Exhibit 99.3
Allied World Assurance Company Holdings, AG Securities Listing as at June 30, 2011 |
Cusip | Security Description | Coupon | Maturity | Par | Book Value $ | Market Value $ | ||||||||||||||||
U.S. Government Securities | ||||||||||||||||||||||
9127952K6 | UNITED STATES TREASURY | — | 6/30/2061 | 360,000 | 359,967 | 359,967 | ||||||||||||||||
9127953G4 | UNITED STATES TREASURY | — | 6/30/2061 | 116,000,000 | 115,873,032 | 115,873,032 | ||||||||||||||||
9127953K5 | UNITED STATES TREASURY | — | 6/30/2061 | 654,000 | 653,869 | 653,869 | ||||||||||||||||
9127953S8 | UNITED STATES TREASURY | — | 6/30/2061 | 17,500,000 | 17,475,641 | 17,475,641 | ||||||||||||||||
912810DW5 | UNITED STATES TREASURY | 7.25 | 5/15/2016 | 310,000 | 356,380 | 391,418 | ||||||||||||||||
912810EZ7 | UNITED STATES TREASURY | 6.63 | 2/15/2027 | 2,475,000 | 3,027,227 | 3,274,598 | ||||||||||||||||
9128277L0 | UNITED STATES TREASURY | 4.88 | 2/15/2012 | 1,155,000 | 1,171,371 | 1,188,969 | ||||||||||||||||
912828AJ9 | UNITED STATES TREASURY | 4.38 | 8/15/2012 | 500,000 | 506,789 | 523,085 | ||||||||||||||||
912828AP5 | UNITED STATES TREASURY | 4.00 | 11/15/2012 | 2,465,000 | 2,539,115 | 2,589,310 | ||||||||||||||||
912828BA7 | UNITED STATES TREASURY | 3.63 | 5/15/2013 | 1,500,000 | 1,555,832 | 1,589,205 | ||||||||||||||||
912828BR0 | UNITED STATES TREASURY | 4.25 | 11/15/2013 | 335,000 | 346,042 | 363,763 | ||||||||||||||||
912828CA6 | UNITED STATES TREASURY | 4.00 | 2/15/2014 | 990,000 | 1,042,834 | 1,075,338 | ||||||||||||||||
912828CT5 | UNITED STATES TREASURY | 4.25 | 8/15/2014 | 1,440,000 | 1,539,579 | 1,591,560 | ||||||||||||||||
912828DM9 | UNITED STATES TREASURY | 4.00 | 2/15/2015 | 1,500,000 | 1,600,973 | 1,653,345 | ||||||||||||||||
912828DV9 | UNITED STATES TREASURY | 4.13 | 5/15/2015 | 500,000 | 538,049 | 554,830 | ||||||||||||||||
912828EE6 | UNITED STATES TREASURY | 4.25 | 8/15/2015 | 1,000,000 | 1,083,946 | 1,116,610 | ||||||||||||||||
912828EW6 | UNITED STATES TREASURY | 4.50 | 2/15/2016 | 1,000,000 | 1,098,280 | 1,131,150 | ||||||||||||||||
912828FN5 | UNITED STATES TREASURY | 4.88 | 7/31/2011 | 4,500,000 | 4,511,248 | 4,517,595 | ||||||||||||||||
912828FY1 | UNITED STATES TREASURY | 4.63 | 11/15/2016 | 5,235,000 | 5,481,221 | 5,973,083 | ||||||||||||||||
912828GA2 | UNITED STATES TREASURY | 4.50 | 11/30/2011 | 1,050,000 | 1,064,446 | 1,069,173 | ||||||||||||||||
912828GC8 | UNITED STATES TREASURY | 4.63 | 12/31/2011 | 500,000 | 506,411 | 511,155 | ||||||||||||||||
912828GM6 | UNITED STATES TREASURY | 4.50 | 3/31/2012 | 950,000 | 972,750 | 980,656 | ||||||||||||||||
912828GX2 | UNITED STATES TREASURY | 2.63 | 7/15/2017 | 8,800,000 | 10,384,848 | 11,110,139 | ||||||||||||||||
912828HC7 | UNITED STATES TREASURY | 4.13 | 8/31/2012 | 1,000,000 | 1,032,470 | 1,044,880 | ||||||||||||||||
912828HH6 | UNITED STATES TREASURY | 4.25 | 11/15/2017 | 1,000,000 | 1,089,533 | 1,121,000 | ||||||||||||||||
912828HT0 | UNITED STATES TREASURY | 2.75 | 2/28/2013 | 800,000 | 816,469 | 831,248 | ||||||||||||||||
912828HV5 | UNITED STATES TREASURY | 2.50 | 3/31/2013 | 17,150,000 | 17,474,765 | 17,778,376 | ||||||||||||||||
912828HY9 | UNITED STATES TREASURY | 3.13 | 4/30/2013 | 1,200,000 | 1,232,576 | 1,259,016 | ||||||||||||||||
912828JK7 | UNITED STATES TREASURY | 3.13 | 8/31/2013 | 1,025,000 | 1,053,361 | 1,082,738 | ||||||||||||||||
912828JQ4 | UNITED STATES TREASURY | 2.75 | 10/31/2013 | 1,500,000 | 1,499,720 | 1,575,255 | ||||||||||||||||
912828JZ4 | UNITED STATES TREASURY | 1.75 | 1/31/2014 | 1,000,000 | 997,098 | 1,027,860 | ||||||||||||||||
912828KC3 | UNITED STATES TREASURY | 1.38 | 2/15/2012 | 6,905,000 | 6,937,477 | 6,957,685 | ||||||||||||||||
912828KN9 | UNITED STATES TREASURY | 1.88 | 4/30/2014 | 750,000 | 747,341 | 773,408 | ||||||||||||||||
912828KY5 | UNITED STATES TREASURY | 2.63 | 6/30/2014 | 495,000 | 498,294 | 521,621 | ||||||||||||||||
912828LC2 | UNITED STATES TREASURY | 2.63 | 7/31/2014 | 31,000,000 | 32,360,169 | 32,679,580 | ||||||||||||||||
912828LL2 | UNITED STATES TREASURY | 3.00 | 8/31/2016 | 17,200,000 | 17,205,477 | 18,210,500 | ||||||||||||||||
912828LQ1 | UNITED STATES TREASURY | 2.38 | 9/30/2014 | 1,700,000 | 1,699,974 | 1,779,118 | ||||||||||||||||
912828LZ1 | UNITED STATES TREASURY | 2.13 | 11/30/2014 | 150,000,000 | 149,228,226 | 155,583,000 | ||||||||||||||||
912828MA5 | UNITED STATES TREASURY | 2.75 | 11/30/2016 | 72,000,000 | 71,141,784 | 75,068,646 | ||||||||||||||||
912828MG2 | UNITED STATES TREASURY | 1.38 | 1/15/2013 | 5,000,000 | 4,979,845 | 5,076,550 | ||||||||||||||||
912828MM9 | UNITED STATES TREASURY | 0.75 | 11/30/2011 | 13,100,000 | 13,100,000 | 13,135,108 | ||||||||||||||||
912828MR8 | UNITED STATES TREASURY | 2.38 | 2/28/2015 | 100,000 | 99,944 | 104,469 | ||||||||||||||||
912828MZ0 | UNITED STATES TREASURY | 2.50 | 4/30/2015 | 11,400,000 | 11,599,561 | 11,955,863 | ||||||||||||||||
912828NB2 | UNITED STATES TREASURY | 1.00 | 4/30/2012 | 13,050,000 | 13,067,046 | 13,136,261 | ||||||||||||||||
912828NC0 | UNITED STATES TREASURY | 1.38 | 5/15/2013 | 64,600,000 | 64,773,257 | 65,724,680 | ||||||||||||||||
912828NE6 | UNITED STATES TREASURY | 0.75 | 5/31/2012 | 53,700,000 | 53,699,978 | 53,957,766 | ||||||||||||||||
912828NH9 | UNITED STATES TREASURY | 1.13 | 6/15/2013 | 45,000,000 | 44,904,003 | 45,580,950 | ||||||||||||||||
912828NU0 | UNITED STATES TREASURY | 0.75 | 8/15/2013 | 100,000 | 99,961 | 100,539 | ||||||||||||||||
912828PD6 | UNITED STATES TREASURY | 0.38 | 10/31/2012 | 6,000,000 | 6,000,588 | 6,005,880 | ||||||||||||||||
912828PE4 | UNITED STATES TREASURY | 1.25 | 10/31/2015 | 16,700,000 | 16,675,928 | 16,559,052 | ||||||||||||||||
912828PS3 | UNITED STATES TREASURY | 2.00 | 1/31/2016 | 19,000,000 | 18,889,911 | 19,369,930 | ||||||||||||||||
912828PU8 | UNITED STATES TREASURY | 0.50 | 11/15/2013 | 16,055,000 | 15,928,483 | 16,017,431 | ||||||||||||||||
912828PW4 | UNITED STATES TREASURY | 0.63 | 12/31/2012 | 20,000,000 | 20,013,023 | 20,078,198 | ||||||||||||||||
912828QE3 | UNITED STATES TREASURY | 0.63 | 4/30/2013 | 12,900,000 | 12,928,749 | 12,944,376 | ||||||||||||||||
912828QF0 | UNITED STATES TREASURY | 2.00 | 4/30/2016 | 23,500,000 | 23,606,059 | 23,853,206 | ||||||||||||||||
912828QH6 | UNITED STATES TREASURY | 1.25 | 2/15/2014 | 7,000,000 | 6,997,606 | 7,102,830 | ||||||||||||||||
912828QJ2 | UNITED STATES TREASURY | 2.13 | 2/29/2016 | 14,475,000 | 14,430,019 | 14,818,492 | ||||||||||||||||
912828QL7 | UNITED STATES TREASURY | 0.75 | 3/31/2013 | 15,000,000 | 15,041,958 | 15,086,099 | ||||||||||||||||
912828QN3 | UNITED STATES TREASURY | 3.13 | 5/15/2021 | 2,500,000 | 2,556,197 | 2,492,975 | ||||||||||||||||
912828QQ6 | UNITED STATES TREASURY | 2.38 | 5/31/2018 | 5,000,000 | 5,023,649 | 4,973,050 | ||||||||||||||||
912828QR4 | UNITED STATES TREASURY | 1.50 | 6/30/2016 | 14,000,000 | 13,924,218 | 13,828,780 | ||||||||||||||||
853,624,000 | 857,044,568 | 874,763,906 | ||||||||||||||||||||
U.S. Government Agencies | ||||||||||||||||||||||
313384L$6 | FHLB | — | 6/30/2061 | 12,800,000 | 12,797,600 | 12,797,600 | ||||||||||||||||
3133XVEM9 | FHLB | 1.63 | 11/21/2012 | 3,000,000 | 2,997,049 | 3,052,080 | ||||||||||||||||
3133XVNU1 | FHLB | 2.75 | 12/12/2014 | 74,500,000 | 74,809,470 | 78,251,828 | ||||||||||||||||
3135G0AR4 | FNMA | 1.00 | 2/17/2026 | 11,100,000 | 11,100,000 | 11,107,031 | ||||||||||||||||
3137EACE7 | FHLMC | 2.13 | 9/21/2012 | 11,500,000 | 11,493,308 | 11,751,160 | ||||||||||||||||
31398A4M1 | FNMA | 1.63 | 10/26/2015 | 21,500,000 | 21,717,433 | 21,453,344 | ||||||||||||||||
31398A6F4 | FNMA | 0.38 | 12/28/2012 | 3,000,000 | 2,988,316 | 2,999,040 | ||||||||||||||||
31398AJ94 | FNMA | 1.75 | 5/7/2013 | 5,000,000 | 4,995,185 | 5,114,250 | ||||||||||||||||
142,400,000 | 142,898,361 | 146,526,333 | ||||||||||||||||||||
Non U.S. Government Securities & Agencies | ||||||||||||||||||||||
013051DA2 | ALBERTA PROVINCE OF | 2.75 | 12/1/2014 | 950,000 | 928,229 | 1,004,329 |
Allied World Assurance Company Holdings, AG Securities Listing as at June 30, 2011 |
Cusip | Security Description | Coupon | Maturity | Par | Book Value $ | Market Value $ | ||||||||||||||||
038461AC3 | AID-EGYPT | 4.45 | 9/15/2015 | 25,000,000 | 25,982,228 | 27,591,763 | ||||||||||||||||
110709FD9 | BRITISH COLUMBIA PROVINCE OF | 5.75 | 1/9/2012 | 900,000 | 906,263 | 954,342 | ||||||||||||||||
135087YN8 | CANADA GOVERNMENT | 3.50 | 6/1/2013 | 7,850,000 | 7,866,595 | 8,428,070 | ||||||||||||||||
135087YS7 | CANADA GOVERNMENT | 3.00 | 6/1/2014 | 2,015,000 | 1,938,268 | 2,155,623 | ||||||||||||||||
135087YU2 | CANADA GOVERNMENT | 2.00 | 12/1/2014 | 9,860,000 | 9,201,810 | 10,226,597 | ||||||||||||||||
135087YW8 | CANADA GOVERNMENT | 1.00 | 9/1/2011 | 550,000 | 510,978 | 569,891 | ||||||||||||||||
135087YX6 | CANADA GOVERNMENT | 2.00 | 9/1/2012 | 4,320,000 | 4,023,734 | 4,510,347 | ||||||||||||||||
135087ZB3 | CANADA GOVERNMENT | 1.50 | 3/1/2012 | 4,000,000 | 3,912,993 | 4,154,099 | ||||||||||||||||
135087ZC1 | CANADA GOVERNMENT | 2.50 | 6/1/2015 | 2,500,000 | 2,443,861 | 2,629,541 | ||||||||||||||||
135087ZD9 | CANADA GOVERNMENT | 1.75 | 3/1/2013 | 7,600,000 | 7,399,111 | 7,907,381 | ||||||||||||||||
135087ZF4 | CANADA GOVERNMENT | 3.00 | 12/1/2015 | 1,100,000 | 1,127,759 | 1,176,808 | ||||||||||||||||
135087ZG2 | CANADA GOVERNMENT | 2.50 | 9/1/2013 | 1,700,000 | 1,683,005 | 1,793,865 | ||||||||||||||||
135087ZK3 | CANADA GOVERNMENT | 1.50 | 12/1/2012 | 450,000 | 436,958 | 466,761 | ||||||||||||||||
135087ZN7 | CANADA GOVERNMENT | 2.00 | 3/1/2014 | 400,000 | 409,350 | 416,868 | ||||||||||||||||
500769BM5 | KREDITANSTALT FUER WIDERAUFBAU | 4.38 | 2/9/2016 | 900,000 | 920,532 | 1,001,801 | ||||||||||||||||
563469EU5 | MANITOBA PROVINCE | 5.25 | 12/3/2012 | 900,000 | 926,353 | 980,930 | ||||||||||||||||
642866FT9 | NEW BRUNSWICK PROVINCE OF | 4.50 | 2/4/2015 | 900,000 | 933,892 | 1,005,031 | ||||||||||||||||
683234WM6 | ONTARIO PROVINCE | 4.50 | 3/8/2015 | 900,000 | 932,151 | 1,004,365 | ||||||||||||||||
748148RK1 | QUEBEC PROVINCE OF | 5.25 | 10/1/2013 | 850,000 | 889,318 | 946,801 | ||||||||||||||||
803854JF6 | SASKATCHEWAN PROVINCE | 5.25 | 6/3/2014 | 900,000 | 943,061 | 1,017,678 | ||||||||||||||||
D20658J64 | DEUTSCHE BUNDESREPUBLIK | 3.50 | 1/4/2016 | 19,300,000 | 28,557,130 | 29,526,437 | ||||||||||||||||
D4085B7F2 | KREDITANSTALT FUER WIDERAUFBAU | 2.50 | 5/28/2013 | 42,000,000 | 42,220,518 | 43,465,799 | ||||||||||||||||
G924507Q5 | UNITED KINGDOM GILT | 2.75 | 1/22/2015 | 6,950,000 | 11,569,036 | 11,577,414 | ||||||||||||||||
G92450NU8 | UNITED KINGDOM GILT | 5.00 | 9/7/2014 | 7,300,000 | 13,095,096 | 13,015,993 | ||||||||||||||||
150,095,000 | 169,758,230 | 177,528,534 | ||||||||||||||||||||
Agency MBS | ||||||||||||||||||||||
01F032476 | FNMA | 3.50 | 7/1/2026 | 44,000,000 | 44,981,094 | 44,811,250 | ||||||||||||||||
01F032674 | FNMA | 3.50 | 7/1/2041 | (29,000,000 | ) | (28,031,328 | ) | (27,749,375 | ) | |||||||||||||
01F032674 | FNMA | 3.50 | 7/1/2041 | 13,000,000 | 12,520,625 | 12,439,375 | ||||||||||||||||
01F032682 | FNMA | 3.50 | 8/1/2041 | (13,000,000 | ) | (12,486,094 | ) | (12,404,844 | ) | |||||||||||||
01F040677 | FNMA | 4.00 | 7/1/2039 | (14,000,000 | ) | (14,097,578 | ) | (14,004,375 | ) | |||||||||||||
01F040677 | FNMA | 4.00 | 7/1/2039 | 153,000,000 | 154,262,383 | 153,047,813 | ||||||||||||||||
01F042673 | FNMA | 4.50 | 7/13/2036 | (15,000,000 | ) | (15,641,602 | ) | (15,522,656 | ) | |||||||||||||
01F042673 | FNMA | 4.50 | 7/13/2036 | 20,000,000 | 20,705,977 | 20,696,875 | ||||||||||||||||
01F050676 | FNMA TBA | 5.00 | 7/1/2033 | (4,000,000 | ) | (4,268,125 | ) | (4,250,000 | ) | |||||||||||||
01F050676 | FNMA TBA | 5.00 | 7/1/2033 | 4,000,000 | 4,262,344 | 4,250,000 | ||||||||||||||||
01F060675 | FNMA TBA | 6.00 | 7/1/2033 | (18,000,000 | ) | (19,823,203 | ) | (19,774,688 | ) | |||||||||||||
01F060675 | FNMA TBA | 6.00 | 7/1/2033 | 64,000,000 | 70,413,438 | 70,310,000 | ||||||||||||||||
01N050677 | GNMA TBA | 5.00 | 7/1/2033 | 12,000,000 | 12,974,531 | 13,006,875 | ||||||||||||||||
02R052677 | FHLMC TBA | 5.50 | 7/1/2033 | (1,000,000 | ) | (1,083,242 | ) | (1,080,234 | ) | |||||||||||||
21H050672 | GNMA | 5.00 | 7/1/2038 | 4,000,000 | 4,326,250 | 4,342,500 | ||||||||||||||||
31283K4C9 | FHLMC GOLD | 5.00 | 6/1/2020 | 8,095,717 | 8,670,500 | 8,739,480 | ||||||||||||||||
31283K6U7 | FHLMC GOLD | 4.50 | 8/1/2015 | 1,595,507 | 1,677,334 | 1,701,929 | ||||||||||||||||
31283KJU3 | FHLMC GOLD | 6.50 | 12/1/2014 | 497,045 | 531,627 | 541,779 | ||||||||||||||||
31283KN87 | FHLMC GOLD | 5.00 | 9/1/2017 | 2,685 | 2,817 | 2,901 | ||||||||||||||||
3128GNW87 | FHLMC GOLD | 5.00 | 11/1/2016 | 2,636 | 2,761 | 2,827 | ||||||||||||||||
3128GNY77 | FHLMC GOLD | 5.00 | 11/1/2016 | 14,980 | 15,687 | 16,067 | ||||||||||||||||
3128GP3U5 | FHLMC GOLD | 5.00 | 1/1/2017 | 3,289 | 3,445 | 3,527 | ||||||||||||||||
3128GP3V3 | FHLMC GOLD | 5.00 | 1/1/2017 | 13,063 | 13,685 | 14,010 | ||||||||||||||||
3128GP4U4 | FHLMC GOLD | 5.00 | 1/1/2017 | 3,993 | 4,183 | 4,282 | ||||||||||||||||
3128GP7M9 | FHLMC GOLD | 5.00 | 1/1/2017 | 2,772 | 2,904 | 2,995 | ||||||||||||||||
3128GPSA2 | FHLMC GOLD | 5.00 | 12/1/2016 | 3,071 | 3,218 | 3,294 | ||||||||||||||||
3128GPVH3 | FHLMC GOLD | 5.00 | 12/1/2016 | 1,207 | 1,263 | 1,293 | ||||||||||||||||
3128GQ3Q2 | FHLMC GOLD | 5.00 | 2/1/2017 | 5,375 | 5,631 | 5,808 | ||||||||||||||||
3128GQ6E6 | FHLMC GOLD | 5.00 | 2/1/2017 | 3,959 | 4,148 | 4,278 | ||||||||||||||||
3128GQGA3 | FHLMC GOLD | 5.00 | 1/1/2017 | 6,735 | 7,055 | 7,278 | ||||||||||||||||
3128GQJT9 | FHLMC GOLD | 5.00 | 1/1/2017 | 5,291 | 5,544 | 5,675 | ||||||||||||||||
3128GQK26 | FHLMC GOLD | 5.00 | 1/1/2017 | 9,780 | 10,241 | 10,489 | ||||||||||||||||
3128GQK34 | FHLMC GOLD | 5.00 | 1/1/2017 | 1,759 | 1,842 | 1,887 | ||||||||||||||||
3128GQKB6 | FHLMC GOLD | 5.00 | 1/1/2017 | 3,934 | 4,116 | 4,220 | ||||||||||||||||
3128GQP54 | FHLMC GOLD | 5.00 | 1/1/2017 | 6,320 | 6,621 | 6,829 | ||||||||||||||||
3128GQQQ7 | FHLMC GOLD | 5.00 | 2/1/2017 | 6,543 | 6,847 | 7,018 | ||||||||||||||||
3128GQQZ7 | FHLMC GOLD | 5.00 | 2/1/2017 | 16,984 | 17,792 | 18,216 | ||||||||||||||||
3128GQSG7 | FHLMC GOLD | 5.00 | 2/1/2017 | 3,300 | 3,454 | 3,566 | ||||||||||||||||
3128GQU58 | FHLMC GOLD | 5.00 | 2/1/2017 | 5,661 | 5,925 | 6,071 | ||||||||||||||||
3128GQU90 | FHLMC GOLD | 5.00 | 2/1/2017 | 2,444 | 2,559 | 2,641 | ||||||||||||||||
3128GQVB4 | FHLMC GOLD | 5.00 | 2/1/2017 | 3,796 | 3,977 | 4,072 | ||||||||||||||||
3128GQW31 | FHLMC GOLD | 5.00 | 2/1/2017 | 9,294 | 9,740 | 9,984 | ||||||||||||||||
3128GQW49 | FHLMC GOLD | 5.00 | 2/1/2017 | 16,187 | 16,965 | 17,493 | ||||||||||||||||
3128GR3Y3 | FHLMC GOLD | 5.00 | 2/1/2017 | 13,712 | 14,370 | 14,706 | ||||||||||||||||
3128GR6N4 | FHLMC GOLD | 5.00 | 4/1/2017 | 20,474 | 21,467 | 22,125 | ||||||||||||||||
3128GRBH1 | FHLMC GOLD | 5.00 | 2/1/2017 | 5,284 | 5,537 | 5,710 | ||||||||||||||||
3128GRBJ7 | FHLMC GOLD | 5.00 | 2/1/2017 | 1,919 | 2,011 | 2,074 | ||||||||||||||||
3128GRFT1 | FHLMC GOLD | 5.00 | 3/1/2017 | 11,219 | 11,752 | 12,032 | ||||||||||||||||
3128GRJD2 | FHLMC GOLD | 5.00 | 3/1/2017 | 3,068 | 3,212 | 3,290 | ||||||||||||||||
3128GRK81 | FHLMC GOLD | 5.00 | 3/1/2017 | 5,346 | 5,600 | 5,777 | ||||||||||||||||
3128GRLA5 | FHLMC GOLD | 5.00 | 3/1/2017 | 21,056 | 22,065 | 22,753 |
Allied World Assurance Company Holdings, AG Securities Listing as at June 30, 2011 |
Cusip | Security Description | Coupon | Maturity | Par | Book Value $ | Market Value $ | ||||||||||||||||
3128GRM71 | FHLMC GOLD | 5.00 | 3/1/2017 | 2,412 | 2,528 | 2,607 | ||||||||||||||||
3128GRP94 | FHLMC GOLD | 5.00 | 3/1/2017 | 1,694 | 1,774 | 1,817 | ||||||||||||||||
3128GRQA0 | FHLMC GOLD | 5.00 | 3/1/2017 | 5,372 | 5,630 | 5,805 | ||||||||||||||||
3128GRSP5 | FHLMC GOLD | 5.00 | 3/1/2017 | 5,722 | 5,989 | 6,136 | ||||||||||||||||
3128GRSY6 | FHLMC GOLD | 5.00 | 3/1/2017 | 10,712 | 11,220 | 11,576 | ||||||||||||||||
3128GRUF4 | FHLMC GOLD | 5.00 | 3/1/2017 | 1,198 | 1,255 | 1,294 | ||||||||||||||||
3128GRUT4 | FHLMC GOLD | 5.00 | 3/1/2017 | 6,706 | 7,017 | 7,192 | ||||||||||||||||
3128GRWQ8 | FHLMC GOLD | 5.00 | 2/1/2017 | 486 | 508 | 521 | ||||||||||||||||
3128GRYD5 | FHLMC GOLD | 5.00 | 4/1/2017 | 3,249 | 3,402 | 3,511 | ||||||||||||||||
3128GS5Y9 | FHLMC GOLD | 5.00 | 4/1/2017 | 5,587 | 5,855 | 6,037 | ||||||||||||||||
3128GSDJ3 | FHLMC GOLD | 5.00 | 4/1/2017 | 8,434 | 8,839 | 9,114 | ||||||||||||||||
3128GSGB7 | FHLMC GOLD | 5.00 | 4/1/2017 | 13,354 | 13,998 | 14,431 | ||||||||||||||||
3128GSGU5 | FHLMC GOLD | 5.00 | 4/1/2017 | 22,317 | 23,396 | 24,116 | ||||||||||||||||
3128GSKE6 | FHLMC GOLD | 5.00 | 4/1/2017 | 19,601 | 20,547 | 21,182 | ||||||||||||||||
3128GSKV8 | FHLMC GOLD | 5.00 | 4/1/2017 | 7,282 | 7,629 | 7,869 | ||||||||||||||||
3128GSLX3 | FHLMC GOLD | 5.00 | 4/1/2017 | 6,556 | 6,869 | 7,085 | ||||||||||||||||
3128GSLY1 | FHLMC GOLD | 5.00 | 4/1/2017 | 12,751 | 13,367 | 13,779 | ||||||||||||||||
3128GSNL7 | FHLMC GOLD | 5.00 | 4/1/2017 | 7,020 | 7,353 | 7,586 | ||||||||||||||||
3128GSQN0 | FHLMC GOLD | 5.00 | 4/1/2017 | 7,877 | 8,246 | 8,448 | ||||||||||||||||
3128GSSN8 | FHLMC GOLD | 5.00 | 4/1/2017 | 17,932 | 18,804 | 19,378 | ||||||||||||||||
3128GV2N9 | FHLMC GOLD | 5.00 | 10/1/2017 | 28,790 | 30,198 | 31,111 | ||||||||||||||||
3128GV3C2 | FHLMC GOLD | 5.00 | 10/1/2017 | 13,312 | 13,952 | 14,385 | ||||||||||||||||
3128GV3D0 | FHLMC GOLD | 5.00 | 10/1/2017 | 24,137 | 25,299 | 26,084 | ||||||||||||||||
3128GV3Z1 | FHLMC GOLD | 5.00 | 10/1/2017 | 27,557 | 28,918 | 29,779 | ||||||||||||||||
3128GV7G9 | FHLMC GOLD | 5.00 | 10/1/2017 | 5,213 | 5,464 | 5,634 | ||||||||||||||||
3128GVBY5 | FHLMC GOLD | 5.00 | 8/1/2017 | 1,812 | 1,901 | 1,947 | ||||||||||||||||
3128GVH94 | FHLMC GOLD | 5.00 | 9/1/2017 | 3,131 | 3,280 | 3,384 | ||||||||||||||||
3128GVJA9 | FHLMC GOLD | 5.00 | 9/1/2017 | 12,472 | 13,072 | 13,478 | ||||||||||||||||
3128GVJB7 | FHLMC GOLD | 5.00 | 9/1/2017 | 6,980 | 7,315 | 7,543 | ||||||||||||||||
3128GVJQ4 | FHLMC GOLD | 5.00 | 9/1/2017 | 17,481 | 18,336 | 18,891 | ||||||||||||||||
3128GVLF5 | FHLMC GOLD | 5.00 | 9/1/2017 | 7,237 | 7,582 | 7,761 | ||||||||||||||||
3128GVLH1 | FHLMC GOLD | 5.00 | 9/1/2017 | 10,778 | 11,309 | 11,647 | ||||||||||||||||
3128GVLJ7 | FHLMC GOLD | 5.00 | 9/1/2017 | 16,010 | 16,778 | 17,301 | ||||||||||||||||
3128GVMM9 | FHLMC GOLD | 5.00 | 8/1/2017 | 2,954 | 3,098 | 3,193 | ||||||||||||||||
3128GVNL0 | FHLMC GOLD | 5.00 | 9/1/2017 | 7,478 | 7,837 | 8,081 | ||||||||||||||||
3128GVNM8 | FHLMC GOLD | 5.00 | 9/1/2017 | 9,701 | 10,169 | 10,483 | ||||||||||||||||
3128GVNN6 | FHLMC GOLD | 5.00 | 9/1/2017 | 15,301 | 16,039 | 16,678 | ||||||||||||||||
3128GVNV8 | FHLMC GOLD | 5.00 | 9/1/2017 | 4,943 | 5,182 | 5,341 | ||||||||||||||||
3128GVNX4 | FHLMC GOLD | 5.00 | 9/1/2017 | 67,399 | 70,712 | 72,834 | ||||||||||||||||
3128GVPM6 | FHLMC GOLD | 5.00 | 9/1/2017 | 5,999 | 6,288 | 6,483 | ||||||||||||||||
3128GVPN4 | FHLMC GOLD | 5.00 | 9/1/2017 | 5,360 | 5,618 | 5,793 | ||||||||||||||||
3128GVPP9 | FHLMC GOLD | 5.00 | 9/1/2017 | 24,046 | 25,234 | 25,985 | ||||||||||||||||
3128GVQH6 | FHLMC GOLD | 5.00 | 9/1/2017 | 20,272 | 21,270 | 21,906 | ||||||||||||||||
3128GVRA0 | FHLMC GOLD | 5.00 | 9/1/2017 | 5,255 | 5,508 | 5,679 | ||||||||||||||||
3128GVRC6 | FHLMC GOLD | 5.00 | 9/1/2017 | 10,361 | 10,867 | 11,197 | ||||||||||||||||
3128GVRE2 | FHLMC GOLD | 5.00 | 9/1/2017 | 7,809 | 8,190 | 8,439 | ||||||||||||||||
3128GVRS1 | FHLMC GOLD | 5.00 | 9/1/2017 | 4,844 | 5,078 | 5,235 | ||||||||||||||||
3128GVRT9 | FHLMC GOLD | 5.00 | 9/1/2017 | 12,941 | 13,565 | 13,984 | ||||||||||||||||
3128GVRY8 | FHLMC GOLD | 5.00 | 9/1/2017 | 59,392 | 62,297 | 64,181 | ||||||||||||||||
