700,000 | 681,912 | 752,005 | |||||||||||||
842587CE5 | SOUTHERN COMPANY CORP BND | 5/15/2014 | 13,675,000 | 13,685,991 | 14,139,898 | |||||||||||||
846042AA7 | SOVEREIGN BANK - GTD CORP BND GOVT GUAR | 1/17/2012 | 2,000,000 | 1,998,887 | 2,060,900 | |||||||||||||
855030AJ1 | STAPLES INC. CORP BND | 1/15/2014 | 2,000,000 | 2,039,831 | 2,420,000 | |||||||||||||
857477AE3 | STATE STREET CORPORATION CORP BND | 5/30/2014 | 1,750,000 | 1,748,613 | 1,827,124 | |||||||||||||
85771SAA4 | STATOIL ASA CORP BND | 4/15/2019 | 6,000,000 | 6,055,471 | 6,251,684 | |||||||||||||
85771SAB2 | STATOIL ASA CORP BND | 4/15/2014 | 16,000,000 | 15,994,372 | 16,614,460 | |||||||||||||
863579J90 | SARM CMO SARM 05-22 1A4 | 12/25/2035 | 9,945,000 | 3,101,016 | 3,684,867 | |||||||||||||
863579KY3 | SARM WHOLE CMO 05-1 | 2/25/2035 | 2,873,997 | 2,667,434 | 1,967,427 | |||||||||||||
86359A5B5 | SASC CMO 03-34A 3A3 | 11/25/2033 | 415,716 | 305,372 | 349,201 | |||||||||||||
86359AH71 | SASC CMO 03-24A 1A3 | 7/25/2033 | 619,816 | 477,664 | 543,950 | |||||||||||||
86359BGD7 | STRUCTURED ASSET SEC CORP WHOLE CMO 04-1 | 2/25/2034 | 195,850 | 188,508 | 160,499 | |||||||||||||
86359BVE8 | STRUCTURED ASSET SEC CORP WHOLE CMO 04-6 | 6/25/2034 | 10,809,868 | 10,305,148 | 9,512,684 | |||||||||||||
86359LQM4 | SAMI_06-AR1 CMO_05-AR7 4A1 | 3/25/2046 | 4,445,041 | 2,267,996 | 2,678,582 | |||||||||||||
86364RAA7 | SAMI_07-AR6 WHOLE CMO 07-AR6 A1 | 8/25/2047 | 17,203,002 | 6,974,705 | 9,268,977 | |||||||||||||
864784BK8 | SUFFOLK CNTY N Y WTR AUTH WTRW MUNI BND REV | 6/1/2035 | 500,000 | 485,373 | 475,720 | |||||||||||||
86959LAA1 | SVENSKA HANDELSBANKEN AB CORP BND 144A | 6/10/2014 | 4,000,000 | 3,990,706 | 4,221,360 | |||||||||||||
87244EAC6 | TIAA GLOBAL MARKETS CORP BND 144A | 10/10/2012 | 3,000,000 | 3,153,889 | 3,239,274 | |||||||||||||
87938WAJ2 | TLEFONICA EMISNS CORP BND | 1/15/2015 | 37,130,000 | 39,522,006 | 39,211,067 | |||||||||||||
880557WZ2 | TENNESSEE ST SCH BD AUTH MUNI BND REV | 5/1/2013 | 400,000 | 400,805 | 401,424 | |||||||||||||
88283LCS3 | TEXAS TRANSN COMMN ST HWY FD MUNI BND REV | 4/1/2022 | 2,000,000 | 1,885,803 | 2,158,280 | |||||||||||||
88522AAC5 | THORNBURG MORTGAGE SECURITIES CMO 06-4 A2B | 7/25/2036 | 10,342,554 | 9,664,532 | 10,083,990 | |||||||||||||
88732JAR9 | TIME WARNER CABLE INC CORP BND | 4/1/2014 | 1,500,000 | 1,727,897 | 1,730,558 | |||||||||||||
88732JAS7 | TIME WARNER CABLE INC CORP BND | 4/1/2019 | 10,250,000 | 10,598,484 | 12,404,235 | |||||||||||||
8935268Y2 | TRANSCANADA PIPELINES LIMITED CORP BND | 1/15/2019 | 4,000,000 | 4,554,019 | 4,680,321 | |||||||||||||
893526CC5 | TRANSCANADA PIPELINES LIMITED CORP BND | 5/15/2012 | 11,675,000 | 12,515,893 | 13,317,932 | |||||||||||||
