Exhibit 99.3
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
U.S. Government Securities | ||||||||||||||||||
9127956E6 | UNITED STATES TREASURY | 0.00 | 3/7/2013 | 29,600,000 | 29,583,203 | |||||||||||||
9127957L9 | UNITED STATES TREASURY | 0.00 | 3/14/2013 | 58,000,000 | 57,964,156 | |||||||||||||
912810DW5 | UNITED STATES TREASURY | 7.25 | 5/15/2016 | 310,000 | 386,182 | |||||||||||||
912810EZ7 | UNITED STATES TREASURY | 6.63 | 2/15/2027 | 2,475,000 | 3,855,109 | |||||||||||||
912828AP5 | UNITED STATES TREASURY | 4.00 | 11/15/2012 | 2,465,000 | 2,476,561 | |||||||||||||
912828BA7 | UNITED STATES TREASURY | 3.63 | 5/15/2013 | 1,500,000 | 1,532,175 | |||||||||||||
912828CA6 | UNITED STATES TREASURY | 4.00 | 2/15/2014 | 990,000 | 1,041,282 | |||||||||||||
912828CT5 | UNITED STATES TREASURY | 4.25 | 8/15/2014 | 1,440,000 | 1,547,554 | |||||||||||||
912828DM9 | UNITED STATES TREASURY | 4.00 | 2/15/2015 | 1,500,000 | 1,631,940 | |||||||||||||
912828DV9 | UNITED STATES TREASURY | 4.13 | 5/15/2015 | 500,000 | 549,950 | |||||||||||||
912828EE6 | UNITED STATES TREASURY | 4.25 | 8/15/2015 | 1,000,000 | 1,112,490 | |||||||||||||
912828EW6 | UNITED STATES TREASURY | 4.50 | 2/15/2016 | 1,300,000 | 1,480,102 | |||||||||||||
912828FY1 | UNITED STATES TREASURY | 4.63 | 11/15/2016 | 5,185,000 | 6,058,932 | |||||||||||||
912828GX2 | UNITED STATES TREASURY | 2.63 | 7/15/2017 | 8,800,000 | 11,758,246 | |||||||||||||
912828HH6 | UNITED STATES TREASURY | 4.25 | 11/15/2017 | 1,000,000 | 1,180,790 | |||||||||||||
912828HT0 | UNITED STATES TREASURY | 2.75 | 2/28/2013 | 800,000 | 808,592 | |||||||||||||
912828HV5 | UNITED STATES TREASURY | 2.50 | 3/31/2013 | 4,665,000 | 4,718,927 | |||||||||||||
912828HY9 | UNITED STATES TREASURY | 3.13 | 4/30/2013 | 1,165,000 | 1,184,980 | |||||||||||||
912828JK7 | UNITED STATES TREASURY | 3.13 | 8/31/2013 | 500,000 | 513,355 | |||||||||||||
912828JQ4 | UNITED STATES TREASURY | 2.75 | 10/31/2013 | 1,500,000 | 1,541,220 | |||||||||||||
912828JZ4 | UNITED STATES TREASURY | 1.75 | 1/31/2014 | 1,000,000 | 1,020,400 | |||||||||||||
912828KN9 | UNITED STATES TREASURY | 1.88 | 4/30/2014 | 715,000 | 733,476 | |||||||||||||
912828KY5 | UNITED STATES TREASURY | 2.63 | 6/30/2014 | 495,000 | 515,572 | |||||||||||||
912828KZ2 | UNITED STATES TREASURY | 3.25 | 6/30/2016 | 500,000 | 552,635 | |||||||||||||
912828LC2 | UNITED STATES TREASURY | 2.63 | 7/31/2014 | 14,035,000 | 14,645,521 | |||||||||||||
912828LP3 | UNITED STATES TREASURY | 3.00 | 9/30/2016 | 500,000 | 550,200 | |||||||||||||
912828LQ1 | UNITED STATES TREASURY | 2.38 | 9/30/2014 | 2,688,000 | 2,802,455 | |||||||||||||
912828LS7 | UNITED STATES TREASURY | 2.38 | 10/31/2014 | 10,930,000 | 11,409,937 | |||||||||||||
912828LZ1 | UNITED STATES TREASURY | 2.13 | 11/30/2014 | 1,000,000 | 1,040,200 | |||||||||||||
912828ME7 | UNITED STATES TREASURY | 2.63 | 12/31/2014 | 1,000,000 | 1,053,260 | |||||||||||||
912828MG2 | UNITED STATES TREASURY | 1.38 | 1/15/2013 | 5,000,000 | 5,017,950 | |||||||||||||
912828MH0 | UNITED STATES TREASURY | 2.25 | 1/31/2015 | 1,000,000 | 1,045,940 | |||||||||||||
912828MR8 | UNITED STATES TREASURY | 2.38 | 2/28/2015 | 10,065,000 | 10,572,377 | |||||||||||||
912828NA4 | UNITED STATES TREASURY | 3.13 | 4/30/2017 | 1,000,000 | 1,115,820 | |||||||||||||
912828NC0 | UNITED STATES TREASURY | 1.38 | 5/15/2013 | 64,600,000 | 65,084,500 | |||||||||||||
912828NG1 | UNITED STATES TREASURY | 2.75 | 5/31/2017 | 1,000,000 | 1,100,670 | |||||||||||||
912828NH9 | UNITED STATES TREASURY | 1.13 | 6/15/2013 | 45,000,000 | 45,296,550 | |||||||||||||
912828NP1 | UNITED STATES TREASURY | 1.75 | 7/31/2015 | 1,000,000 | 1,040,610 | |||||||||||||
912828NV8 | UNITED STATES TREASURY | 1.25 | 8/31/2015 | 1,200,000 | 1,232,712 | |||||||||||||
912828NZ9 | UNITED STATES TREASURY | 1.25 | 9/30/2015 | 1,000,000 | 1,027,760 | |||||||||||||
912828PD6 | UNITED STATES TREASURY | 0.38 | 10/31/2012 | 6,000,000 | 6,000,960 | |||||||||||||
912828PJ3 | UNITED STATES TREASURY | 1.38 | 11/30/2015 | 1,000,000 | 1,032,380 | |||||||||||||
912828PS3 | UNITED STATES TREASURY | 2.00 | 1/31/2016 | 20,000,000 | 21,090,199 | |||||||||||||
912828PW4 | UNITED STATES TREASURY | 0.63 | 12/31/2012 | 20,000,000 | 20,022,600 | |||||||||||||
912828QE3 | UNITED STATES TREASURY | 0.63 | 4/30/2013 | 12,900,000 | 12,934,314 | |||||||||||||
912828QF0 | UNITED STATES TREASURY | 2.00 | 4/30/2016 | 25,500,000 | 26,951,717 | |||||||||||||
912828QH6 | UNITED STATES TREASURY | 1.25 | 2/15/2014 | 1,000,000 | 1,014,070 | |||||||||||||
912828QJ2 | UNITED STATES TREASURY | 2.13 | 2/29/2016 | 15,475,000 | 16,393,749 | |||||||||||||
912828QL7 | UNITED STATES TREASURY | 0.75 | 3/31/2013 | 5,000,000 | 5,014,850 | |||||||||||||
912828QP8 | UNITED STATES TREASURY | 1.75 | 5/31/2016 | 2,000,000 | 2,097,000 | |||||||||||||
912828QQ6 | UNITED STATES TREASURY | 2.38 | 5/31/2018 | 5,000,000 | 5,444,550 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
912828QR4 | UNITED STATES TREASURY | 1.50 | 6/30/2016 | 1,000,000 | 1,039,940 | |||||||||||||
912828QW3 | UNITED STATES TREASURY | 0.38 | 7/31/2013 | 66,000,000 | 66,113,520 | |||||||||||||
912828QX1 | UNITED STATES TREASURY | 1.50 | 7/31/2016 | 4,175,000 | 4,342,710 | |||||||||||||
912828QZ6 | UNITED STATES TREASURY | 0.50 | 5/31/2013 | 31,550,000 | 31,616,571 | |||||||||||||
912828RA0 | UNITED STATES TREASURY | 0.38 | 6/30/2013 | 1,000,000 | 1,001,440 | |||||||||||||
912828RB8 | UNITED STATES TREASURY | 0.50 | 8/15/2014 | 1,000,000 | 1,004,800 | |||||||||||||
912828RF9 | UNITED STATES TREASURY | 1.00 | 8/31/2016 | 2,000,000 | 2,042,380 | |||||||||||||
912828RJ1 | UNITED STATES TREASURY | 1.00 | 9/30/2016 | 20,300,000 | 20,729,952 | |||||||||||||
912828RK8 | UNITED STATES TREASURY | 0.13 | 9/30/2013 | 20,000,000 | 19,986,200 | |||||||||||||
912828RM4 | UNITED STATES TREASURY | 1.00 | 10/31/2016 | 2,950,000 | 3,012,097 | |||||||||||||
912828RQ5 | UNITED STATES TREASURY | 0.38 | 11/15/2014 | 18,500,000 | 18,544,769 | |||||||||||||
912828RS1 | UNITED STATES TREASURY | 0.25 | 11/30/2013 | 141,630,000 | 141,697,978 | |||||||||||||
912828RV4 | UNITED STATES TREASURY | 0.25 | 12/15/2014 | 30,100,000 | 30,094,583 | |||||||||||||
912828RX0 | UNITED STATES TREASURY | 0.88 | 12/31/2016 | 79,806,500 | 81,047,491 | |||||||||||||
912828RZ5 | UNITED STATES TREASURY | 0.25 | 1/15/2015 | 1,000,000 | 999,720 | |||||||||||||
912828SB7 | UNITED STATES TREASURY | 0.25 | 1/31/2014 | 1,000,000 | 1,000,480 | |||||||||||||
912828SC5 | UNITED STATES TREASURY | 0.88 | 1/31/2017 | 1,000,000 | 1,015,310 | |||||||||||||
912828SE1 | UNITED STATES TREASURY | 0.25 | 2/15/2015 | 1,000,000 | 999,380 | |||||||||||||
912828SG6 | UNITED STATES TREASURY | 0.25 | 2/28/2014 | 1,000,000 | 1,000,490 | |||||||||||||
912828SJ0 | UNITED STATES TREASURY | 0.88 | 2/28/2017 | 10,360,000 | 10,519,545 | |||||||||||||
912828SK7 | UNITED STATES TREASURY | 0.38 | 3/15/2015 | 1,000,000 | 1,002,440 | |||||||||||||
912828SL5 | UNITED STATES TREASURY | 0.25 | 3/31/2014 | 44,860,000 | 44,872,561 | |||||||||||||
912828SM3 | UNITED STATES TREASURY | 1.00 | 3/31/2017 | 1,000,000 | 1,020,020 | |||||||||||||
912828SP6 | UNITED STATES TREASURY | 0.38 | 4/15/2015 | 2,000,000 | 2,004,460 | |||||||||||||
912828SQ4 | UNITED STATES TREASURY | 0.13 | 4/15/2017 | 23,690,000 | 25,732,861 | |||||||||||||
912828SR2 | UNITED STATES TREASURY | 0.25 | 4/30/2014 | 79,379,000 | 79,398,846 | |||||||||||||
912828SS0 | UNITED STATES TREASURY | 0.88 | 4/30/2017 | 61,500,000 | 62,370,226 | |||||||||||||
912828SU5 | UNITED STATES TREASURY | 0.25 | 5/15/2015 | 1,000,000 | 998,970 | |||||||||||||
912828SW1 | UNITED STATES TREASURY | 0.25 | 5/31/2014 | 1,000,000 | 1,000,280 | |||||||||||||
912828SY7 | UNITED STATES TREASURY | 0.63 | 5/31/2017 | 1,000,000 | 1,002,550 | |||||||||||||
912828SZ4 | UNITED STATES TREASURY | 0.38 | 6/15/2015 | 1,000,000 | 1,002,080 | |||||||||||||
912828TA8 | UNITED STATES TREASURY | 0.25 | 6/30/2014 | 280,848,000 | 280,892,933 | |||||||||||||
912828TB6 | UNITED STATES TREASURY | 0.75 | 6/30/2017 | 750,000 | 755,723 | |||||||||||||
912828TC4 | UNITED STATES TREASURY | 1.00 | 6/30/2019 | 22,000,000 | 21,996,480 | |||||||||||||
912828TD2 | UNITED STATES TREASURY | 0.25 | 7/15/2015 | 750,000 | 748,905 | |||||||||||||
912828TF7 | UNITED STATES TREASURY | 0.13 | 7/31/2014 | 2,505,000 | 2,499,714 | |||||||||||||
912828TG5 | UNITED STATES TREASURY | 0.50 | 7/31/2017 | 1,000,000 | 995,080 | |||||||||||||
912828TH3 | UNITED STATES TREASURY | 0.88 | 7/31/2019 | 32,500,000 | 32,189,949 | |||||||||||||
912828TJ9 | UNITED STATES TREASURY | 1.63 | 8/15/2022 | 43,300,000 | 43,249,340 | |||||||||||||
912828TL4 | UNITED STATES TREASURY | 0.25 | 8/31/2014 | 750,000 | 750,135 | |||||||||||||
912828TM2 | UNITED STATES TREASURY | 0.63 | 8/31/2017 | 26,200,000 | 26,215,457 | |||||||||||||
912828TP5 | UNITED STATES TREASURY | 0.25 | 9/15/2015 | 600,000 | 598,944 | |||||||||||||
912828TQ3 | UNITED STATES TREASURY | 0.25 | 9/30/2014 | 700,000 | 700,140 | |||||||||||||
912828TS9 | UNITED STATES TREASURY | 0.63 | 9/30/2017 | 2,000,000 | 1,999,460 | |||||||||||||
|
| |||||||||||||||||
1,469,001,500 | 1,487,587,590 | |||||||||||||||||
|
| |||||||||||||||||
U.S. Government Agencies | ||||||||||||||||||
3128X23A1 | FHLMC | 4.50 | 4/2/2014 | 250,000 | 265,863 | |||||||||||||
31331KHW3 | FEDERAL FARM CREDIT BANK | 1.63 | 11/19/2014 | 750,000 | 771,315 | |||||||||||||
313375RN9 | FEDERAL HOME LOAN BANKS | 1.00 | 3/11/2016 | 2,000,000 | 2,032,040 | |||||||||||||
3133762C8 | FEDERAL HOME LOAN BANKS | 0.38 | 11/27/2013 | 2,000,000 | 2,002,580 | |||||||||||||
3133802C0 | FEDERAL HOME LOAN BANKS | 1.05 | 7/26/2017 | 50,000 | 49,998 | |||||||||||||
313380AG2 | FEDERAL HOME LOAN BANKS | 0.60 | 8/6/2015 | 25,926 | 25,941 | |||||||||||||
313380AP2 | FEDERAL HOME LOAN BANKS | 0.40 | 11/14/2014 | 125,000 | 125,009 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
313380AV9 | FEDERAL HOME LOAN BANKS | 0.45 | 2/13/2015 | 100,000 | 99,996 | |||||||||||||
313380LK1 | FEDERAL HOME LOAN BANKS | 0.40 | 8/28/2014 | 150,000 | 149,979 | |||||||||||||
3133EAA24 | FEDERAL FARM CREDIT BANK | 0.73 | 7/26/2016 | 100,000 | 100,015 | |||||||||||||
3133EAZF8 | FEDERAL FARM CREDIT BANK | 0.63 | 3/23/2016 | 100,000 | 99,986 | |||||||||||||
3133EAZU5 | FEDERAL FARM CREDIT BANK | 0.45 | 4/24/2015 | 100,000 | 99,975 | |||||||||||||
3133XVEM9 | FEDERAL HOME LOAN BANKS | 1.63 | 11/21/2012 | 1,500,000 | 1,503,090 | |||||||||||||
3133XVNU1 | FEDERAL HOME LOAN BANKS | 2.75 | 12/12/2014 | 74,500,000 | 78,400,076 | |||||||||||||
3134G3NC0 | FHLMC | 0.55 | 2/27/2015 | 2,800,000 | 2,803,472 | |||||||||||||
3134G3PD6 | FHLMC | 0.55 | 2/27/2015 | 250,000 | 251,020 | |||||||||||||
3134G3YZ7 | FHLMC | 1.10 | 7/25/2017 | 50,000 | 50,086 | |||||||||||||
3134G3ZH6 | FHLMC | 1.00 | 7/25/2017 | 75,000 | 75,332 | |||||||||||||
3135G0BR3 | FNMA | 0.50 | 8/9/2013 | 4,750,000 | 4,761,875 | |||||||||||||
3135G0BY8 | FNMA | 0.88 | 8/28/2014 | 4,750,000 | 4,803,247 | |||||||||||||
3135G0CL5 | FNMA | 0.34 | 5/17/2013 | 50,000,000 | 50,030,269 | |||||||||||||
3135G0CM3 | FNMA | 1.25 | 9/28/2016 | 10,000,000 | 10,269,199 | |||||||||||||
3135G0ES8 | FNMA | 1.38 | 11/15/2016 | 1,000,000 | 1,032,010 | |||||||||||||
3135G0GH0 | FNMA | 0.90 | 12/5/2014 | 250,000 | 250,283 | |||||||||||||
3135G0GY3 | FNMA | 1.25 | 1/30/2017 | 8,000,000 | 8,210,560 | |||||||||||||
3135G0HG1 | FNMA | 0.38 | 3/16/2015 | 2,000,000 | 2,002,320 | |||||||||||||
3135G0KU6 | FNMA | 0.80 | 11/23/2015 | 9,700,000 | 9,709,409 | |||||||||||||
3135G0MB6 | FNMA | 0.75 | 12/28/2015 | 200,000 | 200,172 | |||||||||||||
3135G0NB5 | FNMA | 0.54 | 8/7/2015 | 150,000 | 150,021 | |||||||||||||
3135G0NJ8 | FEDERAL NATIONAL MORTGAGE ASSO | 0.60 | 2/22/2016 | 100,000 | 99,990 | |||||||||||||
3135G0NU3 | FNMA | 0.70 | 2/22/2016 | 150,000 | 149,985 | |||||||||||||
3135G0PE7 | FNMA | 0.38 | 3/25/2015 | 150,000 | 149,957 | |||||||||||||
3136A77K2 | FNMA | 2.71 | 9/25/2022 | 1,200,000 | 1,262,813 | |||||||||||||
3136G0M73 | FNMA | 1.13 | 10/3/2018 | 8,000,000 | 8,026,160 | |||||||||||||
3137EAAJ8 | FHLMC | 5.13 | 10/18/2016 | 250,000 | 295,645 | |||||||||||||
3137EACR8 | FHLMC | 1.38 | 2/25/2014 | 1,000,000 | 1,015,810 | |||||||||||||
3137EACW7 | FHLMC | 2.00 | 8/25/2016 | 50,000,000 | 52,796,002 | |||||||||||||
3137EACX5 | FHLMC AGENCY | 0.38 | 10/30/2013 | 4,000,000 | 4,006,120 | |||||||||||||
3137EADA4 | FHLMC | 0.63 | 12/29/2014 | 1,000,000 | 1,006,930 | |||||||||||||
3137EADC0 | FHLMC | 1.00 | 3/8/2017 | 92,000,000 | 93,391,041 | |||||||||||||
3137EADD8 | FHLMC | 0.50 | 4/17/2015 | 17,975,000 | 18,047,260 | |||||||||||||
3137EADF3 | FHLMC | 1.25 | 5/12/2017 | 6,000,000 | 6,148,861 | |||||||||||||
3137EADL0 | FHLMC | 1.00 | 9/29/2017 | 200,000 | 202,132 | |||||||||||||
31398A4M1 | FNMA | 1.63 | 10/26/2015 | 21,500,000 | 22,298,941 | |||||||||||||
31398A6F4 | FNMA | 0.38 | 12/28/2012 | 1,500,000 | 1,500,810 | |||||||||||||
31398AU34 | FNMA | 2.38 | 7/28/2015 | 250,000 | 264,163 | |||||||||||||
|
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381,000,926 | 390,987,754 | |||||||||||||||||
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| |||||||||||||||||
Non U.S. Government Securities & Agencies | ||||||||||||||||||
013051DA2 | ALBERTA PROVINCE OF | 2.75 | 12/1/2014 | 950,000 | 997,551 | |||||||||||||
038461AC3 | AID-EGYPT | 4.45 | 9/15/2015 | 25,000,000 | 27,962,663 | |||||||||||||
135087YN8 | CANADA GOVERNMENT | 3.50 | 6/1/2013 | 7,850,000 | 8,107,866 | |||||||||||||
135087YS7 | CANADA GOVERNMENT | 3.00 | 6/1/2014 | 2,015,000 | 2,113,337 | |||||||||||||
135087YU2 | CANADA GOVERNMENT | 2.00 | 12/1/2014 | 8,860,000 | 9,180,862 | |||||||||||||
135087ZC1 | CANADA GOVERNMENT | 2.50 | 6/1/2015 | 2,500,000 | 2,634,274 | |||||||||||||
135087ZF4 | CANADA GOVERNMENT | 3.00 | 12/1/2015 | 1,100,000 | 1,181,459 | |||||||||||||
135087ZG2 | CANADA GOVERNMENT | 2.50 | 9/1/2013 | 1,700,000 | 1,750,357 | |||||||||||||
135087ZN7 | CANADA GOVERNMENT | 2.00 | 3/1/2014 | 400,000 | 411,903 | |||||||||||||
135087ZP2 | CANADA GOVERNMENT | 2.00 | 8/1/2013 | 1,250,000 | 1,280,349 | |||||||||||||
135087ZQ0 | CANADA GOVERNMENT | 2.75 | 9/1/2016 | 5,450,000 | 5,857,363 | |||||||||||||
135087ZR8 | CANADA GOVERNMENT | 2.25 | 8/1/2014 | 5,200,000 | 5,398,785 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