3128GVT83 | FHLMC GOLD | 5.00 | 9/1/2017 | 25,106 | 26,334 | 27,130 | ||||||||||||||||
3128GVTN0 | FHLMC GOLD | 5.00 | 9/1/2017 | 6,567 | 6,886 | 7,096 | ||||||||||||||||
3128GVTW0 | FHLMC GOLD | 5.00 | 9/1/2017 | 15,309 | 16,064 | 16,543 | ||||||||||||||||
3128GVUD0 | FHLMC GOLD | 5.00 | 9/1/2017 | 2,123 | 2,228 | 2,294 | ||||||||||||||||
3128GVUE8 | FHLMC GOLD | 5.00 | 9/1/2017 | 13,298 | 13,956 | 14,371 | ||||||||||||||||
3128GVUX6 | FHLMC GOLD | 5.00 | 10/1/2017 | 5,552 | 5,816 | 5,999 | ||||||||||||||||
3128GVVE7 | FHLMC GOLD | 5.00 | 10/1/2017 | 35,400 | 37,101 | 38,254 | ||||||||||||||||
3128GVVF4 | FHLMC GOLD | 5.00 | 10/1/2017 | 15,433 | 16,177 | 16,678 | ||||||||||||||||
3128GVVJ6 | FHLMC GOLD | 5.00 | 10/1/2017 | 25,283 | 26,514 | 27,322 | ||||||||||||||||
3128GVVY3 | FHLMC GOLD | 5.00 | 10/1/2017 | 14,412 | 15,127 | 15,483 | ||||||||||||||||
3128GVW22 | FHLMC GOLD | 5.00 | 9/1/2017 | 4,774 | 5,010 | 5,159 | ||||||||||||||||
3128GVW89 | FHLMC GOLD | 5.00 | 10/1/2017 | 9,392 | 9,845 | 10,150 | ||||||||||||||||
3128GVZV5 | FHLMC GOLD | 5.00 | 10/1/2017 | 19,691 | 20,662 | 21,279 | ||||||||||||||||
3128GW5Q7 | FHLMC GOLD | 5.00 | 11/1/2017 | 12,207 | 12,797 | 13,192 | ||||||||||||||||
3128GW6G8 | FHLMC GOLD | 5.00 | 11/1/2017 | 5,449 | 5,713 | 5,888 | ||||||||||||||||
3128GWAQ1 | FHLMC GOLD | 5.00 | 10/1/2017 | 4,042 | 4,235 | 4,335 | ||||||||||||||||
3128GWAT5 | FHLMC GOLD | 5.00 | 10/1/2017 | 26,442 | 27,748 | 28,408 | ||||||||||||||||
3128GWAU2 | FHLMC GOLD | 5.00 | 10/1/2017 | 28,358 | 29,726 | 30,645 | ||||||||||||||||
3128GWB49 | FHLMC GOLD | 5.00 | 10/1/2017 | 2,774 | 2,912 | 2,998 | ||||||||||||||||
3128GWB80 | FHLMC GOLD | 5.00 | 10/1/2017 | 16,935 | 17,750 | 18,301 | ||||||||||||||||
3128GWBH0 | FHLMC GOLD | 5.00 | 10/1/2017 | 23,453 | 24,613 | 25,344 | ||||||||||||||||
3128GWC89 | FHLMC GOLD | 5.00 | 10/1/2017 | 8,522 | 8,943 | 9,209 | ||||||||||||||||
3128GWCL0 | FHLMC GOLD | 5.00 | 10/1/2017 | 13,501 | 14,156 | 14,589 | ||||||||||||||||
3128GWCW6 | FHLMC GOLD | 5.00 | 10/1/2017 | 5,092 | 5,338 | 5,503 | ||||||||||||||||
3128GWDP0 | FHLMC GOLD | 5.00 | 10/1/2017 | 11,670 | 12,234 | 12,610 | ||||||||||||||||
3128GWEG9 | FHLMC GOLD | 5.00 | 10/1/2017 | 34,519 | 36,192 | 37,302 | ||||||||||||||||
3128GWEK0 | FHLMC GOLD | 5.00 | 10/1/2017 | 8,911 | 9,340 | 9,630 | ||||||||||||||||
3128GWEP9 | FHLMC GOLD | 5.00 | 10/1/2017 | 5,011 | 5,259 | 5,415 | ||||||||||||||||
3128GWF86 | FHLMC GOLD | 5.00 | 10/1/2017 | 11,441 | 11,992 | 12,363 |
Allied World Assurance Company Holdings, AG Securities Listing as at June 30, 2011 |
Cusip | Security Description | Coupon | Maturity | Par | Book Value $ | Market Value $ | ||||||||||||||||
3128GWFN3 | FHLMC GOLD | 5.00 | 10/1/2017 | 10,795 | 11,317 | 11,666 | ||||||||||||||||
3128GWHH4 | FHLMC GOLD | 5.00 | 10/1/2017 | 11,209 | 11,749 | 12,113 | ||||||||||||||||
3128GWJG4 | FHLMC GOLD | 5.00 | 11/1/2017 | 26,653 | 27,966 | 28,634 | ||||||||||||||||
3128GWK31 | FHLMC GOLD | 5.00 | 10/1/2017 | 15,233 | 15,968 | 16,462 | ||||||||||||||||
3128GWK56 | FHLMC GOLD | 5.00 | 11/1/2017 | 14,857 | 15,576 | 16,055 | ||||||||||||||||
3128GWMS4 | FHLMC GOLD | 5.00 | 11/1/2017 | 7,409 | 7,767 | 8,006 | ||||||||||||||||
3128GWP85 | FHLMC GOLD | 5.00 | 11/1/2017 | 8,757 | 9,191 | 9,463 | ||||||||||||||||
3128GWQ27 | FHLMC GOLD | 5.00 | 11/1/2017 | 16,642 | 17,449 | 17,984 | ||||||||||||||||
3128GWQ92 | FHLMC GOLD | 5.00 | 11/1/2017 | 12,755 | 13,371 | 13,783 | ||||||||||||||||
3128GWQN1 | FHLMC GOLD | 5.00 | 11/1/2017 | 13,524 | 14,174 | 14,615 | ||||||||||||||||
3128GWQY7 | FHLMC GOLD | 5.00 | 11/1/2017 | 6,871 | 7,201 | 7,425 | ||||||||||||||||
3128GWR42 | FHLMC GOLD | 5.00 | 11/1/2017 | 16,985 | 17,807 | 18,355 | ||||||||||||||||
3128GWRF7 | FHLMC GOLD | 5.00 | 11/1/2017 | 10,581 | 11,106 | 11,367 | ||||||||||||||||
3128GWV21 | FHLMC GOLD | 5.00 | 11/1/2017 | 22,852 | 23,982 | 24,694 | ||||||||||||||||
3128GWVL9 | FHLMC GOLD | 5.00 | 11/1/2017 | 4,406 | 4,623 | 4,761 | ||||||||||||||||
3128GWWM6 | FHLMC GOLD | 5.00 | 11/1/2017 | 2,706 | 2,841 | 2,907 | ||||||||||||||||
3128GWXD5 | FHLMC GOLD | 5.00 | 11/1/2017 | 9,436 | 9,893 | 10,197 | ||||||||||||||||
3128GWXW3 | FHLMC GOLD | 5.00 | 11/1/2017 | 17,685 | 18,564 | 18,999 | ||||||||||||||||
3128GWYS1 | FHLMC GOLD | 5.00 | 11/1/2017 | 3,924 | 4,112 | 4,240 | ||||||||||||||||
3128GWZQ4 | FHLMC GOLD | 5.00 | 11/1/2017 | 11,281 | 11,825 | 12,190 | ||||||||||||||||
3128GX3H7 | FHLMC GOLD | 5.00 | 12/1/2017 | 17,930 | 18,826 | 19,263 | ||||||||||||||||
3128GX5V4 | FHLMC | 5.00 | 12/1/2017 | 21,761 | 22,852 | 23,379 | ||||||||||||||||
3128GXAX4 | FHLMC GOLD | 5.00 | 11/1/2017 | 30,275 | 31,743 | 32,716 | ||||||||||||||||
3128GXBC9 | FHLMC GOLD | 5.00 | 11/1/2017 | 5,271 | 5,526 | 5,696 | ||||||||||||||||
3128GXEA0 | FHLMC GOLD | 5.00 | 12/1/2017 | 13,214 | 13,874 | 14,196 | ||||||||||||||||
3128GXEK8 | FHLMC GOLD | 5.00 | 12/1/2017 | 6,065 | 6,367 | 6,515 | ||||||||||||||||
3128GXFT8 | FHLMC GOLD | 5.00 | 12/1/2017 | 16,391 | 17,187 | 17,713 | ||||||||||||||||
3128GXHA7 | FHLMC GOLD | 5.00 | 12/1/2017 | 22,058 | 23,149 | 23,836 | ||||||||||||||||
3128GXHQ2 | FHLMC GOLD | 5.00 | 12/1/2017 | 23,715 | 24,887 | 25,627 | ||||||||||||||||
3128GXN36 | FHLMC GOLD | 5.00 | 12/1/2017 | 23,319 | 24,485 | 25,199 | ||||||||||||||||
3128GY2H6 | FHLMC GOLD | 5.00 | 2/1/2018 | 14,897 | 15,625 | 16,098 | ||||||||||||||||
3128GYF66 | FHLMC GOLD | 5.00 | 1/1/2018 | 3,611 | 3,788 | 3,902 | ||||||||||||||||
3128GYFK5 | FHLMC GOLD | 5.00 | 1/1/2018 | 51 | 53 | 55 | ||||||||||||||||
3128GYG73 | FHLMC GOLD | 5.00 | 1/1/2018 | 20,553 | 21,549 | 22,210 | ||||||||||||||||
3128GYKK9 | FHLMC GOLD | 5.00 | 1/1/2018 | 2,642 | 2,771 | 2,855 | ||||||||||||||||
3128GYLX0 | FHLMC GOLD | 5.00 | 1/1/2018 | 1,660 | 1,741 | 1,794 | ||||||||||||||||
3128GYNT7 | FHLMC GOLD | 5.00 | 2/1/2018 | 2,175 | 2,282 | 2,350 | ||||||||||||||||
3128GYQC1 | FHLMC GOLD | 5.00 | 2/1/2018 | 17,308 | 18,155 | 18,704 | ||||||||||||||||
3128GYS88 | FHLMC GOLD | 5.00 | 2/1/2018 | 1,997 | 2,098 | 2,158 | ||||||||||||||||
3128GYTW4 | FHLMC GOLD | 5.00 | 2/1/2018 | 2,006 | 2,106 | 2,168 | ||||||||||||||||
3128GYU44 | FHLMC GOLD | 5.00 | 2/1/2018 | 14,460 | 15,158 | 15,626 | ||||||||||||||||
3128GYU51 | FHLMC GOLD | 5.00 | 2/1/2018 | 13,997 | 14,675 | 15,126 | ||||||||||||||||
3128GYV35 | FHLMC GOLD | 5.00 | 2/1/2018 | 27,219 | 28,549 | 29,413 | ||||||||||||||||
3128GYVB7 | FHLMC GOLD | 5.50 | 2/1/2018 | 50,872 | 54,684 | 55,054 | ||||||||||||||||
3128GYVZ4 | FHLMC GOLD | 5.00 | 2/1/2018 | 17,751 | 18,616 | 19,039 | ||||||||||||||||
3128GYZE7 | FHLMC GOLD | 5.00 | 2/1/2018 | 9,318 | 9,777 | 10,047 | ||||||||||||||||
3128H22V4 | FHLMC GOLD | 5.00 | 4/1/2018 | 7,964 | 8,356 | 8,586 | ||||||||||||||||
3128H25K5 | FHLMC GOLD | 5.00 | 4/1/2018 | 2,346 | 2,462 | 2,535 | ||||||||||||||||
3128H26F5 | FHLMC GOLD | 5.00 | 3/1/2018 | 626 | 656 | 670 | ||||||||||||||||
3128H26M0 | FHLMC GOLD | 5.50 | 3/1/2018 | 974,524 | 1,047,738 | 1,054,652 | ||||||||||||||||
3128H26W8 | FHLMC GOLD | 5.50 | 2/1/2018 | 410,648 | 441,522 | 444,412 | ||||||||||||||||
3128H27K3 | FHLMC GOLD | 5.00 | 4/1/2018 | 6,001 | 6,297 | 6,485 | ||||||||||||||||
3128H2B69 | FHLMC GOLD | 5.00 | 2/1/2018 | 22,091 | 23,166 | 23,872 | ||||||||||||||||
3128H2B77 | FHLMC GOLD | 5.00 | 2/1/2018 | 19,906 | 20,879 | 21,511 | ||||||||||||||||
3128H2B85 | FHLMC GOLD | 5.00 | 2/1/2018 | 16,124 | 16,911 | 17,424 | ||||||||||||||||
3128H2C84 | FHLMC GOLD | 5.00 | 2/1/2018 | 4,246 | 4,454 | 4,589 | ||||||||||||||||
3128H2E41 | FHLMC GOLD | 5.00 | 3/1/2018 | 24,705 | 25,909 | 26,697 | ||||||||||||||||
3128H2ED1 | FHLMC GOLD | 5.00 | 2/1/2018 | 42,767 | 44,842 | 46,111 | ||||||||||||||||
3128H2EG4 | FHLMC GOLD | 5.00 | 2/1/2018 | 23,930 | 25,098 | 25,860 | ||||||||||||||||
3128H2LV3 | FHLMC GOLD | 5.00 | 2/1/2018 | 23,312 | 24,449 | 25,192 | ||||||||||||||||
3128H2LY7 | FHLMC GOLD | 5.00 | 3/1/2018 | 10,648 | 11,173 | 11,480 | ||||||||||||||||
3128H2QV8 | FHLMC GOLD | 5.00 | 3/1/2018 | 25,448 | 26,683 | 27,500 | ||||||||||||||||
3128H2T86 | FHLMC GOLD | 5.00 | 3/1/2018 | 3,011 | 3,158 | 3,246 | ||||||||||||||||
3128H2TF0 | FHLMC GOLD | 5.00 | 3/1/2018 | 22,878 | 24,000 | 24,722 | ||||||||||||||||
3128H2TJ2 | FHLMC GOLD | 5.00 | 3/1/2018 | 7,691 | 8,068 | 8,311 | ||||||||||||||||
3128H2TW3 | FHLMC GOLD | 5.00 | 3/1/2018 | 19,157 | 20,099 | 20,702 | ||||||||||||||||
3128H2VW0 | FHLMC GOLD | 5.00 | 3/1/2018 | 29,215 | 30,648 | 31,571 | ||||||||||||||||
3128H2YM9 | FHLMC GOLD | 5.00 | 3/1/2018 | 6,645 | 6,969 | 7,181 | ||||||||||||||||
3128H2YN7 | FHLMC GOLD | 5.00 | 3/1/2018 | 8,847 | 9,280 | 9,561 | ||||||||||||||||
3128H2YS6 | FHLMC GOLD | 5.00 | 3/1/2018 | 9,694 | 10,170 | 10,476 | ||||||||||||||||
3128H2ZJ5 | FHLMC GOLD | 5.00 | 3/1/2018 | 7,525 | 7,895 | 8,132 | ||||||||||||||||
3128H2ZT3 | FHLMC GOLD | 5.00 | 4/1/2018 | 11,809 | 12,384 | 12,762 | ||||||||||||||||
3128H2ZU0 | FHLMC GOLD | 5.00 | 4/1/2018 | 17,005 | 17,838 | 18,376 | ||||||||||||||||
3128H32W0 | FHLMC GOLD | 5.00 | 4/1/2018 | 14,949 | 15,692 | 16,155 | ||||||||||||||||
3128H3C25 | FHLMC GOLD | 5.00 | 4/1/2018 | 2,935 | 3,080 | 3,171 | ||||||||||||||||
3128H3CD1 | FHLMC GOLD | 5.00 | 4/1/2018 | 4,132 | 4,339 | 4,466 | ||||||||||||||||
3128H3FG1 | FHLMC GOLD | 5.00 | 4/1/2018 | 16,010 | 16,799 | 17,300 | ||||||||||||||||
3128H3KN0 | FHLMC GOLD | 5.00 | 4/1/2018 | 2,897 | 3,040 | 3,131 |
Allied World Assurance Company Holdings, AG Securities Listing as at June 30, 2011 |
Cusip | Security Description | Coupon | Maturity | Par | Book Value $ | Market Value $ | ||||||||||||||||
3128H3MN8 | FHLMC GOLD | 5.00 | 4/1/2018 | 26,622 | 27,935 | 28,769 | ||||||||||||||||
3128H3N72 | FHLMC GOLD | 5.00 | 4/1/2018 | 7,074 | 7,420 | 7,644 | ||||||||||||||||
3128H3RY9 | FHLMC GOLD | 5.00 | 5/1/2018 | 27,607 | 28,958 | 29,833 | ||||||||||||||||
3128H3S36 | FHLMC GOLD | 5.00 | 4/1/2018 | 9,407 | 9,868 | 10,165 | ||||||||||||||||
3128H3SZ5 | FHLMC GOLD | 5.00 | 5/1/2018 | 14,258 | 14,955 | 15,407 | ||||||||||||||||
3128H3V65 | FHLMC GOLD | 5.00 | 5/1/2018 | 5,409 | 5,675 | 5,846 | ||||||||||||||||
3128H3WF4 | FHLMC GOLD | 5.00 | 4/1/2018 | 11,380 | 11,939 | 12,297 | ||||||||||||||||
3128H3XU0 | FHLMC GOLD | 5.00 | 5/1/2018 | 10,761 | 11,285 | 11,628 | ||||||||||||||||
3128H45V7 | FHLMC GOLD | 5.00 | 6/1/2018 | 15,476 | 16,242 | 16,724 | ||||||||||||||||
3128H4J59 | FHLMC GOLD | 5.00 | 6/1/2018 | 11,145 | 11,695 | 12,044 | ||||||||||||||||
3128H4JG5 | FHLMC GOLD | 5.00 | 5/1/2018 | 11,182 | 11,733 | 12,084 | ||||||||||||||||
3128H4JT7 | FHLMC GOLD | 5.00 | 6/1/2018 | 26,485 | 27,785 | 28,621 | ||||||||||||||||
3128H5JX5 | FHLMC GOLD | 5.00 | 7/1/2018 | 19,032 | 19,974 | 20,566 | ||||||||||||||||
3128H5RP3 | FHLMC GOLD | 5.00 | 7/1/2018 | 11,060 | 11,607 | 11,951 | ||||||||||||||||
3128H5TK2 | FHLMC GOLD | 5.00 | 7/1/2018 | 29,996 | 31,479 | 32,415 | ||||||||||||||||
3128H6BG8 | FHLMC GOLD | 5.00 | 7/1/2018 | 23,071 | 24,213 | 24,931 | ||||||||||||||||
3128H6CZ5 | FHLMC GOLD | 5.00 | 7/1/2018 | 24,215 | 25,417 | 26,168 | ||||||||||||||||
3128H6FR0 | FHLMC GOLD | 5.00 | 8/1/2018 | 16,369 | 17,182 | 17,689 | ||||||||||||||||
3128H6FU3 | FHLMC GOLD | 5.00 | 8/1/2018 | 13,775 | 14,460 | 14,886 | ||||||||||||||||
3128H6WU4 | FHLMC GOLD | 5.50 | 8/1/2018 | 239,880 | 258,306 | 260,288 | ||||||||||||||||
3128H6XM1 | FHLMC GOLD | 5.00 | 8/1/2018 | 5,907 | 6,200 | 6,383 | ||||||||||||||||
3128H6ZC1 | FHLMC GOLD | 5.50 | 7/1/2018 | 84,673 | 91,137 | 91,877 | ||||||||||||||||
3128H77K2 | FHLMC GOLD | 5.50 | 10/1/2018 | 189,017 | 203,661 | 205,097 | ||||||||||||||||
3128JLDM8 | FHLMC | 2.94 | 9/1/2033 | 246,426 | 258,243 | 260,302 | ||||||||||||||||
3128JLEY1 | FHLMC | 2.94 | 9/1/2033 | 434,485 | 455,347 | 456,672 | ||||||||||||||||
3128JLHB8 | FHLMC | 2.92 | 9/1/2033 | 64,824 | 67,097 | 67,945 | ||||||||||||||||
3128JMW45 | FHLMC | 2.97 | 11/1/2034 | 93,437 | 97,782 | 98,993 | ||||||||||||||||
3128JMY68 | FHLMC | 2.72 | 11/1/2034 | 126,858 | 131,620 | 133,545 | ||||||||||||||||
3128JMZG5 | FHLMC | 2.89 | 11/1/2034 | 174,473 | 182,596 | 183,455 | ||||||||||||||||
3128JNAL9 | FHLMC | 2.65 | 2/1/2035 | 186,390 | 195,397 | 197,847 | ||||||||||||||||
3128JRP26 | FHLMC | 2.52 | 12/1/2033 | 1,894,561 | 2,000,508 | 1,983,671 | ||||||||||||||||
3128K17K1 | FHLMC GOLD | 5.00 | 1/1/2036 | 4,902,631 | 5,188,240 | 5,230,421 | ||||||||||||||||
3128KA4Z1 | FHLMC GOLD | 6.00 | 6/1/2036 | 81,007 | 85,025 | 89,303 | ||||||||||||||||
3128KE5H2 | FHLMC GOLD | 6.50 | 9/1/2036 | 151,593 | 165,905 | 171,131 | ||||||||||||||||
3128KVAR6 | FHLMC GOLD | 6.50 | 8/1/2037 | 161,462 | 176,714 | 182,066 | ||||||||||||||||
3128KWBZ5 | FHLMC GOLD | 6.00 | 9/1/2037 | 14,465 | 15,899 | 16,132 | ||||||||||||||||
3128KWFX6 | FHLMC GOLD | 6.00 | 9/1/2037 | 33,555 | 36,878 | 37,422 | ||||||||||||||||
3128KWFY4 | FHLMC GOLD | 6.00 | 9/1/2037 | 49,417 | 54,311 | 55,113 | ||||||||||||||||
3128KWT29 | FHLMC GOLD | 6.00 | 9/1/2037 | 30,284 | 33,283 | 33,775 | ||||||||||||||||
3128KWTK9 | FHLMC GOLD | 6.00 | 9/1/2037 | 46,001 | 50,554 | 51,303 | ||||||||||||||||
3128KWTP8 | FHLMC GOLD | 6.00 | 9/1/2037 | 40,173 | 44,150 | 44,803 | ||||||||||||||||
3128KWTZ6 | FHLMC GOLD | 6.00 | 9/1/2037 | 29,947 | 32,915 | 33,398 | ||||||||||||||||
3128KYXE4 | FHLMC GOLD | 6.00 | 4/1/2037 | 19,391 | 21,312 | 21,626 | ||||||||||||||||
3128M4XA6 | FHLMC GOLD | 5.50 | 7/1/2037 | 3,416,477 | 3,665,865 | 3,716,021 | ||||||||||||||||
3128M4ZG1 | FHLMC GOLD | 6.00 | 7/1/2037 | 3,624 | 3,983 | 4,042 | ||||||||||||||||
3128M5R93 | FHLMC GOLD | 5.50 | 2/1/2038 | 887,743 | 941,574 | 959,198 | ||||||||||||||||
3128M6UB2 | FHLMC GOLD | 6.00 | 7/1/2038 | 92,513 | 101,692 | 103,176 | ||||||||||||||||
3128M7AZ9 | FHLMC GOLD | 6.00 | 12/1/2038 | 255,807 | 281,187 | 285,291 | ||||||||||||||||
3128M7B88 | FHLMC GOLD | 5.50 | 2/1/2039 | 561,377 | 595,423 | 606,561 | ||||||||||||||||
3128M7FG6 | FHLMC GOLD | 5.50 | 12/1/2038 | 2,738,480 | 2,904,719 | 2,958,893 | ||||||||||||||||
3128M7PN0 | FHLMC GOLD | 5.00 | 7/1/2039 | 1,193,894 | 1,229,325 | 1,277,498 | ||||||||||||||||
3128MCUW3 | FHLMC GOLD | 4.00 | 12/1/2025 | 11,282,985 | 11,519,206 | 11,762,569 | ||||||||||||||||
3128MMAC7 | FHLMC GOLD | 5.00 | 7/1/2019 | 691,912 | 739,236 | 746,932 | ||||||||||||||||
3128MMLD3 | FHLMC GOLD | 4.50 | 9/1/2024 | 2,688,706 | 2,832,362 | 2,850,530 | ||||||||||||||||
3128MMM67 | FHLMC GOLD | 3.50 | 3/1/2026 | 990,048 | 990,335 | 1,010,057 | ||||||||||||||||
3128NCBH6 | FHLMC | 2.11 | 1/1/2035 | 254,799 | 262,134 | 261,609 | ||||||||||||||||
3128PR7G8 | FHLMC GOLD | 4.00 | 8/1/2025 | 1,913,249 | 1,989,338 | 1,994,572 | ||||||||||||||||
3128PRVD8 | FHLMC GOLD | 4.00 | 6/1/2025 | 2,041,884 | 2,117,661 | 2,128,675 | ||||||||||||||||
3128PRWU9 | FHLMC GOLD | 4.00 | 7/1/2025 | 4,554,952 | 4,724,080 | 4,748,560 | ||||||||||||||||
3128PRZ85 | FHLMC GOLD | 4.00 | 7/1/2025 | 1,523,834 | 1,571,740 | 1,588,605 | ||||||||||||||||
3128PSBA4 | FHLMC GOLD | 4.00 | 8/1/2025 | 4,099,706 | 4,263,020 | 4,273,965 | ||||||||||||||||
3128PUGE6 | FHLMC GOLD | 3.50 | 2/1/2026 | 990,257 | 990,544 | 1,009,963 | ||||||||||||||||
3128PUQT2 | FHLMC GOLD | 3.50 | 4/1/2026 | 991,465 | 991,753 | 1,011,405 | ||||||||||||||||
3128PURZ7 | FHLMC GOLD | 3.50 | 4/1/2026 | 991,631 | 991,919 | 1,011,672 | ||||||||||||||||
3128PUVC3 | FHLMC GOLD | 3.50 | 4/1/2026 | 990,336 | 990,623 | 1,010,253 | ||||||||||||||||
3128PUVP4 | FHLMC GOLD | 3.50 | 4/1/2026 | 991,003 | 991,290 | 1,011,031 | ||||||||||||||||
3128PUW73 | FHLMC GOLD | 3.50 | 5/1/2026 | 991,226 | 991,514 | 1,011,258 | ||||||||||||||||
3128PUXF4 | FHLMC GOLD | 3.50 | 4/1/2026 | 991,290 | 991,577 | 1,011,324 | ||||||||||||||||
3128PVBD1 | FHLMC GOLD | 4.00 | 5/1/2026 | 10,558,097 | 10,860,303 | 11,005,626 | ||||||||||||||||
3128PVCG3 | FHLMC GOLD | 4.00 | 5/1/2026 | 10,081,894 | 10,370,468 | 10,509,238 | ||||||||||||||||
312929CM2 | FHLMC GOLD | 6.00 | 1/1/2039 | 9,416 | 10,350 | 10,501 | ||||||||||||||||
31292K7B7 | FHLMC GOLD | 5.00 | 10/1/2040 | 11,066,687 | 11,739,859 | 11,772,078 | ||||||||||||||||
31292KJH1 | FHLMC GOLD | 6.00 | 7/1/2037 | 1,894 | 2,081 | 2,112 | ||||||||||||||||
312930LH1 | FHLMC GOLD | 6.00 | 1/1/2039 | 32,044 | 35,221 | 35,738 | ||||||||||||||||
312930LQ1 | FHLMC GOLD | 6.00 | 1/1/2039 | 39,738 | 43,681 | 44,318 | ||||||||||||||||
312930RC6 | FHLMC GOLD | 6.00 | 1/1/2039 | 23,470 | 25,455 | 26,176 | ||||||||||||||||
312930RV4 | FHLMC GOLD | 6.00 | 1/1/2039 | 12,002 | 13,192 | 13,385 | ||||||||||||||||
312930TB6 | FHLMC GOLD | 6.00 | 1/1/2039 | 12,222 | 13,251 | 13,631 |
Allied World Assurance Company Holdings, AG Securities Listing as at June 30, 2011 |
Cusip | Security Description | Coupon | Maturity | Par | Book Value $ | Market Value $ | ||||||||||||||||
312931D62 | FHLMC GOLD | 4.00 | 2/1/2039 | 3,266,257 | 3,308,422 | 3,274,766 | ||||||||||||||||
312931TJ7 | FHLMC GOLD | 5.00 | 3/1/2039 | 3,267,221 | 3,455,166 | 3,474,461 | ||||||||||||||||
312932CX2 | FHLMC GOLD | 4.50 | 4/1/2039 | 3,438,276 | 3,563,840 | 3,569,635 | ||||||||||||||||
312932ZE9 | FHLMC GOLD | 5.00 | 5/1/2039 | 92,041 | 94,938 | 98,745 | ||||||||||||||||
312933F41 | FHLMC GOLD | 4.50 | 6/1/2039 | 4,694,809 | 4,865,575 | 4,861,287 | ||||||||||||||||
3129345K4 | FHLMC GOLD | 5.00 | 8/1/2039 | 178,861 | 184,168 | 191,386 | ||||||||||||||||
312934PJ5 | FHLMC GOLD | 5.00 | 8/1/2039 | 94,225 | 97,189 | 101,088 | ||||||||||||||||
312934R38 | FHLMC GOLD | 5.00 | 8/1/2039 | 78,954 | 81,436 | 84,705 | ||||||||||||||||
3129353B3 | FHLMC GOLD | 4.50 | 9/1/2039 | 700,273 | 706,111 | 725,105 | ||||||||||||||||
3129356Q7 | FHLMC GOLD | 4.50 | 9/1/2039 | 188,957 | 190,533 | 195,658 | ||||||||||||||||
312935AT6 | FHLMC GOLD | 5.00 | 8/1/2039 | 176,126 | 181,350 | 188,459 | ||||||||||||||||
312935KY4 | FHLMC GOLD | 4.50 | 9/1/2039 | 270,115 | 272,759 | 279,693 | ||||||||||||||||
312935LV9 | FHLMC GOLD | 4.50 | 9/1/2039 | 182,681 | 184,471 | 189,159 | ||||||||||||||||
312935MQ9 | FHLMC GOLD | 4.50 | 9/1/2039 | 899,765 | 909,839 | 937,234 | ||||||||||||||||
312935MV8 | FHLMC GOLD | 4.50 | 9/1/2039 | 1,829,108 | 1,847,744 | 1,893,968 | ||||||||||||||||
312936LH8 | FHLMC GOLD | 5.00 | 10/1/2039 | 347,827 | 362,159 | 369,890 | ||||||||||||||||
312936LM7 | FHLMC GOLD | 5.00 | 10/1/2039 | 611,507 | 635,513 | 654,329 | ||||||||||||||||
3129385D1 | FHLMC GOLD | 5.00 | 1/1/2040 | 98,369 | 102,283 | 105,011 | ||||||||||||||||
3129414L8 | FHLMC GOLD | 4.00 | 8/1/2040 | 111,592 | 109,843 | 111,954 | ||||||||||||||||
312942ER2 | FHLMC GOLD | 5.00 | 9/1/2040 | 2,842,137 | 3,015,276 | 3,031,391 | ||||||||||||||||
312942KC8 | FHLMC GOLD | 4.00 | 9/1/2040 | 298,353 | 293,678 | 299,321 | ||||||||||||||||
312942WW1 | FHLMC GOLD | 4.00 | 10/1/2040 | 68,594 | 67,518 | 68,816 | ||||||||||||||||
312943EE9 | FHLMC GOLD | 5.00 | 10/1/2040 | 7,280,404 | 7,722,411 | 7,744,457 | ||||||||||||||||
312943HE6 | FHLMC GOLD | 4.00 | 11/1/2040 | 338,714 | 333,403 | 339,812 | ||||||||||||||||
312943HT3 | FHLMC GOLD | 4.00 | 11/1/2040 | 13,535,707 | 13,953,365 | 13,566,934 | ||||||||||||||||
312943L50 | FHLMC GOLD | 4.00 | 11/1/2040 | 94,950 | 93,461 | 95,258 | ||||||||||||||||
312944BJ9 | FHLMC GOLD | 4.00 | 12/1/2040 | 4,067,840 | 4,129,479 | 4,078,496 | ||||||||||||||||
312944BN0 | FHLMC GOLD | 4.00 | 12/1/2040 | 2,033,802 | 2,064,623 | 2,035,316 | ||||||||||||||||
312944CD1 | FHLMC GOLD | 4.00 | 12/1/2040 | 236,169 | 232,466 | 236,935 | ||||||||||||||||
312944CS8 | FHLMC GOLD | 4.00 | 12/1/2040 | 211,131 | 207,821 | 211,817 | ||||||||||||||||
312944GA3 | FHLMC GOLD | 4.00 | 12/1/2040 | 173,078 | 170,364 | 173,639 | ||||||||||||||||
312944H61 | FHLMC GOLD | 4.00 | 12/1/2040 | 463,037 | 455,777 | 464,540 | ||||||||||||||||
312944KV2 | FHLMC GOLD | 4.00 | 12/1/2040 | 127,766 | 125,763 | 128,181 | ||||||||||||||||