89352HAA7 | TRANS-CANADA PIPELINES CORP BND | 6/15/2013 | 1,800,000 | 1,594,849 | 1,883,748 | |||||||||||||
90331HKP7 | U.S. BANK NATIONAL ASSOCIATION CORP BND | 10/30/2014 | 2,750,000 | 2,774,173 | 2,946,061 | |||||||||||||
90345AAA0 | US CENTRAL CREDIT UNION - (LT) CORP BND GOVTGUAR | 10/19/2011 | 27,200,000 | 27,188,924 | 27,331,105 | |||||||||||||
90345AAC6 | US CENTRAL CREDIT UNION - (LT) CORP BND GOVTGUAR | 10/19/2012 | 15,500,000 | 15,491,534 | 15,634,385 | |||||||||||||
90466GAB8 | UNICREDITO LUXEM FIN CORP BND 144A | 1/13/2017 | 21,750,000 | 21,750,000 | 21,515,478 | |||||||||||||
904764AJ6 | UNILEVER CAPITAL CORP CORP BND | 2/15/2014 | 28,000,000 | 27,970,926 | 29,032,679 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
907818CV8 | UNION PACIFIC CO CORP BND | 1/15/2015 | 1,150,000 | 1,157,513 | 1,215,927 | |||||||||||||
911312AL0 | UNITED PARCEL SERVICE INC CORP BND | 4/1/2014 | 3,450,000 | 3,443,799 | 3,623,982 | |||||||||||||
91159HGR5 | US BANCORP CORP BND | 5/15/2014 | 3,700,000 | 3,742,845 | 3,876,548 | |||||||||||||
91160HAA5 | US BANCORP - (LT) GTD CORP BND | 3/13/2012 | 4,100,000 | 4,099,677 | 4,189,380 | |||||||||||||
912803AY9 | UNITED STATES TREASURY STRIPS PO | 11/15/2021 | 35,000,000 | 21,522,907 | 20,993,350 | |||||||||||||
912803BJ1 | UNITED STATES TREASURY STRIPS PO | 11/15/2026 | 50,000,000 | 23,382,373 | 22,729,000 | |||||||||||||
912810DW5 | UNITED STATES TREASURY GOVT BND | 5/15/2016 | 310,000 | 366,949 | 384,834 | |||||||||||||
912810EZ7 | UNITED STATES TREASURY GOVT BND | 2/15/2027 | 2,475,000 | 3,056,725 | 3,111,149 | |||||||||||||
912810FS2 | UNITED STATES TREASURY GOVT IBND TIPS | 1/15/2026 | 4,000,000 | 3,748,566 | 4,359,489 | |||||||||||||
912810PS1 | UNITED STATES TREASURY GOVT IBND TIPS | 1/15/2027 | 6,900,000 | 7,295,288 | 7,748,796 | |||||||||||||
912810QE1 | UNITED STATES TREASURY GOVT BND | 2/15/2040 | 100,000 | 98,103 | 98,555 | |||||||||||||
9128276R8 | UNITED STATES TREASURY GOVT IBND TIPS | 1/15/2011 | 10,000,000 | 12,840,485 | 12,891,602 | |||||||||||||
9128277L0 | UNITED STATES TREASURY GOVT BND | 2/15/2012 | 1,155,000 | 1,203,446 | 1,239,835 | |||||||||||||
912828AJ9 | UNITED STATES TREASURY GOVT BND | 8/15/2012 | 500,000 | 514,076 | 537,280 | |||||||||||||
912828AP5 | UNITED STATES TREASURY GOVT BND | 11/15/2012 | 2,465,000 | 2,605,336 | 2,634,346 | |||||||||||||
912828BA7 | UNITED STATES TREASURY GOVT BND | 5/15/2013 | 7,565,000 | 8,030,124 | 8,026,617 | |||||||||||||
912828BR0 | UNITED STATES TREASURY GOVT BND | 11/15/2013 | 335,000 | 351,572 | 362,872 | |||||||||||||
912828CA6 | UNITED STATES TREASURY GOVT BND | 2/15/2014 | 990,000 | 1,067,141 | 1,063,983 | |||||||||||||