135087ZT4 | CANADA GOVERNMENT | 1.50 | 11/1/2013 | 650,000 | 663,815 | |||||||||||||
135087ZV9 | CANADA GOVERNMENT | 1.50 | 3/1/2017 | 4,400,000 | 4,516,601 | |||||||||||||
135087ZX5 | CANADA GOVERNMENT | 1.00 | 2/1/2015 | 3,000,000 | 3,042,512 | |||||||||||||
13509PCS0 | CANADA HOUSING TRUST | 3.80 | 6/15/2021 | 19,600,000 | 22,641,731 | |||||||||||||
282645AQ3 | EKSPORTFINANS ASA | 5.50 | 5/25/2016 | 200,000 | 205,095 | |||||||||||||
28264QGC2 | EKSPORTFINANS ASA | 5.50 | 6/26/2017 | 3,500,000 | 3,593,545 | |||||||||||||
28264QR63 | EKSPORTFINANS A/S | 3.00 | 11/17/2014 | 2,000,000 | 1,963,950 | |||||||||||||
28264QU93 | EKSPORTFINANS | 0.66 | 4/5/2013 | 1,300,000 | 1,284,238 | |||||||||||||
302154AU3 | EXPORT-IMPORT BANK OF KOREA | 5.88 | 1/14/2015 | 5,600,000 | 6,154,792 | |||||||||||||
50048MAT7 | KOMMUNALBANKEN AS | 1.00 | 9/26/2017 | 4,600,000 | 4,601,058 | |||||||||||||
500769BM5 | KREDITANSTALT FUER WIDERAUFBAU | 4.38 | 2/9/2016 | 900,000 | 989,198 | |||||||||||||
563469EU5 | MANITOBA PROVINCE | 5.25 | 12/3/2012 | 900,000 | 920,964 | |||||||||||||
642866FT9 | NEW BRUNSWICK PROVINCE OF | 4.50 | 2/4/2015 | 900,000 | 980,982 | |||||||||||||
683234WM6 | ONTARIO PROVINCE | 4.50 | 3/8/2015 | 900,000 | 983,400 | |||||||||||||
68323AAW4 | ONTARIO PROVINCE | 3.15 | 6/2/2022 | 12,400,000 | 13,116,898 | |||||||||||||
68323ABJ2 | ONTARIO PROVINCE | 0.95 | 5/26/2015 | 9,700,000 | 9,816,400 | |||||||||||||
748148RK1 | QUEBEC PROVINCE OF | 5.25 | 10/1/2013 | 850,000 | 898,873 | |||||||||||||
803854JF6 | SASKATCHEWAN PROVINCE | 5.25 | 6/3/2014 | 900,000 | 976,047 | |||||||||||||
D20658J64 | DEUTSCHE BUNDESREPUBLIK | 3.50 | 1/4/2016 | 19,300,000 | 27,548,522 | |||||||||||||
D4085B7F2 | KREDITANSTALT FUER WIDERAUFBAU | 2.50 | 5/28/2013 | 42,000,000 | 42,609,137 | |||||||||||||
G924507Q5 | UNITED KINGDOM GILT | 2.75 | 1/22/2015 | 6,950,000 | 11,874,908 | |||||||||||||
G92451GE0 | UNITED KINGDOM GILT | 1.75 | 1/22/2017 | 8,290,000 | 14,070,752 | |||||||||||||
H7351MFG3 | SWITZERLAND (CONFEDERATION OF) | 4.25 | 6/5/2017 | 1,850,000 | 2,357,677 | |||||||||||||
H7351PL38 | SWITZERLAND (CONFEDERATION OF) | 2.00 | 10/12/2016 | 1,850,000 | 2,130,315 | |||||||||||||
H7351PL46 | SWITZERLAND (CONFEDERATION OF) | 2.00 | 11/9/2014 | 1,850,000 | 2,057,283 | |||||||||||||
H7351PMW3 | SWITZERLAND (CONFEDERATION OF) | 4.00 | 2/11/2013 | 1,850,000 | 1,995,731 | |||||||||||||
H7351PRV0 | SWITZERLAND (CONFEDERATION OF) | 3.75 | 6/10/2015 | 1,850,000 | 2,178,347 | |||||||||||||
J1348FAB1 | EKSPORTFINANS ASA | 0.89 | 6/16/2015 | 100,000,000 | 1,121,479 | |||||||||||||
P9767GT92 | UNITED MEXICAN STATES | 9.00 | 6/20/2013 | 1,148,141 | 9,208,703 | |||||||||||||
Q0819ACW8 | AUSTRALIA COMMONWEALTH OF | 5.75 | 5/15/2021 | 26,500,000 | 33,679,766 | |||||||||||||
Q2694KDZ4 | GOVT OF AUSTRALIA | 5.25 | 3/15/2019 | 4,000,000 | 4,792,816 | |||||||||||||
S69124FF7 | REPUBLIC OF SOUTH AFRICA | 10.50 | 12/21/2026 | 61,910,000 | 9,619,165 | |||||||||||||
|
| |||||||||||||||||
413,923,141 | 309,471,470 | |||||||||||||||||
|
| |||||||||||||||||
State and Municipal | ||||||||||||||||||
4521518T3 | ILLINOIS ST | 3.32 | 1/1/2013 | 10,000,000 | 10,069,800 | |||||||||||||
4521518V8 | ILLINOIS ST | 4.42 | 1/1/2015 | 10,998,000 | 11,636,545 | |||||||||||||
463655GW4 | IRVINE RANCH CALIF WTR DIST JT | 2.61 | 3/15/2014 | 3,500,000 | 3,608,360 | |||||||||||||
64966B3L5 | NEW YORK NY | 1.55 | 1/15/2016 | 5,250,000 | 5,258,453 | |||||||||||||
64971M5E8 | NEW YORK NY CITY TRANSITIONAL | 4.08 | 11/1/2020 | 3,000,000 | 3,311,760 | |||||||||||||
74526QZL9 | PUERTO RICO ELEC PWR AUTH | 5.00 | 7/1/2020 | 2,000,000 | 2,188,700 | |||||||||||||
83714RBA0 | SOUTH CAROLINA STUDENT LN | 0.51 | 12/2/2019 | 4,031,859 | 4,000,491 | |||||||||||||
98458PAB1 | YALE UNIVERSITY | 2.90 | 10/15/2014 | 1,400,000 | 1,468,365 | |||||||||||||
|
| |||||||||||||||||
40,179,859 | 41,542,473 | |||||||||||||||||
|
| |||||||||||||||||
Agency MBS | ||||||||||||||||||
01F0224A0 | FNMA | 2.50 | 10/1/2027 | 6,000,000 | 6,307,500 | |||||||||||||
01F0224B8 | FNMA | 2.50 | 11/1/2027 | 9,000,000 | 9,440,859 | |||||||||||||
01F0306A1 | FNMA | 3.00 | 10/1/2042 | 9,000,000 | 9,502,031 | |||||||||||||
01F0326B5 | FNMA | 3.50 | 11/1/2040 | 32,000,000 | 34,238,750 | |||||||||||||
01F0406A0 | FNMA | 4.00 | 10/1/2039 | 44,000,000 | 47,410,000 | |||||||||||||
01F0406B8 | FNMA | 4.00 | 11/1/2040 | 23,000,000 | 24,756,445 | |||||||||||||
01F0426A6 | FNMA | 4.50 | 10/1/2037 | 3,000,000 | 3,246,563 | |||||||||||||
01F0426B4 | FNMA | 4.50 | 11/10/2030 | 10,000,000 | 10,816,406 | |||||||||||||
01F050692 | FNMA TBA | 5.00 | 9/1/2034 | 2,000,000 | 2,181,250 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
01F0506A9 | FNMA TBA | 5.00 | 10/1/2034 | -54,000,000 | -58,893,750 | |||||||||||||
01F0506B7 | FNMA TBA | 5.00 | 11/1/2034 | 87,000,000 | 94,840,195 | |||||||||||||
01F0606B6 | FNMA TBA | 6.00 | 11/1/2034 | 25,000,000 | 27,611,328 | |||||||||||||
01N0506A0 | GNMA | 5.00 | 10/1/2034 | 2,000,000 | 2,205,000 | |||||||||||||
01N0526A6 | GNMA | 5.50 | 10/1/2034 | 750,000 | 833,555 | |||||||||||||
02R0326A2 | FHLMC GOLD | 3.50 | 10/1/2041 | 3,100,000 | 3,324,145 | |||||||||||||
02R0406A5 | FHLMC GOLD | 4.00 | 10/1/2040 | 8,425,000 | 9,057,204 | |||||||||||||
31283HVE2 | FHLMC GOLD | 6.00 | 3/1/2033 | 12,913 | 14,386 | |||||||||||||
31283HWZ4 | FHLMC GOLD | 6.00 | 4/1/2033 | 8,887 | 9,901 | |||||||||||||
31283K4C9 | FHLMC GOLD | 5.00 | 6/1/2020 | 5,281,077 | 5,740,801 | |||||||||||||
31283KJU3 | FHLMC GOLD | 6.50 | 12/1/2014 | 205,340 | 222,922 | |||||||||||||
31283KN87 | FHLMC GOLD | 5.00 | 9/1/2017 | 1,446 | 1,564 | |||||||||||||
3128GNW87 | FHLMC GOLD | 5.00 | 11/1/2016 | 2,071 | 2,232 | |||||||||||||
3128GNY77 | FHLMC GOLD | 5.00 | 11/1/2016 | 9,300 | 10,101 | |||||||||||||
3128GP3U5 | FHLMC GOLD | 5.00 | 1/1/2017 | 1,698 | 1,830 | |||||||||||||
3128GP3V3 | FHLMC GOLD | 5.00 | 1/1/2017 | 9,076 | 9,858 | |||||||||||||
3128GP4U4 | FHLMC GOLD | 5.00 | 1/1/2017 | 3,201 | 3,449 | |||||||||||||
3128GP7M9 | FHLMC GOLD | 5.00 | 1/1/2017 | 1,085 | 1,174 | |||||||||||||
3128GPSA2 | FHLMC GOLD | 5.00 | 12/1/2016 | 1,801 | 1,941 | |||||||||||||
3128GQ3Q2 | FHLMC GOLD | 5.00 | 2/1/2017 | 3,128 | 3,384 | |||||||||||||
3128GQ6E6 | FHLMC GOLD | 5.00 | 2/1/2017 | 3,169 | 3,436 | |||||||||||||
3128GQGA3 | FHLMC GOLD | 5.00 | 1/1/2017 | 4,069 | 4,419 | |||||||||||||
3128GQJT9 | FHLMC GOLD | 5.00 | 1/1/2017 | 3,468 | 3,737 | |||||||||||||
3128GQK26 | FHLMC GOLD | 5.00 | 1/1/2017 | 6,254 | 6,780 | |||||||||||||
3128GQK34 | FHLMC GOLD | 5.00 | 1/1/2017 | 1,314 | 1,416 | |||||||||||||
3128GQKB6 | FHLMC GOLD | 5.00 | 1/1/2017 | 2,025 | 2,182 | |||||||||||||
3128GQP54 | FHLMC GOLD | 5.00 | 1/1/2017 | 4,947 | 5,353 | |||||||||||||
3128GQQQ7 | FHLMC GOLD | 5.00 | 2/1/2017 | 3,570 | 3,847 | |||||||||||||
3128GQQZ7 | FHLMC GOLD | 5.00 | 2/1/2017 | 8,051 | 8,727 | |||||||||||||
3128GQSG7 | FHLMC GOLD | 5.00 | 2/1/2017 | 2,011 | 2,176 | |||||||||||||
3128GQU58 | FHLMC GOLD | 5.00 | 2/1/2017 | 4,269 | 4,628 | |||||||||||||
3128GQU90 | FHLMC GOLD | 5.00 | 2/1/2017 | 1,095 | 1,185 | |||||||||||||
3128GQVB4 | FHLMC GOLD | 5.00 | 2/1/2017 | 2,392 | 2,578 | |||||||||||||
3128GQW31 | FHLMC GOLD | 5.00 | 2/1/2017 | 5,459 | 5,917 | |||||||||||||
3128GQW49 | FHLMC GOLD | 5.00 | 2/1/2017 | 9,959 | 10,797 | |||||||||||||
3128GR3Y3 | FHLMC GOLD | 5.00 | 2/1/2017 | 7,465 | 8,093 | |||||||||||||
3128GR6N4 | FHLMC GOLD | 5.00 | 4/1/2017 | 11,545 | 12,515 | |||||||||||||
3128GRBH1 | FHLMC GOLD | 5.00 | 2/1/2017 | 3,976 | 4,302 | |||||||||||||
3128GRFT1 | FHLMC GOLD | 5.00 | 3/1/2017 | 6,407 | 6,946 | |||||||||||||
3128GRJD2 | FHLMC GOLD | 5.00 | 3/1/2017 | 1,949 | 2,113 | |||||||||||||
3128GRK81 | FHLMC GOLD | 5.00 | 3/1/2017 | 941 | 1,020 | |||||||||||||
3128GRLA5 | FHLMC GOLD | 5.00 | 3/1/2017 | 10,275 | 11,138 | |||||||||||||
3128GRM71 | FHLMC GOLD | 5.00 | 3/1/2017 | 1,915 | 2,072 | |||||||||||||
3128GRP94 | FHLMC GOLD | 5.00 | 3/1/2017 | 947 | 1,020 | |||||||||||||
3128GRQA0 | FHLMC GOLD | 5.00 | 3/1/2017 | 3,419 | 3,699 | |||||||||||||
3128GRSP5 | FHLMC GOLD | 5.00 | 3/1/2017 | 3,407 | 3,671 | |||||||||||||
3128GRSY6 | FHLMC GOLD | 5.00 | 3/1/2017 | 4,772 | 5,174 | |||||||||||||
3128GRUF4 | FHLMC GOLD | 5.00 | 3/1/2017 | 954 | 1,032 | |||||||||||||
3128GRUT4 | FHLMC GOLD | 5.00 | 3/1/2017 | 5,188 | 5,591 | |||||||||||||
3128GRWQ8 | FHLMC GOLD | 5.00 | 2/1/2017 | 386 | 416 | |||||||||||||
3128GRYD5 | FHLMC GOLD | 5.00 | 4/1/2017 | 2,306 | 2,495 | |||||||||||||
3128GS5Y9 | FHLMC GOLD | 5.00 | 4/1/2017 | 4,407 | 4,768 | |||||||||||||
3128GSDJ3 | FHLMC GOLD | 5.00 | 4/1/2017 | 6,508 | 7,055 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
3128GSGB7 | FHLMC GOLD | 5.00 | 4/1/2017 | 6,943 | 7,527 | |||||||||||||
3128GSGU5 | FHLMC GOLD | 5.00 | 4/1/2017 | 14,324 | 15,529 | |||||||||||||
3128GSKE6 | FHLMC GOLD | 5.00 | 4/1/2017 | 10,577 | 11,466 | |||||||||||||
3128GSKV8 | FHLMC GOLD | 5.00 | 4/1/2017 | 4,881 | 5,282 | |||||||||||||
3128GSLX3 | FHLMC GOLD | 5.00 | 4/1/2017 | 2,966 | 3,209 | |||||||||||||
3128GSLY1 | FHLMC GOLD | 5.00 | 4/1/2017 | 6,865 | 7,442 | |||||||||||||
3128GSNL7 | FHLMC GOLD | 5.00 | 4/1/2017 | 2,696 | 2,917 | |||||||||||||
3128GSQN0 | FHLMC GOLD | 5.00 | 4/1/2017 | 5,054 | 5,447 | |||||||||||||
3128GSSN8 | FHLMC GOLD | 5.00 | 4/1/2017 | 11,523 | 12,492 | |||||||||||||
3128GV2N9 | FHLMC GOLD | 5.00 | 10/1/2017 | 18,615 | 20,180 | |||||||||||||
3128GV3C2 | FHLMC GOLD | 5.00 | 10/1/2017 | 8,390 | 9,095 | |||||||||||||
3128GV3D0 | FHLMC GOLD | 5.00 | 10/1/2017 | 16,217 | 17,580 | |||||||||||||
3128GV3Z1 | FHLMC GOLD | 5.00 | 10/1/2017 | 19,072 | 20,675 | |||||||||||||
3128GV7G9 | FHLMC GOLD | 5.00 | 10/1/2017 | 3,758 | 4,066 | |||||||||||||
3128GVBY5 | FHLMC GOLD | 5.00 | 8/1/2017 | 943 | 1,023 | |||||||||||||
3128GVH94 | FHLMC GOLD | 5.00 | 9/1/2017 | 2,136 | 2,312 | |||||||||||||
3128GVJA9 | FHLMC GOLD | 5.00 | 9/1/2017 | 7,529 | 8,161 | |||||||||||||
3128GVJB7 | FHLMC GOLD | 5.00 | 9/1/2017 | 5,297 | 5,732 | |||||||||||||
3128GVJQ4 | FHLMC GOLD | 5.00 | 9/1/2017 | 8,919 | 9,669 | |||||||||||||
3128GVLF5 | FHLMC GOLD | 5.00 | 9/1/2017 | 4,377 | 4,717 | |||||||||||||
3128GVLH1 | FHLMC GOLD | 5.00 | 9/1/2017 | 6,272 | 6,799 | |||||||||||||
3128GVLJ7 | FHLMC GOLD | 5.00 | 9/1/2017 | 11,120 | 12,054 | |||||||||||||
3128GVMM9 | FHLMC GOLD | 5.00 | 8/1/2017 | 873 | 945 | |||||||||||||
3128GVNL0 | FHLMC GOLD | 5.00 | 9/1/2017 | 4,958 | 5,365 | |||||||||||||
3128GVNM8 | FHLMC GOLD | 5.00 | 9/1/2017 | 5,731 | 6,213 | |||||||||||||
3128GVNN6 | FHLMC GOLD | 5.00 | 9/1/2017 | 7,979 | 8,663 | |||||||||||||
3128GVNV8 | FHLMC GOLD | 5.00 | 9/1/2017 | 2,414 | 2,612 | |||||||||||||
3128GVNX4 | FHLMC GOLD | 5.00 | 9/1/2017 | 40,110 | 43,482 | |||||||||||||
3128GVPM6 | FHLMC GOLD | 5.00 | 9/1/2017 | 4,345 | 4,710 | |||||||||||||
3128GVPN4 | FHLMC GOLD | 5.00 | 9/1/2017 | 3,958 | 4,283 | |||||||||||||
3128GVPP9 | FHLMC GOLD | 5.00 | 9/1/2017 | 10,100 | 10,949 | |||||||||||||
3128GVQH6 | FHLMC GOLD | 5.00 | 9/1/2017 | 9,975 | 10,814 | |||||||||||||
3128GVRA0 | FHLMC GOLD | 5.00 | 9/1/2017 | 3,157 | 3,416 | |||||||||||||
3128GVRC6 | FHLMC GOLD | 5.00 | 9/1/2017 | 6,353 | 6,887 | |||||||||||||
3128GVRE2 | FHLMC GOLD | 5.00 | 9/1/2017 | 5,990 | 6,482 | |||||||||||||
3128GVRS1 | FHLMC GOLD | 5.00 | 9/1/2017 | 2,826 | 3,058 | |||||||||||||
3128GVRT9 | FHLMC GOLD | 5.00 | 9/1/2017 | 8,207 | 8,897 | |||||||||||||
3128GVRY8 | FHLMC GOLD | 5.00 | 9/1/2017 | 39,315 | 42,620 | |||||||||||||
3128GVT83 | FHLMC GOLD | 5.00 | 9/1/2017 | 13,519 | 14,656 | |||||||||||||
3128GVTN0 | FHLMC GOLD | 5.00 | 9/1/2017 | 5,086 | 5,503 | |||||||||||||
3128GVTW0 | FHLMC GOLD | 5.00 | 9/1/2017 | 8,887 | 9,634 | |||||||||||||
3128GVUD0 | FHLMC GOLD | 5.00 | 9/1/2017 | 1,191 | 1,288 | |||||||||||||
3128GVUE8 | FHLMC GOLD | 5.00 | 9/1/2017 | 7,271 | 7,882 | |||||||||||||
3128GVUX6 | FHLMC GOLD | 5.00 | 10/1/2017 | 2,968 | 3,211 | |||||||||||||
3128GVVE7 | FHLMC GOLD | 5.00 | 10/1/2017 | 19,164 | 20,775 | |||||||||||||
3128GVVF4 | FHLMC GOLD | 5.00 | 10/1/2017 | 9,302 | 10,084 | |||||||||||||
3128GVVJ6 | FHLMC GOLD | 5.00 | 10/1/2017 | 15,886 | 17,222 | |||||||||||||
3128GVVY3 | FHLMC GOLD | 5.00 | 10/1/2017 | 8,229 | 8,920 | |||||||||||||
3128GVW22 | FHLMC GOLD | 5.00 | 9/1/2017 | 2,695 | 2,922 | |||||||||||||
3128GVW89 | FHLMC GOLD | 5.00 | 10/1/2017 | 4,539 | 4,911 | |||||||||||||
3128GVZV5 | FHLMC GOLD | 5.00 | 10/1/2017 | 11,100 | 12,033 | |||||||||||||
3128GW5Q7 | FHLMC GOLD | 5.00 | 11/1/2017 | 7,523 | 8,140 | |||||||||||||
3128GW6G8 | FHLMC GOLD | 5.00 | 11/1/2017 | 4,372 | 4,740 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
3128GWAQ1 | FHLMC GOLD | 5.00 | 10/1/2017 | 1,866 | 2,011 | |||||||||||||
3128GWAT5 | FHLMC GOLD | 5.00 | 10/1/2017 | 15,437 | 16,735 | |||||||||||||
3128GWAU2 | FHLMC GOLD | 5.00 | 10/1/2017 | 17,655 | 19,139 | |||||||||||||
3128GWB49 | FHLMC GOLD | 5.00 | 10/1/2017 | 1,621 | 1,757 | |||||||||||||
3128GWB80 | FHLMC GOLD | 5.00 | 10/1/2017 | 9,713 | 10,530 | |||||||||||||
3128GWBH0 | FHLMC GOLD | 5.00 | 10/1/2017 | 13,004 | 14,097 | |||||||||||||
3128GWC89 | FHLMC GOLD | 5.00 | 10/1/2017 | 5,539 | 6,005 | |||||||||||||
3128GWCL0 | FHLMC GOLD | 5.00 | 10/1/2017 | 9,761 | 10,582 | |||||||||||||
3128GWCW6 | FHLMC GOLD | 5.00 | 10/1/2017 | 3,619 | 3,924 | |||||||||||||
3128GWDP0 | FHLMC GOLD | 5.00 | 10/1/2017 | 6,395 | 6,933 | |||||||||||||
3128GWEG9 | FHLMC GOLD | 5.00 | 10/1/2017 | 23,754 | 25,751 | |||||||||||||
3128GWEK0 | FHLMC GOLD | 5.00 | 10/1/2017 | 6,622 | 7,165 | |||||||||||||
3128GWEP9 | FHLMC GOLD | 5.00 | 10/1/2017 | 2,701 | 2,923 | |||||||||||||
3128GWF86 | FHLMC GOLD | 5.00 | 10/1/2017 | 7,064 | 7,658 | |||||||||||||
3128GWFN3 | FHLMC GOLD | 5.00 | 10/1/2017 | 7,187 | 7,777 | |||||||||||||
3128GWHH4 | FHLMC GOLD | 5.00 | 10/1/2017 | 6,016 | 6,522 | |||||||||||||
3128GWJG4 | FHLMC GOLD | 5.00 | 11/1/2017 | 16,246 | 17,612 | |||||||||||||
3128GWK31 | FHLMC GOLD | 5.00 | 10/1/2017 | 8,707 | 9,439 | |||||||||||||
3128GWK56 | FHLMC GOLD | 5.00 | 11/1/2017 | 8,576 | 9,296 | |||||||||||||
3128GWMS4 | FHLMC GOLD | 5.00 | 11/1/2017 | 4,730 | 5,119 | |||||||||||||
3128GWP85 | FHLMC GOLD | 5.00 | 11/1/2017 | 4,865 | 5,264 | |||||||||||||
3128GWQ27 | FHLMC GOLD | 5.00 | 11/1/2017 | 11,116 | 12,051 | |||||||||||||
3128GWQ92 | FHLMC GOLD | 5.00 | 11/1/2017 | 8,991 | 9,747 | |||||||||||||