312944LH2 | FHLMC GOLD | 4.00 | 12/1/2040 | 732,588 | 721,102 | 734,965 | ||||||||||||||||
312944PE5 | FHLMC GOLD | 4.00 | 12/1/2040 | 4,307,790 | 4,240,248 | 4,321,766 | ||||||||||||||||
312944SX0 | FHLMC GOLD | 4.00 | 12/1/2040 | 251,172 | 247,234 | 251,987 | ||||||||||||||||
312945DN5 | FHLMC GOLD | 3.50 | 1/1/2041 | 6,319,938 | 6,050,661 | 6,042,556 | ||||||||||||||||
31294KDZ5 | FHLMC GOLD | 5.00 | 9/1/2016 | 1,613 | 1,689 | 1,729 | ||||||||||||||||
31294KFJ9 | FHLMC GOLD | 5.00 | 11/1/2016 | 2,691 | 2,818 | 2,883 | ||||||||||||||||
31294KHD0 | FHLMC GOLD | 5.00 | 2/1/2017 | 5,866 | 6,146 | 6,302 | ||||||||||||||||
31294KHL2 | FHLMC GOLD | 5.00 | 3/1/2017 | 11,428 | 11,976 | 12,349 | ||||||||||||||||
31294KJT3 | FHLMC GOLD | 5.00 | 5/1/2017 | 3,472 | 3,640 | 3,724 | ||||||||||||||||
31294KKU8 | FHLMC GOLD | 5.00 | 9/1/2017 | 6,046 | 6,345 | 6,496 | ||||||||||||||||
31294MAK7 | FHLMC GOLD | 4.00 | 8/1/2025 | 4,983,693 | 5,182,649 | 5,195,525 | ||||||||||||||||
312962CQ4 | FHLMC GOLD | 5.00 | 8/1/2018 | 9,615 | 10,100 | 10,390 | ||||||||||||||||
312962CT8 | FHLMC GOLD | 5.00 | 8/1/2018 | 1,501 | 1,575 | 1,610 | ||||||||||||||||
312962KD4 | FHLMC GOLD | 5.50 | 10/1/2018 | 106,610 | 114,869 | 115,680 | ||||||||||||||||
312962KT9 | FHLMC GOLD | 5.00 | 10/1/2018 | 17,187 | 18,044 | 18,572 | ||||||||||||||||
312962MD2 | FHLMC GOLD | 5.00 | 11/1/2018 | 28,394 | 29,811 | 30,683 | ||||||||||||||||
312962Q63 | FHLMC GOLD | 5.50 | 10/1/2018 | 17,183 | 18,512 | 18,645 | ||||||||||||||||
312962UW1 | FHLMC GOLD | 5.50 | 11/1/2018 | 1,340,586 | 1,444,900 | 1,454,639 | ||||||||||||||||
312963VY4 | FHLMC GOLD | 5.50 | 12/1/2018 | 237,608 | 256,093 | 257,823 | ||||||||||||||||
312963WH0 | FHLMC GOLD | 5.50 | 12/1/2018 | 18,932 | 20,406 | 20,542 | ||||||||||||||||
312963ZG9 | FHLMC GOLD | 5.50 | 11/1/2018 | 73,329 | 78,994 | 79,568 | ||||||||||||||||
3129642B4 | FHLMC GOLD | 5.50 | 3/1/2019 | 137,290 | 147,957 | 149,141 | ||||||||||||||||
312964KG3 | FHLMC GOLD | 5.00 | 2/1/2019 | 4,635 | 4,872 | 5,009 | ||||||||||||||||
312964WX3 | FHLMC GOLD | 5.50 | 10/1/2018 | 405,093 | 436,334 | 439,557 | ||||||||||||||||
312965QA7 | FHLMC GOLD | 5.50 | 11/1/2018 | 240,819 | 259,406 | 261,307 | ||||||||||||||||
312966WU4 | FHLMC GOLD | 5.50 | 5/1/2019 | 1,413,970 | 1,523,819 | 1,536,026 | ||||||||||||||||
312968QL7 | FHLMC GOLD | 5.50 | 12/1/2018 | 1,911,062 | 2,056,648 | 2,068,195 | ||||||||||||||||
3129696M5 | FHLMC GOLD | 4.00 | 11/1/2014 | 2,094,095 | 2,185,437 | 2,213,217 | ||||||||||||||||
312969VY1 | FHLMC GOLD | 4.50 | 10/1/2014 | 3,425,831 | 3,595,486 | 3,654,742 | ||||||||||||||||
3129714D3 | FHLMC GOLD | 4.00 | 3/1/2015 | 2,666,191 | 2,783,330 | 2,811,309 | ||||||||||||||||
3132GDC67 | FHLMC GOLD | 4.00 | 4/1/2041 | 5,876,443 | 5,857,627 | 5,880,812 | ||||||||||||||||
31342A6F1 | FHLMC | 2.57 | 9/1/2033 | 429,016 | 447,633 | 449,982 | ||||||||||||||||
31349UCW6 | FHLMC | 2.37 | 10/1/2034 | 184,151 | 191,393 | 190,996 | ||||||||||||||||
31349UEJ3 | FHLMC | 2.50 | 11/1/2034 | 356,818 | 373,119 | 374,514 | ||||||||||||||||
31349ULB2 | FHLMC | 2.49 | 2/1/2035 | 350,596 | 364,306 | 360,760 | ||||||||||||||||
31349UMF2 | FHLMC | 2.50 | 3/1/2035 | 594,773 | 613,185 | 623,322 | ||||||||||||||||
31371LE62 | FNMA | 4.00 | 10/1/2013 | 5,075 | 5,286 | 5,236 | ||||||||||||||||
31371LHQ5 | FNMA | 4.00 | 12/1/2013 | 138,837 | 144,618 | 143,239 | ||||||||||||||||
31371LNH8 | FNMA | 4.00 | 4/1/2014 | 32,491 | 33,852 | 33,829 | ||||||||||||||||
31371LZJ1 | FNMA | 4.00 | 1/1/2015 | 2,147,461 | 2,228,843 | 2,235,850 | ||||||||||||||||
31371M5M5 | FNMA | 5.50 | 1/1/2037 | 376,305 | 403,189 | 407,818 | ||||||||||||||||
31371MG92 | FNMA | 4.00 | 9/1/2015 | 100,000 | 104,226 | 104,544 | ||||||||||||||||
31371NCJ2 | FNMA | 5.50 | 4/1/2037 | 11,470 | 12,290 | 12,418 | ||||||||||||||||
31371NP25 | FNMA | 5.50 | 1/1/2038 | 2,121,707 | 2,254,580 | 2,296,962 | ||||||||||||||||
31376KKK1 | FNMA | 4.50 | 1/1/2015 | 819,072 | 846,913 | 854,546 |
Allied World Assurance Company Holdings, AG Securities Listing as at June 30, 2011 |
Cusip | Security Description | Coupon | Maturity | Par | Book Value $ | Market Value $ | ||||||||||||||||
31379T6G4 | FNMA | 5.00 | 2/1/2014 | 16,682 | 17,418 | 17,918 | ||||||||||||||||
3137A6BR2 | FHLMC_K010 | 0.69 | 10/15/2028 | 2,929,511 | 2,934,548 | 2,921,835 | ||||||||||||||||
3137A83K2 | FHR_3820D DA | 4.00 | 11/15/2035 | 22,894,837 | 23,645,635 | 23,915,489 | ||||||||||||||||
31381QFF8 | FNMA | 3.75 | 3/1/2018 | 8,500,000 | 8,679,869 | 8,778,290 | ||||||||||||||||
31382NR20 | FNMA | 5.50 | 4/1/2029 | 852 | 913 | 922 | ||||||||||||||||
31385RB58 | FNMA | 8.50 | 4/1/2030 | 1,190,556 | 1,323,233 | 1,369,140 | ||||||||||||||||
31385XK48 | FNMA | 2.51 | 7/1/2033 | 239,215 | 248,057 | 250,823 | ||||||||||||||||
31388XVV3 | FNMA | 2.70 | 8/1/2033 | 6,633,100 | 6,873,530 | 6,848,697 | ||||||||||||||||
31389EU78 | FNMA | 6.50 | 12/1/2011 | 42,343 | 42,987 | 42,837 | ||||||||||||||||
31389EVA0 | FNMA | 6.50 | 12/1/2016 | 1,688,691 | 1,814,007 | 1,849,269 | ||||||||||||||||
31389EVB8 | FNMA | 6.50 | 12/1/2016 | 1,938,201 | 2,083,991 | 2,122,505 | ||||||||||||||||
31389XHM8 | FNMA | 6.00 | 3/1/2012 | 71,489 | 74,089 | 78,161 | ||||||||||||||||
3138A1HR5 | FNMA | 4.00 | 12/1/2040 | 1,726,418 | 1,755,423 | 1,729,317 | ||||||||||||||||
3138A2CK3 | FNMA | 4.00 | 12/1/2025 | 4,608,365 | 4,805,675 | 4,807,983 | ||||||||||||||||
3138A2FJ3 | FNMA | 4.00 | 12/1/2025 | 258,052 | 269,098 | 269,230 | ||||||||||||||||
3138A2PD5 | FNMA | 3.50 | 1/1/2026 | 9,740,312 | 9,690,615 | 9,934,451 | ||||||||||||||||
3138A3DJ3 | FNMA | 4.00 | 3/1/2026 | 300,000 | 312,819 | 312,953 | ||||||||||||||||
3138A3VB0 | FNMA | 4.00 | 1/1/2041 | 4,178,271 | 4,095,238 | 4,186,594 | ||||||||||||||||
3138A5RN4 | FNMA | 4.00 | 2/1/2026 | 89,963 | 93,818 | 93,847 | ||||||||||||||||
3138A6LJ7 | FNMA | 4.00 | 2/1/2026 | 21,503,550 | 22,422,500 | 22,432,066 | ||||||||||||||||
3138A7G69 | FNMA | 4.00 | 2/1/2026 | 126,743 | 132,156 | 132,215 | ||||||||||||||||
3138A7HY7 | FNMA | 3.50 | 2/1/2041 | 1,878,707 | 1,803,643 | 1,800,176 | ||||||||||||||||
3138A9CZ5 | FNMA | 4.00 | 3/1/2041 | 4,310,461 | 4,224,805 | 4,317,700 | ||||||||||||||||
3138AA4M0 | FNMA | 4.50 | 3/1/2041 | 5,177,668 | 5,367,345 | 5,383,357 | ||||||||||||||||
3138AAKX8 | FNMA | 4.00 | 4/1/2041 | 218,065 | 213,730 | 218,372 | ||||||||||||||||
3138AAYW5 | FNMA | 4.00 | 3/1/2041 | 5,849,390 | 5,837,962 | 5,859,208 | ||||||||||||||||
3138AB2D0 | FNMA | 4.00 | 2/1/2041 | 154,771 | 151,695 | 155,030 | ||||||||||||||||
3138AFKH2 | FNMA | 4.00 | 5/1/2026 | 110,988 | 115,786 | 115,781 | ||||||||||||||||
3138AFXZ8 | FNMA | 4.00 | 5/1/2026 | 276,454 | 288,311 | 288,391 | ||||||||||||||||
3138AGQB7 | FNMA | 4.00 | 4/1/2026 | 336,690 | 351,106 | 351,228 | ||||||||||||||||
3138AGQQ4 | FNMA | 4.00 | 5/1/2026 | 103,980 | 108,427 | 108,469 | ||||||||||||||||
3138AKEL9 | FNMA | 4.00 | 5/1/2026 | 171,279 | 178,617 | 178,675 | ||||||||||||||||
3138AKLJ6 | FNMA | 4.00 | 6/1/2026 | 250,000 | 260,734 | 260,795 | ||||||||||||||||
3138EGH72 | FNMA | 4.00 | 3/1/2026 | 1,837,834 | 1,916,401 | 1,917,442 | ||||||||||||||||
3138EGHW7 | FNMA | 5.00 | 4/1/2041 | 991,474 | 1,058,257 | 1,057,825 | ||||||||||||||||
3138EGKX1 | FNMA | 6.00 | 1/1/2040 | 10,810,067 | 11,893,898 | 11,893,180 | ||||||||||||||||
3138NJAE8 | FNMA | 3.63 | 12/1/2020 | 2,291,840 | 2,224,878 | 2,276,645 | ||||||||||||||||
3138NJAF5 | FNMA | 3.38 | 11/1/2020 | 4,383,414 | 4,180,702 | 4,285,752 | ||||||||||||||||
3138NJAK4 | FNMA | 3.66 | 10/1/2020 | 3,088,636 | 2,957,769 | 3,030,725 | ||||||||||||||||
31391YV87 | FNMA | 6.00 | 1/1/2033 | 2,586 | 2,724 | 2,859 | ||||||||||||||||
31393DL74 | FNMA CMO | 4.00 | 4/25/2030 | 283,062 | 287,310 | 290,328 | ||||||||||||||||
31393EFX2 | FNMA CMO | 4.25 | 5/25/2022 | 471,253 | 476,975 | 478,960 | ||||||||||||||||
31393KLM5 | FHLMC | 4.00 | 7/15/2017 | 225,803 | 230,919 | 229,338 | ||||||||||||||||
31393VPH8 | FHLMC_2627 | 4.50 | 7/15/2017 | 14,916,996 | 15,122,951 | 15,105,995 | ||||||||||||||||
31395RAR9 | FHLMC | 4.38 | 4/15/2015 | 227,821 | 229,481 | 229,903 | ||||||||||||||||
31396A7E8 | FHLMC_3035 | — | 9/15/2035 | 124,593 | 123,663 | 123,078 | ||||||||||||||||
31397QS66 | FNMA | 3.50 | 7/25/2024 | 3,061,331 | 3,135,124 | 3,187,305 | ||||||||||||||||
31398MFS0 | FNMA | 4.00 | 11/25/2023 | 1,974,153 | 2,036,091 | 2,061,786 | ||||||||||||||||
31398PQS1 | FNMA | 3.50 | 3/25/2028 | 2,643,931 | 2,681,971 | 2,733,901 | ||||||||||||||||
31398R3Q6 | FNMA_10-53 | 3.50 | 2/25/2028 | 3,901,295 | 3,990,901 | 4,032,769 | ||||||||||||||||
31398S2F9 | FNR_10-152 | 0.69 | 5/25/2039 | 6,820,123 | 6,826,331 | 6,792,366 | ||||||||||||||||
31398VYJ9 | FHLMC | 4.25 | 8/15/2038 | 3,639,437 | 3,798,869 | 3,832,546 | ||||||||||||||||
31398W5H3 | FHLMC | 4.50 | 11/15/2037 | 6,675,499 | 6,855,259 | 6,988,646 | ||||||||||||||||
31400JM55 | FNMA | 5.50 | 5/1/2033 | 2,052 | 2,208 | 2,243 | ||||||||||||||||
31400QJ87 | FNMA | 2.35 | 3/1/2033 | 26,918 | 27,661 | 28,495 | ||||||||||||||||
31400UQV9 | FNMA | 5.50 | 4/1/2033 | 344,444 | 370,562 | 375,079 | ||||||||||||||||
31402GP98 | FNMA | 5.00 | 7/1/2033 | 6,368 | 6,590 | 6,819 | ||||||||||||||||
31402QXK2 | FNMA | 8.50 | 2/1/2031 | 689,770 | 759,771 | 786,338 | ||||||||||||||||
31402YSV7 | FNMA | 2.75 | 9/1/2033 | 26,640 | 27,943 | 28,237 | ||||||||||||||||
31403DC56 | FNMA | 4.50 | 12/1/2020 | 2,863,283 | 3,037,006 | 3,060,518 | ||||||||||||||||
31403DC72 | FNMA | 4.50 | 11/1/2020 | 2,175,378 | 2,309,498 | 2,327,089 | ||||||||||||||||
31403DJG5 | FNMA | 5.50 | 8/1/2034 | 23,893 | 25,597 | 26,004 | ||||||||||||||||
31403KDB6 | FNMA | 2.32 | 12/1/2033 | 11,132 | 11,330 | 11,401 | ||||||||||||||||
31404NBP0 | FNMA | 2.38 | 2/1/2035 | 133,338 | 138,737 | 140,310 | ||||||||||||||||
31404SFP5 | FNMA | 5.50 | 4/1/2034 | 6,629 | 7,132 | 7,245 | ||||||||||||||||
31405QNR5 | FNMA | 5.50 | 10/1/2034 | 1,401 | 1,507 | 1,532 | ||||||||||||||||
31405UMM8 | FNMA | 2.63 | 10/1/2034 | 132,414 | 136,117 | 139,180 | ||||||||||||||||
31405UTZ2 | FNMA | 2.55 | 11/1/2034 | 33,714 | 35,093 | 34,958 | ||||||||||||||||
31406BB90 | FNMA | 2.37 | 1/1/2035 | 209,651 | 214,410 | 222,194 | ||||||||||||||||
31406BEZ9 | FNMA | 2.36 | 12/1/2034 | 179,905 | 185,657 | 189,003 | ||||||||||||||||
31406BJF8 | FNMA | 2.36 | 1/1/2035 | 197,591 | 203,993 | 205,132 | ||||||||||||||||
31406BQQ6 | FNMA | 2.34 | 1/1/2035 | 254,609 | 262,567 | 267,478 | ||||||||||||||||
31406DG67 | FNMA | 2.69 | 11/1/2034 | 940,497 | 976,440 | 987,675 | ||||||||||||||||
31406MYP5 | FNMA | 2.15 | 3/1/2035 | 445,614 | 455,405 | 464,741 | ||||||||||||||||
31406TLC3 | FNMA | 2.69 | 4/1/2035 | 395,152 | 411,827 | 415,344 | ||||||||||||||||
31406TWR8 | FNMA | 1.92 | 1/1/2035 | 896,526 | 920,290 | 920,963 | ||||||||||||||||
31406VHE9 | FNMA | 2.43 | 5/1/2035 | 221,515 | 228,799 | 232,668 | ||||||||||||||||
31407CE29 | FNMA | 5.50 | 7/1/2035 | 1,109 | 1,192 | 1,212 |
Allied World Assurance Company Holdings, AG Securities Listing as at June 30, 2011 |
Cusip | Security Description | Coupon | Maturity | Par | Book Value $ | Market Value $ | ||||||||||||||||
31407FG53 | FNMA | 5.50 | 8/1/2035 | 2,581 | 2,776 | 2,821 | ||||||||||||||||
31407FUW8 | FNMA | 2.60 | 8/1/2035 | 3,349,532 | 3,438,638 | 3,472,338 | ||||||||||||||||
31408AG53 | FNMA | 6.00 | 2/1/2036 | 52,645 | 55,448 | 58,239 | ||||||||||||||||
31408GFA0 | FNMA | 6.00 | 12/1/2035 | 477,261 | 502,686 | 525,861 | ||||||||||||||||
31409A5P0 | FNMA | 6.00 | 3/1/2036 | 169,819 | 178,862 | 187,866 | ||||||||||||||||
31409AYE3 | FNMA | 6.00 | 3/1/2036 | 426,926 | 449,653 | 470,515 | ||||||||||||||||
31409CRY3 | FNMA | 6.00 | 2/1/2036 | 310,053 | 326,472 | 343,004 | ||||||||||||||||
31409GML7 | FNMA | 6.50 | 7/1/2036 | 1,632,232 | 1,782,633 | 1,846,858 | ||||||||||||||||
31409UB38 | FNMA | 6.00 | 3/1/2036 | 60,640 | 63,869 | 66,747 | ||||||||||||||||
31409VYW7 | FNMA | 6.00 | 4/1/2036 | 84,596 | 89,102 | 93,587 | ||||||||||||||||
31410CJV5 | FNMA | 6.00 | 5/1/2036 | 23,801 | 25,069 | 26,231 | ||||||||||||||||
31410FUS2 | FNMA | 5.50 | 12/1/2036 | 129,577 | 138,831 | 140,428 | ||||||||||||||||
31410FVW2 | FNMA | 5.50 | 2/1/2037 | 8,657 | 9,275 | 9,382 | ||||||||||||||||
31410GD83 | FNMA | 2.58 | 4/1/2034 | 79,111 | 82,695 | 84,209 | ||||||||||||||||
31410GDF7 | FNMA | 1.90 | 6/1/2033 | 309,438 | 322,703 | 319,372 | ||||||||||||||||
31410GDL4 | FNMA | 2.45 | 2/1/2035 | 1,386,083 | 1,435,112 | 1,464,162 | ||||||||||||||||
31410GDN0 | FNMA | 2.45 | 6/1/2033 | 212,440 | 221,709 | 222,680 | ||||||||||||||||
31410GDP5 | FNMA | 4.95 | 6/1/2035 | 4,224,635 | 4,459,870 | 4,480,958 | ||||||||||||||||
31410GDY6 | FNMA | 2.36 | 1/1/2035 | 72,954 | 75,365 | 76,091 | ||||||||||||||||
31410KEM2 | FNMA | 5.50 | 4/1/2038 | 8,131,428 | 8,707,017 | 8,803,092 | ||||||||||||||||
31410KGQ1 | FNMA | 6.00 | 5/1/2038 | 8,423,815 | 9,129,150 | 9,260,132 | ||||||||||||||||
31410KJY1 | FNMA | 6.00 | 5/1/2038 | 2,940,966 | 3,239,253 | 3,235,636 | ||||||||||||||||
31410KLD4 | FNMA | 5.50 | 5/1/2038 | 1,793,266 | 1,905,599 | 1,939,902 | ||||||||||||||||
31410KMQ4 | FNMA | 5.50 | 6/1/2038 | 955,782 | 1,015,556 | 1,033,936 | ||||||||||||||||
31410KNA8 | FNMA | 5.50 | 7/1/2038 | 437,662 | 465,093 | 473,450 | ||||||||||||||||
31410KS47 | FNMA | 5.50 | 12/1/2035 | 11,926 | 12,776 | 12,979 | ||||||||||||||||
31410KX74 | FNMA | 5.50 | 9/1/2036 | 7,240,414 | 7,771,975 | 7,880,519 | ||||||||||||||||
31410LBU5 | FNMA | 4.00 | 9/1/2025 | 3,609,345 | 3,771,360 | 3,769,580 | ||||||||||||||||
31410MMX5 | FNMA | 6.00 | 4/1/2036 | 426,914 | 449,653 | 472,284 | ||||||||||||||||
31410QR86 | FNMA | 5.50 | 11/1/2036 | 306,009 | 327,861 | 331,635 | ||||||||||||||||
31411A5M3 | FNMA | 5.50 | 12/1/2036 | 18,061,445 | 19,350,659 | 19,573,967 | ||||||||||||||||
31411A7C3 | FNMA | 5.50 | 12/1/2036 | 4,537,834 | 4,861,887 | 4,917,846 | ||||||||||||||||
31411E2F3 | FNMA | 5.50 | 1/1/2037 | 38,842 | 41,613 | 42,094 | ||||||||||||||||
31411EFN2 | FNMA | 5.50 | 12/1/2036 | 631,787 | 676,839 | 684,695 | ||||||||||||||||
31411KLN1 | FNMA | 5.50 | 3/1/2037 | 468,351 | 501,775 | 507,038 | ||||||||||||||||
31411NUT2 | FNMA | 5.50 | 2/1/2037 | 737,625 | 790,344 | 798,553 | ||||||||||||||||
31411URL7 | FNMA | 5.50 | 4/1/2037 | 719,096 | 770,406 | 778,494 | ||||||||||||||||
31411VMN6 | FNMA | 5.50 | 3/1/2037 | 23,813,692 | 25,548,511 | 25,780,727 | ||||||||||||||||
31412ACH5 | FNMA | 5.50 | 4/1/2037 | 364,230 | 390,279 | 394,316 | ||||||||||||||||
31412DXY9 | FNMA | 5.50 | 1/1/2037 | 101,962 | 109,241 | 110,500 | ||||||||||||||||
31412ESY3 | FNMA | 6.00 | 1/1/2037 | 44,771 | 47,143 | 49,529 | ||||||||||||||||
31412MC71 | FNMA | 5.50 | 1/1/2038 | 31,608,694 | 33,845,921 | 34,219,604 | ||||||||||||||||
31412MYZ5 | FNMA | 5.50 | 6/1/2038 | 868,417 | 922,680 | 939,428 | ||||||||||||||||
31412N6G6 | FNMA | 4.50 | 3/1/2039 | 91,046 | 91,841 | 94,805 | ||||||||||||||||
31412NXE1 | FNMA | 5.00 | 1/1/2039 | 2,269,799 | 2,410,624 | 2,425,870 | ||||||||||||||||
31412NZ33 | FNMA | 5.00 | 2/1/2039 | 85,514 | 88,216 | 91,816 | ||||||||||||||||
31412P5R8 | FNMA | 4.50 | 7/1/2039 | 44,217 | 45,538 | 46,111 | ||||||||||||||||
31412PBJ9 | FNMA | 4.50 | 3/1/2024 | 38,337,157 | 40,416,822 | 40,729,705 | ||||||||||||||||
31412PP88 | FNMA | 5.00 | 5/1/2039 | 268,614 | 276,740 | 287,653 | ||||||||||||||||
31412PRN3 | FNMA | 4.00 | 5/1/2024 | 8,473,468 | 8,853,302 | 8,849,644 | ||||||||||||||||
31412PXF3 | FNMA | 4.50 | 6/1/2039 | 129,973 | 130,934 | 134,704 | ||||||||||||||||
31412Q2V0 | FNMA | 4.50 | 1/1/2040 | 3,899,663 | 3,986,959 | 4,045,237 | ||||||||||||||||
31412QE62 | FNMA | 4.50 | 8/1/2039 | 147,858 | 152,277 | 153,240 | ||||||||||||||||
31412QE70 | FNMA | 5.00 | 8/1/2039 | 5,015,193 | 5,212,366 | 5,337,269 | ||||||||||||||||
31412QHF9 | FNMA | 5.50 | 8/1/2039 | 863,366 | 917,387 | 939,032 | ||||||||||||||||
31412QKA6 | FNMA | 4.00 | 9/1/2024 | 83,247 | 86,797 | 86,943 | ||||||||||||||||
31412RG76 | FNMA | 4.00 | 4/1/2025 | 8,709,577 | 8,875,288 | 9,086,846 | ||||||||||||||||
31412RGG6 | FNMA | 5.00 | 4/1/2040 | 420,703 | 438,329 | 447,855 | ||||||||||||||||
31412RH42 | FNMA | 5.00 | 4/1/2040 | 11,069,680 | 11,533,537 | 11,780,575 | ||||||||||||||||
31412TKJ1 | FNMA | 6.00 | 11/1/2038 | 7,581,630 | 8,215,623 | 8,342,350 | ||||||||||||||||
31412TM26 | FNMA | 5.50 | 6/1/2038 | 5,731,433 | 6,144,982 | 6,203,588 | ||||||||||||||||
31412UEQ9 | FNMA | 4.50 | 9/1/2039 | 471,858 | 485,967 | 492,078 | ||||||||||||||||
31412URR3 | FNMA | 4.00 | 7/1/2024 | 9,106,737 | 9,516,100 | 9,511,027 | ||||||||||||||||
31412UY53 | FNMA | 4.50 | 8/1/2039 | 329,042 | 332,643 | 343,142 | ||||||||||||||||
31412V4G0 | FNMA | 5.50 | 7/1/2037 | 428,917 | 459,604 | 464,345 | ||||||||||||||||
31413BTW1 | FNMA | 5.50 | 6/1/2037 | 7,036,386 | 7,548,997 | 7,617,598 | ||||||||||||||||
31413CLH0 | FNMA | 6.00 | 7/1/2037 | 5,341,455 | 5,787,582 | 5,876,775 | ||||||||||||||||
31413ES55 | FNMA | 5.50 | 8/1/2037 | 18,682 | 20,014 | 20,225 | ||||||||||||||||
31413NY66 | FNMA | 6.00 | 11/1/2037 | 4,595,478 | 4,978,765 | 5,056,037 | ||||||||||||||||
31413R2P0 | FNMA | 6.00 | 12/1/2037 | 5,698,423 | 6,189,652 | 6,304,021 | ||||||||||||||||
31413TK68 | FNMA | 5.50 | 12/1/2037 | 392,748 | 420,844 | 425,190 | ||||||||||||||||
31413TWV0 | FNMA | 5.50 | 1/1/2038 | 763,016 | 810,845 | 826,042 | ||||||||||||||||
31413UUD9 | FNMA | 5.50 | 1/1/2038 | 159,738 | 171,174 | 172,933 | ||||||||||||||||
31414ANH1 | FNMA | 5.50 | 12/1/2037 | 962,486 | 1,022,715 | 1,041,988 | ||||||||||||||||
31414GWU9 | FNMA | 5.50 | 2/1/2038 | 633,153 | 678,453 | 684,927 | ||||||||||||||||
31414HZ67 | FNMA | 5.50 | 12/1/2037 | 379,086 | 402,840 | 410,398 | ||||||||||||||||
31414NCH5 | FNMA | 6.00 | 12/1/2038 | 2,319,360 | 2,519,266 | 2,565,849 | ||||||||||||||||
31414NH31 | FNMA | 5.00 | 2/1/2039 | 2,219,616 | 2,355,234 | 2,383,182 |
Allied World Assurance Company Holdings, AG Securities Listing as at June 30, 2011 |
Cusip | Security Description | Coupon | Maturity | Par | Book Value $ | Market Value $ | ||||||||||||||||
31414NH49 | FNMA | 5.00 | 2/1/2039 | 2,771,364 | 2,936,899 | 2,967,795 | ||||||||||||||||
31415QTY2 | FNMA | 6.00 | 7/1/2038 | 2,844,916 | 3,082,912 | 3,130,367 | ||||||||||||||||
31415SRP9 | FNMA | 5.50 | 11/1/2038 | 633,575 | 678,898 | 685,383 | ||||||||||||||||
31415WA60 | FNMA | 4.50 | 1/1/2039 | 86,532 | 89,121 | 90,241 | ||||||||||||||||
31415YLZ0 | FNMA | 4.00 | 7/1/2024 | 2,401,304 | 2,503,511 | 2,507,909 | ||||||||||||||||
31416AQ29 | FNMA | 4.00 | 7/1/2024 | 331,157 | 345,460 | 345,859 | ||||||||||||||||
31416BS82 | FNMA | 4.50 | 8/1/2038 | 16,160,090 | 16,420,176 | 16,782,357 | ||||||||||||||||
31416JZM6 | FNMA | 5.00 | 2/1/2039 | 3,593,038 | 3,801,748 | 3,823,783 | ||||||||||||||||
31416M5A8 | FNMA | 5.00 | 3/1/2039 | 6,810,921 | 7,192,802 | 7,263,873 | ||||||||||||||||
31416MLA0 | FNMA | 4.50 | 3/1/2039 | 64,381 | 64,943 | 67,039 | ||||||||||||||||
31416MVP6 | FNMA | 4.50 | 4/1/2039 | 89,290 | 90,070 | 92,977 | ||||||||||||||||
31416N5T5 | FNMA | 4.50 | 4/1/2039 | 222,238 | 224,673 | 231,413 | ||||||||||||||||
31416NHE5 | FNMA | 5.00 | 8/1/2040 | 1,145,880 | 1,218,264 | 1,219,835 | ||||||||||||||||
31416NRD6 | FNMA | 4.50 | 3/1/2039 | 38,229 | 38,563 | 39,807 | ||||||||||||||||
31416QJZ9 | FNMA | 5.00 | 5/1/2039 | 99,396 | 102,536 | 106,720 | ||||||||||||||||
31416QMS1 | FNMA | 4.00 | 6/1/2024 | 1,264,337 | 1,318,317 | 1,320,467 | ||||||||||||||||
31416QV51 | FNMA | 4.50 | 8/1/2039 | 41,573 | 41,880 | 43,086 | ||||||||||||||||
31416RNK5 | FNMA | 4.50 | 7/1/2039 | 65,634 | 67,597 | 68,447 | ||||||||||||||||
31416S6B2 | FNMA | 4.50 | 7/1/2039 | 114,794 | 115,643 | 118,972 | ||||||||||||||||
31416SD40 | FNMA | 4.50 | 7/1/2039 | 115,651 | 116,506 | 119,861 | ||||||||||||||||