912828CP3 | UNITED STATES TREASURY GOVT IBND TIPS | 7/15/2014 | 11,000,000 | 10,948,423 | 13,469,001 | |||||||||||||
912828CT5 | UNITED STATES TREASURY GOVT BND | 8/15/2014 | 16,440,000 | 16,075,599 | 17,829,180 | |||||||||||||
912828DM9 | UNITED STATES TREASURY GOVT BND | 2/15/2015 | 6,500,000 | 7,082,087 | 6,958,900 | |||||||||||||
912828DV9 | UNITED STATES TREASURY GOVT BND | 5/15/2015 | 36,695,000 | 39,582,831 | 39,464,004 | |||||||||||||
912828EA4 | UNITED STATES TREASURY GOVT IBND TIPS | 7/15/2015 | 5,800,000 | 6,334,436 | 6,852,031 | |||||||||||||
912828EE6 | UNITED STATES TREASURY GOVT BND | 8/15/2015 | 1,000,000 | 1,108,013 | 1,079,730 | |||||||||||||
912828EM8 | UNITED STATES TREASURY GOVT BND | 11/15/2010 | 1,700,000 | 1,699,806 | 1,744,353 | |||||||||||||
912828EN6 | UNITED STATES TREASURY GOVT BND | 11/15/2015 | 250,000 | 290,764 | 273,180 | |||||||||||||
912828EW6 | UNITED STATES TREASURY GOVT BND | 2/15/2016 | 1,000,000 | 1,123,176 | 1,089,680 | |||||||||||||
912828FA3 | UNITED STATES TREASURY GOVT BND | 3/31/2011 | 1,090,000 | 1,132,055 | 1,136,412 | |||||||||||||
912828FB1 | UNITED STATES TREASURY GOVT IBND TIPS | 4/15/2011 | 10,000,000 | 11,224,577 | 11,271,803 | |||||||||||||
912828FL9 | UNITED STATES TREASURY GOVT IBND TIPS | 7/15/2016 | 19,100,000 | 22,428,215 | 22,424,436 | |||||||||||||
912828FN5 | UNITED STATES TREASURY GOVT BND | 7/31/2011 | 4,500,000 | 4,679,656 | 4,754,610 | |||||||||||||
912828FY1 | UNITED STATES TREASURY GOVT BND | 11/15/2016 | 5,235,000 | 5,532,585 | 5,710,756 | |||||||||||||
912828GA2 | UNITED STATES TREASURY GOVT BND | 11/30/2011 | 1,050,000 | 1,107,511 | 1,114,134 | |||||||||||||
912828GC8 | UNITED STATES TREASURY GOVT BND | 12/31/2011 | 500,000 | 522,255 | 532,560 | |||||||||||||
912828GM6 | UNITED STATES TREASURY GOVT BND | 3/31/2012 | 1,025,000 | 1,089,960 | 1,095,961 | |||||||||||||
912828GX2 | UNITED STATES TREASURY GOVT BND TIPS | 7/15/2017 | 19,400,000 | 22,410,043 | 22,333,078 | |||||||||||||
912828HA1 | UNITED STATES TREASURY GOVT BND | 8/15/2017 | 9,000,000 | 9,504,614 | 9,843,119 | |||||||||||||
912828HC7 | UNITED STATES TREASURY GOVT BND | 8/31/2012 | 1,000,000 | 1,066,683 | 1,068,750 | |||||||||||||
912828HH6 | UNITED STATES TREASURY GOVT BND | 11/15/2017 | 1,000,000 | 1,105,358 | 1,057,880 | |||||||||||||
912828HN3 | UNITED STATES TREASURY GOVT IBND TIPS | 1/15/2018 | 3,000,000 | 3,095,289 | 3,177,617 | |||||||||||||
912828HT0 | UNITED STATES TREASURY GOVT BND | 2/28/2013 | 5,000,000 | 5,178,374 | 5,174,750 | |||||||||||||
912828HV5 | UNITED STATES TREASURY GOVT BND | 3/31/2013 | 22,600,000 | 23,327,520 | 23,221,048 | |||||||||||||