3128GWQN1 | FHLMC GOLD | 5.00 | 11/1/2017 | 8,437 | 9,147 | |||||||||||||
3128GWQY7 | FHLMC GOLD | 5.00 | 11/1/2017 | 3,801 | 4,113 | |||||||||||||
3128GWR42 | FHLMC GOLD | 5.00 | 11/1/2017 | 11,181 | 12,121 | |||||||||||||
3128GWRF7 | FHLMC GOLD | 5.00 | 11/1/2017 | 5,984 | 6,487 | |||||||||||||
3128GWV21 | FHLMC GOLD | 5.00 | 11/1/2017 | 11,015 | 11,941 | |||||||||||||
3128GWVL9 | FHLMC GOLD | 5.00 | 11/1/2017 | 1,513 | 1,640 | |||||||||||||
3128GWWM6 | FHLMC GOLD | 5.00 | 11/1/2017 | 1,512 | 1,639 | |||||||||||||
3128GWXD5 | FHLMC GOLD | 5.00 | 11/1/2017 | 5,456 | 5,904 | |||||||||||||
3128GWXW3 | FHLMC GOLD | 5.00 | 11/1/2017 | 9,498 | 10,296 | |||||||||||||
3128GWYS1 | FHLMC GOLD | 5.00 | 11/1/2017 | 1,352 | 1,465 | |||||||||||||
3128GWZQ4 | FHLMC GOLD | 5.00 | 11/1/2017 | 6,827 | 7,401 | |||||||||||||
3128GX3H7 | FHLMC GOLD | 5.00 | 12/1/2017 | 9,800 | 10,624 | |||||||||||||
3128GX5V4 | FHLMC | 5.00 | 12/1/2017 | 12,658 | 13,722 | |||||||||||||
3128GXAX4 | FHLMC GOLD | 5.00 | 11/1/2017 | 20,390 | 22,104 | |||||||||||||
3128GXBC9 | FHLMC GOLD | 5.00 | 11/1/2017 | 3,358 | 3,633 | |||||||||||||
3128GXEA0 | FHLMC GOLD | 5.00 | 12/1/2017 | 7,857 | 8,517 | |||||||||||||
3128GXEK8 | FHLMC GOLD | 5.00 | 12/1/2017 | 3,905 | 4,233 | |||||||||||||
3128GXFT8 | FHLMC GOLD | 5.00 | 12/1/2017 | 10,498 | 11,381 | |||||||||||||
3128GXHA7 | FHLMC GOLD | 5.00 | 12/1/2017 | 14,655 | 15,887 | |||||||||||||
3128GXHQ2 | FHLMC GOLD | 5.00 | 12/1/2017 | 15,677 | 16,995 | |||||||||||||
3128GXN36 | FHLMC GOLD | 5.00 | 12/1/2017 | 12,056 | 13,069 | |||||||||||||
3128GY2H6 | FHLMC GOLD | 5.00 | 2/1/2018 | 9,982 | 10,843 | |||||||||||||
3128GYF66 | FHLMC GOLD | 5.00 | 1/1/2018 | 2,998 | 3,244 | |||||||||||||
3128GYG73 | FHLMC GOLD | 5.00 | 1/1/2018 | 12,023 | 13,059 | |||||||||||||
3128GYKK9 | FHLMC GOLD | 5.00 | 1/1/2018 | 2,020 | 2,194 | |||||||||||||
3128GYLX0 | FHLMC GOLD | 5.00 | 1/1/2018 | 1,126 | 1,218 | |||||||||||||
3128GYNT7 | FHLMC GOLD | 5.00 | 2/1/2018 | 1,160 | 1,255 | |||||||||||||
3128GYQC1 | FHLMC GOLD | 5.00 | 2/1/2018 | 11,164 | 12,126 | |||||||||||||
3128GYS88 | FHLMC GOLD | 5.00 | 2/1/2018 | 1,587 | 1,717 | |||||||||||||
3128GYTW4 | FHLMC GOLD | 5.00 | 2/1/2018 | 1,576 | 1,706 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
3128GYU44 | FHLMC GOLD | 5.00 | 2/1/2018 | 9,310 | 10,112 | |||||||||||||
3128GYU51 | FHLMC GOLD | 5.00 | 2/1/2018 | 8,429 | 9,155 | |||||||||||||
3128GYV35 | FHLMC GOLD | 5.00 | 2/1/2018 | 13,611 | 14,783 | |||||||||||||
3128GYVB7 | FHLMC GOLD | 5.50 | 2/1/2018 | 41,896 | 45,353 | |||||||||||||
3128GYVZ4 | FHLMC GOLD | 5.00 | 2/1/2018 | 11,115 | 12,073 | |||||||||||||
3128GYZE7 | FHLMC GOLD | 5.00 | 2/1/2018 | 5,924 | 6,434 | |||||||||||||
3128H22V4 | FHLMC GOLD | 5.00 | 4/1/2018 | 5,622 | 6,106 | |||||||||||||
3128H25K5 | FHLMC GOLD | 5.00 | 4/1/2018 | 1,975 | 2,137 | |||||||||||||
3128H26F5 | FHLMC GOLD | 5.00 | 3/1/2018 | 178 | 194 | |||||||||||||
3128H26M0 | FHLMC GOLD | 5.50 | 3/1/2018 | 643,488 | 696,587 | |||||||||||||
3128H26W8 | FHLMC GOLD | 5.50 | 2/1/2018 | 295,745 | 320,148 | |||||||||||||
3128H27K3 | FHLMC GOLD | 5.00 | 4/1/2018 | 3,095 | 3,349 | |||||||||||||
3128H2B69 | FHLMC GOLD | 5.00 | 2/1/2018 | 15,515 | 16,852 | |||||||||||||
3128H2B77 | FHLMC GOLD | 5.00 | 2/1/2018 | 13,813 | 15,003 | |||||||||||||
3128H2B85 | FHLMC GOLD | 5.00 | 2/1/2018 | 11,467 | 12,455 | |||||||||||||
3128H2C84 | FHLMC GOLD | 5.00 | 2/1/2018 | 2,715 | 2,937 | |||||||||||||
3128H2E41 | FHLMC GOLD | 5.00 | 3/1/2018 | 16,721 | 18,162 | |||||||||||||
3128H2ED1 | FHLMC GOLD | 5.00 | 2/1/2018 | 26,678 | 28,977 | |||||||||||||
3128H2EG4 | FHLMC GOLD | 5.00 | 2/1/2018 | 16,357 | 17,766 | |||||||||||||
3128H2LV3 | FHLMC GOLD | 5.00 | 2/1/2018 | 12,567 | 13,649 | |||||||||||||
3128H2LY7 | FHLMC GOLD | 5.00 | 3/1/2018 | 6,516 | 7,078 | |||||||||||||
3128H2QV8 | FHLMC GOLD | 5.00 | 3/1/2018 | 16,991 | 18,455 | |||||||||||||
3128H2T86 | FHLMC GOLD | 5.00 | 3/1/2018 | 1,850 | 2,010 | |||||||||||||
3128H2TF0 | FHLMC GOLD | 5.00 | 3/1/2018 | 17,172 | 18,652 | |||||||||||||
3128H2TJ2 | FHLMC GOLD | 5.00 | 3/1/2018 | 4,116 | 4,454 | |||||||||||||
3128H2TW3 | FHLMC GOLD | 5.00 | 3/1/2018 | 13,994 | 15,199 | |||||||||||||
3128H2VW0 | FHLMC GOLD | 5.00 | 3/1/2018 | 18,418 | 20,005 | |||||||||||||
3128H2YM9 | FHLMC GOLD | 5.00 | 3/1/2018 | 4,281 | 4,632 | |||||||||||||
3128H2YN7 | FHLMC GOLD | 5.00 | 3/1/2018 | 5,538 | 5,993 | |||||||||||||
3128H2YS6 | FHLMC GOLD | 5.00 | 3/1/2018 | 6,709 | 7,260 | |||||||||||||
3128H2ZJ5 | FHLMC GOLD | 5.00 | 3/1/2018 | 5,143 | 5,565 | |||||||||||||
3128H2ZT3 | FHLMC GOLD | 5.00 | 4/1/2018 | 6,405 | 6,931 | |||||||||||||
3128H2ZU0 | FHLMC GOLD | 5.00 | 4/1/2018 | 12,087 | 13,128 | |||||||||||||
3128H32W0 | FHLMC GOLD | 5.00 | 4/1/2018 | 8,447 | 9,157 | |||||||||||||
3128H3C25 | FHLMC GOLD | 5.00 | 4/1/2018 | 2,021 | 2,187 | |||||||||||||
3128H3CD1 | FHLMC GOLD | 5.00 | 4/1/2018 | 3,479 | 3,778 | |||||||||||||
3128H3FG1 | FHLMC GOLD | 5.00 | 4/1/2018 | 10,814 | 11,746 | |||||||||||||
3128H3KN0 | FHLMC GOLD | 5.00 | 4/1/2018 | 45 | 49 | |||||||||||||
3128H3MN8 | FHLMC GOLD | 5.00 | 4/1/2018 | 18,785 | 20,404 | |||||||||||||
3128H3N72 | FHLMC GOLD | 5.00 | 4/1/2018 | 4,448 | 4,813 | |||||||||||||
3128H3RY9 | FHLMC GOLD | 5.00 | 5/1/2018 | 17,883 | 19,424 | |||||||||||||
3128H3S36 | FHLMC GOLD | 5.00 | 4/1/2018 | 6,417 | 6,970 | |||||||||||||
3128H3SZ5 | FHLMC GOLD | 5.00 | 5/1/2018 | 9,671 | 10,505 | |||||||||||||
3128H3V65 | FHLMC GOLD | 5.00 | 5/1/2018 | 3,565 | 3,858 | |||||||||||||
3128H3WF4 | FHLMC GOLD | 5.00 | 4/1/2018 | 7,156 | 7,773 | |||||||||||||
3128H3XU0 | FHLMC GOLD | 5.00 | 5/1/2018 | 8,024 | 8,683 | |||||||||||||
3128H45V7 | FHLMC GOLD | 5.00 | 6/1/2018 | 10,935 | 11,877 | |||||||||||||
3128H4J59 | FHLMC GOLD | 5.00 | 6/1/2018 | 7,901 | 8,582 | |||||||||||||
3128H4JG5 | FHLMC GOLD | 5.00 | 5/1/2018 | 8,951 | 9,685 | |||||||||||||
3128H4JT7 | FHLMC GOLD | 5.00 | 6/1/2018 | 17,763 | 19,293 | |||||||||||||
3128H5JX5 | FHLMC GOLD | 5.00 | 7/1/2018 | 14,103 | 15,318 | |||||||||||||
3128H5RP3 | FHLMC GOLD | 5.00 | 7/1/2018 | 7,578 | 8,200 | |||||||||||||
3128H5TK2 | FHLMC GOLD | 5.00 | 7/1/2018 | 20,004 | 21,728 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
3128H6BG8 | FHLMC GOLD | 5.00 | 7/1/2018 | 16,933 | 18,392 | |||||||||||||
3128H6CZ5 | FHLMC GOLD | 5.00 | 7/1/2018 | 14,645 | 15,906 | |||||||||||||
3128H6FR0 | FHLMC GOLD | 5.00 | 8/1/2018 | 12,015 | 13,050 | |||||||||||||
3128H6FU3 | FHLMC GOLD | 5.00 | 8/1/2018 | 9,485 | 10,264 | |||||||||||||
3128H6WU4 | FHLMC GOLD | 5.50 | 8/1/2018 | 199,914 | 217,005 | |||||||||||||
3128H6XM1 | FHLMC GOLD | 5.00 | 8/1/2018 | 3,580 | 3,889 | |||||||||||||
3128H6ZC1 | FHLMC GOLD | 5.50 | 7/1/2018 | 58,231 | 63,209 | |||||||||||||
3128H77K2 | FHLMC GOLD | 5.50 | 10/1/2018 | 157,222 | 170,663 | |||||||||||||
3128JLDM8 | FHLMC | 2.84 | 9/1/2033 | 201,010 | 213,965 | |||||||||||||
3128JLEY1 | FHLMC | 2.76 | 9/1/2033 | 339,118 | 372,502 | |||||||||||||
3128JLHB8 | FHLMC | 2.66 | 9/1/2033 | 60,047 | 64,360 | |||||||||||||
3128JMW45 | FHLMC | 2.65 | 11/1/2034 | 81,521 | 87,926 | |||||||||||||
3128JMY68 | FHLMC | 2.75 | 11/1/2034 | 102,867 | 111,849 | |||||||||||||
3128JMZG5 | FHLMC | 2.69 | 11/1/2034 | 148,640 | 160,168 | |||||||||||||
3128JNAL9 | FHLMC | 2.86 | 2/1/2035 | 159,826 | 172,315 | |||||||||||||
3128JRP26 | FHLMC | 2.58 | 12/1/2033 | 1,703,674 | 1,825,869 | |||||||||||||
3128K17K1 | FHLMC GOLD | 5.00 | 1/1/2036 | 3,711,863 | 4,040,808 | |||||||||||||
3128K9KT0 | FHLMC GOLD | 5.50 | 3/1/2036 | 117,843 | 128,119 | |||||||||||||
3128KA4Z1 | FHLMC GOLD | 6.00 | 6/1/2036 | 60,187 | 66,258 | |||||||||||||
3128KALC3 | FHLMC GOLD | 6.00 | 6/1/2036 | 6,683 | 7,327 | |||||||||||||
3128KE5H2 | FHLMC GOLD | 6.50 | 9/1/2036 | 116,375 | 130,015 | |||||||||||||
3128KJ6T4 | FHLMC GOLD | 6.00 | 1/1/2037 | 298,001 | 326,737 | |||||||||||||
3128KLMJ3 | FHLMC GOLD | 5.50 | 2/1/2037 | 881,919 | 958,979 | |||||||||||||
3128KQUK0 | FHLMC GOLD | 5.50 | 5/1/2037 | 110,807 | 120,489 | |||||||||||||
3128KU3J4 | FHLMC GOLD | 6.00 | 8/1/2037 | 350,354 | 384,592 | |||||||||||||
3128KULK1 | FHLMC GOLD | 6.00 | 7/1/2037 | 8,307 | 9,109 | |||||||||||||
3128KVAR6 | FHLMC GOLD | 6.50 | 8/1/2037 | 110,809 | 126,341 | |||||||||||||
3128KWBZ5 | FHLMC GOLD | 6.00 | 9/1/2037 | 11,040 | 12,426 | |||||||||||||
3128KWFX6 | FHLMC GOLD | 6.00 | 9/1/2037 | 27,389 | 30,828 | |||||||||||||
3128KWFY4 | FHLMC GOLD | 6.00 | 9/1/2037 | 34,065 | 38,341 | |||||||||||||
3128KWH30 | FHLMC GOLD | 6.00 | 9/1/2037 | 57,355 | 62,899 | |||||||||||||
3128KWMW0 | FHLMC GOLD | 6.00 | 9/1/2037 | 544,882 | 599,494 | |||||||||||||
3128KWT29 | FHLMC GOLD | 6.00 | 9/1/2037 | 22,923 | 25,801 | |||||||||||||
3128KWT78 | FHLMC GOLD | 6.00 | 9/1/2037 | 88,185 | 96,803 | |||||||||||||
3128KWTK9 | FHLMC GOLD | 6.00 | 9/1/2037 | 31,042 | 34,939 | |||||||||||||
3128KWTP8 | FHLMC GOLD | 6.00 | 9/1/2037 | 29,538 | 33,247 | |||||||||||||
3128KWTZ6 | FHLMC GOLD | 6.00 | 9/1/2037 | 23,842 | 26,835 | |||||||||||||
3128KYXE4 | FHLMC GOLD | 6.00 | 4/1/2037 | 16,338 | 18,389 | |||||||||||||
3128L0SP8 | FHLMC GOLD | 6.00 | 11/1/2037 | 11,205 | 12,328 | |||||||||||||
3128L0SR4 | FHLMC GOLD | 6.00 | 11/1/2037 | 325,405 | 358,934 | |||||||||||||
3128L1WN6 | FHLMC GOLD | 5.50 | 12/1/2037 | 379,730 | 412,910 | |||||||||||||
3128L1WP1 | FHLMC GOLD | 6.00 | 12/1/2037 | 73,610 | 80,724 | |||||||||||||
3128LAFP0 | FHLMC GOLD | 6.00 | 4/1/2038 | 2,442,537 | 2,678,943 | |||||||||||||
3128LXUJ7 | FHLMC GOLD | 6.00 | 11/1/2036 | 306,877 | 336,469 | |||||||||||||
3128M4GD9 | FHLMC GOLD | 6.00 | 1/1/2037 | 92,685 | 101,623 | |||||||||||||
3128M4XA6 | FHLMC GOLD | 5.50 | 7/1/2037 | 2,412,557 | 2,656,696 | |||||||||||||
3128M4YR8 | FHLMC GOLD | 6.00 | 8/1/2037 | 233,388 | 255,945 | |||||||||||||
3128M4ZG1 | FHLMC GOLD | 6.00 | 7/1/2037 | 2,902 | 3,267 | |||||||||||||
3128M5DQ0 | FHLMC GOLD | 5.50 | 10/1/2037 | 132,042 | 143,579 | |||||||||||||
3128M5GA2 | FHLMC GOLD | 6.00 | 10/1/2037 | 797,419 | 874,489 | |||||||||||||
3128M5J27 | FHLMC GOLD | 6.00 | 11/1/2037 | 415,830 | 456,020 | |||||||||||||
3128M5NP1 | FHLMC GOLD | 6.00 | 12/1/2037 | 5,391 | 5,912 | |||||||||||||
3128M5R93 | FHLMC GOLD | 5.50 | 2/1/2038 | 51,883 | 56,416 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
3128M5RA0 | FHLMC GOLD | 6.00 | 1/1/2038 | 30,177 | 33,094 | |||||||||||||
3128M6AV0 | FHLMC GOLD | 5.50 | 3/1/2038 | 115,360 | 125,439 | |||||||||||||
3128M6SA7 | FHLMC GOLD | 6.00 | 10/1/2038 | 925,022 | 1,014,552 | |||||||||||||
3128M6UB2 | FHLMC GOLD | 6.00 | 7/1/2038 | 69,940 | 78,720 | |||||||||||||
3128M6ZQ4 | FHLMC GOLD | 5.00 | 11/1/2038 | 432,178 | 467,202 | |||||||||||||
3128M73M6 | FHLMC GOLD | 5.00 | 9/1/2039 | 386,870 | 418,046 | |||||||||||||
3128M7AZ9 | FHLMC GOLD | 6.00 | 12/1/2038 | 192,729 | 216,924 | |||||||||||||
3128M7CE4 | FHLMC GOLD | 5.00 | 1/1/2039 | 56,998 | 61,591 | |||||||||||||
3128M7E28 | FHLMC GOLD | 5.00 | 2/1/2039 | 6,190,457 | 6,689,312 | |||||||||||||
3128M7PN0 | FHLMC GOLD | 5.00 | 7/1/2039 | 882,742 | 987,533 | |||||||||||||
3128M83K8 | FHLMC GOLD | 4.50 | 10/1/2041 | 23,190,526 | 24,891,056 | |||||||||||||
3128M83X0 | FHLMC GOLD | 4.00 | 1/1/2041 | 75,769 | 81,395 | |||||||||||||
3128M8AV6 | FHLMC GOLD | 5.50 | 12/1/2039 | 7,933,864 | 8,627,045 | |||||||||||||
3128M8TX2 | FHLMC GOLD | 6.00 | 1/1/2038 | 2,420,921 | 2,654,368 | |||||||||||||
3128M8VG6 | FHLMC GOLD | 4.00 | 6/1/2041 | 4,870,654 | 5,387,703 | |||||||||||||
3128M9BP6 | FHLMC GOLD | 5.50 | 6/1/2041 | 4,118,078 | 4,477,874 | |||||||||||||
3128M9CM2 | FHLMC GOLD | 4.00 | 3/1/2042 | 964,200 | 1,042,493 | |||||||||||||
3128MCUW3 | FHLMC GOLD | 4.00 | 12/1/2025 | 6,277,603 | 6,666,654 | |||||||||||||
3128MJH94 | FHLMC GOLD | 5.00 | 3/1/2038 | 3,038,531 | 3,283,389 | |||||||||||||
3128MJP95 | FHLMC GOLD | 4.50 | 5/1/2041 | 2,006,282 | 2,161,237 | |||||||||||||
3128MJQD5 | FHLMC GOLD | 4.50 | 6/1/2041 | 1,370,591 | 1,476,448 | |||||||||||||
3128MMAC7 | FHLMC GOLD | 5.00 | 7/1/2019 | 450,518 | 489,736 | |||||||||||||
3128MMM67 | FHLMC GOLD | 3.50 | 3/1/2026 | 707,494 | 748,241 | |||||||||||||
3128MMNX7 | FHLMC GOLD | 3.50 | 10/1/2026 | 9,100,067 | 9,624,165 | |||||||||||||
3128NCBH6 | FHLMC | 2.36 | 1/1/2035 | 246,753 | 258,921 | |||||||||||||
3128P7JE4 | FHLMC GOLD | 5.00 | 2/1/2028 | 12,093 | 13,093 | |||||||||||||
3128P7JH7 | FHLMC GOLD | 5.00 | 3/1/2028 | 235,045 | 254,474 | |||||||||||||
3128PR7G8 | FHLMC GOLD | 4.00 | 8/1/2025 | 1,409,749 | 1,497,118 | |||||||||||||
3128PRVD8 | FHLMC GOLD | 4.00 | 6/1/2025 | 1,241,134 | 1,318,052 | |||||||||||||
3128PRWU9 | FHLMC GOLD | 4.00 | 7/1/2025 | 1,317,440 | 1,399,088 | |||||||||||||
3128PRZ85 | FHLMC GOLD | 4.00 | 7/1/2025 | 801,681 | 851,365 | |||||||||||||
3128PSBA4 | FHLMC GOLD | 4.00 | 8/1/2025 | 2,222,388 | 2,360,119 | |||||||||||||
3128PUGE6 | FHLMC GOLD | 3.50 | 2/1/2026 | 906,814 | 960,316 | |||||||||||||
3128PUQT2 | FHLMC GOLD | 3.50 | 4/1/2026 | 767,882 | 812,107 | |||||||||||||
3128PURZ7 | FHLMC GOLD | 3.50 | 4/1/2026 | 881,323 | 933,321 | |||||||||||||
3128PUVC3 | FHLMC GOLD | 3.50 | 4/1/2026 | 826,952 | 874,578 | |||||||||||||
3128PUVP4 | FHLMC GOLD | 3.50 | 4/1/2026 | 739,742 | 783,386 | |||||||||||||
3128PUW73 | FHLMC GOLD | 3.50 | 5/1/2026 | 880,394 | 932,337 | |||||||||||||
3128PUXF4 | FHLMC GOLD | 3.50 | 4/1/2026 | 728,989 | 772,000 | |||||||||||||
3128PVBD1 | FHLMC GOLD | 4.00 | 5/1/2026 | 4,776,221 | 5,075,947 | |||||||||||||
3128PVCG3 | FHLMC GOLD | 4.00 | 5/1/2026 | 4,509,237 | 4,792,209 | |||||||||||||
3128PWV21 | FHLMC GOLD | 3.00 | 10/1/2026 | 5,580,351 | 5,884,760 | |||||||||||||
3128PWWS3 | FHLMC GOLD | 3.00 | 10/1/2026 | 3,198,223 | 3,372,928 | |||||||||||||
312906J50 | FHLMC | 8.50 | 9/15/2022 | 54,214 | 61,036 | |||||||||||||
312929CM2 | FHLMC GOLD | 6.00 | 1/1/2039 | 7,769 | 8,745 | |||||||||||||
31292K6L6 | FHLMC GOLD | 4.00 | 10/1/2040 | 29,927 | 32,149 | |||||||||||||
31292K7B7 | FHLMC GOLD | 5.00 | 10/1/2040 | 7,417,905 | 8,107,696 | |||||||||||||
31292KJH1 | FHLMC GOLD | 6.00 | 7/1/2037 | 1,428 | 1,607 | |||||||||||||
31292LAN5 | FHLMC GOLD | 4.00 | 11/1/2040 | 21,987 | 23,619 | |||||||||||||
31292LF67 | FHLMC GOLD | 4.00 | 3/1/2042 | 459,547 | 494,057 | |||||||||||||
31292R7M8 | FHLMC GOLD | 3.50 | 6/1/2042 | 76,333,454 | 81,868,020 | |||||||||||||
31292SAD2 | FHLMC GOLD | 3.50 | 7/1/2042 | 1,489,694 | 1,597,705 | |||||||||||||