31416SED9 | FNMA | 5.00 | 7/1/2039 | 82,348 | 84,949 | 87,636 | ||||||||||||||||
31416SLC3 | FNMA | 4.50 | 6/1/2039 | 131,714 | 132,690 | 136,509 | ||||||||||||||||
31416T3D9 | FNMA | 4.50 | 7/1/2039 | 431,085 | 435,806 | 449,557 | ||||||||||||||||
31416T7K9 | FNMA | 4.50 | 7/1/2039 | 61,678 | 62,135 | 64,321 | ||||||||||||||||
31416TAG4 | FNMA | 4.50 | 7/1/2039 | 160,741 | 163,269 | 166,592 | ||||||||||||||||
31416TAL3 | FNMA | 5.00 | 7/1/2039 | 92,194 | 95,107 | 98,988 | ||||||||||||||||
31416TB65 | FNMA | 4.50 | 8/1/2039 | 231,178 | 238,087 | 239,593 | ||||||||||||||||
31416TE47 | FNMA | 4.50 | 8/1/2039 | 112,280 | 112,993 | 116,916 | ||||||||||||||||
31416TEE5 | FNMA | 4.50 | 8/1/2039 | 163,660 | 165,910 | 169,617 | ||||||||||||||||
31416TEF2 | FNMA | 4.50 | 8/1/2039 | 114,000 | 114,723 | 118,707 | ||||||||||||||||
31416TKG3 | FNMA | 5.00 | 6/1/2039 | 96,735 | 99,788 | 102,947 | ||||||||||||||||
31416W7J5 | FNMA | 3.50 | 11/1/2040 | 4,399,091 | 4,220,577 | 4,215,206 | ||||||||||||||||
31416WD66 | FNMA | 5.00 | 5/1/2040 | 680,415 | 708,927 | 724,329 | ||||||||||||||||
31416WE57 | FNMA | 5.00 | 5/1/2040 | 11,540,763 | 12,024,381 | 12,281,911 | ||||||||||||||||
31416WFG2 | FNMA | 4.00 | 5/1/2025 | 31,665 | 33,017 | 33,037 | ||||||||||||||||
31416XJ92 | FNMA | 4.00 | 1/1/2041 | 596,017 | 584,180 | 597,016 | ||||||||||||||||
31417J2B5 | FNMA | 5.00 | 9/1/2039 | 57,105 | 59,217 | 60,772 | ||||||||||||||||
31417JSB7 | FNMA | 4.50 | 7/1/2039 | 36,962 | 37,197 | 38,308 | ||||||||||||||||
31417KAZ0 | FNMA | 4.50 | 7/1/2039 | 34,996 | 35,255 | 36,270 | ||||||||||||||||
31417KXH5 | FNMA | 4.50 | 8/1/2039 | 3,352,425 | 3,452,631 | 3,496,080 | ||||||||||||||||
31417LLX1 | FNMA | 5.00 | 7/1/2039 | 159,387 | 164,423 | 171,133 | ||||||||||||||||
31417M2V4 | FNMA | 4.50 | 8/1/2039 | 96,170 | 99,048 | 100,291 | ||||||||||||||||
31417M2W2 | FNMA | 4.50 | 8/1/2039 | 21,301 | 21,488 | 22,181 | ||||||||||||||||
31417MFB4 | FNMA | 4.50 | 8/1/2039 | 219,767 | 221,161 | 227,766 | ||||||||||||||||
31417MPN7 | FNMA | 5.00 | 9/1/2039 | 101,990 | 105,761 | 108,540 | ||||||||||||||||
31417MQT3 | FNMA | 5.00 | 10/1/2039 | 66,452 | 68,908 | 70,719 | ||||||||||||||||
31417MTC7 | FNMA | 4.50 | 9/1/2039 | 489,611 | 496,650 | 510,592 | ||||||||||||||||
31417MVC4 | FNMA | 4.50 | 10/1/2039 | 443,100 | 450,746 | 462,087 | ||||||||||||||||
31417NB42 | FNMA | 4.50 | 10/1/2039 | 108,743 | 111,994 | 113,403 | ||||||||||||||||
31417NCL3 | FNMA | 4.50 | 10/1/2024 | 5,743,332 | 6,076,376 | 6,159,078 | ||||||||||||||||
31417NDN8 | FNMA | 4.50 | 11/1/2024 | 6,321,999 | 6,663,437 | 6,717,503 | ||||||||||||||||
31417NL41 | FNMA | 4.50 | 1/1/2040 | 254,226 | 259,916 | 263,480 | ||||||||||||||||
31417NZV6 | FNMA | 4.50 | 9/1/2039 | 95,488 | 98,343 | 98,964 | ||||||||||||||||
31417QS62 | FNMA | 4.00 | 10/1/2024 | 23,502 | 24,507 | 24,545 | ||||||||||||||||
31417QTZ7 | FNMA | 4.50 | 10/1/2024 | 6,362,741 | 6,706,769 | 6,760,794 | ||||||||||||||||
31417QU93 | FNMA | 4.50 | 10/1/2039 | 278,070 | 286,383 | 289,985 | ||||||||||||||||
31417QUG7 | FNMA | 4.50 | 10/1/2039 | 969,852 | 980,465 | 1,011,411 | ||||||||||||||||
31417SY95 | FNMA | 4.50 | 11/1/2039 | 43,744 | 45,052 | 45,336 | ||||||||||||||||
31417SYT1 | FNMA | 4.50 | 11/1/2039 | 89,048 | 89,826 | 92,725 | ||||||||||||||||
31417TB98 | FNMA | 4.50 | 1/1/2040 | 135,261 | 138,290 | 140,184 | ||||||||||||||||
31417TKX5 | FNMA | 4.50 | 11/1/2039 | 23,423 | 23,947 | 24,276 | ||||||||||||||||
31417TL97 | FNMA | 4.50 | 12/1/2039 | 412,907 | 417,429 | 430,601 | ||||||||||||||||
31417TQE1 | FNMA | 4.50 | 1/1/2040 | 602,272 | 608,867 | 628,080 | ||||||||||||||||
31417UNB7 | FNMA | 4.50 | 11/1/2039 | 164,036 | 167,706 | 170,007 | ||||||||||||||||
31417UXN0 | FNMA | 4.00 | 2/1/2025 | 153,012 | 159,539 | 159,640 | ||||||||||||||||
31417VJE4 | FNMA | 4.50 | 12/1/2039 | 124,229 | 127,009 | 128,751 | ||||||||||||||||
31417VJS3 | FNMA | 4.50 | 12/1/2039 | 30,498 | 30,764 | 31,608 | ||||||||||||||||
31417VKE2 | FNMA | 4.50 | 1/1/2040 | 128,172 | 131,040 | 132,837 | ||||||||||||||||
31417VQT3 | FNMA | 4.50 | 1/1/2040 | 1,834,949 | 1,876,035 | 1,913,579 | ||||||||||||||||
31417VY64 | FNMA | 4.50 | 12/1/2039 | 232,982 | 238,196 | 241,463 | ||||||||||||||||
31417VYY3 | FNMA | 4.00 | 2/1/2025 | 333,848 | 348,130 | 348,309 | ||||||||||||||||
31417Y3H8 | FNMA | 4.00 | 7/1/2026 | 1,549,496 | 1,615,911 | 1,616,403 | ||||||||||||||||
31417YX51 | FNMA | 4.00 | 4/1/2041 | 508,798 | 498,696 | 509,652 | ||||||||||||||||
31418MC91 | FNMA | 6.00 | 11/1/2038 | 5,846,582 | 6,458,247 | 6,432,380 | ||||||||||||||||
31418MT93 | FNMA | 4.50 | 1/1/2040 | 1,770,416 | 1,789,271 | 1,834,373 | ||||||||||||||||
31418MUL4 | FNMA | 4.50 | 12/1/2039 | 809,249 | 816,323 | 839,459 | ||||||||||||||||
31418PCP8 | FNMA | 5.00 | 9/1/2040 | 286,501 | 304,595 | 304,992 | ||||||||||||||||
31418PD44 | FNMA | 4.50 | 1/1/2040 | 253,019 | 258,685 | 263,861 |
Allied World Assurance Company Holdings, AG Securities Listing as at June 30, 2011 |
Cusip | Security Description | Coupon | Maturity | Par | Book Value $ | Market Value $ | ||||||||||||||||
31418RHE4 | FNMA | 4.00 | 4/1/2025 | 571,787 | 596,184 | 596,555 | ||||||||||||||||
31418SJB6 | FNMA | 4.00 | 4/1/2025 | 46,254 | 48,230 | 48,258 | ||||||||||||||||
31418UCZ5 | FNMA | 4.00 | 5/1/2025 | 315,678 | 329,093 | 329,352 | ||||||||||||||||
31418UVY7 | FNMA | 4.00 | 6/1/2025 | 428,167 | 446,437 | 446,714 | ||||||||||||||||
31418W6Y1 | FNMA | 5.00 | 9/1/2040 | 535,497 | 569,235 | 570,058 | ||||||||||||||||
31418W7J3 | FNMA | 5.00 | 9/1/2040 | 421,797 | 448,357 | 449,020 | ||||||||||||||||
31418XF52 | FNMA | 4.50 | 9/1/2040 | 12,857,087 | 13,476,201 | 13,322,655 | ||||||||||||||||
31419A4N4 | FNMA | 3.50 | 2/1/2041 | 22,925,508 | 22,047,712 | 21,967,209 | ||||||||||||||||
31419ADT1 | FNMA | 4.00 | 7/1/2040 | 15,454,975 | 15,532,532 | 15,500,024 | ||||||||||||||||
31419ANK9 | FNMA | 5.50 | 10/1/2039 | 2,295,299 | 2,441,876 | 2,482,986 | ||||||||||||||||
31419BBF1 | FNMA | 3.50 | 2/1/2041 | 7,981,890 | 7,621,666 | 7,642,820 | ||||||||||||||||
31419BBT1 | FNMA | 4.00 | 2/1/2041 | 6,977,059 | 6,781,914 | 6,988,757 | ||||||||||||||||
31419BCT0 | FNMA | 3.50 | 3/1/2041 | 3,986,986 | 3,854,521 | 3,820,328 | ||||||||||||||||
31419CZF3 | FNMA | 3.50 | 9/1/2040 | 939,194 | 915,861 | 899,935 | ||||||||||||||||
31419DJY8 | FNMA | 4.00 | 8/1/2025 | 8,145,109 | 8,493,351 | 8,497,927 | ||||||||||||||||
31419DTQ4 | FNMA | 5.00 | 9/1/2040 | 703,471 | 747,955 | 748,873 | ||||||||||||||||
31419DV99 | FNMA | 4.00 | 10/1/2040 | 17,265,204 | 17,539,265 | 17,321,178 | ||||||||||||||||
31419E6N4 | FNMA | 4.00 | 3/1/2041 | 1,991,560 | 1,951,983 | 1,994,902 | ||||||||||||||||
31419ENB1 | FNMA | 5.00 | 9/1/2040 | 1,509,008 | 1,604,067 | 1,610,777 | ||||||||||||||||
31419EU80 | FNMA | 5.00 | 9/1/2040 | 272,781 | 290,072 | 290,386 | ||||||||||||||||
31419EXR5 | FNMA | 3.50 | 9/1/2040 | 3,809,454 | 3,654,807 | 3,650,216 | ||||||||||||||||
31419EY45 | FNMA | 4.00 | 7/1/2025 | 384,597 | 401,062 | 401,256 | ||||||||||||||||
31419FCP9 | FNMA | 4.00 | 6/1/2026 | 3,554,987 | 3,706,623 | 3,708,490 | ||||||||||||||||
31419FSH0 | FNMA | 4.00 | 12/1/2025 | 131,495 | 137,115 | 137,191 | ||||||||||||||||
31419GB94 | FNMA | 4.00 | 10/1/2040 | 24,179,987 | 25,028,614 | 24,220,530 | ||||||||||||||||
31419GXN9 | FNMA | 4.00 | 10/1/2040 | 10,874,634 | 10,575,555 | 10,892,868 | ||||||||||||||||
31419JET1 | FNMA | 3.50 | 11/1/2025 | 10,604,385 | 10,879,370 | 10,813,716 | ||||||||||||||||
31419L5A7 | FNMA | 4.00 | 11/1/2040 | 1,647,598 | 1,673,750 | 1,652,940 | ||||||||||||||||
31421AAU7 | FNMA | 5.50 | 12/1/2038 | 4,695 | 5,039 | 5,082 | ||||||||||||||||
36206XC43 | GNMA | 7.00 | 5/15/2031 | 963 | 1,078 | 1,100 | ||||||||||||||||
3620A9SW2 | GNMA | 4.50 | 9/15/2039 | 472,506 | 477,389 | 500,658 | ||||||||||||||||
3620AQ7C1 | GNMA | 5.00 | 4/15/2040 | 10,593,871 | 11,274,987 | 11,502,188 | ||||||||||||||||
3620ARAE1 | GNMA | 5.00 | 4/15/2040 | 1,921,855 | 2,044,969 | 2,086,635 | ||||||||||||||||
36212PPP1 | GNMA | 7.00 | 4/15/2031 | 11,264 | 12,611 | 12,867 | ||||||||||||||||
36212U5G2 | GNMA | 7.00 | 5/15/2031 | 16,072 | 17,994 | 18,360 | ||||||||||||||||
36213HGU7 | GNMA | 7.00 | 3/15/2031 | 1,687 | 1,889 | 1,928 | ||||||||||||||||
36225DM43 | GNMA | 1.75 | 3/20/2035 | 11,130,735 | 11,392,764 | 11,403,523 | ||||||||||||||||
36241KV39 | GNMA | 4.50 | 8/15/2038 | 8,661,036 | 9,038,636 | 9,185,201 | ||||||||||||||||
36241KV47 | GNMA | 4.50 | 9/15/2038 | 6,386,731 | 6,665,074 | 6,777,395 | ||||||||||||||||
36241KWA2 | GNMA | 4.50 | 10/15/2038 | 4,044,518 | 4,217,026 | 4,291,913 | ||||||||||||||||
36295QK82 | GNMA | 5.00 | 8/15/2038 | 2,980,173 | 3,173,535 | 3,234,484 | ||||||||||||||||
36297FYL0 | GNMA | 4.50 | 10/15/2039 | 95,686 | 96,823 | 101,387 | ||||||||||||||||
38373QGX3 | GNMA | 4.00 | 4/20/2033 | 372,987 | 386,754 | 392,766 | ||||||||||||||||
38376TBF8 | GNMA | 4.50 | 1/16/2040 | 379,212 | 403,247 | 407,307 | ||||||||||||||||
38376VDX2 | GNMA | 3.00 | 12/20/2038 | 4,546,567 | 4,621,336 | 4,714,153 | ||||||||||||||||
1,178,360,387 | 1,222,932,481 | 1,229,647,280 | ||||||||||||||||||||
Non Agency RMBS | ||||||||||||||||||||||
000780ET9 | AMAC | 5.00 | 4/25/2018 | 568,263 | 554,415 | 583,680 | ||||||||||||||||
04271AAB7 | ARRMF | 0.31 | 9/16/2056 | 542,748 | 532,286 | 536,561 | ||||||||||||||||
05948X6X4 | BANK OF AMERICA MTG SEC | 4.75 | 6/25/2019 | 4,346,095 | 4,367,121 | 4,456,138 | ||||||||||||||||
07384MWF5 | BSARM | 2.85 | 8/25/2033 | 124,454 | 120,882 | 113,914 | ||||||||||||||||
126380AB0 | CSMC | 5.50 | 11/25/2036 | 2,132,468 | 1,734,336 | 1,791,273 | ||||||||||||||||
126384AJ5 | CSMC | 5.00 | 3/25/2037 | 649,899 | 604,789 | 624,696 | ||||||||||||||||
12638PBU2 | CSMC | 5.00 | 4/25/2037 | 836,875 | 691,191 | 772,695 | ||||||||||||||||
12669E5B8 | CWHL | 5.00 | 11/25/2018 | 709,260 | 726,904 | 731,360 | ||||||||||||||||
12669EYQ3 | COUNTRYWIDE HOME LOANS TR | 3.32 | 8/25/2033 | 94,974 | 75,995 | 83,691 | ||||||||||||||||
16162WLM9 | CHASE | 5.50 | 10/25/2035 | 11,080,564 | 10,551,476 | 10,496,618 | ||||||||||||||||
161630AC2 | CHASE | 2.91 | 2/25/2037 | 12,361,482 | 12,331,419 | 12,050,220 | ||||||||||||||||
161630AG3 | CHASE | 2.78 | 2/25/2037 | 21,714,638 | 20,357,947 | 20,993,712 | ||||||||||||||||
161630AN8 | CHASE | 2.82 | 2/25/2037 | 3,416,527 | 3,355,375 | 3,260,187 | ||||||||||||||||
161630AQ1 | CHASE | 2.79 | 2/25/2037 | 2,887,014 | 2,654,424 | 2,606,108 | ||||||||||||||||
1729733P2 | CMSI | 5.00 | 10/25/2035 | 10,382,676 | 10,067,602 | 10,259,849 | ||||||||||||||||
38741QAC0 | GRAN | 0.77 | 7/20/2043 | 78,666 | 74,291 | 75,873 | ||||||||||||||||
38741SAF9 | GRAN | 0.39 | 9/20/2044 | 32,440 | 30,132 | 30,785 | ||||||||||||||||
449670EQ7 | IMC HOME EQUITY LOAN TRUST | 6.84 | 8/20/2029 | 145,376 | 142,353 | 143,144 | ||||||||||||||||
46070MAA7 | IMT | 0.79 | 7/7/2034 | 7,848 | 7,848 | 7,818 | ||||||||||||||||
46630GAA3 | JPMMT | 2.97 | 7/25/2035 | 7,175,580 | 6,723,001 | 6,792,978 | ||||||||||||||||
46630GAD7 | JPMMT | 3.08 | 7/25/2035 | 2,493,405 | 2,317,550 | 2,269,498 | ||||||||||||||||
46630GAN5 | JPMMT_07-A1 | 2.93 | 7/25/2035 | 1,906,191 | 1,798,576 | 1,824,758 | ||||||||||||||||
46630GAS4 | JPMMT | 2.97 | 7/25/2035 | 7,399,932 | 6,915,149 | 6,937,288 | ||||||||||||||||
525170BL9 | LABS | 5.00 | 12/25/2033 | 10,654,387 | 10,569,120 | 10,411,333 | ||||||||||||||||
55265K5Q8 | MASTR | 4.75 | 1/25/2034 | 239,832 | 239,485 | 239,820 | ||||||||||||||||
576433QQ2 | MARM_04-8 | 1.78 | 9/25/2034 | 1,221,142 | 905,992 | 910,032 | ||||||||||||||||
58403GAB1 | MEDL | 0.29 | 2/27/2039 | 276,766 | 268,532 | 268,567 | ||||||||||||||||
589929W53 | MLMI | 2.67 | 7/25/2033 | 185,972 | 187,880 | 175,540 | ||||||||||||||||
71419GAQ3 | PERMM | 1.67 | 7/15/2042 | 11,100,000 | 11,100,000 | 11,132,390 | ||||||||||||||||
76110H2P3 | RES ASSET SEC | 2.89 | 3/25/2035 | 1,779,671 | 1,113,746 | 933,687 |
Allied World Assurance Company Holdings, AG Securities Listing as at June 30, 2011 |
Cusip | Security Description | Coupon | Maturity | Par | Book Value $ | Market Value $ | ||||||||||||||||
76110HHG7 | RFMSI_03-Q16 | 5.00 | 8/25/2018 | 6,682,215 | 6,487,414 | 6,741,888 | ||||||||||||||||
863579KY3 | SARM | 2.60 | 2/25/2035 | 2,623,933 | 1,855,651 | 1,813,925 | ||||||||||||||||
86359BGD7 | STRUCTURED ASSET SEC CORP | 2.69 | 2/25/2034 | 129,268 | 111,959 | 114,307 | ||||||||||||||||
86359BVE8 | STRUCTURED ASSET SEC CORP | 2.54 | 6/25/2034 | 9,713,564 | 8,766,190 | 8,909,961 | ||||||||||||||||
88522AAC5 | THORNBURG MORTGAGE SECURITIES | 0.31 | 7/25/2036 | 7,805,975 | 7,730,537 | 7,686,863 | ||||||||||||||||
92922F4M7 | WASHINGTON MUTUAL | 0.48 | 10/25/2045 | 1,213,681 | 681,391 | 958,808 | ||||||||||||||||
92922F4P0 | WAMU | 0.97 | 10/25/2045 | 5,976,660 | 4,801,265 | 5,123,970 | ||||||||||||||||
92922FB49 | WASHINGTON MUTUAL | 0.55 | 11/25/2034 | 384,103 | 212,906 | 334,743 | ||||||||||||||||
92922FZF8 | WAMU_04-A12 | 0.58 | 10/25/2044 | 7,079,287 | 4,004,065 | 5,697,184 | ||||||||||||||||
949781AA6 | WFMBS | 2.74 | 2/25/2035 | 3,518,249 | 3,281,664 | 3,166,424 | ||||||||||||||||
94982BAG5 | WFMBS | 2.77 | 6/25/2035 | 5,077,462 | 4,754,339 | 4,816,684 | ||||||||||||||||
166,749,545 | 153,807,201 | 156,878,972 | ||||||||||||||||||||
Non Agency RMBS — High Yield Mandate | ||||||||||||||||||||||
02660BAA0 | AHMA_07-1 | 0.96 | 2/25/2047 | 9,064,715 | 4,450,521 | 4,338,463 | ||||||||||||||||
02660UAE0 | AHMA_06-3 | 1.22 | 10/25/2046 | 10,770,279 | 4,645,840 | 5,645,242 | ||||||||||||||||
05954DAG1 | BAFC | 5.66 | 7/20/2047 | 6,241,227 | 3,822,535 | 4,218,458 | ||||||||||||||||
07384MWF5 | BSARM | 2.85 | 8/25/2033 | 24,891 | 15,212 | 22,783 | ||||||||||||||||
073868AA9 | BALTA_06-6 | 0.35 | 11/25/2036 | 16,091,406 | 6,223,096 | 6,238,638 | ||||||||||||||||
07401AAA5 | BSMF | 0.39 | 9/25/2046 | 9,807,694 | 4,806,950 | 5,879,046 | ||||||||||||||||
07401YAQ8 | BEAR STEARNS MORTGAGE FUNDING | 0.40 | 6/25/2037 | 14,015,912 | 7,957,450 | 8,605,350 | ||||||||||||||||
12566VAE2 | CMALT_07-A4 | 5.75 | 4/25/2037 | 4,514,340 | 3,257,702 | 3,295,559 | ||||||||||||||||
12566XAK4 | CMA_07-A7 | 0.59 | 7/25/2037 | 7,138,453 | 4,245,814 | 4,407,210 | ||||||||||||||||
12667GNS8 | COUNTRYWIDE ALTERNATIVE LOAN T | 1.57 | 7/20/2035 | 965,107 | 424,633 | 584,886 | ||||||||||||||||
12668BCG6 | CWALT | 6.00 | 2/25/2036 | 780,111 | 567,094 | 546,608 | ||||||||||||||||
12668BPY3 | CWALT | 5.50 | 4/25/2036 | 14,253,033 | 9,044,609 | 10,094,996 | ||||||||||||||||
126694A32 | COUNTRYWIDE HOME LOANS | 0.40 | 3/20/2046 | 1,923,968 | 890,996 | 1,072,035 | ||||||||||||||||
12669EYQ3 | COUNTRYWIDE HOME LOANS TR | 3.32 | 8/25/2033 | 31,658 | 19,842 | 27,897 | ||||||||||||||||
22541NQ77 | CSFB_03-AR9 | 2.46 | 3/25/2033 | 81,232 | 47,044 | 71,245 | ||||||||||||||||
22541QUJ9 | CS FIRST BOSTON MORTGAGE SECUR | 2.40 | 10/25/2033 | 162,461 | 86,493 | 148,949 | ||||||||||||||||
22942KCD0 | CSMC | 6.00 | 8/25/2036 | 14,513,564 | 8,727,109 | 9,750,648 | ||||||||||||||||
232434AE0 | CWALT_06-OC8 | 0.44 | 11/25/2036 | 24,466,557 | 3,926,804 | 4,451,201 | ||||||||||||||||
23245GAD3 | CWALT_06-OC9 | 0.44 | 12/25/2046 | 6,025,216 | 1,193,877 | 870,764 | ||||||||||||||||
23245QAA7 | CWALT | 0.38 | 3/20/2047 | 12,462,525 | 5,848,292 | 6,319,584 | ||||||||||||||||
23332QAC7 | DSLA | 0.39 | 11/19/2037 | 1,585,935 | 1,100,452 | 1,026,956 | ||||||||||||||||
25151AAG6 | DBALT | 0.47 | 8/25/2036 | 29,150,349 | 5,324,339 | 5,651,961 | ||||||||||||||||
32052DAG6 | FHAMS_06-FA8 | 6.00 | 2/25/2037 | 6,367,207 | 4,690,272 | 4,456,536 | ||||||||||||||||
40431HAJ6 | HALO | 0.49 | 12/25/2036 | 5,198,787 | 1,239,245 | 1,517,614 | ||||||||||||||||
41161VAC4 | HVMLT | 0.39 | 9/19/2036 | 5,329,804 | 3,022,972 | 3,265,624 | ||||||||||||||||
41162DAF6 | HVMLT_06-12 | 0.38 | 12/19/2036 | 6,991,772 | 3,878,808 | 4,509,693 | ||||||||||||||||
45660NQ24 | INDX | 2.70 | 8/25/2034 | 406,161 | 240,078 | 294,409 | ||||||||||||||||
456687AC6 | INDX_07-FL4 | 0.37 | 7/25/2037 | 3,205,332 | 2,358,737 | 2,264,439 | ||||||||||||||||
45668WAC1 | INX | 0.44 | 2/25/2037 | 5,000,000 | 683,875 | 1,266,050 | ||||||||||||||||
466306AA5 | JPALT_08-R2 | 6.00 | 11/25/2036 | 4,476,641 | 3,399,333 | 3,466,800 | ||||||||||||||||
52520MBY8 | LMT_05-2 | 0.94 | 12/25/2035 | 3,933,960 | 2,388,707 | 2,395,546 | ||||||||||||||||
525221HA8 | LXS | 0.45 | 2/25/2046 | 4,363,283 | 1,881,990 | 2,666,439 | ||||||||||||||||
52524GAA0 | LXS_07-7N | 0.41 | 6/25/2047 | 11,143,479 | 6,566,779 | 6,822,261 | ||||||||||||||||
52524HAJ9 | LXS | 1.04 | 3/25/2047 | 2,569,928 | 1,445,932 | 1,674,770 | ||||||||||||||||
52524PAG7 | LXS_07-16N | 0.35 | 5/25/2037 | 10,890,110 | 7,509,712 | 6,687,072 | ||||||||||||||||
52524VAQ2 | LXS_07-15N | 1.09 | 8/25/2047 | 7,695,777 | 4,082,521 | 4,300,323 | ||||||||||||||||
55027WAA0 | LUM_07-2 | 0.42 | 5/25/2037 | 4,763,774 | 2,690,048 | 2,595,495 | ||||||||||||||||
55027XAA8 | LUM_06-5 | 0.38 | 7/25/2036 | 7,068,841 | 3,424,171 | 3,728,319 | ||||||||||||||||
57643LLC8 | MABS | 5.65 | 11/25/2035 | 10,000,000 | 4,315,699 | 4,575,600 | ||||||||||||||||
59024KAX1 | MLA_07-AF1 | 5.07 | 6/25/2037 | 4,143,893 | 2,275,212 | 2,084,005 | ||||||||||||||||
61748HJV4 | MORGAN SATNLEY MTG LOAN TRUST | 5.00 | 8/25/2035 | 911,754 | 901,179 | 892,461 | ||||||||||||||||
61748HVE8 | MORGAN SATNLEY MTG LOAN TRUST | 5.25 | 2/25/2021 | 1,174,483 | 1,107,765 | 1,105,752 | ||||||||||||||||
74958XAB0 | RFMSI | 5.62 | 4/25/2037 | 5,759,626 | 3,827,876 | 4,116,232 | ||||||||||||||||
751153AA5 | RALI_06-Q010 | 0.35 | 1/25/2037 | 4,064,494 | 2,396,968 | 2,396,019 | ||||||||||||||||
76110H2P3 | RES ASSET SEC | 2.89 | 3/25/2035 | 358,631 | 184,729 | 188,152 | ||||||||||||||||
761118FG8 | RALI | 3.39 | 8/25/2035 | 4,015,088 | 2,335,460 | 2,571,218 | ||||||||||||||||
761118QM3 | RALI | 1.26 | 1/25/2046 | 4,292,075 | 2,311,321 | 2,657,066 | ||||||||||||||||
863579J90 | SARM | 2.54 | 12/25/2035 | 9,793,409 | 3,380,172 | 3,839,144 | ||||||||||||||||
86359A5B5 | SASC | 2.58 | 11/25/2033 | 384,962 | 284,099 | 360,105 | ||||||||||||||||
86359AH71 | SASC | 2.56 | 7/25/2033 | 598,117 | 462,775 | 523,981 | ||||||||||||||||
86359BGD7 | STRUCTURED ASSET SEC CORP | 2.69 | 2/25/2034 | 32,317 | 20,384 | 28,577 | ||||||||||||||||
86359DUR6 | LXS05-5N | 0.49 | 11/25/2035 | 1,096,219 | 885,182 | 811,411 | ||||||||||||||||
86359LQM4 | SAMI_06-AR1 | 2.41 | 3/25/2046 | 4,053,105 | 2,077,719 | 2,270,793 | ||||||||||||||||
86361HAA2 | SAMI_06-AR7 | 0.40 | 8/25/2036 | 9,796,364 | 5,925,243 | 6,023,167 | ||||||||||||||||
86361WAA9 | SAMI_06-AR8 | 0.39 | 3/25/2036 | 1,604,135 | 1,086,729 | 986,944 | ||||||||||||||||
88522AAA9 | THORNBURG MORTGAGE SECURITIES | 0.32 | 7/25/2036 | 935,938 | 933,613 | 933,614 | ||||||||||||||||
92922F7P7 | WASHINGTON MUTUAL | 0.46 | 12/25/2045 | 8,326,808 | 4,989,221 | 6,869,617 | ||||||||||||||||
92922FJ25 | WASHINGTON MUTUAL | 0.42 | 4/25/2045 | 1,709,544 | 1,366,836 | 1,416,198 | ||||||||||||||||
92922FR67 | WASHINGTON MUTUAL | 0.46 | 7/25/2045 | 569,885 | 456,067 | 458,700 | ||||||||||||||||
92922FR75 | WASHINGTON MUTUAL | 0.48 | 7/25/2045 | 5,604,958 | 4,312,565 | 4,555,710 | ||||||||||||||||
92925DAB6 | WAMU | 1.07 | 12/25/2046 | 3,667,465 | 1,746,443 | 2,536,052 | ||||||||||||||||
92927BAA0 | WAMU_07-OA6 | 1.07 | 7/25/2047 | 12,080,553 | 6,274,139 | 7,769,003 | ||||||||||||||||
93363RAA4 | EAST PACES FERRY LLC | 1.14 | 10/25/2046 | 8,650,510 | 4,573,145 | 5,569,285 | ||||||||||||||||
93936RAA2 | WAL | 1.10 | 5/25/2047 | 8,652,866 | 4,265,986 | 5,300,313 | ||||||||||||||||
94981QAA6 | WFMBS | 2.81 | 10/25/2035 | 527,690 | 438,365 | 510,154 |
Allied World Assurance Company Holdings, AG Securities Listing as at June 30, 2011 |
Cusip | Security Description | Coupon | Maturity | Par | Book Value $ | Market Value $ | ||||||||||||||||