912828HY9 | UNITED STATES TREASURY GOVT BND | 4/30/2013 | 1,200,000 | 1,254,302 | 1,254,516 | |||||||||||||
912828JF8 | UNITED STATES TREASURY GOVT BND | 7/31/2010 | 5,000,000 | 5,020,687 | 5,042,750 | |||||||||||||
912828JH4 | UNITED STATES TREASURY GOVT BND | 8/15/2018 | 197,600,000 | 203,658,637 | 203,528,000 | |||||||||||||
912828JK7 | UNITED STATES TREASURY GOVT BND | 8/31/2013 | 1,525,000 | 1,594,310 | 1,591,353 | |||||||||||||
912828JQ4 | UNITED STATES TREASURY GOVT BND | 10/31/2013 | 1,500,000 | 1,499,469 | 1,543,500 | |||||||||||||
912828JR2 | UNITED STATES TREASURY GOVT BND | 11/15/2018 | 26,800,000 | 27,320,191 | 27,002,609 | |||||||||||||
912828JT8 | UNITED STATES TREASURY GOVT BND | 11/30/2013 | 12,000,000 | 12,108,002 | 12,021,840 | |||||||||||||
912828JX9 | UNITED STATES TREASURY GOVT IBND | 1/15/2019 | 1,000,000 | 1,078,887 | 1,065,718 | |||||||||||||
912828JZ4 | UNITED STATES TREASURY GOVT BND | 1/31/2014 | 6,000,000 | 5,975,369 | 5,932,020 | |||||||||||||
912828KB5 | UNITED STATES TREASURY GOVT BND | 1/15/2012 | 1,500,000 | 1,504,078 | 1,505,520 | |||||||||||||
912828KD1 | UNITED STATES TREASURY GOVT BND | 2/15/2019 | 123,500,000 | 115,928,918 | 114,622,815 | |||||||||||||
912828KN9 | UNITED STATES TREASURY GOVT BND | 4/30/2014 | 750,000 | 746,216 | 740,940 | |||||||||||||
912828KT6 | UNITED STATES TREASURY GOVT BND | 3/31/2016 | 49,000,000 | 47,797,398 | 47,405,541 | |||||||||||||
912828KY5 | UNITED STATES TREASURY GOVT BND | 6/30/2014 | 191,995,000 | 193,582,163 | 194,848,046 | |||||||||||||
912828LJ7 | UNITED STATES TREASURY GOVT BND | 8/15/2019 | 9,365,000 | 9,317,399 | 9,250,279 | |||||||||||||
912828LL2 | UNITED STATES TREASURY GOVT BND | 8/31/2016 | 17,200,000 | 17,208,712 | 17,075,816 | |||||||||||||
912828LQ1 | UNITED STATES TREASURY GOVT BND | 9/30/2014 | 1,700,000 | 1,699,966 | 1,700,476 | |||||||||||||
912828LZ1 | UNITED STATES TREASURY GOVT BND | 11/30/2014 | 150,000,000 | 148,972,431 | 148,015,503 | |||||||||||||
912828MA5 | UNITED STATES TREASURY GOVT BND | 11/30/2016 | 122,000,000 | 120,241,231 | 118,645,001 | |||||||||||||
912828MB3 | UNITED STATES TREASURY GOVT BND | 12/15/2012 | 21,500,000 | 21,231,696 | 21,313,811 | |||||||||||||
912828MD9 | UNITED STATES TREASURY GOVT BND | 12/31/2016 | 100,000,000 | 100,055,225 | 100,140,999 | |||||||||||||
912828ME7 | UNITED STATES TREASURY GOVT BND | 12/31/2014 | 75,000,000 | 75,603,908 | 75,541,500 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
912828MG2 | UNITED STATES TREASURY GOVT BND | 1/15/2013 | 5,000,000 | 4,963,826 | 4,983,600 | |||||||||||||
912828MJ6 | UNITED STATES TREASURY GOVT BND | 1/31/2012 | 5,250,000 | 5,256,954 | 5,243,752 | |||||||||||||