312930LH1 | FHLMC GOLD | 6.00 | 1/1/2039 | 19,686 | 22,157 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
312930LQ1 | FHLMC GOLD | 6.00 | 1/1/2039 | 35,133 | 39,544 | |||||||||||||
312930RC6 | FHLMC GOLD | 6.00 | 1/1/2039 | 19,534 | 21,986 | |||||||||||||
312930RV4 | FHLMC GOLD | 6.00 | 1/1/2039 | 7,570 | 8,520 | |||||||||||||
312930TB6 | FHLMC GOLD | 6.00 | 1/1/2039 | 10,843 | 12,205 | |||||||||||||
312931D62 | FHLMC GOLD | 4.00 | 2/1/2039 | 1,474,846 | 1,581,632 | |||||||||||||
312931GN2 | FHLMC GOLD | 6.00 | 2/1/2039 | 34,718 | 38,211 | |||||||||||||
312931TJ7 | FHLMC GOLD | 5.00 | 3/1/2039 | 2,752,824 | 2,984,722 | |||||||||||||
312932CX2 | FHLMC GOLD | 4.50 | 4/1/2039 | 2,350,264 | 2,583,568 | |||||||||||||
312932ZE9 | FHLMC GOLD | 5.00 | 5/1/2039 | 72,778 | 81,963 | |||||||||||||
312933F41 | FHLMC GOLD | 4.50 | 6/1/2039 | 623,759 | 669,499 | |||||||||||||
3129345K4 | FHLMC GOLD | 5.00 | 8/1/2039 | 152,833 | 170,976 | |||||||||||||
312934CX8 | FHLMC GOLD | 4.00 | 7/1/2039 | 825,634 | 885,414 | |||||||||||||
312934ML3 | FHLMC GOLD | 4.00 | 7/1/2039 | 29,376 | 31,503 | |||||||||||||
312934PJ5 | FHLMC GOLD | 5.00 | 8/1/2039 | 80,728 | 90,916 | |||||||||||||
312934R38 | FHLMC GOLD | 5.00 | 8/1/2039 | 62,462 | 70,345 | |||||||||||||
312934SQ6 | FHLMC GOLD | 4.00 | 8/1/2039 | 57,734 | 61,914 | |||||||||||||
312935AT6 | FHLMC GOLD | 5.00 | 8/1/2039 | 145,774 | 163,078 | |||||||||||||
312935KY4 | FHLMC GOLD | 4.50 | 9/1/2039 | 221,461 | 238,228 | |||||||||||||
312935LV9 | FHLMC GOLD | 4.50 | 9/1/2039 | 159,057 | 171,099 | |||||||||||||
312935MV8 | FHLMC GOLD | 4.50 | 9/1/2039 | 1,526,392 | 1,641,955 | |||||||||||||
312936LH8 | FHLMC GOLD | 5.00 | 10/1/2039 | 288,083 | 312,351 | |||||||||||||
312936LM7 | FHLMC GOLD | 5.00 | 10/1/2039 | 480,171 | 537,173 | |||||||||||||
3129385D1 | FHLMC GOLD | 5.00 | 1/1/2040 | 81,061 | 90,025 | |||||||||||||
312938TU7 | FHLMC GOLD | 5.00 | 1/1/2040 | 703,187 | 771,940 | |||||||||||||
312941TK3 | FHLMC GOLD | 4.00 | 8/1/2040 | 1,002,774 | 1,108,598 | |||||||||||||
312942ER2 | FHLMC GOLD | 5.00 | 9/1/2040 | 2,679,773 | 2,934,246 | |||||||||||||
312942F83 | FHLMC GOLD | 4.00 | 9/1/2040 | 1,349,476 | 1,491,887 | |||||||||||||
312942L52 | FHLMC GOLD | 4.50 | 9/1/2040 | 1,653,132 | 1,777,924 | |||||||||||||
312942NF8 | FHLMC GOLD | 4.00 | 9/1/2040 | 819,666 | 880,531 | |||||||||||||
312943EE9 | FHLMC GOLD | 5.00 | 10/1/2040 | 6,623,800 | 7,239,747 | |||||||||||||
312943HT3 | FHLMC GOLD | 4.00 | 11/1/2040 | 12,679,406 | 13,878,796 | |||||||||||||
312943LY7 | FHLMC GOLD | 4.00 | 11/1/2040 | 389,959 | 431,112 | |||||||||||||
312943UJ0 | FHLMC GOLD | 4.00 | 11/1/2040 | 54,179 | 58,203 | |||||||||||||
312943ZY2 | FHLMC GOLD | 4.00 | 12/1/2040 | 950,708 | 1,021,303 | |||||||||||||
312944BJ9 | FHLMC GOLD | 4.00 | 12/1/2040 | 3,611,468 | 3,965,503 | |||||||||||||
312944BN0 | FHLMC GOLD | 4.00 | 12/1/2040 | 1,883,122 | 2,047,718 | |||||||||||||
312944PJ4 | FHLMC GOLD | 4.00 | 12/1/2040 | 833,405 | 895,290 | |||||||||||||
312945DN5 | FHLMC GOLD | 3.50 | 1/1/2041 | 5,494,143 | 5,881,469 | |||||||||||||
312946FN1 | FHLMC GOLD | 4.50 | 3/1/2041 | 2,507,604 | 2,701,278 | |||||||||||||
31294KDZ5 | FHLMC GOLD | 5.00 | 9/1/2016 | 1,039 | 1,129 | |||||||||||||
31294KFJ9 | FHLMC GOLD | 5.00 | 11/1/2016 | 1,218 | 1,323 | |||||||||||||
31294KHD0 | FHLMC GOLD | 5.00 | 2/1/2017 | 3,558 | 3,857 | |||||||||||||
31294KHL2 | FHLMC GOLD | 5.00 | 3/1/2017 | 6,634 | 7,191 | |||||||||||||
31294KJT3 | FHLMC GOLD | 5.00 | 5/1/2017 | 2,342 | 2,524 | |||||||||||||
31294KKU8 | FHLMC GOLD | 5.00 | 9/1/2017 | 3,505 | 3,799 | |||||||||||||
31294MAK7 | FHLMC GOLD | 4.00 | 8/1/2025 | 2,519,227 | 2,675,355 | |||||||||||||
31294MJP7 | FHLMC GOLD | 3.50 | 10/1/2026 | 6,683,892 | 7,068,836 | |||||||||||||
312962CQ4 | FHLMC GOLD | 5.00 | 8/1/2018 | 4,908 | 5,311 | |||||||||||||
312962CT8 | FHLMC GOLD | 5.00 | 8/1/2018 | 777 | 838 | |||||||||||||
312962KD4 | FHLMC GOLD | 5.50 | 10/1/2018 | 79,353 | 86,136 | |||||||||||||
312962KT9 | FHLMC GOLD | 5.00 | 10/1/2018 | 10,802 | 11,689 | |||||||||||||
312962MD2 | FHLMC GOLD | 5.00 | 11/1/2018 | 20,424 | 22,184 | |||||||||||||
312962Q63 | FHLMC GOLD | 5.50 | 10/1/2018 | 13,250 | 14,383 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
312962UW1 | FHLMC GOLD | 5.50 | 11/1/2018 | 919,674 | 998,297 | |||||||||||||
312963VY4 | FHLMC GOLD | 5.50 | 12/1/2018 | 205,088 | 222,621 | |||||||||||||
312963WH0 | FHLMC GOLD | 5.50 | 12/1/2018 | 16,221 | 17,608 | |||||||||||||
312963ZG9 | FHLMC GOLD | 5.50 | 11/1/2018 | 24,739 | 26,854 | |||||||||||||
3129642B4 | FHLMC GOLD | 5.50 | 3/1/2019 | 46,234 | 50,301 | |||||||||||||
312964KG3 | FHLMC GOLD | 5.00 | 2/1/2019 | 3,987 | 4,314 | |||||||||||||
312964WX3 | FHLMC GOLD | 5.50 | 10/1/2018 | 316,507 | 343,565 | |||||||||||||
312965QA7 | FHLMC GOLD | 5.50 | 11/1/2018 | 180,206 | 195,611 | |||||||||||||
312966WU4 | FHLMC GOLD | 5.50 | 5/1/2019 | 1,200,084 | 1,305,640 | |||||||||||||
312968QL7 | FHLMC GOLD | 5.50 | 12/1/2018 | 1,224,157 | 1,325,170 | |||||||||||||
31296NEK9 | FHLMC GOLD | 5.00 | 9/1/2033 | 2,102,012 | 2,284,814 | |||||||||||||
31296QYE4 | FHLMC GOLD | 6.00 | 12/1/2033 | 4,309 | 4,800 | |||||||||||||
31296SBH8 | FHLMC GOLD | 6.00 | 12/1/2033 | 11,221 | 12,501 | |||||||||||||
31297SFC4 | FHLMC GOLD | 5.50 | 8/1/2035 | 109,209 | 119,309 | |||||||||||||
31297US50 | FHLMC GOLD | 5.50 | 10/1/2035 | 123,694 | 135,134 | |||||||||||||
3132GDC67 | FHLMC GOLD | 4.00 | 4/1/2041 | 511,279 | 549,675 | |||||||||||||
3132GDS86 | FHLMC GOLD | 4.50 | 5/1/2041 | 6,006,693 | 6,470,617 | |||||||||||||
3132GE6P0 | FHLMC GOLD | 5.00 | 6/1/2041 | 995,162 | 1,092,463 | |||||||||||||
3132GJ3K3 | FHLMC GOLD | 4.00 | 10/1/2041 | 1,347,861 | 1,449,082 | |||||||||||||
3132GLCK8 | FHLMC GOLD | 4.00 | 12/1/2041 | 1,395,179 | 1,499,953 | |||||||||||||
3132GLLL6 | FHLMC GOLD | 4.00 | 12/1/2041 | 478,087 | 519,726 | |||||||||||||
3132GLWW0 | FHLMC GOLD | 4.00 | 1/1/2042 | 521,016 | 560,983 | |||||||||||||
3132GMHA3 | FHLMC GOLD | 3.50 | 2/1/2042 | 2,148,805 | 2,304,605 | |||||||||||||
3132GRNF4 | FHLMC GOLD | 4.00 | 2/1/2042 | 2,507,989 | 2,711,637 | |||||||||||||
3132GUDP6 | FHLMC GOLD | 3.50 | 6/1/2042 | 28,661,593 | 30,739,705 | |||||||||||||
3132GUKK9 | FHLMC GOLD | 3.50 | 6/1/2042 | 3,948,901 | 4,235,216 | |||||||||||||
3132GUX90 | FHLMC GOLD | 3.50 | 7/1/2042 | 1,494,507 | 1,606,604 | |||||||||||||
31342A6F1 | FHLMC | 2.37 | 9/1/2033 | 343,568 | 370,992 | |||||||||||||
31349UCW6 | FHLMC | 2.23 | 10/1/2034 | 149,056 | 158,951 | |||||||||||||
31349UEJ3 | FHLMC | 2.38 | 11/1/2034 | 296,087 | 320,650 | |||||||||||||
31349ULB2 | FHLMC | 2.37 | 2/1/2035 | 288,089 | 308,822 | |||||||||||||
31349UMF2 | FHLMC | 2.38 | 3/1/2035 | 474,466 | 513,992 | |||||||||||||
313602YQ1 | FANNIE MAE FNMA_89-44 | 9.00 | 7/25/2019 | 57,623 | 64,862 | |||||||||||||
31368HNV1 | FNMA | 4.50 | 5/1/2040 | 6,020,957 | 6,515,017 | |||||||||||||
31371LHQ5 | FNMA | 4.00 | 12/1/2013 | 44,652 | 45,895 | |||||||||||||
31371LNH8 | FNMA | 4.00 | 4/1/2014 | 12,179 | 12,563 | |||||||||||||
31371LZJ1 | FNMA | 4.00 | 1/1/2015 | 162,754 | 167,876 | |||||||||||||
31371M5M5 | FNMA | 5.50 | 1/1/2037 | 209,135 | 228,643 | |||||||||||||
31371MEP8 | FNMA | 5.00 | 9/1/2035 | 7,394 | 8,052 | |||||||||||||
31371MG92 | FNMA | 4.00 | 9/1/2015 | 50,586 | 52,747 | |||||||||||||
31371N4F9 | FNMA | 6.00 | 10/1/2028 | 293,127 | 323,279 | |||||||||||||
31371NCJ2 | FNMA | 5.50 | 4/1/2037 | 6,357 | 6,948 | |||||||||||||
31371NMG7 | FNMA | 6.00 | 11/1/2037 | 317,289 | 349,599 | |||||||||||||
31371NP25 | FNMA | 5.50 | 1/1/2038 | 1,185,052 | 1,295,298 | |||||||||||||
31379T6G4 | FNMA | 5.00 | 2/1/2014 | 5,484 | 5,957 | |||||||||||||
3137A83K2 | FHR_3820D DA | 4.00 | 11/15/2035 | 20,557,451 | 21,483,770 | |||||||||||||
3137AEH65 | FHLMC_3917 | 0.72 | 6/15/2038 | 3,838,870 | 3,855,301 | |||||||||||||
3137AEV77 | FHLMC | 2.70 | 5/25/2018 | 8,300,000 | 8,985,414 | |||||||||||||
3137ANMN2 | FHLMC MULTIFAMILY STRUCTURED | 2.22 | 12/25/2018 | 3,400,000 | 3,591,726 | |||||||||||||
31381QFF8 | FNMA | 3.75 | 3/1/2018 | 8,444,775 | 9,400,808 | |||||||||||||
31382NR20 | FNMA | 5.50 | 4/1/2029 | 380 | 416 | |||||||||||||
31385RB58 | FNMA | 8.50 | 4/1/2030 | 860,053 | 985,835 | |||||||||||||
31385XK48 | FNMA | 2.36 | 7/1/2033 | 212,832 | 229,279 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
31388XVV3 | FNMA | 2.37 | 8/1/2033 | 5,604,709 | 5,804,178 | |||||||||||||
31389EVA0 | FNMA | 6.50 | 12/1/2016 | 889,433 | 984,203 | |||||||||||||
31389EVB8 | FNMA | 6.50 | 12/1/2016 | 1,108,744 | 1,226,881 | |||||||||||||
3138A1BA8 | FNMA | 4.00 | 1/1/2041 | 3,055,839 | 3,290,355 | |||||||||||||
3138A1CT6 | FNMA | 4.00 | 2/1/2035 | 73,962 | 79,638 | |||||||||||||
3138A1HR5 | FNMA | 4.00 | 12/1/2040 | 1,589,089 | 1,731,194 | |||||||||||||
3138A1MA6 | FNMA | 4.00 | 2/1/2041 | 263,308 | 283,515 | |||||||||||||
3138A1SU6 | FNMA | 4.00 | 12/1/2040 | 262,129 | 285,243 | |||||||||||||
3138A2CK3 | FNMA | 4.00 | 12/1/2025 | 3,224,327 | 3,442,943 | |||||||||||||
3138A2DD8 | FNMA | 4.00 | 12/1/2040 | 58,677 | 63,136 | |||||||||||||
3138A2FJ3 | FNMA | 4.00 | 12/1/2025 | 175,677 | 187,588 | |||||||||||||
3138A2HF9 | FNMA | 4.00 | 1/1/2041 | 838,238 | 912,151 | |||||||||||||
3138A2HG7 | FNMA | 4.00 | 1/1/2041 | 581,960 | 626,191 | |||||||||||||
3138A2PD5 | FNMA | 3.50 | 1/1/2026 | 6,725,626 | 7,148,847 | |||||||||||||
3138A2ZZ5 | FNMA | 4.00 | 7/1/2041 | 905,399 | 974,883 | |||||||||||||
3138A36V4 | FNMA | 4.00 | 1/1/2041 | 24,912,083 | 26,805,488 | |||||||||||||
3138A3BH9 | FNMA | 4.00 | 12/1/2040 | 787,037 | 846,854 | |||||||||||||
3138A3DJ3 | FNMA | 4.00 | 3/1/2026 | 169,757 | 181,497 | |||||||||||||
3138A3VB0 | FNMA | 4.00 | 1/1/2041 | 3,899,063 | 4,302,568 | |||||||||||||
3138A3WC7 | FNMA | 4.00 | 1/1/2041 | 267,763 | 288,114 | |||||||||||||
3138A44L6 | FNMA | 4.50 | 2/1/2041 | 4,442,818 | 4,816,609 | |||||||||||||
3138A4CC7 | FNMA | 4.00 | 7/1/2041 | 219,459 | 236,301 | |||||||||||||
3138A4J89 | FNMA | 4.00 | 2/1/2041 | 982,551 | 1,057,956 | |||||||||||||
3138A4KH7 | FNMA | 4.00 | 1/1/2041 | 65,393 | 70,363 | |||||||||||||
3138A4NR2 | FNMA | 4.00 | 1/1/2041 | 32,022 | 34,480 | |||||||||||||
3138A4PA7 | FNMA | 4.00 | 2/1/2041 | 46,949 | 50,552 | |||||||||||||
3138A54P4 | FNMA | 4.00 | 2/1/2041 | 158,528 | 170,694 | |||||||||||||
3138A5RN4 | FNMA | 4.00 | 2/1/2026 | 70,783 | 75,678 | |||||||||||||
3138A5YL0 | FNMA | 4.50 | 2/1/2041 | 452,510 | 489,642 | |||||||||||||
3138A6E97 | FNMA | 4.00 | 2/1/2041 | 730,027 | 786,052 | |||||||||||||
3138A6JV3 | FNMA | 4.00 | 1/1/2041 | 387,599 | 417,344 | |||||||||||||
3138A6LD0 | FNMA | 5.00 | 2/1/2041 | 242,883 | 266,871 | |||||||||||||
3138A6LJ7 | FNMA | 4.00 | 2/1/2026 | 15,418,013 | 16,484,247 | |||||||||||||
3138A6RH5 | FNMA | 4.00 | 1/1/2041 | 27,491 | 29,600 | |||||||||||||
3138A7FR4 | FNMA | 4.00 | 2/1/2041 | 417,576 | 449,622 | |||||||||||||
3138A7G69 | FNMA | 4.00 | 2/1/2026 | 85,731 | 91,660 | |||||||||||||
3138A7HY7 | FNMA | 3.50 | 2/1/2041 | 1,027,919 | 1,101,100 | |||||||||||||
3138A7ZQ4 | FNMA | 4.00 | 3/1/2041 | 706,556 | 760,779 | |||||||||||||
3138A8A48 | FNMA | 4.00 | 2/1/2041 | 831,869 | 895,710 | |||||||||||||
3138A8E77 | FNMA | 4.00 | 3/1/2041 | 304,937 | 328,339 | |||||||||||||
3138A8MD5 | FNMA | 4.00 | 2/1/2041 | 4,526,968 | 4,874,383 | |||||||||||||
3138A8UL8 | FNMA | 4.50 | 3/1/2041 | 41,309 | 44,785 | |||||||||||||
3138A9CZ5 | FNMA | 4.00 | 3/1/2041 | 4,046,962 | 4,408,863 | |||||||||||||
3138A9N26 | FNMA | 4.00 | 3/1/2041 | 186,493 | 200,805 | |||||||||||||
3138AA4M0 | FNMA | 4.50 | 3/1/2041 | 4,780,140 | 5,337,894 | |||||||||||||
3138AAKX8 | FNMA | 4.00 | 4/1/2041 | 128,293 | 140,808 | |||||||||||||
3138AARE3 | FNMA | 4.00 | 2/1/2041 | 320,805 | 345,425 | |||||||||||||
3138AAYW5 | FNMA | 4.00 | 3/1/2041 | 515,495 | 555,055 | |||||||||||||
3138AB2D0 | FNMA | 4.00 | 2/1/2041 | 93,000 | 100,137 | |||||||||||||
3138ABZC6 | FNMA | 5.50 | 4/1/2041 | 349,175 | 382,731 | |||||||||||||
3138ADER2 | FNMA | 4.00 | 4/1/2041 | 345,782 | 372,319 | |||||||||||||
3138ADUG8 | FNMA | 5.00 | 5/1/2041 | 994,545 | 1,092,770 | |||||||||||||
3138AEZG1 | FNMA | 4.00 | 7/1/2041 | 847,175 | 912,190 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
3138AFH86 | FNMA | 4.00 | 5/1/2041 | 509,520 | 548,623 | |||||||||||||
3138AFKH2 | FNMA | 4.00 | 5/1/2026 | 80,808 | 86,397 | |||||||||||||
3138AFRR3 | FNMA | 4.00 | 5/1/2041 | 138,830 | 149,485 | |||||||||||||
3138AFXZ8 | FNMA | 4.00 | 5/1/2026 | 223,300 | 238,742 | |||||||||||||
3138AG6Q6 | FNMA | 4.00 | 6/1/2026 | 299,834 | 320,569 | |||||||||||||
3138AGQB7 | FNMA | 4.00 | 4/1/2026 | 236,684 | 253,052 | |||||||||||||
3138AGQQ4 | FNMA | 4.00 | 5/1/2026 | 92,954 | 99,382 | |||||||||||||
3138AHLW4 | FNMA | 4.00 | 9/1/2041 | 396,267 | 426,678 | |||||||||||||
3138AHQC3 | FNMA | 4.50 | 9/1/2041 | 743,963 | 806,556 | |||||||||||||
3138AHTD8 | FNMA | 5.00 | 6/1/2041 | 197,360 | 217,998 | |||||||||||||
3138AJK50 | FNMA | 4.50 | 6/1/2041 | 3,536,065 | 3,833,568 | |||||||||||||
3138AKEL9 | FNMA | 4.00 | 5/1/2026 | 148,206 | 158,456 | |||||||||||||
3138AMFV2 | FNMA | 4.00 | 8/1/2041 | 516,799 | 556,460 | |||||||||||||
3138AMXV2 | FNMA | 4.00 | 7/1/2041 | 662,765 | 713,627 | |||||||||||||
3138ANBY8 | FNMA | 4.00 | 8/1/2041 | 169,977 | 183,022 | |||||||||||||
3138ANPU1 | FNMA | 4.00 | 8/1/2041 | 7,698,805 | 8,289,638 | |||||||||||||
3138ANWY5 | FNMA | 4.00 | 8/1/2041 | 235,456 | 253,526 | |||||||||||||
3138ANZG1 | FNMA | 4.50 | 8/1/2041 | 209,507 | 227,134 | |||||||||||||
3138AS4N9 | FNMA | 4.50 | 9/1/2041 | 2,701,607 | 2,928,903 | |||||||||||||
3138AT4B3 | FNMA | 4.00 | 5/1/2042 | 886,558 | 960,424 | |||||||||||||
3138AUMZ7 | FNMA | 4.00 | 11/1/2041 | 2,058,884 | 2,216,890 | |||||||||||||
3138AUP84 | FNMA | 4.50 | 10/1/2041 | 54,201 | 58,762 | |||||||||||||
3138AUW37 | FNMA | 4.00 | 10/1/2041 | 416,159 | 448,097 | |||||||||||||
3138AVH24 | FNMA | 4.00 | 11/1/2041 | 236,626 | 254,785 | |||||||||||||
3138AVWL5 | FNMA | 4.00 | 10/1/2041 | 181,162 | 195,064 | |||||||||||||
3138AW3N1 | FNMA | 4.00 | 11/1/2041 | 65,571 | 70,603 | |||||||||||||
3138AX5G2 | FNMA | 4.00 | 2/1/2042 | 257,770 | 279,246 | |||||||||||||
3138AXAC5 | FNMA | 4.00 | 11/1/2041 | 1,598,393 | 1,721,059 | |||||||||||||
3138AXHV6 | FNMA | 4.00 | 11/1/2041 | 161,323 | 173,703 | |||||||||||||
3138AXRL7 | FNMA | 4.00 | 11/1/2041 | 837,565 | 901,843 | |||||||||||||