386,280,378 | 189,264,778 | 206,529,142 | ||||||||||||||||||||
- | ||||||||||||||||||||||
CMBS | ||||||||||||||||||||||
055236AA1 | BAMLL_11-07C1 | 5.38 | 11/15/2016 | 6,300,000 | 6,825,001 | 6,825,157 | ||||||||||||||||
055360AC5 | BC_10-1 | 4.23 | 2/22/2041 | 3,000,000 | 3,072,026 | 3,086,970 | ||||||||||||||||
055360BD2 | BC_10-1 | 4.23 | 8/22/2033 | 3,000,000 | 3,008,235 | 2,998,620 | ||||||||||||||||
05947UDP0 | BAFU | 5.46 | 4/11/2037 | 46,973 | 47,821 | 46,949 | ||||||||||||||||
05950EAE8 | BACM | 5.92 | 5/10/2045 | 8,615,000 | 9,435,841 | 9,534,028 | ||||||||||||||||
059512AB9 | BACM_07-3 | 5.80 | 6/10/2049 | 583,236 | 600,136 | 600,666 | ||||||||||||||||
059512AQ6 | BANC OF AMERICA COMMERCIAL MOR | 0.36 | 6/10/2049 | 583,236 | 566,387 | 563,458 | ||||||||||||||||
05956VAJ3 | BAMLL_11-STRP | 1.00 | 12/17/2044 | 8,811,454 | 8,789,568 | 8,798,765 | ||||||||||||||||
07383FXJ2 | BEAR STEARNS COMMERCIAL MORTGA | 5.19 | 5/11/2039 | 4,000,000 | 4,099,452 | 4,250,288 | ||||||||||||||||
07383FXN3 | BSCMS | 4.68 | 8/13/2039 | 4,000,000 | 4,017,688 | 4,220,821 | ||||||||||||||||
07387BCH4 | BSCMS | 5.13 | 10/12/2042 | 3,109,512 | 3,122,130 | 3,115,802 | ||||||||||||||||
07388LAE0 | BEAR STEARNS | 5.54 | 9/11/2041 | 7,500,000 | 8,088,579 | 8,173,296 | ||||||||||||||||
07388PAE1 | BSCMS | 5.20 | 12/11/2038 | 13,500,000 | 14,607,002 | 14,530,707 | ||||||||||||||||
12513YAC4 | CD | 5.21 | 12/11/2049 | 5,350,000 | 5,449,983 | 5,463,082 | ||||||||||||||||
12527EAB4 | CFCRE_11-C1 | 3.76 | 4/15/2044 | 3,000,000 | 3,043,349 | 3,045,420 | ||||||||||||||||
12622DAA2 | COMM_10-C1 | 3.16 | 7/10/2046 | 9,875,457 | 10,142,664 | 9,945,869 | ||||||||||||||||
17310MAE0 | CITIGROUP | 5.43 | 10/15/2049 | 2,026,000 | 2,184,367 | 2,198,958 | ||||||||||||||||
17310MBQ2 | CGCMT | 5.68 | 10/15/2049 | 441,765 | 410,130 | 409,238 | ||||||||||||||||
17313KAD3 | CGCMT | 5.82 | 12/10/2049 | 6,150,000 | 6,487,049 | 6,473,429 | ||||||||||||||||
20046GAC2 | COMM_06-FL12 | 0.29 | 12/15/2020 | 2,067,039 | 2,046,470 | 2,025,699 | ||||||||||||||||
200476AA7 | COMM_07-FL14 | 0.28 | 6/15/2022 | 1,047,063 | 1,030,768 | 1,003,139 | ||||||||||||||||
22545BAA9 | CSMC | 5.25 | 3/15/2039 | 184,079 | 184,190 | 184,013 | ||||||||||||||||
22545RAB2 | CSMC | 0.36 | 10/15/2021 | 5,373,977 | 5,221,402 | 5,067,316 | ||||||||||||||||
23305XAB7 | DBUBS_11-LC2A | 3.39 | 7/24/2044 | 8,500,000 | 8,547,085 | 8,518,816 | ||||||||||||||||
3137A7NU0 | FHLMC | 4.08 | 11/25/2020 | 24,100,000 | 24,217,020 | 24,960,129 | ||||||||||||||||
3137A8PP7 | FHLMC | 4.19 | 12/25/2020 | 7,000,000 | 6,956,692 | 7,238,210 | ||||||||||||||||
36158YFT1 | GECCMC_02-2 | 5.35 | 8/11/2036 | 24,929,000 | 25,598,062 | 25,695,447 | ||||||||||||||||
361849YU0 | GMACC | 5.65 | 5/10/2040 | 1,550,000 | 1,653,559 | 1,665,716 | ||||||||||||||||
361849ZS4 | GMACC | 4.65 | 4/10/2040 | 61,629 | 62,166 | 63,197 | ||||||||||||||||
361849ZT2 | GMACC | 5.02 | 4/10/2040 | 4,000,000 | 4,064,237 | 4,266,291 | ||||||||||||||||
36228CVQ3 | GSMS | 4.61 | 7/10/2039 | 500,000 | 504,474 | 507,811 | ||||||||||||||||
36228CZW6 | GSMS | 1.53 | 3/6/2020 | 5,350,000 | 5,239,573 | 5,229,090 | ||||||||||||||||
36249KAC4 | GSMS_10-C1 | 4.59 | 8/10/2043 | 6,000,000 | 6,444,348 | 6,032,120 | ||||||||||||||||
36828QKN5 | GECMC | 4.35 | 6/10/2048 | 1,735,729 | 1,741,064 | 1,737,310 | ||||||||||||||||
38376GDL1 | GOV NATL MTGE ASSOC | 3.10 | 12/16/2050 | 10,746,023 | 10,725,983 | 11,128,195 | ||||||||||||||||
38376GXU9 | GNMA | 3.71 | 12/16/2050 | 2,500,000 | 2,569,548 | 2,492,975 | ||||||||||||||||
396789JS9 | GCCFC | 4.57 | 8/10/2042 | 500,000 | 504,797 | 505,834 | ||||||||||||||||
46625YSF1 | JPMCC_05-LDP3 | 4.96 | 8/15/2042 | 4,020,105 | 4,136,147 | 4,136,140 | ||||||||||||||||
46629GAE8 | JPMCC | 5.55 | 5/12/2045 | 9,000,000 | 9,874,617 | 9,801,155 | ||||||||||||||||
46629PAM0 | JPMCC | 5.30 | 5/15/2047 | 2,000,000 | 2,036,779 | 2,025,885 | ||||||||||||||||
50179MAE1 | LBUBS | 5.37 | 9/15/2039 | 1,500,000 | 1,645,080 | 1,631,494 | ||||||||||||||||
52108HMU5 | LBUBS COMM MTG TR | 4.85 | 9/15/2031 | 28,000,000 | 28,763,350 | 28,983,214 | ||||||||||||||||
52108HRB2 | LBUBS | 3.85 | 5/15/2027 | 359,904 | 364,979 | 368,274 | ||||||||||||||||
52108MAF0 | LBUBS | 5.20 | 11/15/2030 | 1,450,000 | 1,526,090 | 1,573,032 | ||||||||||||||||
617458AC8 | MORGAN STAINLEY CAPITAL I | 3.88 | 9/15/2047 | 3,500,000 | 3,531,737 | 3,598,980 | ||||||||||||||||
61745M5G4 | MSC | 4.89 | 6/12/2047 | 500,000 | 524,825 | 539,377 | ||||||||||||||||
61745ML43 | MSC | 5.27 | 6/13/2041 | 4,000,000 | 4,059,304 | 4,329,627 | ||||||||||||||||
61750CAF4 | MSC_06-HQ9 | 5.73 | 7/12/2044 | 2,550,000 | 2,828,313 | 2,811,626 | ||||||||||||||||
61750HAE6 | MSC | 5.33 | 11/12/2041 | 4,250,000 | 4,422,265 | 4,578,823 | ||||||||||||||||
61758FAA0 | MSRR 09 GG10 A4B | 5.99 | 8/12/2045 | 5,000,000 | 5,445,611 | 5,471,754 | ||||||||||||||||
62474NAA4 | MSC_05-RR6 | 0.41 | 5/24/2043 | 892,834 | 877,332 | 874,447 | ||||||||||||||||
62888XAB0 | NCUA_10-C1 | 2.90 | 10/29/2020 | 250,000 | 249,435 | 249,533 | ||||||||||||||||
62888XAC8 | NCUA_10-C1 | 2.65 | 10/29/2020 | 10,314,697 | 10,295,566 | 10,291,592 | ||||||||||||||||
90348HAA2 | B NATIONALE CDA | 1.09 | 7/15/2024 | 977,560 | 962,502 | 922,562 | ||||||||||||||||
92935VAC2 | WFRBS_11-C3 | 3.24 | 3/15/2044 | 7,000,000 | 7,069,660 | 6,963,320 | ||||||||||||||||
929766UK7 | WBCMT_04-C14 | 5.09 | 8/15/2041 | 8,800,000 | 9,451,406 | 9,412,719 | ||||||||||||||||
929766X24 | WBCMT_05-C19 | 4.66 | 5/15/2044 | 4,200,000 | 4,363,406 | 4,302,858 | ||||||||||||||||
92978YAB6 | WBCMT | 5.93 | 6/15/2049 | 5,842,131 | 6,093,730 | 6,040,027 | ||||||||||||||||
300,444,404 | 309,830,982 | 311,509,270 | ||||||||||||||||||||
Corporate Securities — Financials | ||||||||||||||||||||||
00084DAB6 | ABN AMRO BANK NV | 2.04 | 1/30/2014 | 4,500,000 | 4,500,000 | 4,593,420 | ||||||||||||||||
00279VCA1 | ABBEY NATIONAL TREASURY SERVIC | 3.88 | 11/10/2014 | 3,750,000 | 3,749,403 | 3,789,147 | ||||||||||||||||
00448MAA9 | ACHMEA HYPOTHEEKBANK N.V. — LT | 3.20 | 11/3/2014 | 36,000,000 | 36,060,004 | 37,767,601 | ||||||||||||||||
02005NAB6 | ALLY FINANCIAL INC | 8.30 | 2/12/2015 | 3,375,000 | 3,736,902 | 3,653,438 | ||||||||||||||||
02580ECC5 | AMERICAN EXPRESS BANK FSB | 6.00 | 9/13/2017 | 3,000,000 | 3,320,164 | 3,374,248 | ||||||||||||||||
025816AX7 | AMERICAN EXPRESS COMPANY | 6.15 | 8/28/2017 | 16,600,000 | 18,937,271 | 18,796,163 | ||||||||||||||||
025816BB4 | AMERICAN EXPRESS COMPANY | 8.13 | 5/20/2019 | 4,300,000 | 5,313,819 | 5,436,628 | ||||||||||||||||
0258M0DA4 | AMERICAN EXPRESS CREDIT CO | 2.75 | 9/15/2015 | 15,000,000 | 15,035,908 | 14,995,692 | ||||||||||||||||
02666QF32 | AMERICAN HONDA FINANCE | 2.38 | 3/18/2013 | 2,150,000 | 2,149,503 | 2,197,742 | ||||||||||||||||
05252ABH3 | ANZ MELBOURNE | 0.99 | 1/10/2014 | 2,675,000 | 2,675,000 | 2,682,998 | ||||||||||||||||
055299AJ0 | BBVA US SENIOR SA UNIPERSONAL | 3.25 | 5/16/2014 | 3,800,000 | 3,795,979 | 3,734,198 | ||||||||||||||||
05531FAG8 | BB&T CORPORATION | 3.20 | 3/15/2016 | 12,750,000 | 12,807,029 | 12,912,947 | ||||||||||||||||
05531FAJ2 | BB&T CORPORATION | 0.97 | 4/28/2014 | 3,000,000 | 3,000,000 | 3,004,230 | ||||||||||||||||
05533UAA6 | BBVA BANCOMER SA DE CV | 4.50 | 3/10/2016 | 2,500,000 | 2,483,112 | 2,543,750 |
Allied World Assurance Company Holdings, AG Securities Listing as at June 30, 2011 |
Cusip | Security Description | Coupon | Maturity | Par | Book Value $ | Market Value $ | ||||||||||||||||
05565AAA1 | BNP PARIBAS | 5.19 | 6/29/2049 | 3,300,000 | 3,240,526 | 2,986,500 | ||||||||||||||||
05565QBH0 | BP CAPITAL MARKETS PLC | 3.88 | 3/10/2015 | 22,675,000 | 21,584,064 | 23,909,489 | ||||||||||||||||
05565QBL1 | BP CAPITAL MARKETS PLC | 3.63 | 5/8/2014 | 5,000,000 | 4,992,039 | 5,258,054 | ||||||||||||||||
05565QBN7 | BP CAPITAL MARKETS PLC | 3.13 | 10/1/2015 | 4,000,000 | 3,961,793 | 4,095,770 | ||||||||||||||||
05567LU54 | BNP PARIBAS | 3.60 | 2/23/2016 | 2,500,000 | 2,497,569 | 2,522,662 | ||||||||||||||||
05571AAB1 | GROUPE BPCE | 2.38 | 10/4/2013 | 5,310,000 | 5,339,016 | 5,288,057 | ||||||||||||||||
05572FAA1 | BNP PARIBAS COVERED BONDS SA | 2.20 | 11/2/2015 | 10,400,000 | 10,396,548 | 10,183,264 | ||||||||||||||||
05947KAK6 | BANCO BRADESCO S.A. | 2.36 | 5/16/2014 | 700,000 | 700,000 | 708,771 | ||||||||||||||||
06051GDY2 | BANK OF AMERICA | 7.38 | 5/15/2014 | 8,150,000 | 8,814,642 | 9,166,600 | ||||||||||||||||
06051GEA3 | BANK OF AMERICA | 6.50 | 8/1/2016 | 19,000,000 | 21,052,501 | 21,158,423 | ||||||||||||||||
06051GEB1 | BANK OF AMERICA | 4.50 | 4/1/2015 | 3,000,000 | 3,035,607 | 3,135,930 | ||||||||||||||||
06051GED7 | BANK OF AMERICA | 3.70 | 9/1/2015 | 15,000,000 | 15,104,980 | 15,070,460 | ||||||||||||||||
06366QGN1 | BANK OF MONTREAL | 0.74 | 4/29/2014 | 2,500,000 | 2,500,000 | 2,502,825 | ||||||||||||||||
063679JJ4 | BANK OF MONTREAL | 2.63 | 1/25/2016 | 9,600,000 | 9,594,270 | 9,777,888 | ||||||||||||||||
064149B97 | BANK OF NOVA SCOTIA | 2.38 | 12/17/2013 | 5,000,000 | 4,987,536 | 5,134,225 | ||||||||||||||||
064149C39 | BANK OF NOVA SCOTIA | 1.45 | 7/26/2013 | 8,400,000 | 8,391,834 | 8,491,897 | ||||||||||||||||
064255AB8 | BANK OF TOKYO-MITSUBISHI UFJ L | 3.85 | 1/22/2015 | 8,000,000 | 7,997,603 | 8,419,371 | ||||||||||||||||
06675EAA8 | BANQUE PSA FINANCE | 3.38 | 4/4/2014 | 4,850,000 | 4,845,433 | 4,937,427 | ||||||||||||||||
06739FGP0 | BARCLAYS BANK PLC | 2.50 | 1/23/2013 | 5,000,000 | 4,957,165 | 5,092,900 | ||||||||||||||||
06739GAE9 | BARCLAYS BANK PLC | 6.05 | 12/4/2017 | 8,500,000 | 8,624,082 | 8,910,404 | ||||||||||||||||
06739GBB4 | BARCLAYS BANK PLC | 3.90 | 4/7/2015 | 3,250,000 | 3,376,716 | 3,360,753 | ||||||||||||||||
073902PR3 | BEAR STEARNS CO INC | 6.40 | 10/2/2017 | 14,600,000 | 16,736,546 | 16,644,550 | ||||||||||||||||
073902RU4 | BEAR STEARNS CO INC | 7.25 | 2/1/2018 | 11,000,000 | 12,889,153 | 13,045,088 | ||||||||||||||||
10778XAA4 | BRFKREDIT AS | 2.05 | 4/15/2013 | 29,700,000 | 29,680,273 | 30,296,379 | ||||||||||||||||
12479BAA0 | COMMONWEALTH BANK OF AUSTRALIA | 6.02 | 3/29/2049 | 3,760,000 | 3,781,977 | 3,684,800 | ||||||||||||||||
125577BA3 | CIT GROUP INC | 5.25 | 4/1/2014 | 4,300,000 | 4,352,771 | 4,289,250 | ||||||||||||||||
12800UAK6 | CAISSE CENTRALE | 2.55 | 3/24/2016 | 6,700,000 | 6,685,478 | 6,769,881 | ||||||||||||||||
136069DM0 | CANADIAN IMPERIAL BK COMRC | 2.60 | 7/2/2015 | 10,500,000 | 10,600,529 | 10,787,701 | ||||||||||||||||
136069DS7 | CANADIAN IMPERIAL BK COMRC | 2.35 | 12/11/2015 | 5,000,000 | 4,995,384 | 4,977,631 | ||||||||||||||||
136069DT5 | CANADIAN IMPERIAL BK COMRC | 2.75 | 1/27/2016 | 600,000 | 615,085 | 614,664 | ||||||||||||||||
140420MV9 | CAPITAL ONE BANK | 8.80 | 7/15/2019 | 9,000,000 | 11,255,303 | 11,054,471 | ||||||||||||||||
14912L4Q1 | CATERPILLAR FINL SERV | 1.55 | 12/20/2013 | 4,000,000 | 3,996,329 | 4,032,630 | ||||||||||||||||
172967EU1 | CITIGROUP INC | 6.50 | 8/19/2013 | 4,000,000 | 4,140,244 | 4,354,335 | ||||||||||||||||
172967EY3 | CITIGROUP INC | 6.38 | 8/12/2014 | 29,875,000 | 31,074,400 | 33,139,886 | ||||||||||||||||
172967EZ0 | CITIGROUP INC | 5.50 | 10/15/2014 | 19,150,000 | 20,572,178 | 20,768,272 | ||||||||||||||||
172967FD8 | CITIGROUP INC | 4.75 | 5/19/2015 | 750,000 | 771,755 | 792,484 | ||||||||||||||||
172967FE6 | CITIGROUP INC | 6.00 | 12/13/2013 | 2,000,000 | 2,025,790 | 2,173,107 | ||||||||||||||||
172967FF3 | CITIGROUP INC | 5.38 | 8/9/2020 | 2,500,000 | 2,627,834 | 2,616,532 | ||||||||||||||||
173094AA1 | CITIGROUP INC | 8.30 | 12/21/2077 | 4,463,000 | 4,636,683 | 4,563,418 | ||||||||||||||||
17313YAL5 | CITIGROUP FUNDING INC — GTD | 1.88 | 10/22/2012 | 27,000,000 | 27,017,697 | 27,527,311 | ||||||||||||||||
20272BAF1 | COMMONWEALTH BANK AUSTRALIA, G | 3.63 | 6/25/2014 | 40,000,000 | 40,418,208 | 42,727,197 | ||||||||||||||||
20272BAK0 | COMMONWEALTH BANK OF AUSTRALIA | 2.90 | 9/17/2014 | 3,500,000 | 3,541,428 | 3,660,685 | ||||||||||||||||
2027A0EM7 | COMMONWEALTH BANK OF AUSTRALIA | 3.50 | 3/19/2015 | 3,000,000 | 2,990,472 | 3,099,647 | ||||||||||||||||
204279AA1 | CIE FIN FONC | 2.13 | 4/22/2013 | 13,200,000 | 13,315,479 | 13,403,808 | ||||||||||||||||
20428AAE9 | COMPAGNIE DE FINANCEMENT FONCI | 2.25 | 3/7/2014 | 1,700,000 | 1,699,832 | 1,721,335 | ||||||||||||||||
22546QAA5 | CREDIT SUISSE GROUP | 5.50 | 5/1/2014 | 3,000,000 | 3,204,631 | 3,288,482 | ||||||||||||||||
22546QAE7 | CREDIT SUISSE FIRST BOSTON | 3.50 | 3/23/2015 | 10,000,000 | 10,409,476 | 10,279,210 | ||||||||||||||||
22546QAF4 | CREDIT SUISSE FIRST BOSTON | 4.38 | 8/5/2020 | 7,000,000 | 7,177,554 | 6,879,630 | ||||||||||||||||
2254C0TC1 | CREDIT SUISSE NEW YORK NY | 5.00 | 5/15/2013 | 4,500,000 | 4,709,940 | 4,792,761 | ||||||||||||||||
2515A0Q30 | DEUTSCHE BK LDN | 3.88 | 8/18/2014 | 3,750,000 | 3,757,606 | 3,928,324 | ||||||||||||||||
2515A0U76 | DEUTSCHE BK LDN | 3.45 | 3/30/2015 | 1,750,000 | 1,814,001 | 1,796,006 | ||||||||||||||||
25214GAA1 | DEXIA CREDIT LOCAL/NEW YORK | 2.00 | 3/5/2013 | 22,000,000 | 22,217,179 | 22,090,641 | ||||||||||||||||
254709AE8 | DISCOVER FINANCL | 10.25 | 7/15/2019 | 5,200,000 | 6,897,884 | 6,725,046 | ||||||||||||||||
25600WAA8 | DNB NOR BLGKRDIT | 2.10 | 10/14/2015 | 1,900,000 | 1,886,187 | 1,878,872 | ||||||||||||||||
25600WAB6 | DNB NOR BLGKRDIT | 2.90 | 3/29/2016 | 15,800,000 | 15,781,947 | 16,027,045 | ||||||||||||||||
26441YAS6 | DUKE REALTY LP | 7.38 | 2/15/2015 | 4,466,000 | 4,945,429 | 5,040,504 | ||||||||||||||||
26884TAC6 | ERAC USA FINANCE COMPANY | 2.25 | 1/10/2014 | 1,500,000 | 1,497,283 | 1,513,196 | ||||||||||||||||
302154AU3 | EXPORT-IMPORT BANK OF KOREA | 5.88 | 1/14/2015 | 10,600,000 | 11,611,753 | 11,638,800 | ||||||||||||||||
302508BA3 | FMR CORP. | 4.75 | 3/1/2013 | 2,500,000 | 2,588,959 | 2,622,033 | ||||||||||||||||
316773CK4 | FIFTH THIRD BANCORP | 3.63 | 1/25/2016 | 6,325,000 | 6,318,132 | 6,382,827 | ||||||||||||||||
31737UAH1 | FINANCE FOR DANISH INDUSTRY IN | 2.00 | 6/12/2013 | 4,900,000 | 5,005,486 | 5,007,114 | ||||||||||||||||
354613AE1 | FRANKLIN RESOURCES INC. | 2.00 | 5/20/2013 | 3,975,000 | 3,975,512 | 4,040,561 | ||||||||||||||||
36830GAA2 | GE CAPITAL TRUST | 6.38 | 11/15/2067 | 2,860,000 | 2,942,126 | 2,924,350 | ||||||||||||||||
36962G3$4 | GENERAL ELEC CAP CO | 6.38 | 11/15/2067 | 3,150,000 | 3,247,711 | 3,220,875 | ||||||||||||||||
36962G3T9 | GE CAPITAL CORP | 4.80 | 5/1/2013 | 14,000,000 | 14,735,990 | 14,881,045 | ||||||||||||||||
36962G4C5 | GE CAPITAL CORP | 5.90 | 5/13/2014 | 10,000,000 | 10,986,103 | 11,133,894 | ||||||||||||||||
36962G4G6 | GE CAPITAL CORP | 3.75 | 11/14/2014 | 850,000 | 847,659 | 895,620 | ||||||||||||||||
36962G4H4 | GENERAL ELEC CAP CO | 2.80 | 1/8/2013 | 2,000,000 | 1,998,666 | 2,050,673 | ||||||||||||||||
36962G4L5 | GE CAPITAL CORP | 3.50 | 6/29/2015 | 24,500,000 | 25,500,189 | 25,419,501 | ||||||||||||||||
36962GK86 | GE CAPITAL CORP | 4.75 | 9/15/2014 | 4,000,000 | 4,239,976 | 4,327,932 | ||||||||||||||||
36962GU51 | GE CAPITAL CORP | 0.45 | 1/8/2016 | 8,500,000 | 8,038,538 | 8,162,295 | ||||||||||||||||
38141EA33 | GOLDMAN SACHS GROUP INC | 6.00 | 5/1/2014 | 5,350,000 | 5,667,763 | 5,837,186 | ||||||||||||||||
38141EA74 | GOLDMAN SACHS GROUP INC | 3.70 | 8/1/2015 | 6,650,000 | 6,678,107 | 6,748,997 | ||||||||||||||||
38141GDB7 | GOLDMAN SACHS GROUP INC | 5.25 | 4/1/2013 | 1,500,000 | 1,527,650 | 1,591,026 | ||||||||||||||||
38141GEG5 | GOLDMAN SACHS GROUP INC | 0.70 | 3/22/2016 | 19,300,000 | 18,114,766 | 18,200,672 | ||||||||||||||||
40411EAB4 | BANK OF SCOTLAND PLC | 5.25 | 2/21/2017 | 6,405,000 | 6,381,203 | 6,833,687 | ||||||||||||||||
40414LAB5 | HEALTH CARE PROPERTY INVESTORS | 2.70 | 2/1/2014 | 8,875,000 | 8,867,527 | 8,976,488 | ||||||||||||||||
4042Q1AE7 | HSBC BANK USA | 4.88 | 8/24/2020 | 16,250,000 | 15,726,410 | 16,091,832 |
Allied World Assurance Company Holdings, AG Securities Listing as at June 30, 2011 |
Cusip | Security Description | Coupon | Maturity | Par | Book Value $ | Market Value $ | ||||||||||||||||
44328MAB0 | HSBC BANK PLC | 3.50 | 6/28/2015 | 8,450,000 | 8,444,373 | 8,647,261 | ||||||||||||||||
44328MAH7 | HSBC BANK PLC | 1.08 | 1/17/2014 | 7,500,000 | 7,500,000 | 7,539,600 | ||||||||||||||||
44328MAJ3 | HSBC BANK PLC | 2.00 | 1/19/2014 | 2,000,000 | 1,998,463 | 2,011,339 | ||||||||||||||||
44328MAL8 | HSBC BANK PLC | 3.10 | 5/24/2016 | 3,000,000 | 3,020,609 | 2,992,278 | ||||||||||||||||
44914PAR8 | HYPOTHEKENBANK IN ESSEN AG | 5.00 | 1/20/2012 | 2,500,000 | 2,520,127 | 2,545,080 | ||||||||||||||||
449786AH5 | ING BANK INTERNATIONALE NEDERL | 2.50 | 1/14/2016 | 12,000,000 | 11,787,181 | 11,756,040 | ||||||||||||||||
449786AK8 | ING BANK INTERNATIONALE NEDERL | 1.30 | 3/15/2013 | 8,000,000 | 8,000,000 | 8,014,401 | ||||||||||||||||
449786AL6 | ING BANK INTERNATIONALE NEDERL | 4.00 | 3/15/2016 | 6,000,000 | 5,996,934 | 6,075,084 | ||||||||||||||||
449786AM4 | ING BANK INTERNATIONALE NEDERL | 2.38 | 6/9/2014 | 5,925,000 | 5,916,285 | 5,888,881 | ||||||||||||||||
45112EAA7 | ICICI BANK SG | 2.01 | 2/24/2014 | 2,650,000 | 2,650,000 | 2,633,411 | ||||||||||||||||
45112EAB5 | ICICI BANK LTD (DUBAI BRANCH) | 4.75 | 11/25/2016 | 1,500,000 | 1,495,056 | 1,502,286 | ||||||||||||||||
45324QAB2 | ING BANK NV — (LT) GTD | 2.63 | 2/9/2012 | 26,700,000 | 26,875,407 | 26,999,690 | ||||||||||||||||
459745GJ8 | INTERNATIONAL LEASE FINANCE CO | 5.75 | 5/15/2016 | 3,000,000 | 3,000,000 | 2,954,160 | ||||||||||||||||
46623EJD2 | JPMORGAN CHASE & CO | 1.65 | 9/30/2013 | 3,000,000 | 2,999,729 | 3,012,293 | ||||||||||||||||
46623EJF7 | JPMORGAN CHASE & CO | 1.07 | 1/24/2014 | 10,000,000 | 10,000,000 | 10,025,500 | ||||||||||||||||
46625HHB9 | JPMORGAN CHASE & CO | 4.75 | 5/1/2013 | 15,895,000 | 15,890,233 | 16,866,031 | ||||||||||||||||
46625HHN3 | JPMORGAN CHASE & CO | 4.65 | 6/1/2014 | 3,000,000 | 3,128,495 | 3,211,634 | ||||||||||||||||
46625HHP8 | JPMORGAN CHASE & CO | 3.70 | 1/20/2015 | 3,000,000 | 3,005,452 | 3,105,411 | ||||||||||||||||
46625HHR4 | JPMORGAN CHASE & CO | 3.40 | 6/24/2015 | 10,000,000 | 10,332,821 | 10,184,121 | ||||||||||||||||
472319AK8 | JEFFERIES GROUP INC. | 5.13 | 4/13/2018 | 3,475,000 | 3,463,221 | 3,471,037 | ||||||||||||||||
49326EED1 | KEYCORP INSTIT CAPITAL | 5.10 | 3/24/2021 | 1,725,000 | 1,723,429 | 1,756,924 | ||||||||||||||||
53117CAG7 | LIBERTY PROPERTY TR | 6.38 | 8/15/2012 | 2,500,000 | 2,592,431 | 2,627,940 | ||||||||||||||||
539473AG3 | LLOYDS TSB BANK PLC | 4.88 | 1/21/2016 | 8,050,000 | 8,114,485 | 8,243,900 | ||||||||||||||||
539473AK4 | LLOYDS TSB BANK PLC | 2.62 | 1/24/2014 | 2,000,000 | 2,000,000 | 2,027,820 | ||||||||||||||||
53947MAA4 | LLOYDS TSB BANK PLC | 4.38 | 1/12/2015 | 5,000,000 | 5,104,902 | 5,043,610 | ||||||||||||||||
53947MAB2 | LLOYDS TSB BANK PLC | 5.80 | 1/13/2020 | 11,000,000 | 10,977,300 | 10,884,699 | ||||||||||||||||
55607EAL4 | MACQUARIE BANK LTD — GTD | 3.30 | 7/17/2014 | 2,000,000 | 2,090,039 | 2,114,500 | ||||||||||||||||
57629WBM1 | MASSMUTUAL GLOBAL FUNDING II | 2.30 | 9/28/2015 | 4,000,000 | 3,939,777 | 3,982,819 | ||||||||||||||||
57629WBN9 | MASSMUTUAL GLOBAL FUNDING II | 0.66 | 1/14/2014 | 4,000,000 | 4,000,000 | 3,997,998 | ||||||||||||||||
59018YJ69 | MERRILL LYNCH & CO INC | 6.40 | 8/28/2017 | 8,000,000 | 8,672,476 | 8,806,661 | ||||||||||||||||
59018YM40 | MERRILL LYNCH & CO INC | 5.45 | 2/5/2013 | 5,150,000 | 5,387,702 | 5,434,558 | ||||||||||||||||
59217EBW3 | MET LIFE GLOBAL FUND | 5.13 | 6/10/2014 | 4,000,000 | 4,306,452 | 4,350,363 | ||||||||||||||||
617446V71 | MORGAN STANLEY | 6.25 | 8/28/2017 | 10,500,000 | 10,863,896 | 11,415,969 | ||||||||||||||||
61746SBR9 | MORGAN STANLEY | 5.38 | 10/15/2015 | 20,000,000 | 20,571,989 | 21,269,896 | ||||||||||||||||