912828MK3 | UNITED STATES TREASURY GOVT BND | 1/31/2017 | 103,000,000 | 103,139,670 | 102,275,907 | |||||||||||||
912828MM9 | UNITED STATES TREASURY GOVT BND | 11/30/2011 | 27,600,000 | 27,603,177 | 27,561,912 | |||||||||||||
912828MN7 | UNITED STATES TREASURY GOVT BND | 2/15/2013 | 63,300,000 | 63,333,534 | 63,005,020 | |||||||||||||
912828MP2 | UNITED STATES TREASURY GOVT BND | 2/15/2020 | 5,400,000 | 5,409,886 | 5,307,174 | |||||||||||||
912828MR8 | UNITED STATES TREASURY GOVT BND | 2/28/2015 | 127,100,000 | 127,297,752 | 126,206,483 | |||||||||||||
912828MS6 | UNITED STATES TREASURY GOVT BND | 2/28/2017 | 1,400,000 | 1,373,812 | 1,378,146 | |||||||||||||
912828MT4 | UNITED STATES TREASURY GOVT BND | 3/15/2013 | 7,500,000 | 7,439,391 | 7,455,750 | |||||||||||||
912828MW7 | UNITED STATES TREASURY GOVT BND | 3/31/2015 | 1,900,000 | 1,888,806 | 1,894,585 | |||||||||||||
912833JY7 | UNITED STATES TREASURY PO | 5/15/2012 | 600,000 | 549,057 | 588,018 | |||||||||||||
914119HX3 | UNIVERSITY CINCINNATI OHIO MUNI BND REV | 6/1/2018 | 2,015,000 | 1,945,460 | 2,152,363 | |||||||||||||
914437PF9 | UNIVERSITY MASS BLDG AUTH MUNI BND REV | 11/1/2019 | 1,530,000 | 1,459,349 | 1,635,264 | |||||||||||||
915506KJ7 | UPPER ARLINGTON OHIO CITY SCH MUNI BND GO | 12/1/2021 | 1,250,000 | 1,180,911 | 1,336,425 | |||||||||||||
91913YAQ3 | �� | VALERO ENERGY CORPORATION CORP BND | 2/1/2015 | 325,000 | 324,163 | 324,133 | ||||||||||||
92343VAN4 | VERIZON COMMUNICATIONS INC. SENIOR CORP BND | 4/15/2013 | 4,000,000 | 3,919,799 | 4,359,134 | |||||||||||||
92344SAJ9 | CELLCO PARTNERSHIP/VERIZON WIR CORP BND | 11/15/2013 | 4,550,000 | 4,856,380 | 5,273,987 | |||||||||||||
92344SAP5 | CELLCO PARTNERSHIP/VERIZON WIR CORP BND | 2/1/2014 | 6,150,000 | 6,119,176 | 6,732,037 | |||||||||||||
92344SAT7 | CELLCO PARTNERSHIP/VERIZON WIR CORP BND | 5/20/2011 | 8,275,000 | 8,271,319 | 8,500,351 | |||||||||||||
92553PAE2 | VIACOM INC SENIOR CORP BND | 9/15/2014 | 1,500,000 | 1,508,806 | 1,551,117 | |||||||||||||
927749DT5 | VIRGINIA BEACH VA MUNI BND REV | 10/1/2019 | 1,735,000 | 1,693,348 | 1,908,396 | |||||||||||||
92817LEM1 | VIRGINIA ST RES AUTH CLEAN WTR MUNI BND REV | 10/1/2010 | 2,000,000 | 2,020,883 | 2,045,820 | |||||||||||||
92817LFB4 | VIRGINIA ST RES AUTH CLEAN WTR MUNI BND REV | 10/1/2020 | 2,500,000 | 2,549,920 | 2,994,550 | |||||||||||||
92857WAP5 | VODAFONE GROUP PLC CORP BND | 2/27/2017 | 25,000,000 | 27,012,908 | 26,674,770 | |||||||||||||
92867AAD8 | VALET ABS 07-1 A4 | 7/22/2013 | 98,398 | 98,398 | 98,379 | |||||||||||||
92922F4M7 | WASHINGTON MUTUAL CMO 2005-AR13 A1A1 | 10/25/2045 | 1,383,843 | 765,238 | 1,065,559 | |||||||||||||
92922F4P0 | WAMU CMO_05-AR13 A1A3 | 10/25/2045 | 6,814,603 | 3,687,005 | 5,247,244 | |||||||||||||