3138AXST9 | FNMA | 4.50 | 11/1/2041 | 1,000,000 | 1,084,134 | |||||||||||||
3138E03K3 | FNMA | 4.00 | 1/1/2042 | 530,876 | 575,108 | |||||||||||||
3138E06H7 | FNMA | 4.00 | 12/1/2041 | 1,693,702 | 1,823,683 | |||||||||||||
3138E1ND5 | FNMA | 4.00 | 12/1/2041 | 1,645,074 | 1,771,323 | |||||||||||||
3138E2GH2 | FNMA | 4.00 | 1/1/2042 | 3,012,713 | 3,243,920 | |||||||||||||
3138E47K1 | FNMA | 4.00 | 1/1/2042 | 380,789 | 410,012 | |||||||||||||
3138E4AC5 | FNMA | 4.00 | 1/1/2042 | 345,001 | 371,477 | |||||||||||||
3138E4EB3 | FNMA | 2.50 | 3/1/2027 | 1,590,178 | 1,673,297 | |||||||||||||
3138E4F89 | FNMA | 4.00 | 2/1/2042 | 102,758 | 111,319 | |||||||||||||
3138E4UV1 | FNMA | 4.00 | 1/1/2042 | 6,999,997 | 7,537,202 | |||||||||||||
3138E6KZ8 | FNMA | 4.00 | 2/1/2042 | 654,171 | 708,675 | |||||||||||||
3138E7HR8 | FNMA | 2.50 | 4/1/2027 | 4,016,796 | 4,226,754 | |||||||||||||
3138E7JB1 | FNMA | 2.50 | 4/1/2027 | 990,745 | 1,041,963 | |||||||||||||
3138E8KX9 | FNMA | 2.50 | 4/1/2027 | 4,184,489 | 4,400,813 | |||||||||||||
3138E8L75 | FNMA | 2.50 | 5/1/2027 | 5,589,754 | 5,881,930 | |||||||||||||
3138EBLJ2 | FNMA | 4.00 | 5/1/2042 | 184,758 | 200,152 | |||||||||||||
3138EBTC9 | FNMA | 3.50 | 4/1/2042 | 22,124,415 | 23,732,758 | |||||||||||||
3138ECAA1 | FNMA | 2.50 | 4/1/2027 | 2,534,693 | 2,667,182 | |||||||||||||
3138ECLK7 | FNMA | 4.00 | 5/1/2042 | 494,175 | 535,348 | |||||||||||||
3138ECLU5 | FNMA | 4.00 | 5/1/2042 | 497,010 | 538,420 | |||||||||||||
3138ECTY9 | FNMA | 2.50 | 3/1/2027 | 822,886 | 865,427 | |||||||||||||
3138ECWS8 | FNMA | 2.50 | 4/1/2027 | 5,188,206 | 5,459,394 | |||||||||||||
3138ECYM9 | FNMA | 2.50 | 3/1/2027 | 905,432 | 952,239 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
3138ECYV9 | FNMA | 2.50 | 4/1/2027 | 984,979 | 1,035,899 | |||||||||||||
3138EGCG7 | FNMA | 5.00 | 7/1/2039 | 68,000,004 | 73,896,921 | |||||||||||||
3138EGF58 | FNMA | 5.00 | 5/1/2041 | 4,346,844 | 4,743,873 | |||||||||||||
3138EGH72 | FNMA | 4.00 | 3/1/2026 | 1,121,289 | 1,197,314 | |||||||||||||
3138EGHV9 | FNMA | 4.00 | 1/1/2026 | 161,597 | 172,553 | |||||||||||||
3138EGHW7 | FNMA | 5.00 | 4/1/2041 | 791,283 | 868,275 | |||||||||||||
3138EGKX1 | FNMA | 6.00 | 1/1/2040 | 7,239,745 | 7,976,991 | |||||||||||||
3138EGQJ6 | FNMA | 5.00 | 6/1/2041 | 644,517 | 703,386 | |||||||||||||
3138EGSJ4 | FNMA | 5.50 | 7/1/2041 | 876,051 | 957,501 | |||||||||||||
3138EGTA2 | FNMA | 5.00 | 2/1/2038 | 3,256,104 | 3,552,682 | |||||||||||||
3138EGWU4 | FNMA | 4.50 | 8/1/2041 | 3,440,017 | 3,729,439 | |||||||||||||
3138EHBB7 | FNMA | 5.00 | 10/1/2041 | 30,277,567 | 33,267,913 | |||||||||||||
3138EHBC5 | FNMA | 5.00 | 2/1/2041 | 5,333,061 | 5,851,970 | |||||||||||||
3138EJCC0 | FNMA | 4.00 | 2/1/2042 | 4,137,428 | 4,454,949 | |||||||||||||
3138EJRB6 | FNMA | 4.00 | 10/1/2042 | 12,500,000 | 13,541,470 | |||||||||||||
3138EJRP5 | FNMA | 4.38 | 6/1/2021 | 6,394,699 | 7,448,418 | |||||||||||||
3138LQES9 | FNMA | 4.00 | 4/1/2042 | 882,456 | 955,980 | |||||||||||||
3138LQSU9 | FNMA | 2.50 | 6/1/2027 | 6,412,989 | 6,744,519 | |||||||||||||
3138LRYZ9 | FNMA | 2.50 | 5/1/2027 | 6,133,659 | 6,450,748 | |||||||||||||
3138LTLA4 | FNMA | 3.00 | 5/1/2027 | 1,666,648 | 1,767,752 | |||||||||||||
3138LTZ43 | FNMA | 2.50 | 5/1/2027 | 2,107,637 | 2,217,803 | |||||||||||||
3138LUZP3 | FNMA | 2.50 | 5/1/2027 | 1,289,289 | 1,356,680 | |||||||||||||
3138LVEU3 | FNMA | 4.00 | 6/1/2042 | 731,109 | 798,773 | |||||||||||||
3138LVJ87 | FNMA | 3.00 | 6/1/2027 | 2,935,041 | 3,113,091 | |||||||||||||
3138LX5F2 | FNMA | 4.00 | 7/1/2042 | 211,008 | 228,589 | |||||||||||||
3138M13D8 | FNMA | 3.50 | 7/1/2042 | 6,780,551 | 7,277,711 | |||||||||||||
3138M13G1 | FNMA | 3.50 | 8/1/2042 | 7,189,645 | 7,716,800 | |||||||||||||
3138M3MH4 | FNMA | 4.00 | 8/1/2042 | 1,342,712 | 1,454,584 | |||||||||||||
3138NJAE8 | FNMA | 3.63 | 12/1/2020 | 2,248,882 | 2,524,123 | |||||||||||||
3138NJAK4 | FNMA | 3.42 | 10/1/2020 | 3,028,907 | 3,362,784 | |||||||||||||
31391YV87 | FNMA | 6.00 | 1/1/2033 | 2,501 | 2,792 | |||||||||||||
31393QDY5 | FHLMC | 5.50 | 1/15/2032 | 3,678,789 | 3,813,432 | |||||||||||||
31397BRY9 | FHLMC_3221 | 5.00 | 7/15/2036 | 4,604,384 | 4,741,226 | |||||||||||||
31400JM55 | FNMA | 5.50 | 5/1/2033 | 1,536 | 1,725 | |||||||||||||
31400QJ87 | FNMA | 2.73 | 3/1/2033 | 20,051 | 21,427 | |||||||||||||
31402GP98 | FNMA | 5.00 | 7/1/2033 | 6,161 | 6,938 | |||||||||||||
31402QXK2 | FNMA | 8.50 | 2/1/2031 | 570,450 | 650,313 | |||||||||||||
31402RF87 | FNMA | 5.00 | 6/1/2035 | 4,840,858 | 5,281,781 | |||||||||||||
31402RSN0 | FNMA | 5.00 | 10/1/2035 | 8,321,464 | 9,061,342 | |||||||||||||
31402YSV7 | FNMA | 3.00 | 9/1/2033 | 25,406 | 27,268 | |||||||||||||
31403DC56 | FNMA | 4.50 | 12/1/2020 | 1,770,933 | 1,907,862 | |||||||||||||
31403DC72 | FNMA | 4.50 | 11/1/2020 | 1,393,361 | 1,507,965 | |||||||||||||
31403DJG5 | FNMA | 5.50 | 8/1/2034 | 18,489 | 20,371 | |||||||||||||
31403KDB6 | FNMA | 2.57 | 12/1/2033 | 10,704 | 11,267 | |||||||||||||
31404BPJ5 | FNMA | 4.00 | 1/1/2034 | 343,040 | 369,786 | |||||||||||||
31404MAB4 | FNMA | 5.50 | 3/1/2034 | 7,435 | 8,192 | |||||||||||||
31404MK98 | FNMA | 6.00 | 9/1/2034 | 1,482 | 1,653 | |||||||||||||
31404NBP0 | FNMA | 2.60 | 2/1/2035 | 112,438 | 120,117 | |||||||||||||
31404SFP5 | FNMA | 5.50 | 4/1/2034 | 5,255 | 5,901 | |||||||||||||
31405NQY4 | FNMA | 6.00 | 9/1/2034 | 20,463 | 22,828 | |||||||||||||
31405QNR5 | FNMA | 5.50 | 10/1/2034 | 913 | 1,025 | |||||||||||||
31405UMM8 | FNMA | 2.46 | 10/1/2034 | 116,646 | 125,480 | |||||||||||||
31405UTZ2 | FNMA | 2.30 | 11/1/2034 | 28,794 | 30,726 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
31406BB90 | FNMA | 2.49 | 1/1/2035 | 176,907 | 190,679 | |||||||||||||
31406BEZ9 | FNMA | 2.46 | 12/1/2034 | 149,376 | 160,803 | |||||||||||||
31406BJF8 | FNMA | 2.57 | 1/1/2035 | 169,756 | 181,496 | |||||||||||||
31406BQQ6 | FNMA | 2.66 | 1/1/2035 | 228,251 | 245,751 | |||||||||||||
31406DG67 | FNMA | 2.58 | 11/1/2034 | 774,698 | 832,198 | |||||||||||||
31406EDN1 | FNMA | 5.00 | 1/1/2035 | 60,906 | 66,453 | |||||||||||||
31406MYP5 | FNMA | 2.49 | 3/1/2035 | 339,541 | 357,948 | |||||||||||||
31406RNA9 | FNMA | 6.00 | 11/1/2035 | 6,240 | 6,924 | |||||||||||||
31406TLC3 | FNMA | 2.93 | 4/1/2035 | 345,422 | 372,322 | |||||||||||||
31406TWR8 | FNMA | 2.21 | 1/1/2035 | 859,041 | 909,944 | |||||||||||||
31406VHE9 | FNMA | 2.79 | 5/1/2035 | 179,757 | 193,393 | |||||||||||||
31406YZV5 | FNMA | 5.00 | 8/1/2035 | 58,228 | 63,406 | |||||||||||||
31407CE29 | FNMA | 5.50 | 7/1/2035 | 889 | 999 | |||||||||||||
31407FG53 | FNMA | 5.50 | 8/1/2035 | 1,974 | 2,216 | |||||||||||||
31407FUW8 | FNMA | 2.35 | 8/1/2035 | 2,996,531 | 3,104,655 | |||||||||||||
31407VS22 | FNMA | 5.00 | 10/1/2035 | 68,760 | 74,873 | |||||||||||||
31407VS89 | FNMA | 5.00 | 10/1/2035 | 44,090 | 48,010 | |||||||||||||
31408AG53 | FNMA | 6.00 | 2/1/2036 | 34,242 | 38,213 | |||||||||||||
31408FYG8 | FNMA | 6.00 | 1/1/2036 | 3,782 | 4,167 | |||||||||||||
31408GFA0 | FNMA | 6.00 | 12/1/2035 | 379,336 | 420,904 | |||||||||||||
31408JD32 | FNMA | 5.00 | 2/1/2036 | 1,552,285 | 1,690,301 | |||||||||||||
31409A5P0 | FNMA | 6.00 | 3/1/2036 | 115,577 | 128,982 | |||||||||||||
31409AYE3 | FNMA | 6.00 | 3/1/2036 | 321,285 | 355,602 | |||||||||||||
31409CRY3 | FNMA | 6.00 | 2/1/2036 | 218,983 | 244,381 | |||||||||||||
31409GM78 | FNMA | 6.00 | 7/1/2036 | 22,184 | 24,442 | |||||||||||||
31409GML7 | FNMA | 6.50 | 7/1/2036 | 982,432 | 1,102,255 | |||||||||||||
31409JVL1 | FNMA | 6.00 | 6/1/2036 | 1,437,809 | 1,584,185 | |||||||||||||
31409UB38 | FNMA | 6.00 | 3/1/2036 | 37,667 | 41,502 | |||||||||||||
31409VYW7 | FNMA | 6.00 | 4/1/2036 | 61,615 | 68,761 | |||||||||||||
31409WAE1 | FNMA | 6.00 | 4/1/2036 | 495,065 | 547,067 | |||||||||||||
31410CJV5 | FNMA | 6.00 | 5/1/2036 | 17,949 | 19,866 | |||||||||||||
31410CMD1 | FNMA | 6.00 | 6/1/2036 | 257,452 | 283,662 | |||||||||||||
31410FUS2 | FNMA | 5.50 | 12/1/2036 | 79,359 | 86,762 | |||||||||||||
31410FVW2 | FNMA | 5.50 | 2/1/2037 | 5,211 | 5,697 | |||||||||||||
31410FVY8 | FNMA | 5.50 | 2/1/2037 | 1,817,137 | 1,986,637 | |||||||||||||
31410GD83 | FNMA | 2.44 | 4/1/2034 | 63,677 | 68,595 | |||||||||||||
31410GDF7 | FNMA | 2.17 | 6/1/2033 | 253,296 | 270,245 | |||||||||||||
31410GDL4 | FNMA | 2.32 | 2/1/2035 | 1,087,188 | 1,165,074 | |||||||||||||
31410GDN0 | FNMA | 2.34 | 6/1/2033 | 175,699 | 187,396 | |||||||||||||
31410GDP5 | FNMA | 2.38 | 6/1/2035 | 2,717,564 | 2,865,237 | |||||||||||||
31410GDY6 | FNMA | 2.49 | 1/1/2035 | 62,421 | 66,837 | |||||||||||||
31410GGR8 | FNMA | 6.00 | 5/1/2037 | 580,117 | 639,175 | |||||||||||||
31410KEM2 | FNMA | 5.50 | 4/1/2038 | 4,703,300 | 5,140,852 | |||||||||||||
31410KGQ1 | FNMA | 6.00 | 5/1/2038 | 5,432,259 | 5,984,194 | |||||||||||||
31410KLD4 | FNMA | 5.50 | 5/1/2038 | 1,056,059 | 1,154,245 | |||||||||||||
31410KMQ4 | FNMA | 5.50 | 6/1/2038 | 584,925 | 639,308 | |||||||||||||
31410KNA8 | FNMA | 5.50 | 7/1/2038 | 246,333 | 269,235 | |||||||||||||
31410KS47 | FNMA | 5.50 | 12/1/2035 | 8,725 | 9,613 | |||||||||||||
31410KX74 | FNMA | 5.50 | 9/1/2036 | 4,805,943 | 5,301,014 | |||||||||||||
31410LBU5 | FNMA | 4.00 | 9/1/2025 | 2,024,421 | 2,160,335 | |||||||||||||
31410LC91 | FNMA | 5.50 | 2/1/2041 | 6,187,151 | 6,762,393 | |||||||||||||
31410MMX5 | FNMA | 6.00 | 4/1/2036 | 334,990 | 373,842 | |||||||||||||
31410NT24 | FNMA | 6.00 | 7/1/2036 | 26,409 | 29,142 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
31410QR86 | FNMA | 5.50 | 11/1/2036 | 196,537 | 214,870 | |||||||||||||
31410RDL0 | FNMA | 6.00 | 8/1/2036 | 32,884 | 36,232 | |||||||||||||
31410VDU1 | FNMA | 6.00 | 10/1/2036 | 317,047 | 349,324 | |||||||||||||
31410WSE9 | FNMA | 6.00 | 9/1/2037 | 88,366 | 97,455 | |||||||||||||
31411A5M3 | FNMA | 5.50 | 12/1/2036 | 12,278,883 | 13,424,241 | |||||||||||||
31411A7C3 | FNMA | 5.50 | 12/1/2036 | 3,137,346 | 3,429,994 | |||||||||||||
31411E2F3 | FNMA | 5.50 | 1/1/2037 | 24,582 | 26,875 | |||||||||||||
31411EFN2 | FNMA | 5.50 | 12/1/2036 | 428,724 | 468,715 | |||||||||||||
31411KLN1 | FNMA | 5.50 | 3/1/2037 | 309,258 | 338,029 | |||||||||||||
31411LUV1 | FNMA | 5.00 | 4/1/2037 | 168,485 | 183,140 | |||||||||||||
31411NUT2 | FNMA | 5.50 | 2/1/2037 | 403,433 | 440,965 | |||||||||||||
31411URL7 | FNMA | 5.50 | 4/1/2037 | 499,269 | 545,716 | |||||||||||||
31411VMN6 | FNMA | 5.50 | 3/1/2037 | 13,585,539 | 14,849,413 | |||||||||||||
31412ACH5 | FNMA | 5.50 | 4/1/2037 | 155,338 | 169,789 | |||||||||||||
31412DXY9 | FNMA | 5.50 | 1/1/2037 | 43,244 | 47,277 | |||||||||||||
31412ESY3 | FNMA | 6.00 | 1/1/2037 | 38,786 | 43,284 | |||||||||||||
31412HXU8 | FNMA | 6.00 | 10/1/2038 | 264,447 | 291,316 | |||||||||||||
31412MYZ5 | FNMA | 5.50 | 6/1/2038 | 510,437 | 557,894 | |||||||||||||
31412N3V6 | FNMA | 4.50 | 2/1/2039 | 324,873 | 350,800 | |||||||||||||
31412N6G6 | FNMA | 4.50 | 3/1/2039 | 61,690 | 68,657 | |||||||||||||
31412NXE1 | FNMA | 5.00 | 1/1/2039 | 1,764,536 | 1,939,225 | |||||||||||||
31412NZ33 | FNMA | 5.00 | 2/1/2039 | 62,263 | 70,505 | |||||||||||||
31412PA50 | FNMA | 4.50 | 3/1/2039 | 331,951 | 358,442 | |||||||||||||
31412PBJ9 | FNMA | 4.50 | 3/1/2024 | 20,118,723 | 21,688,875 | |||||||||||||
31412PBN0 | FNMA | 4.00 | 3/1/2039 | 394,000 | 423,556 | |||||||||||||
31412PP88 | FNMA | 5.00 | 5/1/2039 | 188,190 | 211,926 | |||||||||||||
31412PR60 | FNMA | 4.50 | 5/1/2039 | 343,176 | 370,563 | |||||||||||||
31412PRN3 | FNMA | 4.00 | 5/1/2024 | 4,453,772 | 4,752,785 | |||||||||||||
31412PXF3 | FNMA | 4.50 | 6/1/2039 | 98,997 | 107,185 | |||||||||||||
31412Q2V0 | FNMA | 4.50 | 1/1/2040 | 3,151,161 | 3,411,794 | |||||||||||||
31412QE70 | FNMA | 5.00 | 8/1/2039 | 3,904,231 | 4,421,070 | |||||||||||||
31412QKA6 | FNMA | 4.00 | 9/1/2024 | 49,175 | 52,476 | |||||||||||||
31412QPQ6 | FNMA | 6.00 | 1/1/2036 | 1,587,874 | 1,761,876 | |||||||||||||
31412RAP2 | FNMA | 4.00 | 9/1/2035 | 20,406 | 22,058 | |||||||||||||
31412RG76 | FNMA | 4.00 | 4/1/2025 | 2,915,952 | 3,158,824 | |||||||||||||
31412RGG6 | FNMA | 5.00 | 4/1/2040 | 351,018 | 384,727 | |||||||||||||
31412RH42 | FNMA | 5.00 | 4/1/2040 | 9,464,416 | 10,325,962 | |||||||||||||
31412RL54 | FNMA | 4.00 | 12/1/2040 | 3,411,375 | 3,670,652 | |||||||||||||
31412RL62 | FNMA | 4.00 | 12/1/2040 | 922,215 | 992,306 | |||||||||||||
31412RNY9 | FNMA | 4.00 | 1/1/2041 | 87,395 | 94,882 | |||||||||||||
31412T6Y4 | FNMA | 6.00 | 2/1/2039 | 2,605,087 | 2,921,877 | |||||||||||||
31412TKJ1 | FNMA | 6.00 | 11/1/2038 | 4,199,225 | 4,640,320 | |||||||||||||
31412TM26 | FNMA | 5.50 | 6/1/2038 | 3,277,853 | 3,590,805 | |||||||||||||
31412UEQ9 | FNMA | 4.50 | 9/1/2039 | 400,060 | 447,239 | |||||||||||||
31412URR3 | FNMA | 4.00 | 7/1/2024 | 4,914,737 | 5,244,698 | |||||||||||||
31412V4G0 | FNMA | 5.50 | 7/1/2037 | 259,346 | 283,473 | |||||||||||||
31413BTW1 | FNMA | 5.50 | 6/1/2037 | 3,369,828 | 3,683,326 | |||||||||||||
31413CLH0 | FNMA | 6.00 | 7/1/2037 | 3,528,405 | 3,905,274 | |||||||||||||
31413DX51 | FNMA | 6.00 | 8/1/2037 | 48,353 | 53,277 | |||||||||||||
31413ES55 | FNMA | 5.50 | 8/1/2037 | 10,207 | 11,157 | |||||||||||||
31413F4X7 | FNMA | 6.00 | 7/1/2037 | 56,319 | 62,054 | |||||||||||||
31413HKW7 | FNMA | 6.00 | 8/1/2037 | 15,204 | 16,753 | |||||||||||||
31413LN47 | FNMA | 6.00 | 8/1/2037 | 499,941 | 550,851 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
31413NY66 | FNMA | 6.00 | 11/1/2037 | 2,684,694 | 2,971,446 | |||||||||||||
31413R2P0 | FNMA | 6.00 | 12/1/2037 | 4,023,620 | 4,490,278 | |||||||||||||
31413TK68 | FNMA | 5.50 | 12/1/2037 | 254,036 | 277,669 | |||||||||||||
31413TWV0 | FNMA | 5.50 | 1/1/2038 | 360,180 | 393,688 | |||||||||||||
31413UKQ1 | FNMA | 6.50 | 10/1/2037 | 1,213,917 | 1,362,064 | |||||||||||||
31413UUD9 | FNMA | 5.50 | 1/1/2038 | 96,713 | 105,710 | |||||||||||||
31414ANH1 | FNMA | 5.50 | 12/1/2037 | 615,604 | 672,874 | |||||||||||||
31414GWU9 | FNMA | 5.50 | 2/1/2038 | 396,426 | 433,283 | |||||||||||||
31414HZ67 | FNMA | 5.50 | 12/1/2037 | 231,740 | 253,299 | |||||||||||||
31414LYR3 | FNMA | 5.00 | 3/1/2038 | 183,338 | 199,237 | |||||||||||||
31414NCH5 | FNMA | 6.00 | 12/1/2038 | 1,641,049 | 1,831,377 | |||||||||||||
31414NH31 | FNMA | 5.00 | 2/1/2039 | 1,830,968 | 2,073,350 | |||||||||||||
31414NH49 | FNMA | 5.00 | 2/1/2039 | 2,117,531 | 2,384,613 | |||||||||||||
31414SX81 | FNMA | 5.50 | 6/1/2038 | 490,222 | 535,799 | |||||||||||||
31415BJE0 | FNMA | 5.50 | 7/1/2038 | 60,727 | 66,373 | |||||||||||||