61747WAD1 | MORGAN STANLEY | 2.88 | 1/24/2014 | 2,500,000 | 2,496,880 | 2,532,981 | ||||||||||||||||
61747YCE3 | MORGAN STANLEY | 6.00 | 4/28/2015 | 5,000,000 | 5,394,187 | 5,433,003 | ||||||||||||||||
61747YCF0 | MORGAN STANLEY | 6.00 | 5/13/2014 | 5,400,000 | 5,649,077 | 5,873,937 | ||||||||||||||||
61747YCK9 | MORGAN STANLEY | 4.20 | 11/20/2014 | 2,150,000 | 2,132,146 | 2,222,505 | ||||||||||||||||
61747YDD4 | MORGAN STANLEY | 3.80 | 4/29/2016 | 5,375,000 | 5,369,679 | 5,383,923 | ||||||||||||||||
631103AA6 | NASDAQ STOCK MARKET INC | 2.50 | 8/15/2013 | 5,450,000 | 5,428,870 | 5,479,376 | ||||||||||||||||
63307EAA5 | NATIONAL BK OF CANADA | 1.65 | 1/30/2014 | 2,500,000 | 2,499,439 | 2,533,025 | ||||||||||||||||
637432ML6 | NATIONAL RURAL UTILITIES | 1.90 | 11/1/2015 | 4,000,000 | 3,996,485 | 3,913,785 | ||||||||||||||||
637432MM4 | NATIONAL RURAL UTILITIES | 1.13 | 11/1/2013 | 1,350,000 | 1,349,631 | 1,348,798 | ||||||||||||||||
638612AK7 | NATIONWIDE FINANCIAL SERVICES | 5.38 | 3/25/2021 | 5,925,000 | 5,891,335 | 5,999,261 | ||||||||||||||||
63866EBL3 | NATIONWIDE LIFE GLOBAL FUNDING | 5.45 | 10/2/2012 | 600,000 | 601,843 | 626,400 | ||||||||||||||||
65557CAA1 | NORDEA BANK AB | 3.70 | 11/13/2014 | 31,250,000 | 31,218,585 | 32,616,067 | ||||||||||||||||
65557CAF0 | NORDEA BANK AB | 2.13 | 1/14/2014 | 5,000,000 | 4,993,756 | 5,016,415 | ||||||||||||||||
693476BE2 | PNC FUNDING CORP | 5.40 | 6/10/2014 | 2,000,000 | 2,135,842 | 2,193,811 | ||||||||||||||||
693476BH5 | PNC FUNDING CORP | 3.63 | 2/8/2015 | 14,000,000 | 13,989,657 | 14,584,997 | ||||||||||||||||
74157UAG4 | PRIMARIS RETAIL REAL ESTATE IN | 5.40 | 11/30/2018 | 2,250,000 | 2,295,333 | 2,329,033 | ||||||||||||||||
74733WAB4 | QATAR DIAR FIN | 5.00 | 7/21/2020 | 3,000,000 | 3,155,731 | 3,052,755 | ||||||||||||||||
749343AA7 | RCI BANQUE | 3.40 | 4/11/2014 | 4,000,000 | 3,995,683 | 4,059,153 | ||||||||||||||||
749770AQ6 | RABOBANK NEDERLAND NV | 11.00 | 12/31/2049 | 6,000,000 | 7,735,166 | 7,620,000 | ||||||||||||||||
78009PCC3 | ROYAL BANK OF SCOTLAND PLC THE | 4.38 | 3/16/2016 | 3,750,000 | 3,743,072 | 3,776,496 | ||||||||||||||||
78010XAD3 | ROYAL BANK OF SCOTLAND PLC THE | 3.40 | 8/23/2013 | 3,825,000 | 3,823,498 | 3,907,337 | ||||||||||||||||
78010XAF8 | ROYAL BANK OF SCOTLAND PLC THE | 2.68 | 8/23/2013 | 300,000 | 305,655 | 307,701 | ||||||||||||||||
78011CAG1 | ROYAL BK OF STLAND GRP PLC — ( | 1.50 | 3/30/2012 | 5,000,000 | 4,999,212 | 5,044,700 | ||||||||||||||||
78011HT39 | ROYAL BANK OF SCOTLAND | 1.65 | 10/15/2012 | 20,000,000 | 20,000,000 | 20,258,800 | ||||||||||||||||
78442FAQ1 | SLM CORP | 5.00 | 4/15/2015 | 1,500,000 | 1,527,732 | 1,488,750 | ||||||||||||||||
78442FCJ5 | SLM CORP | 5.38 | 5/15/2014 | 4,000,000 | 4,191,211 | 4,090,000 | ||||||||||||||||
78442FEK0 | SLM CORP | 6.25 | 1/25/2016 | 2,500,000 | 2,574,688 | 2,600,000 | ||||||||||||||||
802815AS9 | SANTANDR US DEBT | 2.99 | 10/7/2013 | 4,000,000 | 3,987,155 | 3,924,796 | ||||||||||||||||
828807BM8 | SIMON PROPERTY GROUP L.P. | 5.10 | 6/15/2015 | 4,000,000 | 4,300,789 | 4,372,485 | ||||||||||||||||
828807CB1 | SIMON PROPERTY GROUP L.P. | 6.75 | 5/15/2014 | 17,675,000 | 18,219,619 | 19,852,865 | ||||||||||||||||
84603MXU5 | SOVEREIGN BANK | 8.75 | 5/30/2018 | 2,475,000 | 2,889,014 | 2,876,934 | ||||||||||||||||
84650WAA4 | SPAREBNK 1 BOLIG | 1.25 | 10/25/2014 | 40,980,000 | 40,549,293 | 41,024,672 | ||||||||||||||||
84650WAB2 | SPAREBNK 1 BOLIG | 2.63 | 5/27/2016 | 11,000,000 | 10,995,247 | 11,009,899 | ||||||||||||||||
853254AG5 | STANDARD CHARTERED PLC | 3.20 | 5/12/2016 | 7,750,000 | 7,736,856 | 7,719,823 | ||||||||||||||||
867914BD4 | SUNTRUST BANKS INC | 3.60 | 4/15/2016 | 3,400,000 | 3,398,757 | 3,443,643 | ||||||||||||||||
87020LAA4 | SWEDBANK HYPOTEK AB | 2.95 | 3/28/2016 | 8,100,000 | 8,093,604 | 8,234,703 | ||||||||||||||||
87020LAB2 | SPINTAB AB SWEDMORTGAGE | 0.70 | 3/28/2014 | 21,200,000 | 21,200,000 | 21,316,812 | ||||||||||||||||
90261XEM0 | UBS AG | 5.88 | 12/20/2017 | 5,000,000 | 5,439,773 | 5,438,589 | ||||||||||||||||
90261XFA5 | UBS AG STAMFORD CT | 5.75 | 4/25/2018 | 4,000,000 | 4,334,869 | 4,349,600 | ||||||||||||||||
90261XGD8 | UBS AG STAMFORD CT | 4.88 | 8/4/2020 | 6,500,000 | 6,895,565 | 6,612,914 | ||||||||||||||||
90261XGF3 | UBS AG STAMFORD BRANCH | 2.25 | 8/12/2013 | 2,325,000 | 2,322,847 | 2,358,037 | ||||||||||||||||
90261XGX4 | UBS AG | 2.25 | 1/28/2014 | 3,600,000 | 3,598,665 | 3,645,882 | ||||||||||||||||
902973AV8 | US BANCORP | 3.44 | 2/1/2016 | 6,000,000 | 6,012,481 | 6,072,403 | ||||||||||||||||
90331HKP7 | U.S. BANK NATIONAL ASSOCIATION | 4.95 | 10/30/2014 | 2,750,000 | 2,768,081 | 3,020,182 |
Allied World Assurance Company Holdings, AG Securities Listing as at June 30, 2011 |
Cusip | Security Description | Coupon | Maturity | Par | Book Value $ | Market Value $ | ||||||||||||||||
90345AAA0 | US CENTRAL CREDIT UNION — (LT) | 1.25 | 10/19/2011 | 27,200,000 | 27,197,837 | 27,295,438 | ||||||||||||||||
90345AAC6 | US CENTRAL CREDIT UNION — (LT) | 1.90 | 10/19/2012 | 15,500,000 | 15,495,631 | 15,802,251 | ||||||||||||||||
90520EAC5 | UNION BK OF CA NA | 3.00 | 6/6/2016 | 7,800,000 | 7,779,439 | 7,726,899 | ||||||||||||||||
91159HGY0 | US BANCORP | 1.38 | 9/13/2013 | 3,000,000 | 2,997,145 | 3,007,211 | ||||||||||||||||
92933DAA8 | WEA FINANCE LLC | 7.50 | 6/2/2014 | 1,580,000 | 1,754,786 | 1,812,520 | ||||||||||||||||
92933WAA6 | WEA FINANCE LLC/WT FINANCE AUS | 5.75 | 9/2/2015 | 3,000,000 | 2,978,677 | 3,316,388 | ||||||||||||||||
92976WBJ4 | WACHOVIA CORPORATION | 5.50 | 5/1/2013 | 5,000,000 | 5,185,108 | 5,377,842 | ||||||||||||||||
929903DT6 | WACHOVIA CORPORATION | 5.75 | 6/15/2017 | 21,125,000 | 21,697,699 | 23,591,678 | ||||||||||||||||
949746PM7 | WELLS FARGO & COMPANY | 7.98 | 12/31/2049 | 5,000,000 | 5,311,497 | 5,312,500 | ||||||||||||||||
949746QU8 | WELLS FARGO & COMPANY | 3.68 | 6/15/2016 | 1,950,000 | 1,962,337 | 2,018,764 | ||||||||||||||||
94974BET3 | WELLS FARGO & COMPANY | 3.75 | 10/1/2014 | 1,400,000 | 1,400,919 | 1,479,341 | ||||||||||||||||
94974BEU0 | WELLS FARGO & COMPANY | 3.63 | 4/15/2015 | 250,000 | 260,152 | 261,422 | ||||||||||||||||
94980VAF5 | WELLS FARGO BANK NA | 0.47 | 5/16/2016 | 12,000,000 | 11,351,264 | 11,179,920 | ||||||||||||||||
96008YAB1 | WESTFIELD CAPITAL CORP LTD | 5.13 | 11/15/2014 | 4,650,000 | 4,897,462 | 5,056,180 | ||||||||||||||||
961214BH5 | WESTPAC BANKING | 4.20 | 2/27/2015 | 5,000,000 | 4,996,481 | 5,275,918 | ||||||||||||||||
BRS2GW0D0 | TNK-BP FINANCE SA | 7.50 | 7/18/2016 | 4,750,000 | 5,250,156 | 5,358,000 | ||||||||||||||||
BRSAC4WT8 | WAHA AEROSPACE BV | 3.92 | 7/28/2020 | 4,940,000 | 5,056,421 | 5,001,750 | ||||||||||||||||
BRSBTKH28 | BARCLAYS BANK PLC | 6.63 | 3/30/2022 | 5,000,000 | 7,125,771 | 7,237,281 | ||||||||||||||||
M8181FAB2 | QATARI DIAR FINANCE QSC | 5.00 | 7/21/2020 | 3,100,000 | 3,246,306 | 3,185,250 | ||||||||||||||||
N9636WAL1 | WHITE NIGHTS FINANCE BV | 10.50 | 3/8/2014 | 3,500,000 | 4,084,254 | 4,171,790 | ||||||||||||||||
Y4864WAG4 | KOREA EXC BK | 4.88 | 1/14/2016 | 2,000,000 | 2,057,216 | 2,110,820 | ||||||||||||||||
1,423,834,000 | 1,457,971,017 | 1,484,105,660 | ||||||||||||||||||||
Corporate Securities — Industials | ||||||||||||||||||||||
00206RAM4 | AT&T INC | 5.60 | 5/15/2018 | 6,950,000 | 8,048,213 | 7,767,717 | ||||||||||||||||
00206RAR3 | AT&T INC | 5.80 | 2/15/2019 | 10,000,000 | 10,727,104 | 11,292,487 | ||||||||||||||||
00846UAF8 | AGILENT TECHNOLOGIES INC | 2.50 | 7/15/2013 | 7,000,000 | 6,991,043 | 7,145,182 | ||||||||||||||||
02209SAD5 | ALTRIA GROUP INC. | 9.70 | 11/10/2018 | 6,400,000 | 8,645,009 | 8,413,577 | ||||||||||||||||
02364WAV7 | AMERICA MOVIL SA | 5.00 | 3/30/2020 | 10,000,000 | 10,904,561 | 10,416,138 | ||||||||||||||||
03073KAF8 | AMERIGAS PARTNERS, L.P. | 7.13 | 5/20/2016 | 1,500,000 | 1,552,009 | 1,545,000 | ||||||||||||||||
032511BC0 | ANADARKO PETROLEUM CO | 8.70 | 3/15/2019 | 8,000,000 | 10,235,356 | 10,161,768 | ||||||||||||||||
034863AA8 | ANGLO AMERICAN CAPITAL PLC | 9.38 | 4/8/2014 | 11,280,000 | 12,713,164 | 13,546,584 | ||||||||||||||||
034863AC4 | ANGLO AMERICAN CAPITAL PLC | 2.15 | 9/27/2013 | 1,800,000 | 1,798,863 | 1,823,114 | ||||||||||||||||
035229CE1 | ANHEUSER-BUSCH | 7.50 | 3/15/2012 | 1,600,000 | 1,594,275 | 1,674,630 | ||||||||||||||||
03523TAL2 | ANHEUSER-BUSCH INBEV WORLDWIDE | 3.00 | 10/15/2012 | 2,500,000 | 2,534,754 | 2,565,033 | ||||||||||||||||
03523TAM0 | ANHEUSER-BUSCH INBEV WORLDWIDE | 4.13 | 1/15/2015 | 10,000,000 | 10,273,029 | 10,702,393 | ||||||||||||||||
03523TBC1 | ANHEUSER-BUSCH INBEV WORLDWIDE | 0.82 | 1/27/2014 | 1,500,000 | 1,500,000 | 1,505,385 | ||||||||||||||||
053611AC3 | AVERY DENNISON CORP | 4.88 | 1/15/2013 | 1,500,000 | 1,471,117 | 1,577,576 | ||||||||||||||||
05530QAC4 | BAT INTERNATIONAL FINANCE PLC | 8.13 | 11/15/2013 | 5,255,000 | 6,004,891 | 6,049,404 | ||||||||||||||||
055451AH1 | BHP BILLITON FINANCE (USA) LTD | 6.50 | 4/1/2019 | 6,000,000 | 7,338,510 | 7,186,017 | ||||||||||||||||
067316AA7 | BACARDI LTD | 7.45 | 4/1/2014 | 12,100,000 | 12,093,480 | 13,932,293 | ||||||||||||||||
067901AB4 | BARRICK GOLD CORP | 6.95 | 4/1/2019 | 1,700,000 | 2,137,993 | 2,019,000 | ||||||||||||||||
067901AD0 | BARRICK GOLD CORP | 2.90 | 5/30/2016 | 4,000,000 | 3,996,534 | 4,002,366 | ||||||||||||||||
06846NAA2 | BILL BARRETT | 5.00 | 3/15/2028 | 1,850,000 | 1,842,619 | 1,903,835 | ||||||||||||||||
071813AZ2 | BAXTER INTERNATIONAL INC | 4.00 | 3/1/2014 | 6,400,000 | 6,447,329 | 6,856,348 | ||||||||||||||||
097014AK0 | BOEING CAPITAL CORPORATION | 3.25 | 10/27/2014 | 250,000 | 249,625 | 264,612 | ||||||||||||||||
097023AY1 | BOEING CO | 3.50 | 2/15/2015 | 1,250,000 | 1,247,346 | 1,321,618 | ||||||||||||||||
10138MAH8 | BOTTLING GROUP LLC | 6.95 | 3/15/2014 | 7,000,000 | 7,958,936 | 8,059,762 | ||||||||||||||||
115637AK6 | BROWN-FORMAN CORPORATION | 2.50 | 1/15/2016 | 7,000,000 | 6,959,782 | 7,042,890 | ||||||||||||||||
120568AM2 | BUNGE LIMITED FINANCE CORP | 5.35 | 4/15/2014 | 6,024,000 | 6,482,183 | 6,496,757 | ||||||||||||||||
126650AV2 | CVS CAREMARK CORP | 4.88 | 9/15/2014 | 2,000,000 | 2,085,704 | 2,187,961 | ||||||||||||||||
126650BQ2 | CVS PASS-THROUGH TRUST | 6.94 | 1/10/2030 | 2,036,960 | 2,225,542 | 2,291,051 | ||||||||||||||||
147448AD6 | CASELLA WASTE SYST, INC. | 11.00 | 7/15/2014 | 1,300,000 | 1,452,750 | 1,452,750 | ||||||||||||||||
14912L4U2 | CATER PILLAR FINANCIAL SERVICE | 0.54 | 4/1/2014 | 4,000,000 | 4,000,000 | 4,015,240 | ||||||||||||||||
159864AB3 | CHARLES RIVER LABS INTL INC. | 2.25 | 6/15/2013 | 2,420,000 | 2,351,745 | 2,545,187 | ||||||||||||||||
161175A$2 | CHARTER COMMUNICATIONS HOLDING | 8.00 | 4/30/2012 | 4,000,000 | 4,173,126 | 4,155,000 | ||||||||||||||||
17275RAL6 | CISCO SYSTEMS INC | 0.50 | 3/14/2014 | 8,000,000 | 8,000,000 | 8,022,400 | ||||||||||||||||
191216AL4 | COCA-COLA COMPANY THE | 3.63 | 3/15/2014 | 6,825,000 | 6,807,601 | 7,265,816 | ||||||||||||||||
20030NAE1 | COMCAST CORPORATION | 5.30 | 1/15/2014 | 2,000,000 | 2,031,551 | 2,186,445 | ||||||||||||||||
20030NAL5 | COMCAST CORPORATION | 5.90 | 3/15/2016 | 7,500,000 | 7,836,714 | 8,497,947 | ||||||||||||||||
20825CAT1 | CONOCOPHILLIPS | 4.60 | 1/15/2015 | 4,000,000 | 4,297,967 | 4,395,775 | ||||||||||||||||
21079UAA3 | CONTINENTAL AIRLINES | 7.25 | 5/10/2021 | 4,759,584 | 5,324,746 | 5,092,756 | ||||||||||||||||
21079VAA1 | CONTINENTAL AIRLINES INC. | 4.75 | 1/12/2021 | 2,400,000 | 2,400,000 | 2,328,000 | ||||||||||||||||
22303QAK6 | COVIDIEN INTERNATIONAL FINANCE | 2.80 | 6/15/2015 | 10,800,000 | 10,818,116 | 11,029,012 | ||||||||||||||||
224044BF3 | COX COMMUNICATIONS INC. | 4.63 | 6/1/2013 | 1,225,000 | 1,256,047 | 1,302,719 | ||||||||||||||||
22822RAZ3 | CROWN CASTLE TOWERS LLC | 4.88 | 8/15/2040 | 8,000,000 | 7,824,658 | 8,080,000 | ||||||||||||||||
233835AW7 | DAIMLERCHRYSLER NA HLDG | 6.50 | 11/15/2013 | 6,200,000 | 6,939,791 | 6,902,165 | ||||||||||||||||
233851AC8 | DAIMLER FINANCE NORTH AMERICA | 0.86 | 3/28/2014 | 4,000,000 | 4,000,000 | 4,001,680 | ||||||||||||||||
244199BC8 | DEERE & COMPANY | 4.38 | 10/16/2019 | 15,400,000 | 15,328,064 | 16,239,175 | ||||||||||||||||
24702RAK7 | DELL INC | 1.40 | 9/10/2013 | 5,200,000 | 5,195,643 | 5,220,872 | ||||||||||||||||
24702RAL5 | DELL INC | 2.30 | 9/10/2015 | 4,650,000 | 4,649,095 | 4,639,461 | ||||||||||||||||
247361ZH4 | DELTA AIR LINES INC. | 4.95 | 5/23/2019 | 147,852 | 147,852 | 147,482 | ||||||||||||||||
24736TAA5 | DELTA AIR LINES INC. | 7.75 | 12/17/2019 | 1,869,657 | 2,084,731 | 2,028,578 | ||||||||||||||||
25156PAL7 | DEUTSCHE TELEKOM INTL | 6.75 | 8/20/2018 | 3,800,000 | 4,583,642 | 4,484,791 | ||||||||||||||||
25243YAL3 | DIAGEO CAPITAL PLC | 5.20 | 1/30/2013 | 1,000,000 | 1,055,829 | 1,064,651 | ||||||||||||||||
25244SAD3 | DIAGEO FINANCE BV | 5.50 | 4/1/2013 | 4,500,000 | 4,778,381 | 4,841,057 | ||||||||||||||||
25459HAV7 | DIRECTV HOLDINGS LLC | 3.13 | 2/15/2016 | 12,125,000 | 12,118,266 | 12,275,189 | ||||||||||||||||
25459HAY1 | DIRECTV HOLDINGS LLC/DIRECTV F | 3.50 | 3/1/2016 | 2,000,000 | 1,996,427 | 2,055,792 |
Allied World Assurance Company Holdings, AG Securities Listing as at June 30, 2011 |
Cusip | Security Description | Coupon | Maturity | Par | Book Value $ | Market Value $ | ||||||||||||||||
25468PBX3 | WALT DISNEY | 6.38 | 3/1/2012 | 2,000,000 | 2,068,026 | 2,075,125 | ||||||||||||||||
260543CA9 | DOW CHEMICAL COMPANY THE | 5.90 | 2/15/2015 | 6,100,000 | 6,769,126 | 6,834,754 | ||||||||||||||||
26138EAK5 | DR PEPPER SNAPPLE GROUP INC | 1.70 | 12/21/2011 | 2,500,000 | 2,502,372 | 2,515,207 | ||||||||||||||||
263534BS7 | EI DUPONT DE NEMOURS & CO | 5.00 | 1/15/2013 | 768,000 | 805,838 | 817,067 | ||||||||||||||||
26483EAE0 | DUN & BRADSTREET CORPORATION T | 2.88 | 11/15/2015 | 1,500,000 | 1,495,300 | 1,501,092 | ||||||||||||||||
26875PAJ0 | EOG RESOURCES INC | 1.02 | 2/3/2014 | 3,000,000 | 3,000,000 | 3,028,500 | ||||||||||||||||
26882PBD3 | ERAC USA FINANCE COMPANY | 5.80 | 10/15/2012 | 2,122,000 | 2,221,331 | 2,247,454 | ||||||||||||||||
27876GBF4 | ECHOSTAR DBS CORP | 7.00 | 10/1/2013 | 5,000,000 | 5,382,863 | 5,362,500 | ||||||||||||||||
29264FAF3 | ENDO PHARMACEUTICALS HLDGS INC | 7.00 | 7/15/2019 | 1,000,000 | 1,000,000 | 1,020,000 | ||||||||||||||||
294429AH8 | EQUIFAX INC | 4.45 | 12/1/2014 | 2,000,000 | 2,007,832 | 2,130,879 | ||||||||||||||||
29444UAG1 | EQUINIX, INC. | 3.00 | 10/15/2014 | 1,440,000 | 1,411,524 | 1,607,256 | ||||||||||||||||
302182AF7 | EXPRESS SCRIPTS, INC. | 3.13 | 5/15/2016 | 5,775,000 | 5,752,406 | 5,800,336 | ||||||||||||||||
337738AK4 | FISERV INC | 3.13 | 6/15/2016 | 6,025,000 | 6,021,415 | 5,983,435 | ||||||||||||||||
345397VN0 | FORD MOTOR CREDIT COMPANY | 7.00 | 4/15/2015 | 7,000,000 | 7,595,517 | 7,577,500 | ||||||||||||||||
35177PAS6 | FRANCE TELECOM | 4.38 | 7/8/2014 | 400,000 | 434,739 | 434,548 | ||||||||||||||||
35671DAS4 | FREEPORT-MCMORAN COPPER & GOLD | 8.38 | 4/1/2017 | 7,750,000 | 8,431,333 | 8,447,500 | ||||||||||||||||
368266AN2 | GAZ CAPITAL FOR GAZPROM | 5.09 | 11/29/2015 | 2,750,000 | 2,750,000 | 2,867,700 | ||||||||||||||||
369550AK4 | GENERAL DYNAMICS CORPORATION | 4.25 | 5/15/2013 | 1,250,000 | 1,215,543 | 1,329,640 | ||||||||||||||||
369604AY9 | GENERAL ELEC CAP CO | 5.00 | 2/1/2013 | 500,000 | 521,749 | 531,224 | ||||||||||||||||
37331NAB7 | GEORGIA-PACIFIC CORPORATION | 5.40 | 11/1/2020 | 10,500,000 | 10,872,182 | 10,724,520 | ||||||||||||||||
37373UAA2 | GERDAU HOLDINGS INC | 7.00 | 1/20/2020 | 3,000,000 | 3,314,335 | 3,330,000 | ||||||||||||||||
37373WAA8 | METALURGICA GERDAU SA | 5.75 | 1/30/2021 | 3,300,000 | 3,397,746 | 3,307,701 | ||||||||||||||||
377372AC1 | GLAXOSK CAP INC | 4.85 | 5/15/2013 | 4,500,000 | 4,739,789 | 4,837,640 | ||||||||||||||||
404119BK4 | HCA INC | 7.25 | 9/15/2020 | 7,000,000 | 7,581,856 | 7,516,250 | ||||||||||||||||
406216AX9 | HALLIBURTON COMPANY | 6.15 | 9/15/2019 | 2,500,000 | 2,706,084 | 2,909,119 | ||||||||||||||||
41283DAA1 | HARLEY-DAVIDSON FUNDING CORPOR | 5.25 | 12/15/2012 | 2,500,000 | 2,550,411 | 2,617,302 | ||||||||||||||||
41283DAC7 | HARLEY-DAVIDSON INC | 5.75 | 12/15/2014 | 500,000 | 524,445 | 531,427 | ||||||||||||||||
428236AQ6 | HEWLETT-PACKARD COMPANY | 4.50 | 3/1/2013 | 4,000,000 | 4,182,202 | 4,240,130 | ||||||||||||||||
428236BK8 | HEWLETT-PACKARD COMPANY | 1.55 | 5/30/2014 | 1,250,000 | 1,249,648 | 1,253,853 | ||||||||||||||||
436440AA9 | HOLOGIC, INC. | 2.00 | 12/15/2037 | 6,450,000 | 6,059,174 | 6,256,500 | ||||||||||||||||
44107TAE6 | HOST MARRIOTT LP | 2.63 | 4/15/2027 | 4,650,000 | 4,604,850 | 4,705,800 | ||||||||||||||||
44841AAA6 | HUTCHISON WHAMPOA INTERNATIONA | 4.63 | 9/11/2015 | 6,100,000 | 6,560,532 | 6,481,371 | ||||||||||||||||
44920UAB4 | HYUNDAI CAP SVC | 6.00 | 5/5/2015 | 2,000,000 | 2,001,762 | 2,180,140 | ||||||||||||||||
451055AC1 | ICONIX BRAND GROUP INC | 2.50 | 6/1/2016 | 800,000 | 800,000 | 843,920 | ||||||||||||||||
452308AH2 | ILLINOIS TOOL WORKS INC. | 5.15 | 4/1/2014 | 1,000,000 | 1,034,806 | 1,106,764 | ||||||||||||||||
457985AH2 | INTEGRA LIFESCIENCES HLDGS COR | 2.38 | 6/1/2012 | 3,175,000 | 3,129,714 | 3,196,273 | ||||||||||||||||
458660AA5 | INTERDIGITAL INC | 2.50 | 3/15/2016 | 470,000 | 470,000 | 490,774 | ||||||||||||||||
459284AA3 | INTERNATIONAL CCE INC | 2.13 | 9/15/2015 | 3,000,000 | 2,990,639 | 2,960,423 | ||||||||||||||||
470355AC2 | JAMES RIVER COAL CO | 4.50 | 12/1/2015 | 450,000 | 429,651 | 506,925 | ||||||||||||||||
470355AE8 | JAMES RIVER COAL CO | 3.13 | 3/15/2018 | 2,970,000 | 2,936,003 | 2,955,750 | ||||||||||||||||
48203RAE4 | JUNIPER NETWORKS, INC. | 3.10 | 3/15/2016 | 7,850,000 | 7,837,325 | 7,967,921 | ||||||||||||||||
496902AD9 | KINROSS GOLD CORP | 1.75 | 3/15/2028 | 3,995,000 | 3,951,394 | 3,977,023 | ||||||||||||||||
50075NAX2 | KRAFT FOODS INC. | 6.75 | 2/19/2014 | 9,680,000 | 10,669,002 | 10,949,104 | ||||||||||||||||
535919AF1 | LIONS GATE ENTER | 2.94 | 10/15/2024 | 1,600,000 | 1,563,160 | 1,572,960 | ||||||||||||||||
552078BB2 | LYONDELL CHEMICAL COMPANY | 11.00 | 5/1/2018 | 8,700,000 | 9,663,615 | 9,700,500 | ||||||||||||||||
552953BJ9 | MGM MIRAGE | 11.13 | 11/15/2017 | 5,200,000 | 5,889,990 | 5,928,000 | ||||||||||||||||
579780AD9 | MCCORMICK & CO INC | 5.20 | 12/15/2015 | 1,500,000 | 1,463,000 | 1,660,695 | ||||||||||||||||
58155QAC7 | MCKESSON CORP | 3.25 | 3/1/2016 | 2,825,000 | 2,816,020 | 2,904,300 | ||||||||||||||||
582839AD8 | MEAD JOHNSON NUTRITION CO | 3.50 | 11/1/2014 | 2,000,000 | 2,000,278 | 2,090,208 | ||||||||||||||||
58405UAF9 | MEDCO HEALTH SOLUTIONS INC. | 2.75 | 9/15/2015 | 2,225,000 | 2,224,382 | 2,215,602 | ||||||||||||||||
585055AP1 | MEDTRONIC INC | 4.50 | 3/15/2014 | 2,750,000 | 2,815,052 | 2,981,514 | ||||||||||||||||
589331AP2 | MERCK & CO INC | 4.00 | 6/30/2015 | 1,000,000 | 1,011,387 | 1,078,195 | ||||||||||||||||
608753AB5 | MOLYCORP INC | 3.25 | 6/15/2016 | 730,000 | 730,000 | 849,538 | ||||||||||||||||
62875UAF2 | NBC UNIVERSAL | 3.65 | 4/30/2015 | 12,950,000 | 13,064,827 | 13,583,966 | ||||||||||||||||
62875UAM7 | NBC UNIVERSAL | 2.10 | 4/1/2014 | 3,500,000 | 3,499,636 | 3,547,668 | ||||||||||||||||
651290AK4 | NEWFIELD EXPL CO | 7.13 | 5/15/2018 | 2,150,000 | 2,304,310 | 2,284,375 | ||||||||||||||||
652482BG4 | NEWS AMERICA INC | 5.30 | 12/15/2014 | 10,000,000 | 9,954,416 | 11,117,146 | ||||||||||||||||
654742AA3 | NISSAN MOTOR ACCEPT CO | 3.25 | 1/30/2013 | 2,500,000 | 2,524,945 | 2,560,700 | ||||||||||||||||
66989PAA8 | NOVATEK FINANCE LIMITED | 5.33 | 2/3/2016 | 6,000,000 | 6,201,599 | 6,180,000 | ||||||||||||||||
670704AC9 | NUVASIVE INC | 2.75 | 7/1/2017 | 1,150,000 | 1,150,000 | 1,161,098 | ||||||||||||||||
675757AA6 | ODEBRECHT DRILL VIII/IX | 6.35 | 6/30/2021 | 2,000,000 | 2,126,946 | 2,085,860 | ||||||||||||||||
68268NAF0 | ONEOK, INC. | 3.25 | 2/1/2016 | 3,550,000 | 3,548,048 | 3,601,883 | ||||||||||||||||