92922F7P7 | WASHINGTON MUTUAL CMO 2005-AR17 A1A1 | 12/25/2045 | 9,752,166 | 5,788,024 | 7,801,733 | |||||||||||||
92922FB49 | WASHINGTON MUTUAL CMO 04-A13-A1A | 11/25/2034 | 448,763 | 244,598 | 306,071 | |||||||||||||
92922FR75 | WASHINGTON MUTUAL CMO 2005-AR8 2A1A | 7/25/2045 | 6,522,327 | 4,980,819 | 4,970,937 | |||||||||||||
92922FZF8 | WAMU_04-A12 CMO 2004-A12 A2A | 10/25/2044 | 8,447,527 | 4,748,718 | 5,706,877 | |||||||||||||
92925DAB6 | WAMU CMO_06-AR17 1A1A | 12/25/2046 | 4,086,459 | 1,935,330 | 2,451,467 | |||||||||||||
92927BAA0 | WAMU_07-OA6 CMO 07-OA6 1A | 7/25/2047 | 23,791,225 | 11,682,117 | 14,070,131 | |||||||||||||
92933WAA6 | WEA FINANCE LLC/WT FINANCE AUS CORP BND 144A | 9/2/2015 | 3,000,000 | 2,973,243 | 3,162,068 | |||||||||||||
9297664Q3 | WBCMT CMBS 05_C20 A7 | 7/15/2042 | 500,000 | 472,523 | 516,691 | |||||||||||||
92976WBJ4 | WACHOVIA CORPORATION SENIOR CORP BND | 5/1/2013 | 5,000,000 | 5,304,823 | 5,406,754 | |||||||||||||
929903DT6 | WACHOVIA CORPORATION CORP BND | 6/15/2017 | 55,300,000 | 57,463,162 | 58,170,409 | |||||||||||||
931142CN1 | WAL-MART STORES INC CORP BND | 2/3/2014 | 4,000,000 | 3,985,655 | 4,071,062 | |||||||||||||
931142CQ4 | WAL-MART STORES INC CORP BND | 5/15/2014 | 29,800,000 | 29,796,652 | 30,586,836 | |||||||||||||
93363RAA4 | EAST PACES FERRY LLC CMO 06-AR13_1A | 10/25/2046 | 9,808,895 | 5,151,202 | 5,910,840 | |||||||||||||
938234MJ7 | WASHINGTON CNTY ORE MUNI BND GO | 6/1/2020 | 1,035,000 | 990,878 | 1,150,972 | |||||||||||||
93936RAA2 | WAL CMO_07-OA5 A1A | 5/25/2047 | 9,503,685 | 4,656,154 | 4,975,179 | |||||||||||||
93974A7Q1 | WASHINGTON STATE MUNI BND GO | 1/1/2020 | 2,000,000 | 1,915,172 | 2,154,640 | |||||||||||||
93974BP97 | WASHINGTON STATE MUNI BND GO | 7/1/2030 | 4,600,000 | 4,857,309 | 4,848,262 | |||||||||||||
949746NJ6 | WELLS FARGO & COMPANY CORP BND | 8/26/2011 | 6,000,000 | 6,006,032 | 6,325,920 | |||||||||||||
94974BEP1 | WELLS FARGO & COMPANY CORP BND | 1/24/2011 | 1,177,000 | 1,176,090 | 1,183,273 | |||||||||||||
94974BET3 | WELLS FARGO & COMPANY CORP BND | 10/1/2014 | 1,750,000 | 1,750,068 | 1,770,900 | |||||||||||||
949781AA6 | WFMBS WHOLE CMO 05-AR1 | 2/25/2035 | 4,223,735 | 4,173,162 | 3,843,599 | |||||||||||||
94981QAA6 | WFMBS WHOLE CMO 05-AR16 | 10/25/2035 | 662,225 | 543,162 | 638,253 | |||||||||||||
94982BAG5 | WFMBS WHOLE CMO 05-AR8 3A2 | 6/25/2035 | 6,238,713 | 6,316,487 | 5,947,365 | |||||||||||||
961214BH5 | WESTPAC BANKING SENIOR CORP BND | 2/27/2015 | 41,775,000 | 41,736,520 | 42,870,733 | |||||||||||||
967338KS2 | WICHITA KANS MUNI BND REV | 10/1/2010 | 2,000,000 | 2,018,112 | 2,043,340 | |||||||||||||