31415P3Y2 | FNMA | 5.50 | 4/1/2034 | 5,772 | 6,366 | |||||||||||||
31415QK54 | FNMA | 6.00 | 6/1/2038 | 272,255 | 299,917 | |||||||||||||
31415QTY2 | FNMA | 6.00 | 7/1/2038 | 1,165,687 | 1,288,133 | |||||||||||||
31415SPY2 | FNMA | 6.00 | 12/1/2038 | 499,241 | 549,965 | |||||||||||||
31415SRP9 | FNMA | 5.50 | 11/1/2038 | 271,321 | 296,547 | |||||||||||||
31415VLC7 | FNMA | 6.00 | 9/1/2038 | 318,519 | 351,977 | |||||||||||||
31415WA60 | FNMA | 4.50 | 1/1/2039 | 47,395 | 52,984 | |||||||||||||
31415YLZ0 | FNMA | 4.00 | 7/1/2024 | 1,176,857 | 1,255,867 | |||||||||||||
31416AQ29 | FNMA | 4.00 | 7/1/2024 | 227,145 | 242,395 | |||||||||||||
31416B3Y2 | FNMA | 4.50 | 3/1/2039 | 506,181 | 546,577 | |||||||||||||
31416BK72 | FNMA | 5.50 | 6/1/2038 | 494,677 | 540,697 | |||||||||||||
31416BMK1 | FNMA | 5.00 | 2/1/2038 | 392,199 | 426,629 | |||||||||||||
31416BRU4 | FNMA | 6.00 | 5/1/2037 | 820,023 | 909,883 | |||||||||||||
31416BTB4 | FNMA | 5.00 | 12/1/2035 | 1,105,850 | 1,204,173 | |||||||||||||
31416H2M6 | FNMA | 5.00 | 4/1/2039 | 27,059 | 29,531 | |||||||||||||
31416JZM6 | FNMA | 5.00 | 2/1/2039 | 2,464,400 | 2,688,734 | |||||||||||||
31416M5A8 | FNMA | 5.00 | 3/1/2039 | 2,165,352 | 2,404,632 | |||||||||||||
31416M6W9 | FNMA | 5.00 | 4/1/2039 | 26,291 | 29,377 | |||||||||||||
31416MLA0 | FNMA | 4.50 | 3/1/2039 | 32,555 | 36,232 | |||||||||||||
31416MVP6 | FNMA | 4.50 | 4/1/2039 | 65,996 | 73,449 | |||||||||||||
31416N5T5 | FNMA | 4.50 | 4/1/2039 | 179,123 | 199,351 | |||||||||||||
31416NC42 | FNMA | 4.50 | 4/1/2039 | 17,173,638 | 18,544,188 | |||||||||||||
31416NRD6 | FNMA | 4.50 | 3/1/2039 | 20,393 | 22,696 | |||||||||||||
31416QJZ9 | FNMA | 5.00 | 5/1/2039 | 82,828 | 93,793 | |||||||||||||
31416QMS1 | FNMA | 4.00 | 6/1/2024 | 723,049 | 771,593 | |||||||||||||
31416RSJ3 | FNMA | 4.00 | 8/1/2039 | 165,197 | 177,589 | |||||||||||||
31416S6B2 | FNMA | 4.50 | 7/1/2039 | 101,014 | 109,369 | |||||||||||||
31416SD40 | FNMA | 4.50 | 7/1/2039 | 95,430 | 103,323 | |||||||||||||
31416SED9 | FNMA | 5.00 | 7/1/2039 | 71,071 | 77,541 | |||||||||||||
31416SLC3 | FNMA | 4.50 | 6/1/2039 | 107,439 | 116,325 | |||||||||||||
31416TAG4 | FNMA | 4.50 | 7/1/2039 | 142,553 | 154,344 | |||||||||||||
31416TAL3 | FNMA | 5.00 | 7/1/2039 | 82,342 | 93,242 | |||||||||||||
31416TE47 | FNMA | 4.50 | 8/1/2039 | 94,959 | 105,682 | |||||||||||||
31416TEE5 | FNMA | 4.50 | 8/1/2039 | 142,315 | 154,086 | |||||||||||||
31416TEF2 | FNMA | 4.50 | 8/1/2039 | 97,675 | 108,706 | |||||||||||||
31416TKG3 | FNMA | 5.00 | 6/1/2039 | 89,116 | 97,228 | |||||||||||||
31416TV63 | FNMA | 4.00 | 9/1/2040 | 450,077 | 484,284 | |||||||||||||
31416VKN3 | FNMA | 6.00 | 12/1/2038 | 778,083 | 859,571 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
31416WD66 | FNMA | 5.00 | 5/1/2040 | 609,259 | 667,766 | |||||||||||||
31416WE57 | FNMA | 5.00 | 5/1/2040 | 9,423,190 | 10,280,983 | |||||||||||||
31416WFG2 | FNMA | 4.00 | 5/1/2025 | 19,379 | 20,692 | |||||||||||||
31416XJ92 | FNMA | 4.00 | 1/1/2041 | 458,112 | 492,931 | |||||||||||||
31416XKB5 | FNMA | 4.00 | 1/1/2041 | 180,262 | 193,963 | |||||||||||||
31416XYZ7 | FNMA | 4.00 | 3/1/2041 | 920,625 | 991,277 | |||||||||||||
31416Y6N3 | FNMA | 4.00 | 9/1/2041 | 31,014 | 33,395 | |||||||||||||
31416YDN5 | FNMA | 4.00 | 4/1/2041 | 34,839 | 37,513 | |||||||||||||
31416YLM8 | FNMA | 4.50 | 5/1/2041 | 1,867,463 | 2,024,580 | |||||||||||||
31416YVF2 | FNMA | 4.50 | 7/1/2041 | 9,277,667 | 10,058,233 | |||||||||||||
31417A5Q8 | FNMA | 4.00 | 2/1/2042 | 123,297 | 134,246 | |||||||||||||
31417ASC4 | FNMA | 4.00 | 12/1/2041 | 299,467 | 322,449 | |||||||||||||
31417ASD2 | FNMA | 4.00 | 12/1/2041 | 1,470,865 | 1,583,744 | |||||||||||||
31417CVV4 | FNMA | 4.00 | 8/1/2042 | 342,677 | 371,228 | |||||||||||||
31417J2B5 | FNMA | 5.00 | 9/1/2039 | 50,041 | 54,597 | |||||||||||||
31417JSB7 | FNMA | 4.50 | 7/1/2039 | 33,258 | 36,009 | |||||||||||||
31417KUM7 | FNMA | 4.00 | 8/1/2039 | 134,106 | 144,166 | |||||||||||||
31417KXH5 | FNMA | 4.50 | 8/1/2039 | 2,847,491 | 3,183,300 | |||||||||||||
31417LLX1 | FNMA | 5.00 | 7/1/2039 | 112,847 | 127,786 | |||||||||||||
31417M2V4 | FNMA | 4.50 | 8/1/2039 | 68,605 | 76,696 | |||||||||||||
31417M2W2 | FNMA | 4.50 | 8/1/2039 | 15,623 | 17,388 | |||||||||||||
31417MFB4 | FNMA | 4.50 | 8/1/2039 | 193,544 | 209,552 | |||||||||||||
31417MPN7 | FNMA | 5.00 | 9/1/2039 | 83,240 | 90,817 | |||||||||||||
31417MQT3 | FNMA | 5.00 | 10/1/2039 | 57,659 | 62,908 | |||||||||||||
31417MTC7 | FNMA | 4.50 | 9/1/2039 | 437,853 | 489,489 | |||||||||||||
31417MVC4 | FNMA | 4.50 | 10/1/2039 | 390,302 | 436,331 | |||||||||||||
31417MYL1 | FNMA | 4.50 | 11/1/2039 | 3,234,675 | 3,492,820 | |||||||||||||
31417QR97 | FNMA | 4.00 | 1/1/2040 | 109,358 | 117,669 | |||||||||||||
31417QS62 | FNMA | 4.00 | 10/1/2024 | 15,889 | 16,956 | |||||||||||||
31417QT20 | FNMA | 4.00 | 10/1/2039 | 22,347 | 24,023 | |||||||||||||
31417SYT1 | FNMA | 4.50 | 11/1/2039 | 79,364 | 88,327 | |||||||||||||
31417UXN0 | FNMA | 4.00 | 2/1/2025 | 90,715 | 96,866 | |||||||||||||
31417VJS3 | FNMA | 4.50 | 12/1/2039 | 21,306 | 23,069 | |||||||||||||
31417VQR7 | FNMA | 4.00 | 1/1/2040 | 674,234 | 725,478 | |||||||||||||
31417VQT3 | FNMA | 4.50 | 1/1/2040 | 1,552,153 | 1,735,200 | |||||||||||||
31417VYY3 | FNMA | 4.00 | 2/1/2025 | 219,385 | 234,260 | |||||||||||||
31417Y3H8 | FNMA | 4.00 | 7/1/2026 | 1,158,010 | 1,238,092 | |||||||||||||
31417Y6F9 | FNMA | 4.00 | 10/1/2041 | 64,522 | 69,474 | |||||||||||||
31417Y6Q5 | FNMA | 4.00 | 10/1/2031 | 4,191,206 | 4,535,978 | |||||||||||||
31417YF44 | FNMA | 4.00 | 9/1/2039 | 59,069 | 63,500 | |||||||||||||
31417YTT4 | FNMA | 4.00 | 11/1/2040 | 369,377 | 397,451 | |||||||||||||
31417YUH8 | FNMA | 4.00 | 12/1/2040 | 402,849 | 433,466 | |||||||||||||
31417YVG9 | FNMA | 4.00 | 1/1/2041 | 342,892 | 368,953 | |||||||||||||
31417YW37 | FNMA | 4.00 | 2/1/2041 | 324,406 | 349,302 | |||||||||||||
31417YX51 | FNMA | 4.00 | 4/1/2041 | 427,347 | 460,143 | |||||||||||||
31417YXX0 | FNMA | 4.50 | 4/1/2041 | 1,843,815 | 1,998,943 | |||||||||||||
31418AEA2 | FNMA | 4.00 | 4/1/2042 | 396,078 | 429,079 | |||||||||||||
31418AGR3 | FNMA | 3.50 | 7/1/2032 | 2,471,677 | 2,654,726 | |||||||||||||
31418AKQ0 | FNMA | 4.00 | 10/1/2042 | 449,049 | 486,463 | |||||||||||||
31418MC91 | FNMA | 6.00 | 11/1/2038 | 520,098 | 573,061 | |||||||||||||
31418MT93 | FNMA | 4.50 | 1/1/2040 | 1,440,936 | 1,555,931 | |||||||||||||
31418MUL4 | FNMA | 4.50 | 12/1/2039 | 676,341 | 732,282 | |||||||||||||
31418PCP8 | FNMA | 5.00 | 9/1/2040 | 192,737 | 211,490 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
31418RHE4 | FNMA | 4.00 | 4/1/2025 | 326,140 | 348,253 | |||||||||||||
31418SJB6 | FNMA | 4.00 | 4/1/2025 | 25,262 | 26,975 | |||||||||||||
31418UCZ5 | FNMA | 4.00 | 5/1/2025 | 156,475 | 167,085 | |||||||||||||
31418UVY7 | FNMA | 4.00 | 6/1/2025 | 268,243 | 286,431 | |||||||||||||
31418UYE8 | FNMA | 4.00 | 5/1/2039 | 22,485 | 24,249 | |||||||||||||
31418VQY1 | FNMA | 4.00 | 8/1/2040 | 94,156 | 101,312 | |||||||||||||
31418W6Y1 | FNMA | 5.00 | 9/1/2040 | 417,550 | 457,647 | |||||||||||||
31418W7J3 | FNMA | 5.00 | 9/1/2040 | 336,919 | 369,274 | |||||||||||||
31418XF52 | FNMA | 4.50 | 9/1/2040 | 9,788,119 | 10,591,300 | |||||||||||||
31419A4T1 | FNMA | 6.00 | 6/1/2038 | 11,292 | 12,442 | |||||||||||||
31419AG27 | FNMA | 4.00 | 8/1/2040 | 31,802 | 34,219 | |||||||||||||
31419AG35 | FNMA | 4.50 | 8/1/2040 | 3,412,100 | 3,692,086 | |||||||||||||
31419ANB9 | FNMA | 4.00 | 9/1/2040 | 173,485 | 186,671 | |||||||||||||
31419ANK9 | FNMA | 5.50 | 10/1/2039 | 1,372,709 | 1,500,335 | |||||||||||||
31419AQ83 | FNMA | 4.00 | 11/1/2040 | 14,251,882 | 15,335,074 | |||||||||||||
31419AX44 | FNMA | 4.50 | 12/1/2040 | 15,223,466 | 16,472,654 | |||||||||||||
31419BBT1 | FNMA | 4.00 | 2/1/2041 | 5,572,788 | 5,996,340 | |||||||||||||
31419BW68 | FNMA | 4.00 | 9/1/2040 | 155,799 | 167,640 | |||||||||||||
31419D4K4 | FNMA | 4.00 | 3/1/2041 | 317,055 | 341,387 | |||||||||||||
31419DJY8 | FNMA | 4.00 | 8/1/2025 | 4,476,638 | 4,780,164 | |||||||||||||
31419DLW9 | FNMA | 4.00 | 9/1/2040 | 423,785 | 455,995 | |||||||||||||
31419DTQ4 | FNMA | 5.00 | 9/1/2040 | 689,382 | 756,459 | |||||||||||||
31419E6N4 | FNMA | 4.00 | 3/1/2041 | 1,790,857 | 1,928,293 | |||||||||||||
31419ED71 | FNMA | 4.00 | 12/1/2040 | 442,936 | 476,600 | |||||||||||||
31419EJR1 | FNMA | 4.00 | 10/1/2040 | 307,772 | 331,164 | |||||||||||||
31419EK40 | FNMA | 4.00 | 11/1/2040 | 131,903 | 144,111 | |||||||||||||
31419EK65 | FNMA | 4.00 | 11/1/2040 | 1,534,480 | 1,651,106 | |||||||||||||
31419ENB1 | FNMA | 5.00 | 9/1/2040 | 1,328,852 | 1,469,882 | |||||||||||||
31419ESN0 | FNMA | 4.00 | 10/1/2040 | 2,242,662 | 2,413,112 | |||||||||||||
31419EU80 | FNMA | 5.00 | 9/1/2040 | 267,690 | 293,396 | |||||||||||||
31419EW70 | FNMA | 4.00 | 9/1/2040 | 229,562 | 247,009 | |||||||||||||
31419FCP9 | FNMA | 4.00 | 6/1/2026 | 1,862,005 | 1,990,772 | |||||||||||||
31419FEM4 | FNMA | 4.50 | 10/1/2040 | 3,410,271 | 3,690,107 | |||||||||||||
31419FFW1 | FNMA | 4.00 | 11/1/2040 | 71,128 | 76,534 | |||||||||||||
31419FSH0 | FNMA | 4.00 | 12/1/2025 | 66,629 | 71,147 | |||||||||||||
31419FVA1 | FNMA | 4.00 | 10/1/2040 | 935,478 | 1,006,577 | |||||||||||||
31419FVW3 | FNMA | 4.00 | 10/1/2040 | 81,712 | 87,922 | |||||||||||||
31419G2T0 | FNMA | 4.00 | 11/1/2040 | 31,269 | 33,645 | |||||||||||||
31419GB94 | FNMA | 4.00 | 10/1/2040 | 561,576 | 604,258 | |||||||||||||
31419GJA3 | FNMA | 4.00 | 10/1/2040 | 419,552 | 451,440 | |||||||||||||
31419GXN9 | FNMA | 4.00 | 10/1/2040 | 8,171,473 | 8,792,533 | |||||||||||||
31419GYT5 | FNMA | 4.00 | 10/1/2040 | 29,583,695 | 31,832,159 | |||||||||||||
31419H6Y3 | FNMA | 4.00 | 11/1/2040 | 48,914 | 52,632 | |||||||||||||
31419HBS0 | FNMA | 4.00 | 11/1/2040 | 171,421 | 184,450 | |||||||||||||
31419HC67 | FNMA | 4.00 | 2/1/2041 | 2,095,952 | 2,256,803 | |||||||||||||
31419HKN1 | FNMA | 4.00 | 10/1/2040 | 377,957 | 406,684 | |||||||||||||
31419HVP4 | FNMA | 4.00 | 11/1/2040 | 214,751 | 231,073 | |||||||||||||
31419JEA2 | FNMA | 4.00 | 12/1/2040 | 325,833 | 350,598 | |||||||||||||
31419JLP1 | FNMA | 4.00 | 11/1/2040 | 136,724 | 147,116 | |||||||||||||
31419JWT1 | FNMA | 4.00 | 12/1/2040 | 110,876 | 119,303 | |||||||||||||
31419JZ43 | FNMA | 3.50 | 12/1/2040 | 3,602,227 | 3,858,679 | |||||||||||||
31419KR49 | FNMA | 4.00 | 11/1/2040 | 66,506 | 71,561 | |||||||||||||
31419L5A7 | FNMA | 4.00 | 11/1/2040 | 1,276,112 | 1,397,407 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
31419LN66 | FNMA | 4.00 | 12/1/2040 | 81,033 | 87,191 | |||||||||||||
31419LYE7 | FNMA | 4.50 | 11/1/2040 | 150,533 | 162,885 | |||||||||||||
31419LZ63 | FNMA | 4.00 | 12/1/2040 | 85,714 | 92,228 | |||||||||||||
31421AAU7 | FNMA | 5.50 | 12/1/2038 | 4,609 | 5,055 | |||||||||||||
36176ABB4 | GNMA | 3.50 | 3/15/2042 | 309,554 | 339,313 | |||||||||||||
36176FUE6 | GNMA | 3.50 | 2/15/2042 | 118,878 | 130,306 | |||||||||||||
36176QLG7 | GNMA | 2.50 | 8/15/2027 | 1,789,474 | 1,898,525 | |||||||||||||
36176QPR9 | GNMA | 3.50 | 3/15/2042 | 833,222 | 913,325 | |||||||||||||
36176R7D8 | GNMA | 3.50 | 3/15/2042 | 971,588 | 1,065,744 | |||||||||||||
36176V5Q2 | GNMA | 3.50 | 3/15/2042 | 38,264 | 41,942 | |||||||||||||
36176WGG0 | GNMA | 3.50 | 12/15/2041 | 1,674,274 | 1,835,232 | |||||||||||||
36176XCT4 | GNMA | 3.50 | 2/15/2042 | 1,449,846 | 1,589,229 | |||||||||||||
36176XEZ8 | GNMA | 2.50 | 3/15/2027 | 806,573 | 855,726 | |||||||||||||
36177NXQ8 | GNMA | 3.50 | 3/15/2042 | 519,056 | 568,956 | |||||||||||||
36177R5R8 | GNMA | 3.50 | 3/15/2042 | 1,724,166 | 1,891,252 | |||||||||||||
36177RXF3 | GNMA | 3.50 | 1/15/2042 | 3,354,177 | 3,676,633 | |||||||||||||
36177S3E7 | GNMA | 3.50 | 2/15/2042 | 2,233,890 | 2,448,647 | |||||||||||||
36177X2H0 | GNMA | 2.50 | 5/15/2027 | 1,332,560 | 1,413,766 | |||||||||||||
36177YR32 | GNMA | 2.50 | 6/15/2027 | 801,031 | 849,846 | |||||||||||||
36178GHC1 | GNMA | 2.50 | 7/15/2027 | 447,581 | 474,857 | |||||||||||||
36178NB99 | GNMA | 2.50 | 8/15/2027 | 19,409,488 | 20,592,302 | |||||||||||||
36202F4S2 | GNMA | 4.50 | 3/20/2042 | 2,140,830 | 2,361,583 | |||||||||||||
36202FZY5 | GNMA | 4.00 | 12/20/2041 | 2,342,847 | 2,578,154 | |||||||||||||
36202FZZ2 | GNMA | 4.50 | 12/20/2041 | 1,324,074 | 1,460,607 | |||||||||||||
36206XC43 | GNMA | 7.00 | 5/15/2031 | 916 | 1,080 | |||||||||||||
3620A9SW2 | GNMA | 4.50 | 9/15/2039 | 422,817 | 465,864 | |||||||||||||
3620C04Y1 | GNMA | 4.50 | 7/15/2040 | 1,921,489 | 2,125,331 | |||||||||||||
3620C1WV4 | GNMA | 3.50 | 1/15/2042 | 3,332,538 | 3,652,915 | |||||||||||||
36212PPP1 | GNMA | 7.00 | 4/15/2031 | 8,945 | 10,545 | |||||||||||||
36212U5G2 | GNMA | 7.00 | 5/15/2031 | 12,076 | 14,236 | |||||||||||||
36213HGU7 | GNMA | 7.00 | 3/15/2031 | 1,623 | 1,913 | |||||||||||||
36225DM43 | GNMA | 1.63 | 3/20/2035 | 9,628,654 | 10,114,536 | |||||||||||||
36230PCQ1 | GNMA | 2.50 | 2/15/2027 | 1,413,284 | 1,499,410 | |||||||||||||
36230PCY4 | GNMA | 3.50 | 1/15/2042 | 357,344 | 391,698 | |||||||||||||
36230RVV5 | GNMA | 3.50 | 11/15/2040 | 20,522,532 | 22,517,069 | |||||||||||||
36241KV39 | GNMA | 4.50 | 8/15/2038 | 5,729,456 | 6,279,253 | |||||||||||||
36241KV47 | GNMA | 4.50 | 9/15/2038 | 4,678,366 | 5,113,414 | |||||||||||||
36241KWA2 | GNMA | 4.50 | 10/15/2038 | 2,579,230 | 2,819,076 | |||||||||||||
36241LY91 | GNMA | 3.50 | 10/15/2041 | 396,558 | 434,682 | |||||||||||||
36296QRY7 | GNMA | 5.00 | 4/15/2039 | 1,696,290 | 1,874,694 | |||||||||||||
36297FYL0 | GNMA | 4.50 | 10/15/2039 | 86,250 | 95,031 | |||||||||||||
38374CP54 | GNMA_03-75 | 4.50 | 3/20/2024 | 1,870,613 | 1,900,880 | |||||||||||||
62888VAB4 | NCUA GUARANTEED NOTES | 1.84 | 10/7/2020 | 1,075,217 | 1,094,033 | |||||||||||||
|
| |||||||||||||||||
1,486,749,229 | 1,606,201,297 | |||||||||||||||||
|
| |||||||||||||||||
Non Agency RMBS | ||||||||||||||||||
05948X6X4 | BANK OF AMERICA MTG SEC | 4.75 | 6/25/2019 | 2,477,339 | 2,542,815 | |||||||||||||
07384MWF5 | BSARM | 3.00 | 8/25/2033 | 97,733 | 97,026 | |||||||||||||
12669EYQ3 | COUNTRYWIDE HOME LOANS TR | 3.25 | 8/25/2033 | 83,404 | 76,793 | |||||||||||||
16162WLM9 | CHASE | 5.50 | 10/25/2035 | 7,882,513 | 8,016,673 | |||||||||||||
161630AC2 | CHASE | 2.97 | 2/25/2037 | 9,487,746 | 9,457,575 | |||||||||||||
161630AG3 | CHASE | 3.00 | 2/25/2037 | 6,601,561 | 6,753,595 | |||||||||||||