693309AA4 | PE PAPER ESCROW GMBH | 12.00 | 8/1/2014 | 2,000,000 | 2,289,791 | 2,292,500 | ||||||||||||||||
70336TAA2 | PATRIOT COAL CORP | 3.25 | 5/31/2013 | 4,290,000 | 4,032,636 | 4,217,662 | ||||||||||||||||
706451BS9 | PEMEX PROJECT FUNDING MASTER T | 5.75 | 3/1/2018 | 1,250,000 | 1,382,132 | 1,368,750 | ||||||||||||||||
71645WAN1 | PETROBRAS INTERNATIONAL FINANC | 7.88 | 3/15/2019 | 4,300,000 | 5,331,039 | 5,158,789 | ||||||||||||||||
71645WAT8 | PETROBRAS INTERNATIONAL FINANC | 3.88 | 1/27/2016 | 2,250,000 | 2,243,011 | 2,290,504 | ||||||||||||||||
71654QAW2 | PETROLEOS MEXICANOS | 6.00 | 3/5/2020 | 3,600,000 | 4,006,328 | 3,933,000 | ||||||||||||||||
717081DA8 | PFIZER INC. | 5.35 | 3/15/2015 | 7,750,000 | 8,191,606 | 8,706,038 | ||||||||||||||||
718172AA7 | PHILIP MORRIS INTERNATIONAL IN | 5.65 | 5/16/2018 | 1,100,000 | 1,279,570 | 1,235,631 | ||||||||||||||||
718172AG4 | PHILIP MORRIS INTERNATIONAL IN | 6.88 | 3/17/2014 | 4,000,000 | 4,531,990 | 4,587,256 | ||||||||||||||||
718172AJ8 | PHILIP MORRIS INTERNATIONAL IN | 2.50 | 5/16/2016 | 2,400,000 | 2,383,971 | 2,393,764 | ||||||||||||||||
726505AF7 | PLAINS EXPLORATION & PRODUCTIO | 7.63 | 6/1/2018 | 2,000,000 | 2,145,299 | 2,100,000 | ||||||||||||||||
74005PAJ3 | PRAXAIR INC. | 6.38 | 4/1/2012 | 1,000,000 | 1,004,742 | 1,042,307 | ||||||||||||||||
74733LAC6 | QTEL INTERNATIONAL FINANCE LTD | 3.38 | 10/14/2016 | 6,100,000 | 6,118,810 | 6,092,680 | ||||||||||||||||
749121CA5 | QWEST COMMUNICATIONS INTERNATI | 8.00 | 10/1/2015 | 5,000,000 | 5,481,467 | 5,437,410 | ||||||||||||||||
74973WAA5 | RTI INTL METALS, INC. | 3.00 | 12/1/2015 | 210,000 | 210,000 | 270,575 | ||||||||||||||||
75281AAH2 | RANGE RESOURCES CORP | 7.50 | 10/1/2017 | 1,150,000 | 1,228,946 | 1,219,000 |
Allied World Assurance Company Holdings, AG Securities Listing as at June 30, 2011 |
Cusip | Security Description | Coupon | Maturity | Par | Book Value $ | Market Value $ | ||||||||||||||||
75281AAJ8 | RANGE RESOURCES CORP | 7.25 | 5/1/2018 | 2,150,000 | 2,302,164 | 2,265,563 | ||||||||||||||||
758202AF2 | REED ELSEVIER PLC | 7.75 | 1/15/2014 | 9,825,000 | 9,811,005 | 11,250,453 | ||||||||||||||||
767201AF3 | RIO TINTO FINANCE USA LIMITED | 8.95 | 5/1/2014 | 10,975,000 | 13,128,548 | 13,186,309 | ||||||||||||||||
767201AJ5 | RIO TINTO FINANCE USA LIMITED | 1.88 | 11/2/2015 | 1,600,000 | 1,598,869 | 1,574,237 | ||||||||||||||||
771196AQ5 | ROCHE HOLDINGS INC | 5.00 | 3/1/2014 | 3,150,000 | 3,258,933 | 3,448,227 | ||||||||||||||||
77509NAH6 | ROGERS CABLE INC. | 6.25 | 6/15/2013 | 625,000 | 669,705 | 685,644 | ||||||||||||||||
77509NAK9 | ROGERS COMMUN INC. | 5.50 | 3/15/2014 | 10,000,000 | 10,703,719 | 11,016,756 | ||||||||||||||||
78108AAA2 | RENTAL SERVICE CORP | 10.00 | 7/15/2017 | 4,025,000 | 4,522,255 | 4,487,875 | ||||||||||||||||
78355HJQ3 | RYDER SYSTEM INC. | 3.15 | 3/2/2015 | 1,050,000 | 1,049,636 | 1,070,923 | ||||||||||||||||
78355HJR1 | RYDER SYSTEM INC. | 3.50 | 6/1/2017 | 5,875,000 | 5,864,682 | 5,888,328 | ||||||||||||||||
78387GAP8 | AT&T INC | 5.10 | 9/15/2014 | 4,000,000 | 4,332,904 | 4,403,807 | ||||||||||||||||
78403DAB6 | SBA TOWER TRUST | 5.10 | 4/15/2042 | 5,300,000 | 5,665,522 | 5,618,971 | ||||||||||||||||
784216AB9 | SGS INTERNATIONL | 12.00 | 12/15/2013 | 2,350,000 | 2,422,126 | 2,408,750 | ||||||||||||||||
78572MAD7 | SABMILLER PLC | 6.50 | 7/1/2016 | 6,250,000 | 7,255,857 | 7,197,047 | ||||||||||||||||
790849AE3 | ST. JUDE MEDICAL INC. | 3.75 | 7/15/2014 | 5,353,000 | 5,680,579 | 5,691,141 | ||||||||||||||||
80105NAB1 | SANOFI-AVENTIS | 1.63 | 3/28/2014 | 1,000,000 | 998,744 | 1,011,112 | ||||||||||||||||
80105NAC9 | SANOFI AVENTIS | 0.56 | 3/28/2014 | 4,450,000 | 4,450,000 | 4,472,384 | ||||||||||||||||
822582AF9 | SHELL INTL FINAN | 4.00 | 3/21/2014 | 1,000,000 | 1,015,340 | 1,074,714 | ||||||||||||||||
822582AG7 | SHELL INTL FINAN | 1.30 | 9/22/2011 | 1,250,000 | 1,249,994 | 1,252,416 | ||||||||||||||||
82967NAA6 | SIRUS XM RADIO INC | 9.75 | 9/1/2015 | 2,950,000 | 3,274,500 | 3,245,000 | ||||||||||||||||
833034AC5 | SNAP-ON INCORPORATED | 6.25 | 8/15/2011 | 1,400,000 | 1,402,782 | 1,408,288 | ||||||||||||||||
84359YAB2 | SOUTHERN PACIFIC RESOURCE CORP | 6.00 | 6/30/2016 | 1,800,000 | 1,767,991 | 1,907,056 | ||||||||||||||||
858119AN0 | STEEL DYNAMICS, INC. | 7.75 | 4/15/2016 | 3,925,000 | 4,167,682 | 4,121,250 | ||||||||||||||||
878742AJ4 | TECK COMINCO LIMITED | 9.75 | 5/15/2014 | 6,100,000 | 7,327,194 | 7,381,000 | ||||||||||||||||
87938WAJ2 | TLEFONICA EMISNS | 4.95 | 1/15/2015 | 22,000,000 | 23,069,438 | 23,348,113 | ||||||||||||||||
88166CAA6 | TEVA PHARMACEUTICAL FINANCE II | 3.00 | 6/15/2015 | 13,875,000 | 13,861,135 | 14,256,519 | ||||||||||||||||
88166DAB2 | TEVA PHARMACEUTICAL FINANCE II | 0.75 | 3/21/2014 | 3,275,000 | 3,275,000 | 3,287,773 | ||||||||||||||||
883556AW2 | THERMO FISHER SCIENTIFIC INC | 2.05 | 2/21/2014 | 2,000,000 | 1,999,487 | 2,040,269 | ||||||||||||||||
887317AC9 | TIME WARNER INC | 5.88 | 11/15/2016 | 3,800,000 | 4,390,264 | 4,326,728 | ||||||||||||||||
88732JAH1 | TIME WARNER CABLE INC | 5.85 | 5/1/2017 | 3,800,000 | 4,315,960 | 4,240,392 | ||||||||||||||||
88732JAK4 | TIME WARNER CABLE INC | 6.20 | 7/1/2013 | 2,500,000 | 2,678,496 | 2,737,752 | ||||||||||||||||
88732JAR9 | TIME WARNER CABLE INC | 7.50 | 4/1/2014 | 1,500,000 | 1,659,974 | 1,728,710 | ||||||||||||||||
88732JAW8 | TIME WARNER CABLE INC | 5.00 | 2/1/2020 | 1,050,000 | 1,062,572 | 1,088,659 | ||||||||||||||||
8935268Y2 | TRANSCANADA PIPELINES LIMITED | 7.13 | 1/15/2019 | 1,800,000 | 2,276,239 | 2,197,275 | ||||||||||||||||
893526CC5 | TRANSCANADA PIPELINES LIMITED | 8.63 | 5/15/2012 | 11,675,000 | 12,031,147 | 12,434,909 | ||||||||||||||||
89378TAB9 | TRANSNET LTD | 4.50 | 2/10/2016 | 5,950,000 | 5,919,183 | 6,140,876 | ||||||||||||||||
893830AX7 | TRANSOCEAN INC | 4.95 | 11/15/2015 | 4,200,000 | 4,541,398 | 4,496,334 | ||||||||||||||||
902133AF4 | TYCO ELECTRONICS | 6.55 | 10/1/2017 | 4,050,000 | 4,614,409 | 4,760,948 | ||||||||||||||||
907818CV8 | UNION PACIFIC CO | 4.88 | 1/15/2015 | 1,150,000 | 1,155,710 | 1,250,624 | ||||||||||||||||
91911TAF0 | VALE OVERSEAS LIMITED | 6.25 | 1/11/2016 | 4,300,000 | 4,858,739 | 4,865,021 | ||||||||||||||||
91913YAQ3 | VALERO ENERGY CORPORATION | 4.50 | 2/1/2015 | 325,000 | 324,361 | 346,488 | ||||||||||||||||
92343VAY0 | VERIZON COMMUNICATIONS INC. | 3.00 | 4/1/2016 | 11,500,000 | 11,443,058 | 11,664,498 | ||||||||||||||||
92343VAZ7 | VERIZON COMMUNICATIONS INC. | 0.86 | 3/28/2014 | 6,700,000 | 6,700,000 | 6,762,712 | ||||||||||||||||
92344SAK6 | CELLCO PARTNERSHIP/VERIZON WIR | 8.50 | 11/15/2018 | 15,700,000 | 21,157,627 | 20,313,080 | ||||||||||||||||
92344SAP5 | CELLCO PARTNERSHIP/VERIZON WIR | 5.55 | 2/1/2014 | 4,000,000 | 4,359,638 | 4,406,633 | ||||||||||||||||
92857WAK6 | VODAFONE GROUP PLC | 5.75 | 3/15/2016 | 4,700,000 | 5,211,464 | 5,316,666 | ||||||||||||||||
92857WAP5 | VODAFONE GROUP PLC | 5.63 | 2/27/2017 | 9,300,000 | 9,928,803 | 10,413,563 | ||||||||||||||||
92857WAS9 | VODAFONE GROUP PLC | 5.45 | 6/10/2019 | 2,750,000 | 3,178,019 | 3,023,253 | ||||||||||||||||
931142DA8 | WAL-MART STORES INC | 1.63 | 4/15/2014 | 4,600,000 | 4,588,400 | 4,660,859 | ||||||||||||||||
947075AD9 | WEATHERFORD INTL INC | 6.00 | 3/15/2018 | 5,347,000 | 5,816,773 | 5,917,807 | ||||||||||||||||
94770VAE2 | WEBMD HEALTH CORP | 2.50 | 1/31/2018 | 1,150,000 | 1,139,213 | 1,104,748 | ||||||||||||||||
94770VAG7 | WEBMD HEALTH CORP | 2.25 | 3/31/2016 | 4,680,000 | 4,595,683 | 4,444,362 | ||||||||||||||||
980888AC5 | WOOLWORTHS LTD | 2.55 | 9/22/2015 | 2,750,000 | 2,747,255 | 2,751,402 | ||||||||||||||||
98235TAA5 | WRIGHT MEDICAL GRP INC. | 2.63 | 12/1/2014 | 3,220,000 | 3,007,432 | 3,232,558 | ||||||||||||||||
982526AF2 | WM. WRIGLEY JR. COMPANY | 2.45 | 6/28/2012 | 2,000,000 | 1,999,669 | 2,018,362 | ||||||||||||||||
983024AA8 | WYETH | 5.50 | 3/15/2013 | 5,000,000 | 5,190,420 | 5,382,696 | ||||||||||||||||
984121BS1 | XEROX CREDIT CORPORATION | 5.50 | 5/15/2012 | 1,550,000 | 1,596,365 | 1,612,196 | ||||||||||||||||
Q7264TAC8 | PALADIN ENERGY LTD | 3.63 | 11/4/2015 | 2,300,000 | 2,176,382 | 1,998,293 | ||||||||||||||||
813,168,053 | 860,695,564 | 876,067,184 | ||||||||||||||||||||
Corporate Securities — Utilities | ||||||||||||||||||||||
037735CQ8 | APPALACHIAN POWER COMPANY | 3.40 | 5/24/2015 | 1,075,000 | 1,072,649 | 1,098,369 | ||||||||||||||||
13134YAD9 | CALPINE CONSTRUCTION FINANCE C | 8.00 | 6/1/2016 | 5,700,000 | 6,148,312 | 6,084,750 | ||||||||||||||||
15135UAB5 | CENOVUS ENERGY INC | 4.50 | 9/15/2014 | 1,350,000 | 1,349,184 | 1,464,703 | ||||||||||||||||
15234QAJ7 | ELETROBRAS | 6.88 | 7/30/2019 | 5,000,000 | 5,698,302 | 5,633,221 | ||||||||||||||||
202795HW3 | COMMONWEALTH EDISON COMPANY | 1.63 | 1/15/2014 | 1,600,000 | 1,598,023 | 1,611,283 | ||||||||||||||||
209111DZ3 | CONSOLIDATED EDISON CO OF NY | 5.63 | 7/1/2012 | 550,000 | 544,491 | 577,152 | ||||||||||||||||
209111EA7 | CONSOLIDATED EDISON CO OF NY | 4.88 | 2/1/2013 | 3,000,000 | 3,148,225 | 3,169,274 | ||||||||||||||||
209111EX7 | CONSOLIDATED EDISON CO OF NY | 6.65 | 4/1/2019 | 4,589,000 | 5,647,227 | 5,490,824 | ||||||||||||||||
22282EAA0 | COVANTA HOLDING CORP | 1.00 | 2/1/2027 | 2,880,000 | 2,742,633 | 2,873,039 | ||||||||||||||||
264399EQ5 | DUKE ENERGY CORP | 6.30 | 2/1/2014 | 15,150,000 | 15,606,798 | 16,907,283 | ||||||||||||||||
291011AT1 | EMERSON ELECTRIC CO | 4.50 | 5/1/2013 | 1,000,000 | 984,526 | 1,066,937 | ||||||||||||||||
29268BAE1 | ENEL FINANCE INTERNATIONAL SA | 5.13 | 10/7/2019 | 11,000,000 | 10,958,321 | 11,137,326 | ||||||||||||||||
29364GAE3 | ENTERGY CORPORATION | 3.63 | 9/15/2015 | 1,500,000 | 1,530,525 | 1,524,450 | ||||||||||||||||
302570AV8 | FPL GROUP CAPITAL INC | 5.63 | 9/1/2011 | 1,000,000 | 998,286 | 1,007,650 | ||||||||||||||||
340711AQ3 | FL GAS TSMN CO | 7.90 | 5/15/2019 | 7,000,000 | 8,336,754 | 8,610,492 | ||||||||||||||||
340711AR1 | FL GAS TSMN CO | 4.00 | 7/15/2015 | 700,000 | 699,894 | 730,318 | ||||||||||||||||
373334FN6 | GEORGIA POWER COMPANY | 5.13 | 11/15/2012 | 1,250,000 | 1,248,288 | 1,317,760 |
Allied World Assurance Company Holdings, AG Securities Listing as at June 30, 2011 |
Cusip | Security Description | Coupon | Maturity | Par | Book Value $ | Market Value $ | ||||||||||||||||
373334JM4 | GEORGIA POWER COMPANY | 6.00 | 11/1/2013 | 1,000,000 | 1,090,949 | 1,108,543 | ||||||||||||||||
391164AD2 | GREAT PLAINS ENERGY INCORPORAT | 2.75 | 8/15/2013 | 3,000,000 | 2,999,015 | 3,039,377 | ||||||||||||||||
45138LAK9 | IDAHO POWER COMPANY | 4.75 | 11/15/2012 | 1,750,000 | 1,725,563 | 1,837,220 | ||||||||||||||||
461070AH7 | INTERSTATE POWER & LIGHT CO | 3.30 | 6/15/2015 | 3,000,000 | 2,992,612 | 3,081,900 | ||||||||||||||||
494550AU0 | KINDER MORGAN ENERGY PARTNERS | 6.00 | 2/1/2017 | 2,000,000 | 2,186,090 | 2,250,800 | ||||||||||||||||
494550AZ9 | KINDER MORGAN ENERGY PARTNERS | 9.00 | 2/1/2019 | 4,500,000 | 5,635,671 | 5,735,978 | ||||||||||||||||
494550BB1 | KINDER MORGAN ENERGY PARTNERS | 6.85 | 2/15/2020 | 2,145,000 | 2,430,836 | 2,492,135 | ||||||||||||||||
494550BE5 | KINDER MORGAN ENERGY PARTNERS | 5.30 | 9/15/2020 | 1,375,000 | 1,374,464 | 1,440,366 | ||||||||||||||||
50064YAB9 | KOREA HYDRO | 3.13 | 9/16/2015 | 6,100,000 | 6,171,693 | 6,042,607 | ||||||||||||||||
559080AA4 | MAGELLAN MIDSTREAM PARTNERS LP | 6.45 | 6/1/2014 | 10,550,000 | 10,308,949 | 11,892,213 | ||||||||||||||||
570506AH8 | MARKWEST ENERGY PARTNERS L.P. | 8.75 | 4/15/2018 | 1,650,000 | 1,822,998 | 1,790,250 | ||||||||||||||||
595620AD7 | MIDAMERICAN ENERGY HOLDINGS CO | 4.65 | 10/1/2014 | 25,800,000 | 25,919,751 | 28,246,169 | ||||||||||||||||
629377AX0 | NRG ENERGY INC | 7.38 | 1/15/2017 | 650,000 | 685,014 | 680,875 | ||||||||||||||||
65504LAB3 | NOBLE HOLDING INTERNATIONAL CA | 3.45 | 8/1/2015 | 825,000 | 825,000 | 851,771 | ||||||||||||||||
67021CAB3 | NSTAR ELEC CO | 4.88 | 4/15/2014 | 5,000,000 | 5,195,039 | 5,424,581 | ||||||||||||||||
674599BZ7 | OCCIDENTAL PETROLEUM | 2.50 | 2/1/2016 | 5,000,000 | 4,997,375 | 5,052,610 | ||||||||||||||||
69331CAE8 | PG&E CORPORATION | 5.75 | 4/1/2014 | 10,000,000 | 9,968,710 | 10,986,493 | ||||||||||||||||
69353UAB7 | PPL WEM HOLDINGS PLC | 3.90 | 5/1/2016 | 5,675,000 | 5,669,228 | 5,811,237 | ||||||||||||||||
694308GP6 | PACIFIC GAS AND ELECTRIC CO | 6.25 | 12/1/2013 | 13,000,000 | 12,950,125 | 14,406,345 | ||||||||||||||||
695114BU1 | PACIFICORP | 6.90 | 11/15/2011 | 1,000,000 | 1,001,870 | 1,023,046 | ||||||||||||||||
737679CW8 | POTOMAC ELECTRIC POWER COMPANY | 4.95 | 11/15/2013 | 1,200,000 | 1,126,667 | 1,301,532 | ||||||||||||||||
743263AM7 | PROGRESS ENERGY INC. | 6.05 | 3/15/2014 | 10,000,000 | 10,123,473 | 11,119,478 | ||||||||||||||||
744448BU4 | PUBLIC SERVICE COLORADO | 7.88 | 10/1/2012 | 1,070,000 | 1,064,344 | 1,162,345 | ||||||||||||||||
74456QAW6 | PUBLIC SERVICE ELECTRIC & GAS | 2.70 | 5/1/2015 | 1,075,000 | 1,073,488 | 1,088,432 | ||||||||||||||||
748356AA0 | QUESTAR CORP | 2.75 | 2/1/2016 | 1,200,000 | 1,198,197 | 1,207,359 | ||||||||||||||||
779382AN0 | ROWAN CO | 5.00 | 9/1/2017 | 1,625,000 | 1,617,762 | 1,716,881 | ||||||||||||||||
816851AR0 | SEMPRA ENERGY | 1.01 | 3/15/2014 | 4,000,000 | 4,000,000 | 4,014,360 | ||||||||||||||||
842434CA8 | SOUTHERN CALIFORNIA GAS CO | 4.80 | 10/1/2012 | 700,000 | 690,629 | 735,588 | ||||||||||||||||
842587CE5 | SOUTHERN COMPANY | 4.15 | 5/15/2014 | 10,575,000 | 10,584,749 | 11,178,569 | ||||||||||||||||
842587CG0 | SOUTHERN COMPANY | 2.38 | 9/15/2015 | 400,000 | 406,751 | 397,903 | ||||||||||||||||
84755TAB3 | SPECTRA ENERGY CAPITAL LLC | 5.90 | 9/15/2013 | 2,650,000 | 2,812,202 | 2,876,992 | ||||||||||||||||
893526DH3 | TRANSCANADA PIPELINES LIMITED | 3.40 | 6/1/2015 | 4,250,000 | 4,249,338 | 4,442,496 | ||||||||||||||||
89352HAA7 | TRANS-CANADA PIPELINES | 4.00 | 6/15/2013 | 5,300,000 | 5,293,862 | 5,570,807 | ||||||||||||||||
89354FAE1 | TRANSCAPITALINVEST LTD FOR OJS | 8.70 | 8/7/2018 | 1,700,000 | 2,076,252 | 2,078,250 | ||||||||||||||||
947074AJ9 | WEATHERFORD INTL, INC. | 6.35 | 6/15/2017 | 2,000,000 | 2,198,993 | 2,280,156 | ||||||||||||||||
94707VAA8 | WEATHERFORD INTL, INC. | 5.13 | 9/15/2020 | 1,650,000 | 1,647,840 | 1,676,133 | ||||||||||||||||
96950FAB0 | WILLIAMS PRTNRS | 3.80 | 2/15/2015 | 5,000,000 | 5,010,600 | 5,213,650 | ||||||||||||||||
976656CA4 | WISCONSIN ELECTRIC POWER CO | 6.00 | 4/1/2014 | 4,500,000 | 5,010,306 | 5,009,680 | ||||||||||||||||
227,259,000 | 234,448,847 | 246,569,960 | ||||||||||||||||||||
Asset Backed Securities — Credit Cards | ||||||||||||||||||||||
05522RAB4 | BACCT | 0.23 | 12/15/2016 | 10,000,000 | 9,961,637 | 9,954,230 | ||||||||||||||||
05522RBF4 | BACCT | 0.26 | 12/15/2016 | 2,750,000 | 2,731,069 | 2,739,930 | ||||||||||||||||
06423RAV8 | BOIT | 0.44 | 1/15/2016 | 2,250,000 | 2,252,306 | 2,253,834 | ||||||||||||||||
126802BJ5 | CABELAS MASTER CREDIT CARD TRU | 1.64 | 1/16/2018 | 13,925,000 | 14,395,847 | 14,406,387 | ||||||||||||||||
126802BM8 | CABMT_10-IA | 2.29 | 9/17/2018 | 2,000,000 | 1,999,257 | 2,009,620 | ||||||||||||||||
126802BR7 | CABMT_10-IA | 2.39 | 6/17/2019 | 3,000,000 | 2,999,431 | 2,997,188 | ||||||||||||||||
126802BS5 | CABMT_10-IA | 0.79 | 6/17/2019 | 3,500,000 | 3,500,000 | 3,500,000 | ||||||||||||||||
14041NBG5 | COMET | 0.40 | 12/15/2016 | 8,460,000 | 8,466,548 | 8,453,285 | ||||||||||||||||
161571AA2 | CHASE ISSURANCE TRUST 04_A8 | 0.31 | 9/15/2015 | 3,250,000 | 3,245,99 | 1 3,249,497 | ||||||||||||||||
161571CH5 | CHAIT | 5.12 | 10/15/2014 | 8,600,000 | 9,022,403 | 9,096,212 | ||||||||||||||||
161571DD3 | CHAIT | 1.75 | 9/15/2015 | 10,750,000 | 11,060,451 | 11,069,692 | ||||||||||||||||
17305EER2 | CCCIT | 2.25 | 12/23/2014 | 10,000,000 | 10,067,923 | 10,231,167 | ||||||||||||||||
55264TDX6 | MBNA CREDIT CARD MASTER NOTE T | 0.25 | 10/15/2015 | 750,000 | 747,851 | 748,731 | ||||||||||||||||
79,235,000 | 80,450,713 | 80,709,773 | ||||||||||||||||||||
Asset Backed Securities — Auto | ||||||||||||||||||||||
02005ABB3 | ALLY MASTER OWNER TRUST AMOT_1 | 1.06 | 1/15/2016 | 13,000,000 | 13,000,000 | 13,056,420 | ||||||||||||||||
02005TAD9 | ALLYA_11-1 | 2.23 | 3/15/2016 | 6,000,000 | 5,999,492 | 6,112,853 | ||||||||||||||||
03064NAD8 | AMERICREDIT AUTOMOBILE RECEIVA | 1.61 | 10/8/2015 | 3,750,000 | 3,749,748 | 3,740,756 | ||||||||||||||||
06052FAC4 | BAAT_09-2 | 2.13 | 9/15/2013 | 11,728,368 | 11,728,334 | 11,813,566 | ||||||||||||||||
06052MAC9 | BAAT | 1.31 | 7/15/2014 | 2,300,000 | 2,299,967 | 2,311,730 | ||||||||||||||||
09657MAC2 | BMWLT_10-1 | 1.39 | 4/25/2014 | 1,350,000 | 1,349,986 | 1,359,297 | ||||||||||||||||
14313CAC0 | CARMX_10-1 | 1.56 | 7/15/2014 | 1,500,000 | 1,499,912 | 1,509,270 | ||||||||||||||||
14313EAC6 | CARMX_10-2 | 1.41 | 2/16/2015 | 10,000,000 | 9,999,894 | 10,086,600 | ||||||||||||||||
34529GAF2 | FORDO_09-D | 2.17 | 10/15/2013 | 21,831,209 | 21,830,410 | 22,025,478 | ||||||||||||||||
34529HAC7 | FORDO | 1.51 | 1/15/2014 | 2,284,156 | 2,284,015 | 2,295,577 | ||||||||||||||||
34529PAC9 | FORDO_11-A | 0.97 | 1/15/2015 | 3,500,000 | 3,499,605 | 3,509,489 | ||||||||||||||||
34529QAC7 | FORDL_11-A | 1.03 | 7/15/2014 | 3,600,000 | 3,599,883 | 3,600,000 | ||||||||||||||||
41283KAC1 | HDMOT_10-1 | 1.16 | 2/15/2015 | 3,650,000 | 3,649,629 | 3,659,271 | ||||||||||||||||
43812BAG8 | HAROT_10-1 | 1.25 | 10/21/2013 | 2,356,181 | 2,356,045 | 2,366,489 | ||||||||||||||||
43812WAC1 | HONDA AUTO RECIEVABLES OWNER T | 2.31 | 5/15/2013 | 978,432 | 985,294 | 986,278 | ||||||||||||||||
43813TAD5 | HAROT_11-1 | 1.80 | 4/17/2017 | 2,500,000 | 2,499,400 | 2,529,782 | ||||||||||||||||
44923YAC1 | HART_10-B | 0.97 | 4/15/2015 | 2,150,000 | 2,149,747 | 2,146,345 | ||||||||||||||||
44924CAA2 | HCAF_10-8A | 1.19 | 9/20/2016 | 2,275,000 | 2,225,890 | 2,260,099 | ||||||||||||||||
587682AC9 | MBART_10-A | 1.42 | 8/15/2014 | 1,050,000 | 1,049,898 | 1,058,584 | ||||||||||||||||
98158KAD1 | WORLD OMNI AUTO RECEIVABLES TR | 1.91 | 4/16/2016 | 6,200,000 | 6,199,733 | 6,257,908 | ||||||||||||||||
102,003,347 | 101,956,879 | 102,685,790 | ||||||||||||||||||||
Allied World Assurance Company Holdings, AG Securities Listing as at June 30, 2011 |
Cusip | Security Description | Coupon | Maturity | Par | Book Value $ | Market Value $ | ||||||||||||||||
Asset Backed Securities — Student Loans | ||||||||||||||||||||||
00432CAZ4 | AGSL_03-1 | 0.73 | 12/26/2035 | 4,100,000 | 3,724,467 | 3,623,883 | ||||||||||||||||
00432CBB6 | AGSL_03-1 | 0.40 | 12/26/2035 | 3,600,000 | 3,234,108 | 3,182,616 | ||||||||||||||||
00432CBP5 | AGSL_03-1 | 1.76 | 12/27/2032 | 5,350,000 | 4,752,717 | 4,739,116 | ||||||||||||||||
041150DJ9 | ASLA_10-1 | 1.21 | 11/25/2043 | 6,990,377 | 6,925,243 | 6,941,305 | ||||||||||||||||
10620NCG1 | BRHEA_05-2 | 1.06 | 2/25/2030 | 12,800,000 | 12,633,060 | 12,800,128 | ||||||||||||||||
10620NCK2 | BRAZOS HIGHER EDUCATION AUTHOR | 1.10 | 7/25/2029 | 5,100,000 | 5,048,570 | 5,048,970 | ||||||||||||||||
194262CD1 | COLLE_04-1 | 0.43 | 4/25/2021 | 17,219,723 | 17,196,481 | 17,143,957 | ||||||||||||||||
28140VAB9 | EFCT_04-1 | 0.41 | 12/15/2022 | 4,383,415 | 4,338,231 | 4,354,704 | ||||||||||||||||
36156HAV0 | GCOE_06-1 | 0.39 | 5/25/2025 | 7,100,000 | 6,372,250 | 6,891,473 | ||||||||||||||||
429827AB4 | HEF_10-401 | 1.64 | 1/1/2044 | 2,100,000 | 1,786,010 | 1,864,787 | ||||||||||||||||
429827AE8 | HIGHER EDUCATION FUNDING HEF_0 | — | 1/1/2044 | 2,100,000 | 1,780,499 | 1,864,787 | ||||||||||||||||
429827AF5 | HEF_10-401 | 1.76 | 1/1/2044 | 2,100,000 | 1,774,368 | 1,864,787 | ||||||||||||||||
429827AJ7 | HIGHER EDUCATION FUNDING HEF_0 | 0.41 | 1/1/2044 | 2,100,000 | 1,774,663 | 1,864,787 | ||||||||||||||||
429827AK4 | HIGHER EDUCATION FUNDING HEF_0 | 0.15 | 1/1/2044 | 2,300,000 | 1,934,286 | 2,042,444 | ||||||||||||||||