971567KU5 | WILMINGTON DEL MUNI BND GO | 6/1/2017 | 1,000,000 | 998,931 | 1,140,980 | |||||||||||||
98235TAA5 | WRIGHT MEDICAL GRP INC. CORP BND | 12/1/2014 | 500,000 | 438,539 | 441,850 | |||||||||||||
983024AA8 | WYETH CORP BND | 3/15/2013 | 5,000,000 | 5,323,379 | 5,472,579 | |||||||||||||
98385XAT3 | XTO ENERGY INC. CORP BND | 12/15/2018 | 18,375,000 | 18,335,008 | 21,232,265 | |||||||||||||
98458PAB1 | YALE UNIVERSITY MUNI BND | 10/15/2014 | 1,400,000 | 1,397,320 | 1,411,215 | |||||||||||||
BRS9MDU39 | MEDTRONIC INC CORP BND | 3/15/2015 | 2,900,000 | 2,899,741 | 2,885,471 | |||||||||||||
BRS9R2CU8 | FHLMC AGENCY CMO 3653-KN | 4/1/2040 | 5,000,000 | 5,132,422 | 5,132,500 | |||||||||||||
D20658YB6 | GOVERNMENT OF GERMANY GOVT BND | 7/4/2014 | 17,800,000 | 27,874,589 | 26,370,141 | |||||||||||||
D4085B7F2 | KREDITANSTALT FUER WIDERAUFBAU CORP BND | 5/28/2013 | 42,000,000 | 42,359,565 | 42,696,359 | |||||||||||||
G0501WAD8 | ARRAN ABS 05-B A1 | 12/15/2012 | 240,000 | 240,000 | 237,360 | |||||||||||||
G92444AB7 | UK CONV GILT GOVT BND | 3/7/2011 | 1,750,000 | 3,396,796 | 2,743,503 | |||||||||||||
G92450NU8 | UNITED KINGDOM GOVT BND | 9/7/2014 | 8,950,000 | 16,300,361 | 15,013,980 |
Allied World Assurance Company Holdings, Ltd. | ||
Fixed Income Securities Listing as at March 31, 2010 |
Security ID | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
U45818RF7 | INTER-AMERICAN DEV BK SENIOR CORP BND EMTN | 3/24/2015 | 23,000,000 | 19,276,285 | 21,022,230 | |||||||||||||
U45942EV4 | INTERNATIONAL FINANCE CO SENIOR CORP BND MTN | 5/20/2011 | 5,500,000 | 5,527,021 | 5,799,750 | |||||||||||||
V05973JU3 | AFRICAN DEVELOPMENT BANK SENIOR CORP BND MTN | 2/27/2014 | 20,000,000 | 16,622,281 | 18,637,579 | |||||||||||||
W5194CEC3 | KOMMUNINVEST CORP BND | 7/3/2012 | 50,000,000 | 54,090,231 | 54,247,006 | |||||||||||||
Y0338TDY5 | ASIAN DEVELOPMENT BANK CORP BND MTN | 12/10/2014 | 10,000,000 | 8,297,361 | 9,162,300 | |||||||||||||
Y0338TGD8 | ASIAN DEVELOPMENT BANK SENIOR CORP BND MTN | 5/22/2015 | 27,700,000 | 22,592,346 | 24,630,009 | |||||||||||||
Grand Total | 7,287,274,632 | 6,896,717,888 | 7,095,933,057 | |||||||||||||||
Allied World Assurance Company Holdings, Ltd. | ||
Common & Preferred Stock Listing as at March 31, 2010 |
Security ID | Description | Par | Fair Value $ | |||||||
00163T109 | AMB PROPERTY CORP | 17,000 | 463,080 | |||||||
018802108 | ALLIANT ENERGY CORP | 15,600 | 518,856 | |||||||
024835100 | AMERICAN CAMPUS COMMUNITIES | 13,600 | 376,176 | |||||||
03761U106 | APOLLO INVESTMENT CORPORATION | 20,100 | 255,873 | |||||||
03836W103 | AQUA AMERICA INC | 22,400 | 393,568 | |||||||
053484101 | AVALONBAY COMMUNITIES INC | 4,600 | 397,210 | |||||||
126132109 | CNOOC LTD | 3,200 | 528,256 | |||||||