161630AN8 | CHASE | 2.97 | 2/25/2037 | 2,713,441 | 2,730,780 | |||||||||||||
161630AQ1 | CHASE | 3.01 | 2/25/2037 | 2,230,132 | 2,211,220 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
1729733P2 | CMSI | 5.00 | 10/25/2035 | 6,804,101 | 7,074,496 | |||||||||||||
449670EQ7 | IMC HOME EQUITY LOAN TRUST | 6.84 | 8/20/2029 | 106,045 | 104,474 | |||||||||||||
46630GAA3 | JPMMT | 3.05 | 7/25/2035 | 5,626,202 | 5,695,236 | |||||||||||||
46630GAD7 | JPMMT | 2.92 | 7/25/2035 | 2,025,262 | 2,042,416 | |||||||||||||
46630GAN5 | JPMMT_07-A1 | 3.00 | 7/25/2035 | 1,378,102 | 1,396,568 | |||||||||||||
46630GAS4 | JPMMT | 2.94 | 7/25/2035 | 5,952,700 | 6,048,360 | |||||||||||||
513770AW7 | LANARK MASTER ISSUER PLC | 1.83 | 12/22/2054 | 7,600,000 | 7,733,000 | |||||||||||||
525170BL9 | LABS | 5.00 | 12/25/2033 | 7,781,744 | 7,808,591 | |||||||||||||
576433QQ2 | MARM_04-8 | 2.03 | 9/25/2034 | 1,212,157 | 1,080,117 | |||||||||||||
589929W53 | MLMI | 2.73 | 7/25/2033 | 145,013 | 147,065 | |||||||||||||
62889EAA3 | NGN_11-R3 | 0.63 | 3/11/2020 | 1,446,630 | 1,454,760 | |||||||||||||
76110H2P3 | RES ASSET SEC | 3.23 | 3/25/2035 | 1,074,479 | 599,892 | |||||||||||||
76110HHG7 | RFMSI_03-Q16 | 5.00 | 8/25/2018 | 4,605,506 | 4,699,228 | |||||||||||||
863579KY3 | SARM | 2.85 | 2/25/2035 | 2,368,379 | 1,911,874 | |||||||||||||
86359BGD7 | STRUCTURED ASSET SEC CORP | 2.73 | 2/25/2034 | 114,924 | 113,770 | |||||||||||||
86359BVE8 | STRUCTURED ASSET SEC CORP | 2.76 | 6/25/2034 | 8,824,411 | 8,784,789 | |||||||||||||
92922F4M7 | WASHINGTON MUTUAL | 0.51 | 10/25/2045 | 1,066,830 | 929,742 | |||||||||||||
92922F4P0 | WAMU | 1.00 | 10/25/2045 | 5,253,503 | 4,993,244 | |||||||||||||
92922FB49 | WASHINGTON MUTUAL | 0.61 | 11/25/2034 | 331,822 | 328,281 | |||||||||||||
92922FZF8 | WAMU_04-A12 | 0.58 | 10/25/2044 | 6,219,366 | 5,717,202 | |||||||||||||
949781AA6 | WFMBS | 2.61 | 2/25/2035 | 2,933,596 | 2,906,461 | |||||||||||||
94982BAG5 | WFMBS | 2.71 | 6/25/2035 | 3,924,571 | 3,919,116 | |||||||||||||
|
| |||||||||||||||||
108,369,211 | 107,375,159 | |||||||||||||||||
|
| |||||||||||||||||
Non Agency RMBS - High Yield Mandate | ||||||||||||||||||
02660BAA0 | AHMA_07-1 | 0.85 | 2/25/2047 | 8,233,501 | 4,532,048 | |||||||||||||
02660UAE0 | AHMA_06-3 | 1.09 | 10/25/2046 | 9,945,254 | 6,055,765 | |||||||||||||
026930AA5 | AHMA_07-2 | 0.34 | 3/25/2047 | 4,789,864 | 3,114,082 | |||||||||||||
05949QAH8 | BANC OF AMERICA FUNDING CORPOR | 6.25 | 3/25/2036 | 1,250,000 | 1,250,375 | |||||||||||||
05954DAG1 | BAFC | 3.08 | 7/20/2047 | 4,838,521 | 3,549,878 | |||||||||||||
07384MWF5 | BSARM | 3.00 | 8/25/2033 | 19,547 | 19,405 | |||||||||||||
073868AA9 | BALTA_06-6 | 0.38 | 11/25/2036 | 12,990,814 | 6,427,205 | |||||||||||||
07387AAW5 | BSARM | 3.00 | 6/25/2035 | 5,187,328 | 4,490,307 | |||||||||||||
07401YAQ8 | BEAR STEARNS MORTGAGE FUNDING | 0.43 | 6/25/2037 | 12,188,512 | 8,371,192 | |||||||||||||
12543TAZ8 | CWHL_06-13 | 6.25 | 9/25/2036 | 4,503,218 | 3,884,791 | |||||||||||||
12566VAE2 | CMALT_07-A4 | 5.75 | 4/25/2037 | 3,913,573 | 3,102,289 | |||||||||||||
12566XAK4 | CMA_07-A7 | 0.62 | 7/25/2037 | 6,154,158 | 3,505,839 | |||||||||||||
12667GNS8 | COUNTRYWIDE ALTERNATIVE LOAN T | 1.46 | 7/20/2035 | 845,879 | 565,206 | |||||||||||||
12667GZ30 | CWALT | 0.57 | 9/25/2035 | 1,823,857 | 1,283,612 | |||||||||||||
12668BCG6 | CWALT | 6.00 | 2/25/2036 | 654,767 | 499,895 | |||||||||||||
12668BPY3 | CWALT | 5.50 | 4/25/2036 | 11,690,411 | 9,247,349 | |||||||||||||
126694A32 | COUNTRYWIDE HOME LOANS | 0.43 | 3/20/2046 | 1,736,963 | 1,050,862 | |||||||||||||
126694MS4 | COUNTRYWIDE HOME LOANS | 5.50 | 11/25/2035 | 4,188,255 | 4,060,932 | |||||||||||||
12669EYQ3 | COUNTRYWIDE HOME LOANS TR | 3.25 | 8/25/2033 | 27,801 | 25,598 | |||||||||||||
22541QUJ9 | CS FIRST BOSTON MORTGAGE SECUR | 2.98 | 10/25/2033 | 117,692 | 117,674 | |||||||||||||
22942KCD0 | CSMC | 6.00 | 8/25/2036 | 12,423,917 | 8,715,378 | |||||||||||||
232434AE0 | CWALT_06-OC8 | 0.47 | 11/25/2036 | 20,501,571 | 4,605,678 | |||||||||||||
23245GAD3 | CWALT_06-OC9 | 0.47 | 12/25/2046 | 5,163,708 | 1,528,871 | |||||||||||||
23245QAA7 | CWALT | 0.41 | 3/20/2047 | 11,484,822 | 6,887,930 | |||||||||||||
23332QAC7 | DSLA | 0.42 | 10/19/2036 | 1,400,001 | 1,030,765 | |||||||||||||
25150UAA6 | DBALT_07-OA2 | 0.77 | 4/25/2047 | 3,140,369 | 2,305,188 | |||||||||||||
25151AAG6 | DBALT | 0.50 | 8/25/2036 | 26,330,766 | 9,972,514 | |||||||||||||
25151TAC4 | DBALT_07-BAR1 | 0.38 | 3/25/2037 | 11,500,000 | 4,679,350 | |||||||||||||
32052DAG6 | FHAMS_06-FA8 | 6.00 | 2/25/2037 | 5,304,538 | 4,194,298 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
40431HAJ6 | HALO | 0.52 | 12/25/2036 | 4,760,592 | 1,025,498 | |||||||||||||
41161VAC4 | HVMLT | 0.42 | 9/19/2036 | 4,458,747 | 3,125,408 | |||||||||||||
41162DAF6 | HVMLT_06-12 | 0.41 | 12/19/2036 | 6,080,815 | 4,368,585 | |||||||||||||
45660NQ24 | INDX | 2.66 | 8/25/2034 | 370,623 | 293,531 | |||||||||||||
456687AC6 | INDX_07-FL4 | 0.40 | 7/25/2037 | 2,798,652 | 2,264,949 | |||||||||||||
45668WAC1 | INX | 0.47 | 2/25/2037 | 5,000,000 | 1,594,800 | |||||||||||||
466306AA5 | JPALT_08-R2 | 6.00 | 11/25/2036 | 3,912,008 | 2,856,783 | |||||||||||||
52520MBY8 | LMT_05-2 | 0.97 | 12/25/2035 | 3,532,575 | 2,179,387 | |||||||||||||
525221HA8 | LXS | 0.48 | 2/25/2046 | 3,754,534 | 2,330,533 | |||||||||||||
52524HAJ9 | LXS | 0.90 | 3/25/2047 | 2,575,201 | 1,798,008 | |||||||||||||
52524PAG7 | LXS_07-16N | 0.38 | 5/25/2037 | 8,879,302 | 6,197,930 | |||||||||||||
55027WAA0 | LUM_07-2 | 0.45 | 5/25/2037 | 4,051,102 | 2,271,169 | |||||||||||||
55027XAA8 | LUM_06-5 | 0.41 | 7/25/2036 | 6,332,446 | 3,423,510 | |||||||||||||
57643LLC8 | MABS | 5.65 | 11/25/2035 | 10,000,000 | 6,748,100 | |||||||||||||
59024KAX1 | MLA_07-AF1 | 3.05 | 6/25/2037 | 3,278,620 | 1,980,385 | |||||||||||||
61748HJV4 | MORGAN STANLEY MTG LOAN TRUST | 5.00 | 8/25/2035 | 599,044 | 621,083 | |||||||||||||
61748HVE8 | MORGAN STANLEY MTG LOAN TRUST | 5.25 | 2/25/2021 | 929,538 | 939,633 | |||||||||||||
68383NDW0 | OPTEUM MORTGAGE ACCEPT CORP | 0.52 | 4/25/2036 | 7,000,000 | 4,174,800 | |||||||||||||
74923LAB8 | RALI | 0.41 | 5/25/2047 | 4,720,349 | 3,356,631 | |||||||||||||
74958XAB0 | RFMSI | 3.31 | 4/25/2037 | 4,471,753 | 3,845,707 | |||||||||||||
751153AA5 | RALI_06-Q010 | 0.38 | 1/25/2037 | 3,621,323 | 2,383,120 | |||||||||||||
76110H2P3 | RES ASSET SEC | 3.23 | 3/25/2035 | 216,524 | 120,888 | |||||||||||||
761118FG8 | RALI | 3.45 | 8/25/2035 | 3,520,653 | 2,651,125 | |||||||||||||
761118QM3 | RALI | 1.15 | 1/25/2046 | 3,849,522 | 2,423,181 | |||||||||||||
863579J90 | SARM | 2.67 | 12/25/2035 | 9,340,855 | 5,505,126 | |||||||||||||
86359A5B5 | SASC | 2.81 | 11/25/2033 | 348,495 | 350,339 | |||||||||||||
86359AH71 | SASC | 2.78 | 7/25/2033 | 507,110 | 497,501 | |||||||||||||
86359BGD7 | STRUCTURED ASSET SEC CORP | 2.73 | 2/25/2034 | 28,731 | 28,443 | |||||||||||||
86359LQM4 | SAMI_06-AR1 | 2.30 | 3/25/2046 | 3,638,570 | 2,734,204 | |||||||||||||
86361HAA2 | SAMI_06-AR7 | 0.43 | 8/25/2036 | 8,561,555 | 5,322,779 | |||||||||||||
92922F7P7 | WASHINGTON MUTUAL | 0.49 | 12/25/2045 | 7,134,801 | 6,455,710 | |||||||||||||
92922FJ25 | WASHINGTON MUTUAL | 0.45 | 4/25/2045 | 1,507,115 | 1,400,074 | |||||||||||||
92922FR67 | WASHINGTON MUTUAL | 0.49 | 7/25/2045 | 497,334 | 466,303 | |||||||||||||
92922FR75 | WASHINGTON MUTUAL | 0.51 | 7/25/2045 | 4,907,338 | 4,526,038 | |||||||||||||
92925DAB6 | WAMU | 0.96 | 12/25/2046 | 3,217,536 | 2,745,298 | |||||||||||||
92927BAA0 | WAMU_07-OA6 | 0.96 | 7/25/2047 | 10,877,799 | 8,089,819 | |||||||||||||
933635AB0 | WAMU_07-OA2 | 2.37 | 3/25/2047 | 2,966,353 | 2,171,073 | |||||||||||||
93363RAA4 | EAST PACES FERRY LLC | 1.03 | 10/25/2046 | 7,467,971 | 5,209,732 | |||||||||||||
93364BAA8 | WAMU MORTGAGE PASS-THROUGH CER | 0.90 | 6/25/2047 | 1,651,489 | 1,238,617 | |||||||||||||
9393362N2 | WASHINGTON MUTUAL MSC MORTGAGE | 6.00 | 3/25/2035 | 3,391,669 | 3,299,043 | |||||||||||||
93936RAA2 | WAL | 0.99 | 5/25/2047 | 7,812,099 | 4,956,933 | |||||||||||||
94981QAA6 | WFMBS | 2.75 | 10/25/2035 | 408,197 | 418,724 | |||||||||||||
94985KAA5 | WFA_07-PA6 | 3.64 | 12/28/2037 | 3,732,087 | 2,822,320 | |||||||||||||
|
| |||||||||||||||||
369,060,635 | 230,287,095 | |||||||||||||||||
|
| |||||||||||||||||
CMBS | ||||||||||||||||||
055236AA1 | BAMLL_11-07C1 | 5.38 | 11/15/2016 | 6,300,000 | 7,037,730 | |||||||||||||
059500AD0 | BACM | 5.89 | 7/10/2044 | 5,000,000 | 5,740,550 | |||||||||||||
05950EAE8 | BACM | 5.92 | 5/10/2045 | 8,615,000 | 9,948,344 | |||||||||||||
059511AH8 | BACM | 5.81 | 4/10/2049 | 2,550,000 | 2,732,529 | |||||||||||||
059512AB9 | BACM_07-3 | 5.89 | 6/10/2049 | 140,273 | 140,326 | |||||||||||||
059512AQ6 | BANC OF AMERICA COMMERCIAL MOR | 0.40 | 6/10/2049 | 140,273 | 140,250 | |||||||||||||
05956VAC8 | BAMLL_11-STRP | 2.15 | 8/17/2038 | 6,975,498 | 6,981,637 | |||||||||||||
07383FXJ2 | BEAR STEARNS COMMERCIAL MORTGA | 5.19 | 5/11/2039 | 1,948,280 | 2,008,736 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
07387BEB5 | BSCMS | 5.41 | 12/11/2040 | 2,500,000 | 2,815,950 | |||||||||||||
07388LAE0 | BEAR STEARNS | 5.54 | 9/11/2041 | 7,500,000 | 8,666,850 | |||||||||||||
07388NAE6 | BEAR STEARNS COMMERCIAL MORTGA | 5.54 | 10/12/2041 | 9,020,000 | 10,461,847 | |||||||||||||
07388PAE1 | BSCMS | 5.20 | 12/11/2038 | 19,480,000 | 22,446,804 | |||||||||||||
07388YAG7 | BSCMS | 5.91 | 6/11/2040 | 2,850,000 | 3,116,732 | |||||||||||||
12513YAC4 | CD | 5.21 | 12/11/2049 | 1,141,513 | 1,162,756 | |||||||||||||
12513YAF7 | CD | 5.32 | 12/11/2049 | 5,000,000 | 5,693,100 | |||||||||||||
126192AE3 | COMM_12-LC4 | 4.06 | 12/10/2044 | 1,000,000 | 1,078,420 | |||||||||||||
12622DAA2 | COMM_10-C1 | 3.16 | 7/10/2046 | 9,603,899 | 10,183,687 | |||||||||||||
12622QAA3 | COMM_11-THL | 3.38 | 6/9/2028 | 7,558,579 | 7,691,912 | |||||||||||||
14986DAE0 | CD | 5.66 | 10/15/2048 | 1,500,000 | 1,555,725 | |||||||||||||
17310MAE0 | CITIGROUP | 5.43 | 10/15/2049 | 2,026,000 | 2,348,519 | |||||||||||||
17313KAD3 | CGCMT | 6.26 | 12/10/2049 | 3,150,000 | 3,228,782 | |||||||||||||
190749AE1 | CWCAPITAL COBALT | 5.22 | 8/15/2048 | 5,000,000 | 5,614,700 | |||||||||||||
20046GAC2 | COMM_06-FL12 | 0.32 | 12/15/2020 | 883,569 | 857,062 | |||||||||||||
20047QAE5 | COMM | 5.94 | 6/10/2046 | 4,000,000 | 4,564,560 | |||||||||||||
20173QAE1 | GCCFC | 5.44 | 3/10/2039 | 5,000,000 | 5,709,100 | |||||||||||||
22545DAD9 | CREDIT SUISSE MORTGAGE CAPITAL | 6.00 | 6/15/2038 | 5,000,000 | 5,761,150 | |||||||||||||
22545RAB2 | CSMC | 0.39 | 10/15/2021 | 514,676 | 500,070 | |||||||||||||
23306AAA8 | DBRR_12-EZ1 | 0.95 | 9/25/2045 | 4,600,000 | 4,608,266 | |||||||||||||
3136A56W1 | FNMA | 2.98 | 4/25/2022 | 1,700,000 | 1,812,472 | |||||||||||||
3136A7MJ8 | FNMA_12-M8 | 1.52 | 4/25/2018 | 2,000,000 | 2,049,398 | |||||||||||||
3136A7MK5 | FNMA_12-M8 | 1.80 | 12/25/2019 | 2,100,000 | 2,155,503 | |||||||||||||
3136A7MN9 | FNMA_12-M8 | 2.35 | 5/25/2022 | 1,800,000 | 1,832,562 | |||||||||||||
3137ARPY6 | FHMS_19-K710 | 1.88 | 5/25/2019 | 10,700,000 | 11,058,664 | |||||||||||||
3137ATRW4 | FHLMC | 2.37 | 5/25/2040 | 30,000,000 | 30,605,118 | |||||||||||||
361849YU0 | GMACC | 5.64 | 5/10/2040 | 1,550,000 | 1,598,500 | |||||||||||||
361849ZS4 | GMACC | 4.65 | 4/10/2040 | 3,321 | 3,322 | |||||||||||||
361849ZT2 | GMACC | 5.02 | 4/10/2040 | 2,000,000 | 2,071,780 | |||||||||||||
36191YAY4 | GSMS_11-GC5 | 1.47 | 8/10/2044 | 945,353 | 958,474 | |||||||||||||
36228CTH6 | GSMS_04-GG2 | 5.40 | 8/10/2038 | 1,000,000 | 1,070,680 | |||||||||||||
36228CZW6 | GSMS | 1.72 | 3/6/2020 | 5,350,000 | 5,348,449 | |||||||||||||
36246LAC5 | GS MORTGAGE SECURITIES CORPORA | 5.98 | 8/10/2045 | 1,000,000 | 1,078,570 | |||||||||||||
46625YSF1 | JPMCC_05-LDP3 | 4.96 | 8/15/2042 | 734,703 | 744,496 | |||||||||||||
46629GAE8 | JPMCC | 5.55 | 5/12/2045 | 13,500,000 | 15,529,455 | |||||||||||||
46629PAM0 | JPMCC | 5.30 | 5/15/2047 | 1,605,178 | 1,618,838 | |||||||||||||
46630EAC4 | JPMCC | 5.43 | 12/12/2043 | 7,334,510 | 8,385,032 | |||||||||||||
46630JAC3 | JP MORGAN CHASE COMMERCIAL MOR | 5.42 | 1/15/2049 | 5,000,000 | 5,752,750 | |||||||||||||
46636VAC0 | JP MORGAN CHASE COMMERCIAL MOR | 4.17 | 8/15/2046 | 1,000,000 | 1,144,890 | |||||||||||||
46638UAC0 | JPMCC_12-C8 | 2.83 | 10/15/2045 | 7,000,000 | 7,158,689 | |||||||||||||
50179MAE1 | LBUBS | 5.37 | 9/15/2039 | 1,500,000 | 1,732,440 | |||||||||||||
52108HRB2 | LBUBS | 3.85 | 5/15/2027 | 169,962 | 170,905 | |||||||||||||
52108MAF0 | LBUBS | 5.20 | 11/15/2030 | 1,450,000 | 1,614,691 | |||||||||||||
59023BAB0 | MERRILL LYNCH MTG TR | 5.80 | 5/12/2039 | 215,995 | 216,995 | |||||||||||||
617458AC8 | MORGAN STANLEY CAPITAL | 3.88 | 9/15/2047 | 3,500,000 | 3,811,710 | |||||||||||||
61745M5G4 | MSC | 4.89 | 6/12/2047 | 500,000 | 551,530 | |||||||||||||
61745ML43 | MSC | 5.27 | 6/13/2041 | 4,000,000 | 4,258,320 | |||||||||||||
61750CAF4 | MSC_06-HQ9 | 5.73 | 7/12/2044 | 2,550,000 | 2,945,607 | |||||||||||||
61750HAE6 | MSC | 5.33 | 11/12/2041 | 4,250,000 | 4,903,310 | |||||||||||||
61750WAX1 | MSC | 5.33 | 12/15/2043 | 1,000,000 | 1,156,750 | |||||||||||||
61757RAC1 | MORGAN STANLEY CAPITAL I MSC_0 | 5.65 | 12/15/2044 | 1,628,294 | 1,673,202 | |||||||||||||
62888XAC8 | NCUA_10-C1 | 2.65 | 10/29/2020 | 9,875,799 | 10,448,200 | |||||||||||||
90348HAA2 | B NATIONALE CDA | 1.12 | 7/15/2024 | 85,597 | 82,458 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
92935JBC8 | WF-RBS_11-C2 | 4.87 | 2/15/2044 | 750,000 | 880,103 | |||||||||||||
929766UK7 | WBCMT_04-C14 | 5.09 | 8/15/2041 | 8,800,000 | 9,412,128 | |||||||||||||
929766X24 | WBCMT_05-C19 | 4.66 | 5/15/2044 | 1,080,786 | 1,103,050 | |||||||||||||
92976BLJ9 | WBCMT | 0.30 | 6/15/2020 | 2,179,306 | 2,088,070 | |||||||||||||
92976VAF5 | WBCMT | 5.92 | 5/15/2043 | 6,000,000 | 6,967,020 | |||||||||||||
92977RAD8 | WACHOVIA BANK COMMERCIAL MORTG | 6.01 | 6/15/2045 | 6,000,000 | 7,007,760 | |||||||||||||
92978YAB6 | WBCMT | 5.93 | 6/15/2049 | 2,210,425 | 2,296,300 | |||||||||||||
|
| |||||||||||||||||
283,066,790 | 308,094,283 | |||||||||||||||||
|
| |||||||||||||||||
Corporate Debt Securities - Financials | ||||||||||||||||||
001055AH5 | AFLAC INCORPORATED | 2.65 | 2/15/2017 | 250,000 | 261,791 | |||||||||||||
00163MAL8 | PROLOGIS INC | 4.50 | 8/15/2017 | 250,000 | 274,234 | |||||||||||||