429827AN8 | HEF_04-1 | 4.40 | 1/1/2044 | 2,100,000 | 1,754,860 | 1,864,840 | ||||||||||||||||
429827AQ1 | HEF_04-1 | — | 1/1/2044 | 2,950,000 | 2,444,341 | 2,656,059 | ||||||||||||||||
57563NAA6 | MEFA | 1.22 | 4/25/2038 | 4,062,706 | 4,045,193 | 4,077,576 | ||||||||||||||||
698475AM2 | PPHEA_10-2 | 1.38 | 10/1/2035 | 7,814,183 | 7,814,183 | 7,916,628 | ||||||||||||||||
71722TAF1 | PHEAA_04-1 | 1.75 | 4/25/2044 | 2,000,000 | 1,828,058 | 1,870,000 | ||||||||||||||||
71722TAG9 | PHEAA_04-1 | 1.69 | 4/25/2044 | 6,000,000 | 5,506,937 | 5,490,000 | ||||||||||||||||
78442GHZ2 | SLMA | 1.64 | 12/15/2016 | 7,000,000 | 7,000,000 | 6,997,813 | ||||||||||||||||
78442GJA5 | SLM STUDENT LOAN TR 2003-10A | 1.64 | 12/15/2016 | 1,700,000 | 1,700,000 | 1,699,469 | ||||||||||||||||
78442GJD9 | SLM STUDENT LOAN TR 2003-10A | 1.64 | 12/15/2016 | 7,100,000 | 7,053,647 | 7,097,781 | ||||||||||||||||
78442GQR0 | SLMA | 1.02 | 1/25/2028 | 425,000 | 415,739 | 417,058 | ||||||||||||||||
78445DAA8 | SLMA_09-B | 6.19 | 7/15/2042 | 16,005,107 | 15,689,707 | 15,237,489 | ||||||||||||||||
78446JAA4 | SLM STUDENT LOAN TRUST SLMA_11 | 0.79 | 11/25/2027 | 3,500,000 | 3,493,292 | 3,485,300 | ||||||||||||||||
83149TAA2 | SLMA_09-D | 3.50 | 8/17/2043 | 9,773,688 | 9,825,044 | 9,791,422 | ||||||||||||||||
83715AAK5 | SOUTH CAROLINA STUDENT LN CORP | 0.72 | 1/25/2021 | 6,974,750 | 6,962,922 | 6,962,893 | ||||||||||||||||
86386MAY0 | STUDENT LOAN CON | 1.41 | 10/25/2027 | 80,867,144 | 80,867,144 | 80,867,055 | ||||||||||||||||
235,616,093 | 229,676,017 | 230,659,126 | ||||||||||||||||||||
Asset Backed Securities — Other | ||||||||||||||||||||||
041239CD4 | ARKLE06-1A | 1.66 | 5/17/2060 | 5,000,000 | 5,000,000 | 5,003,000 | ||||||||||||||||
12612AAC6 | CNH_09-C | 1.85 | 12/16/2013 | 883,942 | 883,937 | 886,605 | ||||||||||||||||
12612BAC4 | CNH_10-A | 1.54 | 7/15/2014 | 1,222,711 | 1,222,620 | 1,228,900 | ||||||||||||||||
12621UAC1 | CNH_10-B | 1.03 | 11/17/2014 | 5,000,000 | 4,999,307 | 5,013,700 | ||||||||||||||||
12621UAD9 | CNH_10-B | 1.74 | 1/17/2017 | 4,750,000 | 4,749,111 | 4,789,805 | ||||||||||||||||
15200MAA5 | CNP | 4.19 | 2/1/2020 | 2,919,220 | 3,120,953 | 3,161,662 | ||||||||||||||||
15200NAA3 | CNP | 1.83 | 2/15/2016 | 1,999,732 | 1,999,716 | 2,022,796 | ||||||||||||||||
15200NAB1 | CNP | 3.46 | 8/15/2019 | 2,400,000 | 2,482,862 | 2,490,988 | ||||||||||||||||
29365KAA1 | ETI | 2.12 | 2/1/2016 | 1,140,565 | 1,140,536 | 1,159,990 | ||||||||||||||||
34988WAF1 | FOSSM_11-1A | 1.62 | 10/18/2054 | 10,700,000 | 10,700,000 | 10,708,560 | ||||||||||||||||
36829KAC2 | GESET | 1.92 | 7/15/2016 | 2,581,765 | 2,581,684 | 2,590,439 | ||||||||||||||||
36830HAC6 | GE EQUIPMENT SMALL TICKET LLC | 1.45 | 1/21/2018 | 1,700,000 | 1,699,780 | 1,710,336 | ||||||||||||||||
43641NBC7 | HMI | 1.68 | 10/15/2054 | 4,700,000 | 4,700,000 | 4,706,110 | ||||||||||||||||
477874AC5 | JDOT_09 | 2.59 | 10/15/2013 | 770,104 | 774,183 | 774,787 | ||||||||||||||||
47787AAD9 | JDOT_10-A | 1.32 | 5/15/2014 | 1,450,000 | 1,449,897 | 1,457,395 | ||||||||||||||||
493897AB8 | KDRE | 0.31 | 12/10/2043 | 111,458 | 107,951 | 98,083 | ||||||||||||||||
57164XAA7 | MVCOT 2009-2A | 4.81 | 7/20/2031 | 6,095,302 | 6,095,222 | 6,290,596 | ||||||||||||||||
62888VAB4 | NCUA GUARANTEED NOTES | 1.84 | 10/7/2020 | 1,700,333 | 1,700,196 | 1,719,189 | ||||||||||||||||
693401AE1 | PERF | 4.47 | 12/25/2014 | 2,900,000 | 3,018,838 | 3,039,392 | ||||||||||||||||
75953MAD2 | CENTERPOINT ENERGY TRANSITION | 5.63 | 9/15/2015 | 5,426,137 | 5,708,295 | 5,749,313 | ||||||||||||||||
826502AA4 | SRFC | 5.27 | 3/20/2019 | 492,274 | 502,242 | 512,896 | ||||||||||||||||
82651AAA5 | SRFC | 5.37 | 9/20/2019 | 1,283,669 | 1,312,175 | 1,347,197 | ||||||||||||||||
82651KAA3 | SRFC | 4.52 | 8/20/2026 | 1,075,378 | 1,075,313 | 1,075,701 | ||||||||||||||||
Z914HKQ87 | GFUND_11-1 | 2.29 | 4/24/2047 | 4,800,000 | 7,693,148 | 7,755,402 | ||||||||||||||||
71,102,591 | 74,717,966 | 75,292,843 | ||||||||||||||||||||
Asset Backed Securities — CLO | ||||||||||||||||||||||
00083VAA9 | ACASC_07-1 | 0.50 | 4/20/2021 | 6,750,000 | 6,040,603 | 6,291,641 | ||||||||||||||||
04010HAB8 | ARES CLO FUNDS ARES | 0.49 | 9/18/2017 | 4,468,230 | 4,416,758 | 4,371,810 | ||||||||||||||||
04010HAC6 | ARES_05-10A | 0.49 | 9/18/2017 | 11,548,219 | 11,427,424 | 11,299,020 | ||||||||||||||||
04011XAB2 | ARES | 0.51 | 2/24/2018 | 17,943,802 | 16,474,989 | 17,541,502 | ||||||||||||||||
04011XAC0 | ARES | 0.51 | 2/24/2018 | 19,167,243 | 17,553,173 | 18,448,471 | ||||||||||||||||
042423AA1 | ARMST | 0.82 | 8/1/2016 | 1,715,407 | 1,669,553 | 1,712,026 | ||||||||||||||||
14308VAA9 | CARLYLE HIGH YIELD PARTNERS | 0.64 | 8/11/2016 | 12,191,229 | 11,869,973 | 11,987,197 | ||||||||||||||||
158715AA0 | CHAMPLAIN CLO LTD CHAM_04-1A | 0.63 | 6/15/2016 | 3,731,613 | 3,619,822 | 3,647,924 | ||||||||||||||||
16208NAA3 | CHAT | 0.52 | 8/3/2019 | 29,707,265 | 27,324,272 | 28,835,327 | ||||||||||||||||
33736EAA9 | FIRST CLO LTD | 0.62 | 7/27/2016 | 934,565 | 921,280 | 923,444 | ||||||||||||||||
33736TAB4 | FRST_04-2A1 | 0.56 | 12/14/2016 | 4,143,460 | 4,069,988 | 4,039,873 | ||||||||||||||||
35165WAB2 | FOXE_03-1A | 1.15 | 12/15/2015 | 113,380 | 113,027 | 113,188 | ||||||||||||||||
363206AF0 | GALE | 0.51 | 4/19/2021 | 10,000,000 | 8,948,620 | 9,457,260 | ||||||||||||||||
482474AA1 | KKR FINANCIAL CLO LTD KKR_05-1 | 0.54 | 4/26/2017 | 1,000,000 | 921,545 | 965,000 | ||||||||||||||||
48248CAA2 | KKR FINANCIAL CLO LTD KKR_07-1 | 0.61 | 5/15/2021 | 12,619,306 | 11,787,230 | 11,672,858 | ||||||||||||||||
51506DAA1 | LANDM_04-1A | 0.60 | 12/15/2016 | 16,195,618 | 15,386,262 | 15,812,348 | ||||||||||||||||
51506JAA8 | LANDM_05-1A | 0.55 | 6/1/2017 | 4,928,783 | 4,685,052 | 4,763,176 | ||||||||||||||||
69510WAA5 | PCDO | 0.53 | 1/26/2020 | 5,738,617 | 5,480,954 | 5,494,726 | ||||||||||||||||
730018AA6 | PLMR_10-1A | 1.76 | 2/16/2019 | 3,128,924 | 3,128,924 | 3,126,734 | ||||||||||||||||
97314VAA6 | WIND RIVER CLO LTD WINDR_04-1A | 0.58 | 12/19/2016 | 2,461,546 | 2,398,469 | 2,393,853 | ||||||||||||||||
BRS6DUE27 | STANFIELD VEYRON | 0.50 | 7/15/2018 | 25,000,000 | 24,169,994 | 24,497,900 |
Allied World Assurance Company Holdings, AG Securities Listing as at June 30, 2011 |
Cusip | Security Description | Coupon | Maturity | Par | Book Value $ | Market Value $ | ||||||||||||||||
G6843PAA3 | PCDO_04-4X | 0.61 | 2/15/2017 | 2,854,996 | 2,788,196 | 2,793,614 | ||||||||||||||||
196,342,204 | 185,196,108 | 190,188,893 | ||||||||||||||||||||
State and Municipal | ||||||||||||||||||||||
04057PFH6 | ARIZONA SCH FACS BRD CTFS PART | 5.00 | 9/1/2019 | 1,775,000 | 1,703,522 | 1,845,219 | ||||||||||||||||
040654MP7 | ARIZONA ST TRANSN BRD | 5.00 | 7/1/2020 | 500,000 | 483,122 | 551,365 | ||||||||||||||||
058508AN2 | BALL ST UNIV IND | 5.00 | 7/1/2018 | 1,900,000 | 1,880,513 | 2,076,016 | ||||||||||||||||
13063BFQ0 | CALIFORNIA ST | 5.75 | 3/1/2017 | 17,000,000 | 17,522,371 | 18,518,780 | ||||||||||||||||
181059BM7 | CLARK CNTY NEV SCH DIST FOR IS | 5.00 | 6/15/2017 | 1,500,000 | 1,496,414 | 1,664,700 | ||||||||||||||||
189194CL5 | CLOVERDALE IND MULTI-SCH BLDG | 5.00 | 7/15/2019 | 1,365,000 | 1,328,432 | 1,471,798 | ||||||||||||||||
20772JBU5 | CT ST | 2.12 | 5/15/2015 | 1,000,000 | 1,000,000 | 1,011,120 | ||||||||||||||||
207758AY9 | CONNECTICUT ST SPL TAX OBLIG R | 5.00 | 7/1/2019 | 650,000 | 624,195 | 727,259 | ||||||||||||||||
2131838D1 | COOK CNTY ILL | 5.00 | 11/15/2019 | 1,000,000 | 961,451 | 1,063,840 | ||||||||||||||||
230822PL6 | CUMBERLAND VALLEY PA SCH DIST | 5.00 | 11/15/2020 | 1,300,000 | 1,243,704 | 1,408,758 | ||||||||||||||||
250119BY9 | DES MOINES IOWA MET WASTEWATER | 5.00 | 6/1/2019 | 1,045,000 | 1,012,761 | 1,140,074 | ||||||||||||||||
294223LN0 | EPHRATA PA AREA SCH DIST | 5.00 | 3/1/2019 | 500,000 | 482,726 | 536,395 | ||||||||||||||||
365653GZ1 | GARFIELD CNTY COLO SCH DIST NO | 5.00 | 12/1/2020 | 1,610,000 | 1,548,662 | 1,786,263 | ||||||||||||||||
385244HG6 | GRAND BLANC MICH CMNTY SCHS | 5.00 | 5/1/2020 | 1,000,000 | 967,103 | 1,063,330 | ||||||||||||||||
406036EP4 | HALL CNTY NEB SCH DIST NO 2 GR | 5.00 | 12/15/2019 | 1,080,000 | 1,051,931 | 1,198,584 | ||||||||||||||||
4140033N1 | HARRIS CNTY TEX | — | 8/15/2011 | 2,000,000 | 1,990,670 | 1,999,360 | ||||||||||||||||
419791YH5 | HAWAII ST | 3.38 | 2/1/2016 | 2,575,000 | 2,585,597 | 2,722,187 | ||||||||||||||||
4521518T3 | ILLINOIS ST | 3.32 | 1/1/2013 | 12,000,000 | 12,089,825 | 12,216,840 | ||||||||||||||||
4521518V8 | ILLINOIS ST | 4.42 | 1/1/2015 | 12,620,000 | 12,641,427 | 12,906,726 | ||||||||||||||||
452152HP9 | ILLINOIS ST | 4.03 | 3/1/2014 | 5,000,000 | 5,000,000 | 5,155,550 | ||||||||||||||||
452281JB5 | ILLINOIS STUDENT ASSISTANCE CO | 0.75 | 4/25/2017 | 6,821,851 | 6,821,851 | 6,821,714 | ||||||||||||||||
463655GW4 | IRVINE RANCH CALIF WTR DIST JT | 2.61 | 3/15/2014 | 3,500,000 | 3,587,648 | 3,629,850 | ||||||||||||||||
468312DN0 | JACKSON MICH PUB SCHS | 5.00 | 5/1/2020 | 1,000,000 | 961,679 | 1,063,330 | ||||||||||||||||
48542KHX0 | KANSAS ST DEV FIN AUTH REV | 5.00 | 11/1/2020 | 2,000,000 | 1,910,206 | 2,194,040 | ||||||||||||||||
48542KNH8 | KANSAS ST DEV FIN AUTH REV | 5.00 | 6/1/2012 | 500,000 | 505,434 | 521,075 | ||||||||||||||||
49151EXA6 | KENTUCKY ST PRP & BLDG COM | 5.00 | 10/1/2017 | 565,000 | 562,245 | 644,518 | ||||||||||||||||
508205GV7 | LAKE COOK KANE AND MCHENRY CNT | 5.00 | 12/1/2016 | 2,385,000 | 2,414,303 | 2,762,879 | ||||||||||||||||
567505GY2 | MARICOPA CNTY ARIZ UN HIGH SCH | 5.13 | 7/1/2016 | 1,125,000 | 1,149,076 | 1,307,284 | ||||||||||||||||
575579RS8 | MASSACHUSETTS BAY TRANSN AUTH | 5.00 | 7/1/2020 | 35,000 | 35,184 | 42,312 | ||||||||||||||||
57582PDK3 | MASSACHUSETTS ST | 0.64 | 11/1/2018 | 2,000,000 | 1,536,796 | 1,829,820 | ||||||||||||||||
57583PEN5 | MASSACHUSETTS ST | 3.59 | 12/15/2016 | 5,000,000 | 5,000,000 | 5,306,250 | ||||||||||||||||
603827TV8 | MINNEAPOLIS & ST PAUL MINN MET | 5.00 | 1/1/2015 | 1,035,000 | 1,131,391 | 1,125,977 | ||||||||||||||||
615401JW7 | MOON AREA SCH DIST PA | 5.00 | 11/15/2018 | 1,360,000 | 1,345,490 | 1,521,350 | ||||||||||||||||
64468TRZ2 | NEW HAMPSHIRE ST HSG FIN AUTH | 5.88 | 7/1/2021 | 60,000 | 53,809 | 60,036 | ||||||||||||||||
64966B3L5 | NEW YORK N Y | 0.98 | 1/15/2016 | 5,250,000 | 5,200,399 | 5,204,115 | ||||||||||||||||
64966JAS5 | NEW YORK NY | 6.65 | 12/1/2031 | 4,000,000 | 4,000,000 | 4,241,320 | ||||||||||||||||
64971M5E8 | NEW YORK NY CITY TRANSITIONAL | 4.08 | 11/1/2020 | 3,000,000 | 3,000,000 | 3,099,240 | ||||||||||||||||
650035TC2 | NEW YORK ST URBAN DEV CORP REV | 2.48 | 12/15/2013 | 4,250,000 | 4,317,859 | 4,342,693 | ||||||||||||||||
663903CA8 | NORTHEAST OHIO REGL SWR DIST W | 5.00 | 11/15/2016 | 1,900,000 | 1,934,873 | 2,239,777 | ||||||||||||||||
677520SW9 | OHIO ST | 5.00 | 11/1/2020 | 1,500,000 | 1,435,222 | 1,652,010 | ||||||||||||||||
677521HS8 | OHIO ST | 2.18 | 8/1/2014 | 3,500,000 | 3,500,000 | 3,563,420 | ||||||||||||||||
680616PF0 | OLENTANGY LOC SCH DIST OHIO | 5.00 | 12/1/2017 | 2,000,000 | 2,005,188 | 2,267,840 | ||||||||||||||||
742633PD6 | PRIOR LAKE MINN INDPT SCH DIST | 5.00 | 2/1/2020 | 1,195,000 | 1,168,134 | 1,281,590 | ||||||||||||||||
745220FG3 | PUERTO RICO COMWLTH INFRASTRUC | 5.50 | 7/1/2017 | 1,000,000 | 1,044,058 | 1,083,230 | ||||||||||||||||
780427KA7 | ROYAL OAK CITY MICH SCH DIST | 5.00 | 5/1/2019 | 2,000,000 | 1,929,443 | 2,186,280 | ||||||||||||||||
795560AR2 | SALT LAKE & SANDY UTAH | 5.00 | 7/1/2020 | 1,820,000 | 1,737,178 | 1,946,344 | ||||||||||||||||
83714RBA0 | SOUTH CAROLINA STUDENT LN | 0.34 | 12/2/2019 | 5,000,000 | 4,883,226 | 4,909,500 | ||||||||||||||||
837151AM1 | SOUTH CAROLINA ST PUB SVC AUTH | 0.89 | 6/2/2014 | 6,750,000 | 6,750,000 | 6,751,283 | ||||||||||||||||
837562KS5 | SOUTH DAKOTA ST UNIV | 5.00 | 4/1/2020 | 1,545,000 | 1,467,205 | 1,612,269 | ||||||||||||||||
914119HX3 | UNIVERSITY CINCINNATI OHIO | 5.00 | 6/1/2018 | 2,015,000 | 1,954,197 | 2,188,653 | ||||||||||||||||
914437PF9 | UNIVERSITY MASS BLDG AUTH | 5.00 | 11/1/2019 | 1,530,000 | 1,466,574 | 1,653,165 | ||||||||||||||||
914455KY5 | UNIVERSITY MICH UNIV REVS | 2.36 | 4/1/2016 | 2,000,000 | 2,000,000 | 2,004,660 | ||||||||||||||||
919061EX5 | VALDEZ AK — EXXON PIPELINE CO | 5.00 | 1/1/2014 | 2,000,000 | 2,171,085 | 2,171,320 | ||||||||||||||||
938234MJ7 | WASHINGTON CNTY ORE | 5.00 | 6/1/2020 | 1,035,000 | 995,070 | 1,158,703 | ||||||||||||||||
98458PAB1 | YALE UNIVERSITY | 2.90 | 10/15/2014 | 1,400,000 | 1,398,038 | 1,469,956 | ||||||||||||||||
149,496,851 | 148,987,287 | 156,921,965 | ||||||||||||||||||||
Total Fixed Income Securities | 6,476,010,853 | 6,419,637,001 | 6,546,584,632 | |||||||||||||||||||
Equities | ||||||||||||||||||||||
00208D408 | ARC RESOURCES LTD | — | 6/30/2061 | 201,000 | 4,564,339 | 5,027,010 | ||||||||||||||||
018802108 | ALLIANT ENERGY CORP | — | 6/30/2061 | 227,200 | 8,609,596 | 9,237,952 | ||||||||||||||||
024835100 | AMER CMPS COMM | — | 6/30/2061 | 205,300 | 6,311,438 | 7,292,256 | ||||||||||||||||
03761U106 | APOLLO INVSTMNT | — | 6/30/2061 | 504,000 | 5,705,859 | 5,145,840 | ||||||||||||||||
03836W103 | PHILADELPHIA SUBURBAN CORPORAT | — | 6/30/2061 | 302,200 | 6,287,630 | 6,642,356 | ||||||||||||||||
053484101 | AVALONBAY COMMUNITIES INC | — | 6/30/2061 | 48,250 | 5,357,774 | 6,195,300 | ||||||||||||||||
09247X101 | BLACKROCK CREDIT (OFFSHORE) | — | 6/30/2061 | 55,000 | 9,994,354 | 10,549,550 | ||||||||||||||||
09784Y108 | BONAVISTA ENERGY TRUST | — | 6/30/2061 | 211,900 | 5,542,215 | 6,053,983 | ||||||||||||||||
13466Y105 | CAMPUS CREST COMMUNITIES INC | — | 6/30/2061 | 390,500 | 4,788,392 | 5,053,070 | ||||||||||||||||
15135U109 | CENOVUS ENERGY INC | — | 6/30/2061 | 244,500 | 7,698,944 | 9,207,870 | ||||||||||||||||
15189T107 | CENTERPOINT ENERGY INC. | 1.50 | 6/30/2061 | 529,600 | 8,795,076 | 10,247,760 | ||||||||||||||||
156700106 | CENTURYTEL INC | — | 6/30/2061 | 180,200 | 7,606,852 | 7,285,486 | ||||||||||||||||
16941M109 | CHINA MOBILE HONG KONG LIMITED | — | 6/30/2061 | 125,000 | 6,116,942 | 5,847,500 | ||||||||||||||||
17133Q502 | CHUNGHWA TELECOM CO. LTD. | — | 6/30/2061 | 81,500 | 2,324,558 | 2,815,825 |
Allied World Assurance Company Holdings, AG Securities Listing as at June 30, 2011 |
Cusip | Security Description | Coupon | Maturity | Par | Book Value $ | Market Value $ | ||||||||||||||||
22576C101 | CRESCENT POINT ENERGY CORP | — | 6/30/2061 | 134,100 | 5,340,564 | 6,202,125 | ||||||||||||||||
253868103 | DIGITAL REALTY | — | 6/30/2061 | 106,300 | 5,885,089 | 6,567,214 | ||||||||||||||||
279158109 | ECOPETROL SA | — | 6/30/2061 | 192,100 | 8,255,272 | 8,454,321 | ||||||||||||||||
29250X103 | ENBRIDGE ENERGY MANAGEMENT L.L | — | 6/30/2061 | 116,545 | 3,201,647 | 3,601,241 | ||||||||||||||||
30161N101 | EXELON CORPORATION | — | 6/30/2061 | 175,800 | 7,383,725 | 7,531,272 | ||||||||||||||||
351858105 | FRANCO NEVADA CORP | — | 6/30/2061 | 207,000 | 6,803,470 | 7,721,480 | ||||||||||||||||
391164100 | GREAT PLAINS ENERGY INCORPORAT | — | 6/30/2061 | 71,200 | 1,484,835 | 1,475,976 | ||||||||||||||||
40414L109 | HEALTH CARE PROPERTY INVESTORS | — | 6/30/2061 | 205,400 | 7,687,546 | 7,536,126 | ||||||||||||||||
478160104 | JOHNSON & JOHNSON | 1.66 | 6/30/2061 | 97,000 | 6,033,699 | 6,452,440 | ||||||||||||||||
49455U100 | KINDER MORGAN MANAGEMENT LLC | — | 6/30/2061 | 64,907 | 3,849,811 | 4,257,276 | ||||||||||||||||
595017104 | MICROCHIP TECHNOLOGY INC | — | 6/30/2061 | 225,400 | 7,696,056 | 8,544,914 | ||||||||||||||||
638620104 | NATIONWIDE HLTH PROPERTIES INC | — | 6/30/2061 | 162,300 | 6,043,062 | 6,720,843 | ||||||||||||||||
646025106 | NEW JERSEY RESOURCES | 1.72 | 6/30/2061 | 147,000 | 5,959,076 | 6,557,670 | ||||||||||||||||
655844108 | NORFOLK SOUTHERN CORPORATION | 0.32 | 6/30/2061 | 115,600 | 7,169,049 | 8,661,908 | ||||||||||||||||
664397106 | NORTHEAST UTILITIES | — | 6/30/2061 | 104,300 | 3,190,641 | 3,668,231 | ||||||||||||||||
67019E107 | NSTAR | 1.98 | 6/30/2061 | 54,000 | 2,027,901 | 2,482,920 | ||||||||||||||||
69331C108 | PG&E CORPORATION | — | 6/30/2061 | 165,500 | 7,141,048 | 6,955,965 | ||||||||||||||||
71646E100 | PETROCHINA CO LTD | — | 6/30/2061 | 62,000 | 8,370,195 | 9,053,860 | ||||||||||||||||
718172109 | PHILIP MORRIS INTERNATIONAL IN | — | 6/30/2061 | 137,200 | 7,925,637 | 9,160,844 | ||||||||||||||||
718252604 | PHILIPPINE LONG DISTANCE TEL C | — | 6/30/2061 | 88,900 | 4,828,717 | 4,804,156 | ||||||||||||||||
737630103 | POTLATCH CORPORATION | — | 6/30/2061 | 184,000 | 6,934,638 | 6,489,680 | ||||||||||||||||
743263105 | PROGRESS ENERGY INC | — | 6/30/2061 | 144,400 | 6,413,469 | 6,932,644 | ||||||||||||||||
74340W103 | PROLOGIS INC | — | 6/30/2061 | 208,000 | 6,125,521 | 7,454,720 | ||||||||||||||||
74965L101 | RLJ LODGING TRUST | — | 6/30/2061 | 466,000 | 8,338,474 | 8,094,420 | ||||||||||||||||
754907103 | RAYONIER INC. | 1.08 | 6/30/2061 | 104,600 | 5,567,977 | 6,835,610 | ||||||||||||||||
780287108 | ROYAL GOLD INC | — | 6/30/2061 | 119,600 | 6,262,918 | 7,004,972 | ||||||||||||||||
80105N105 | SANOFI AVENTIS | — | 6/30/2061 | 246,000 | 8,263,496 | 9,881,820 | ||||||||||||||||
847560109 | SPECTRA ENERGY CORP | — | 6/30/2061 | 243,800 | 5,966,403 | 6,682,558 | ||||||||||||||||
872375100 | TECO ENERGY INC. | — | 6/30/2061 | 327,400 | 5,624,544 | 6,184,586 | ||||||||||||||||
89151E109 | TOTAL SA | — | 6/30/2061 | 140,500 | 8,004,671 | 8,126,520 | ||||||||||||||||
904784709 | UNILEVER N.V. | 1.19 | 6/30/2061 | 241,400 | 7,311,298 | 7,929,989 | ||||||||||||||||
911312106 | UNITED PARCEL SERV INC | — | 6/30/2061 | 124,600 | 8,649,473 | 9,087,078 | ||||||||||||||||
962166104 | WEYERHAEUSER COMPANY | 2.40 | 6/30/2061 | 328,600 | 7,103,223 | 7,183,196 | ||||||||||||||||
976657106 | WISCONSIN ENERGY CORPORATION | 0.80 | 6/30/2061 | 192,000 | 5,735,070 | 6,019,200 | ||||||||||||||||
98156Q108 | WORLD WRESTLING ENTERTAINMENT | — | 6/30/2061 | 501,000 | 5,946,878 | 4,774,530 | ||||||||||||||||
98389B100 | XCEL ENERGY INC | — | 6/30/2061 | 174,700 | 3,942,683 | 4,245,210 | ||||||||||||||||
J2785A104 | JAPAN LOGISTICS FD | — | 6/30/2061 | 650 | 5,284,518 | 6,028,356 | ||||||||||||||||
Q25758105 | COAL & ALLIED INDUSTRIES LTD | — | 6/30/2061 | 36,800 | 4,367,701 | 4,156,497 | ||||||||||||||||
Q3944W187 | FOSTERS GROUP LTD | — | 6/30/2061 | 1,172,000 | 6,289,617 | 6,461,927 | ||||||||||||||||
S62435862 | SINGAPORE AIRPORT TERMINAL SER | — | 6/30/2061 | 2,738,000 | 5,766,019 | 5,798,957 | ||||||||||||||||
SB0D6P437 | MAPLETREE LG TR | — | 6/30/2061 | 8,629,560 | 6,016,902 | 6,467,249 | ||||||||||||||||
SB23WXW97 | PARKWAY HOLDINGS LIMITED | — | 6/30/2061 | 2,276,700 | 3,123,835 | 3,412,454 | ||||||||||||||||
SB296MJ50 | LIPPO MAPLETREE INDONESIA RETA | — | 6/30/2061 | 7,265,000 | 2,896,557 | 3,580,421 | ||||||||||||||||
SB53X5727 | AG GROWTH INTERNATIONAL INC | — | 6/30/2061 | 65,900 | 3,155,771 | 3,130,896 | ||||||||||||||||
SB61JC671 | TREASURY WINE ESTATES LTD. | — | 6/30/2061 | 390,666 | 194,524 | 1,422,040 | ||||||||||||||||
SB67C8W83 | CRESCENT POINT ENERGY CORP | — | 6/30/2061 | 900 | 35,000 | 41,564 | ||||||||||||||||
SB67JFX97 | BONAVISTA ENERGY TRUST | — | 6/30/2061 | 2,100 | 49,162 | 62,167 | ||||||||||||||||
SBOTLGM70 | GZI REAL ESTATE INVESTMENT TRU | — | 6/30/2061 | 5,304,200 | 2,340,962 | 2,740,290 | ||||||||||||||||
Y0205X103 | ASCENDAS REAL ESTATE INVESTMEN | — | 6/30/2061 | 3,905,000 | 5,967,269 | 6,489,247 | ||||||||||||||||
Y82954101 | SUNTEC REAL ESTATE INVESTMENT | — | 6/30/2061 | 3,902,300 | 4,755,834 | 4,768,206 | ||||||||||||||||
G16962204 | BUNGE LTD | — | 6/30/2061 | 34,000 | 2,978,728 | 3,413,090 | ||||||||||||||||
45,409,078 | 365,394,145 | 393,912,634 | ||||||||||||||||||||