16941M109 | CHINA MOBILE LIMITED | 10,300 | 495,636 | |||||||
17133Q106 | CHUNGHWA TELECOM CO LTD | 13,200 | 256,476 | |||||||
B67C8W8 | CRESCENT POINT ENERGY CORP | 9,900 | 379,824 | |||||||
253868103 | DIGITAL REALTY TRUST INC | 4,600 | 249,320 | |||||||
29250X103 | ENBRIDGE ENERGY MANAGEMENT LLC | 7,500 | 382,875 | |||||||
30161N101 | EXELON CORP | 11,600 | 508,196 | |||||||
313400657 | FHLMC Preferred | 160,000 | 160,000 | |||||||
B29NF31 | FRANCO-NEVADA CORPORATION | 19,300 | 518,383 | |||||||
478160104 | JOHNSON & JOHNSON | 5,900 | 384,680 | |||||||
49455U100 | KINDER MORGAN MGMT LLC | 6,600 | 386,892 | |||||||
595017104 | MICROCHIP TECHNOLOGY INC | 17,800 | 501,248 | |||||||
636274300 | NATIONAL GRID PLC NEW | 10,700 | 521,625 | |||||||
646025106 | NEW JERSEY RESOURCES CORP | 13,600 | 510,816 | |||||||
649445103 | NEW YORK COMMUNITY BANCORP INC | 23,000 | 380,420 | |||||||
654445303 | NINTENDO CO LTD-ADR NEW | 9,800 | 410,346 | |||||||
655844108 | NORFOLK SOUTHERN CORP | 8,000 | 447,120 | |||||||
664397106 | NORTHEAST UTILITIES | 13,000 | 359,320 | |||||||
67019E107 | NSTAR | 10,200 | 361,284 | |||||||
69331C108 | PG&E CORP | 5,900 | 250,278 | |||||||
718172109 | PHILIP MORRIS INTERNATIONAL | 9,800 | 511,168 | |||||||
718252604 | PHILIPPINE LONG DISTANCE | 9,100 | 484,848 | |||||||
737630103 | POTLATCH CORPORATION | 10,000 | 350,400 | |||||||
743263105 | PROGRESS ENERGY INC | 9,800 | 385,728 | |||||||
754907103 | RAYONIER INC | 11,200 | 508,816 | |||||||
780287108 | ROYAL GOLD INC | 8,200 | 378,922 | |||||||
847560109 | SPECTRA ENERGY CORP | 22,600 | 509,178 | |||||||
872375100 | TECO ENERGY INC | 24,100 | 382,949 | |||||||
89151E109 | TOTAL S.A. | 6,600 | 382,932 | |||||||
904784709 | UNILEVER N V | 17,000 | 512,720 | |||||||
911312106 | UNITED PARCEL SVC INC CL B | 6,000 | 386,460 | |||||||
91912F201 | VALE CAP II | 1,600 | 144,992 | |||||||
962166104 | WEYERHAEUSER CO | 8,600 | 389,322 | |||||||
98156Q108 | WORLD WRESTLING ENTERTAINMENT | 29,000 | 501,700 | |||||||
98389B100 | XCEL ENERGY INC | 12,000 | 254,400 | |||||||
G16962204 | BUNGE LIMITED | 4,000 | 355,000 | |||||||
G5299G106 | KNIGHTSBRIDGE TANKERS LTD | 8,000 | 135,520 | |||||||
2901844 | BONAVISTA ENERGY TRUST | 21,700 | 499,428 | |||||||
2052247 | ARC ENERGY TRUST | 17,400 | 351,584 | |||||||
2061834 | CANADIAN OIL SANDS TR NEW | 17,800 | 534,237 | |||||||
6349268 | FOSTERS GROUP LTD | 94,000 | 418,917 | |||||||
B18TLR9 | CAMBRIDGE INDUSTRIAL TRUST | 757,000 | 180,096 | |||||||
B0TLGM7 | GZI REAL ESTATE INVESTMENT | 783,000 | 332,775 | |||||||
6563875 | ASCENDAS REAL ESTATE | 367,700 | 504,978 | |||||||
Total Equity Securities | 19,794,828 | |||||||||