00448MAA9 | ACHMEA HYPOTHEEKBANK N.V. - LT | 3.20 | 11/3/2014 | 35,216,000 | 36,910,595 | |||||||||||||
02005NAB6 | ALLY FINANCIAL INC | 8.30 | 2/12/2015 | 3,375,000 | 3,737,813 | |||||||||||||
025816AU3 | AMER EXPRESS BK | 6.80 | 9/1/2066 | 250,000 | 268,750 | |||||||||||||
025816AW9 | AMERICAN EXPRESS COMPANY | 5.50 | 9/12/2016 | 4,000,000 | 4,656,001 | |||||||||||||
0258M0DA4 | AMERICAN EXPRESS CREDIT CO | 2.75 | 9/15/2015 | 12,000,000 | 12,660,493 | |||||||||||||
0258M0DD8 | AMERICAN EXPRESS CREDIT CO | 2.38 | 3/24/2017 | 9,000,000 | 9,487,998 | |||||||||||||
0258M0DE6 | AMERICAN EXPRESS CREDIT CO | 1.75 | 6/12/2015 | 250,000 | 256,257 | |||||||||||||
026874CV7 | AMERICAN INTERNATIONAL GROUP I | 2.38 | 8/24/2015 | 2,850,000 | 2,879,118 | |||||||||||||
02687QBC1 | AMERICAN INTERNATIONAL GROUP I | 5.60 | 10/18/2016 | 1,500,000 | 1,700,762 | |||||||||||||
046265AF1 | ASTORIA FINANCIAL CORPORATION | 5.00 | 6/19/2017 | 100,000 | 104,057 | |||||||||||||
05252ABH3 | ANZ MELBOURNE | 1.20 | 1/10/2014 | 2,675,000 | 2,689,953 | |||||||||||||
05348EAM1 | AVALONBAY COMMUNITIES INC | 5.70 | 3/15/2017 | 250,000 | 291,208 | |||||||||||||
05531FAG8 | BB&T CORPORATION | 3.20 | 3/15/2016 | 1,225,000 | 1,312,934 | |||||||||||||
05531FAL7 | BB&T CORPORATION | 1.60 | 8/15/2017 | 1,800,000 | 1,831,352 | |||||||||||||
05567L7E1 | BNP PARIBAS | 2.38 | 9/14/2017 | 5,500,000 | 5,493,458 | |||||||||||||
05567LU54 | BNP PARIBAS | 3.60 | 2/23/2016 | 2,520,000 | 2,632,180 | |||||||||||||
05571AAB1 | GROUP BPCE SA | 2.38 | 10/4/2013 | 5,310,000 | 5,348,869 | |||||||||||||
05572FAA1 | BNP PARIBAS COVERED BONDS SA | 2.20 | 11/2/2015 | 10,400,000 | 10,695,360 | |||||||||||||
05947KAK6 | BANCO BRADESCO S.A. | 2.54 | 5/16/2014 | 700,000 | 695,591 | |||||||||||||
05956NAB8 | BCO CREDITO INVS | 3.00 | 9/13/2017 | 250,000 | 251,028 | |||||||||||||
060505AU8 | BANK OF AMERICA | 5.13 | 11/15/2014 | 100,000 | 107,455 | |||||||||||||
060505CS1 | BANK OF AMERICA | 5.63 | 10/14/2016 | 7,700,000 | 8,719,349 | |||||||||||||
060505DH4 | BANK OF AMERICA | 6.00 | 9/1/2017 | 250,000 | 287,983 | |||||||||||||
06050TKN1 | BANK OF AMERICA NA (US) | 5.30 | 3/15/2017 | 250,000 | 276,774 | |||||||||||||
06051GEA3 | BANK OF AMERICA | 6.50 | 8/1/2016 | 19,000,000 | 22,039,735 | |||||||||||||
06051GEB1 | BANK OF AMERICA | 4.50 | 4/1/2015 | 1,000,000 | 1,071,814 | |||||||||||||
06051GED7 | BANK OF AMERICA | 3.70 | 9/1/2015 | 12,100,000 | 12,782,156 | |||||||||||||
06051GEG0 | BANK OF AMERICA | 3.63 | 3/17/2016 | 3,000,000 | 3,174,559 | |||||||||||||
06051GEK1 | BANK OF AMERICA | 3.75 | 7/12/2016 | 250,000 | 265,562 | |||||||||||||
06366QW86 | BANK OF MONTREAL | 2.50 | 1/11/2017 | 500,000 | 525,299 | |||||||||||||
06366RHA6 | BANK OF MONTREAL | 1.40 | 9/11/2017 | 300,000 | 300,564 | |||||||||||||
063679JJ4 | BANK OF MONTREAL | 2.63 | 1/25/2016 | 15,600,000 | 16,662,048 | |||||||||||||
063679ZT4 | BANK OF MONTREAL | 1.95 | 1/30/2017 | 2,600,000 | 2,725,840 | |||||||||||||
06406HBN8 | BANK OF NEW YORK CO | 3.10 | 1/15/2015 | 4,800,000 | 5,076,886 | |||||||||||||
06406HBX6 | BANK OF NEW YORK MELLON/THE | 2.30 | 7/28/2016 | 1,500,000 | 1,571,232 | |||||||||||||
064149A64 | BANK OF NOVA SCOTIA | 3.40 | 1/22/2015 | 250,000 | 264,777 | |||||||||||||
064149B97 | BANK OF NOVA SCOTIA | 2.38 | 12/17/2013 | 1,000,000 | 1,022,731 | |||||||||||||
06415CAD1 | BANK OF NOVA SCOTIA | 1.05 | 3/20/2015 | 1,700,000 | 1,724,701 | |||||||||||||
06415CAE9 | BANK OF NOVA SCOTIA | 1.75 | 3/22/2017 | 6,000,000 | 6,241,440 | |||||||||||||
064255AB8 | BANK OF TOKYO-MITSUBISHI UFJ L | 3.85 | 1/22/2015 | 8,000,000 | 8,488,685 | |||||||||||||
064255AH5 | BANK OF TOKYO-MITSUBISHI UFJ L | 2.35 | 2/23/2017 | 7,500,000 | 7,744,025 | |||||||||||||
06675EAA8 | BANQUE PSA FINANCE | 3.38 | 4/4/2014 | 850,000 | 826,625 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
06739FFZ9 | BARCLAYS BANK PLC | 5.20 | 7/10/2014 | 4,700,000 | 5,017,073 | |||||||||||||
06739FGP0 | BARCLAYS BANK PLC | 2.50 | 1/23/2013 | 2,000,000 | 2,012,180 | |||||||||||||
07385TAJ5 | BEAR STEARNS CO INC | 5.70 | 11/15/2014 | 7,225,000 | 7,921,765 | |||||||||||||
073902PR3 | BEAR STEARNS CO INC | 6.40 | 10/2/2017 | 3,000,000 | 3,604,766 | |||||||||||||
073902RU4 | BEAR STEARNS CO INC | 7.25 | 2/1/2018 | 4,500,000 | 5,616,823 | |||||||||||||
09247XAD3 | BLACKROCK CREDIT (OFFSHORE) | 3.50 | 12/10/2014 | 250,000 | 266,383 | |||||||||||||
097014AN4 | BOEING CAPITAL CORPORATION | 2.13 | 8/15/2016 | 150,000 | 156,941 | |||||||||||||
10778XAA4 | BRFKREDIT AS | 2.05 | 4/15/2013 | 29,700,000 | 29,906,391 | |||||||||||||
125577BA3 | CIT GROUP INC | 5.25 | 4/1/2014 | 4,300,000 | 4,472,000 | |||||||||||||
12572QAD7 | CME GROUP INC | 5.75 | 2/15/2014 | 500,000 | 535,563 | |||||||||||||
136069DM0 | CANADIAN IMPERIAL BANK OF COMM | 2.60 | 7/2/2015 | 10,500,000 | 11,107,635 | |||||||||||||
136069EH0 | CANADIAN IMPERIAL BANK OF COMM | 1.50 | 12/12/2014 | 8,000,000 | 8,194,241 | |||||||||||||
14040HAS4 | CAPITAL ONE FINANCIAL CORP | 7.38 | 5/23/2014 | 500,000 | 551,503 | |||||||||||||
14040HAX3 | CAPITAL ONE FINANCIAL CORPORAT | 3.15 | 7/15/2016 | 1,000,000 | 1,067,001 | |||||||||||||
140420MV9 | CAPITAL ONE BANK | 8.80 | 7/15/2019 | 9,000,000 | 11,771,759 | |||||||||||||
172967BW0 | CITIGROUP INC | 4.88 | 5/7/2015 | 500,000 | 532,174 | |||||||||||||
172967DY4 | CITIGROUP | 5.50 | 2/15/2017 | 250,000 | 276,173 | |||||||||||||
172967EY3 | CITIGROUP INC | 6.38 | 8/12/2014 | 8,550,000 | 9,306,492 | |||||||||||||
172967EZ0 | CITIGROUP INC | 5.50 | 10/15/2014 | 19,150,000 | 20,646,180 | |||||||||||||
172967FA4 | CITIGROUP INC | 6.01 | 1/15/2015 | 350,000 | 384,053 | |||||||||||||
172967FW6 | CITIGROUP INC | 4.45 | 1/10/2017 | 11,400,000 | 12,508,937 | |||||||||||||
172967FY2 | CITIGROUP INC | 2.65 | 3/2/2015 | 5,000,000 | 5,113,302 | |||||||||||||
172967GB1 | CITIGROUP INC | 2.25 | 8/7/2015 | 250,000 | 253,389 | |||||||||||||
17313YAL5 | CITIGROUP FUNDING INC - GTD | 1.88 | 10/22/2012 | 27,000,000 | 27,025,113 | |||||||||||||
20035CAB6 | COMERICA BK | 5.20 | 8/22/2017 | 250,000 | 284,839 | |||||||||||||
20271RAA8 | COMMONWEALTH BANK OF AUSTRALIA | 1.95 | 3/16/2015 | 4,800,000 | 4,897,520 | |||||||||||||
20271RAB6 | COMMONWEALTH BANK OF AUSTRALIA | 1.25 | 9/18/2015 | 250,000 | 251,237 | |||||||||||||
20272BAF1 | COMMONWEALTH BANK AUSTRALIA, G | 3.63 | 6/25/2014 | 40,000,000 | 42,162,000 | |||||||||||||
20272BAK0 | COMMONWEALTH BANK OF AUSTRALIA | 2.90 | 9/17/2014 | 3,500,000 | 3,659,110 | |||||||||||||
21685WBL0 | RABOBANK NEDERLAND, UTRECHT | 2.13 | 10/13/2015 | 5,000,000 | 5,143,417 | |||||||||||||
21686CAD2 | RABOBANK NEDERLAND UTREC | 3.38 | 1/19/2017 | 500,000 | 531,785 | |||||||||||||
22546QAA5 | CREDIT SUISSE GROUP | 5.50 | 5/1/2014 | 6,500,000 | 6,954,018 | |||||||||||||
226566AK3 | CRICKET COMMUNICATIONS INC. | 7.75 | 5/15/2016 | 1,000,000 | 1,058,750 | |||||||||||||
22966RAA4 | CUBESMART | 4.80 | 7/15/2022 | 4,025,000 | 4,304,298 | |||||||||||||
23329PAA8 | DEN NORSKE BANK ASA | 3.20 | 4/3/2017 | 5,275,000 | 5,504,590 | |||||||||||||
24422ERQ4 | JOHN DEERE CAPITAL CORPORATION | 0.88 | 4/17/2015 | 7,000,000 | 7,037,933 | |||||||||||||
2515A14E8 | DEUTSCHE BK LDN | 3.25 | 1/11/2016 | 1,250,000 | 1,316,387 | |||||||||||||
25214GAA1 | DEXIA CREDIT LOCAL/NEW YORK | 2.00 | 3/5/2013 | 22,000,000 | 21,971,743 | |||||||||||||
25600WAA8 | DNB NOR BLGKRDIT | 2.10 | 10/14/2015 | 1,000,000 | 1,037,410 | |||||||||||||
25600WAB6 | DNB NOR BLGKRDIT | 2.90 | 3/29/2016 | 21,800,000 | 23,218,963 | |||||||||||||
294752AG5 | EQUITY ONE, INC. | 6.25 | 12/15/2014 | 100,000 | 108,578 | |||||||||||||
302508BA3 | FMR CORP | 4.75 | 3/1/2013 | 1,100,000 | 1,117,093 | |||||||||||||
316773CK4 | FIFTH THIRD BANCORP | 3.63 | 1/25/2016 | 500,000 | 538,786 | |||||||||||||
31737UAH1 | FINANCE FOR DANISH INDUSTRY IN | 2.00 | 6/12/2013 | 4,900,000 | 4,951,195 | |||||||||||||
354613AH4 | FRANKLIN RESOURCES INC. | 1.38 | 9/15/2017 | 3,250,000 | 3,272,513 | |||||||||||||
36186CBX0 | ALLY FINANCIAL INC | 2.62 | 12/1/2014 | 195,000 | 191,100 | |||||||||||||
36962G4C5 | GENERAL ELECTRIC CAPITAL CORP | 5.90 | 5/13/2014 | 700,000 | 757,933 | |||||||||||||
36962G5M2 | GENERAL ELECTRIC CAPITAL CORP | 2.15 | 1/9/2015 | 15,025,000 | 15,460,168 | |||||||||||||
36962G5N0 | GENERAL ELECTRIC CAPITAL CORP | 2.90 | 1/9/2017 | 750,000 | 793,908 | |||||||||||||
36962G5W0 | GENERAL ELECTRIC CAPITAL CORP | 2.30 | 4/27/2017 | 5,000,000 | 5,142,428 | |||||||||||||
36962GK86 | GENERAL ELECTRIC CAPITAL CORP | 4.75 | 9/15/2014 | 2,000,000 | 2,145,279 | |||||||||||||
37247DAF3 | GENWORTH FINANCIAL INC | 4.95 | 10/1/2015 | 250,000 | 252,500 | |||||||||||||
38141GEA8 | GOLDMAN SACHS GROUP INC | 5.13 | 1/15/2015 | 200,000 | 215,029 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
38141GEE0 | GOLDMAN SACHS GROUP INC | 5.35 | 1/15/2016 | 1,000,000 | 1,100,031 | |||||||||||||
38141GEG5 | GOLDMAN SACHS GROUP INC | 0.82 | 3/22/2016 | 8,550,000 | 8,217,491 | |||||||||||||
38141GEU4 | GOLDMAN SACHS GROUP INC | 5.63 | 1/15/2017 | 250,000 | 274,308 | |||||||||||||
38143UAW1 | GOLDMAN SACHS GROUP INC | 5.00 | 10/1/2014 | 200,000 | 213,987 | |||||||||||||
38143USC6 | GOLDMAN SACHS GROUP INC | 3.63 | 2/7/2016 | 8,500,000 | 8,964,916 | |||||||||||||
40411EAB4 | BANK OF SCOTLAND PLC | 5.25 | 2/21/2017 | 23,605,000 | 26,952,897 | |||||||||||||
40414LAB5 | HEALTH CARE PROPERTY INVESTORS | 2.70 | 2/1/2014 | 8,875,000 | 9,045,741 | |||||||||||||
40428HPG1 | HSBC USA INC | 2.38 | 2/13/2015 | 7,500,000 | 7,712,097 | |||||||||||||
40429CCS9 | HSBC FINANCE CORP | 5.00 | 6/30/2015 | 250,000 | 269,179 | |||||||||||||
4042Q1AE7 | HSBC BANK USA | 4.88 | 8/24/2020 | 3,500,000 | 3,745,172 | |||||||||||||
44106MAH5 | HOSPITALITY PROPERTIES TRUST | 6.30 | 6/15/2016 | 250,000 | 271,982 | |||||||||||||
44328MAH7 | HSBC BANK PLC | 1.26 | 1/17/2014 | 7,500,000 | 7,538,775 | |||||||||||||
44328MAJ3 | HSBC BANK PLC | 2.00 | 1/19/2014 | 2,000,000 | 2,029,924 | |||||||||||||
44328MAL8 | HSBC BANK PLC | 3.10 | 5/24/2016 | 2,500,000 | 2,629,540 | |||||||||||||
449786AM4 | ING BANK NV | 2.38 | 6/9/2014 | 5,925,000 | 5,982,339 | |||||||||||||
449786AR3 | ING BANK NV | �� | 2.00 | 9/25/2015 | 6,500,000 | 6,498,142 | ||||||||||||
451102AD9 | ICAHN ENTERPRISES LP / ICAHN E | 7.75 | 1/15/2016 | 855,000 | 891,338 | |||||||||||||
451102AH0 | ICAHN ENTERPRISES LP / ICAHN E | 8.00 | 1/15/2018 | 370,000 | 396,825 | |||||||||||||
45324QAC0 | ING BANK NV - (LT) GTD | 3.90 | 3/19/2014 | 600,000 | 628,368 | |||||||||||||
459745GJ8 | INTERNATIONAL LEASE FINANCE CO | 5.75 | 5/15/2016 | 3,000,000 | 3,180,720 | |||||||||||||
46623EJE0 | JPMORGAN CHASE & CO | 2.05 | 1/24/2014 | 7,500,000 | 7,633,153 | |||||||||||||
46625HHR4 | JPMORGAN CHASE & CO | 3.40 | 6/24/2015 | 10,000,000 | 10,586,388 | |||||||||||||
46625HJA9 | JPMORGAN CHASE & CO | 3.15 | 7/5/2016 | 2,000,000 | 2,117,916 | |||||||||||||
47102XAF2 | JANUS CAPITAL GROUP INC | 6.70 | 6/15/2017 | 250,000 | 285,807 | |||||||||||||
472319AJ1 | JEFFERIES GROUP INC. | 3.88 | 11/9/2015 | 250,000 | 252,500 | |||||||||||||
49326EEC3 | KEYCORP | 3.75 | 8/13/2015 | 500,000 | 538,612 | |||||||||||||
49446RAH2 | KIMCO REALTY CORPORATION | 5.70 | 5/1/2017 | 250,000 | 289,951 | |||||||||||||
55607EAL4 | MACQUARIE BANK LTD - GTD | 3.30 | 7/17/2014 | 2,600,000 | 2,730,416 | |||||||||||||
564759QB7 | MANUFACTURERS & TRADERS | 5.63 | 12/1/2021 | 250,000 | 255,000 | |||||||||||||
56501RAA4 | MANULIFE FINANCIAL CO | 3.40 | 9/17/2015 | 400,000 | 417,079 | |||||||||||||
59018YUW9 | MERRILL LYNCH & CO INC | 5.00 | 1/15/2015 | 5,150,000 | 5,516,600 | |||||||||||||
59156RAH1 | METLIFE INC | 5.50 | 6/15/2014 | 1,200,000 | 1,293,415 | |||||||||||||
60688QAA3 | MIZUHO CORPORATE BANK LTD | 2.55 | 3/17/2017 | 3,225,000 | 3,371,936 | |||||||||||||
617446V71 | MORGAN STANLEY | 6.25 | 8/28/2017 | 10,500,000 | 11,877,164 | |||||||||||||
61746SBR9 | MORGAN STANLEY | 5.38 | 10/15/2015 | 7,000,000 | 7,477,271 | |||||||||||||
61747WAD1 | MORGAN STANLEY | 2.88 | 1/24/2014 | 2,500,000 | 2,533,399 | |||||||||||||
61747YCE3 | MORGAN STANLEY | 6.00 | 4/28/2015 | 3,500,000 | 3,789,011 | |||||||||||||
61747YCK9 | MORGAN STANLEY | 4.20 | 11/20/2014 | 1,100,000 | 1,142,363 | |||||||||||||
61747YDD4 | MORGAN STANLEY | 3.80 | 4/29/2016 | 9,300,000 | 9,572,606 | |||||||||||||
61748AAE6 | MORGAN STANLEY & CO. | 4.75 | 4/1/2014 | 250,000 | 259,018 | |||||||||||||
62914AAB8 | NIBC BANK NV - GTD | 2.80 | 12/2/2014 | 2,300,000 | 2,392,437 | |||||||||||||
63254AAA6 | NATIONAL AUSTRALIA BANK LIMITE | 2.00 | 3/9/2015 | 5,000,000 | 5,100,711 | |||||||||||||
63254AAC2 | NATIONAL AUSTRALIA BANK LIMITE | 1.60 | 8/7/2015 | 300,000 | 302,846 | |||||||||||||
63307A2A2 | NATIONAL BK OF CANADA | 1.50 | 6/26/2015 | 250,000 | 254,317 | |||||||||||||
637432HT5 | NATIONAL RURAL UTILITIES | 5.45 | 4/10/2017 | 250,000 | 295,081 | |||||||||||||
637432ML6 | NATIONAL RURAL UTILITIES | 1.90 | 11/1/2015 | 7,000,000 | 7,210,242 | |||||||||||||
637432MM4 | NATIONAL RURAL UTILITIES | 1.13 | 11/1/2013 | 675,000 | 679,991 | |||||||||||||
638585AN9 | BANK OF AMERICA CORP | 7.75 | 8/15/2015 | 250,000 | 282,729 | |||||||||||||
638612AK7 | NATIONWIDE FINANCIAL SERVICES | 5.38 | 3/25/2021 | 5,925,000 | 6,305,332 | |||||||||||||
65535HAC3 | NOMURA HOLDINGS INC | 4.13 | 1/19/2016 | 500,000 | 517,841 | |||||||||||||
65557CAA1 | NORDEA BANK AB | 3.70 | 11/13/2014 | 6,000,000 | 6,275,210 | |||||||||||||
6656P5AA2 | NORTHERN ROCK PLC | 5.63 | 6/22/2017 | 3,900,000 | 4,427,241 | |||||||||||||
686330AG6 | ORIX CORP | 3.75 | 3/9/2017 | 300,000 | 309,150 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
693476BE2 | PNC FUNDING CORP | 5.40 | 6/10/2014 | 2,000,000 | 2,154,607 | |||||||||||||
693476BH5 | PNC FUNDING CORP | 3.63 | 2/8/2015 | 1,635,000 | 1,747,987 | |||||||||||||
69371RK88 | PACCAR FINANCIAL CORP | 0.75 | 8/14/2015 | 500,000 | 502,417 | |||||||||||||
74157UAG4 | PRIMARIS RETAIL REAL ESTATE IN | 5.40 | 11/30/2018 | 1,250,000 | 1,347,884 | |||||||||||||
74432QAY1 | PRUDENTIAL FINANCIAL INC. | 6.10 | 6/15/2017 | 100,000 | 117,337 | |||||||||||||
74432QBL8 | PRUDENTIAL FINANCIAL INC. | 3.88 | 1/14/2015 | 1,500,000 | 1,591,601 | |||||||||||||
78008TLB8 | ROYAL BANK OF CANADA | 2.30 | 7/20/2016 | 1,000,000 | 1,041,504 | |||||||||||||
78008TXA7 | ROYAL BANK OF CANADA | 1.45 | 10/30/2014 | 9,900,000 | 10,065,459 | |||||||||||||
780099CC9 | ROYAL BANK OF SCOTLAND PLC THE | 2.55 | 9/18/2015 | 3,850,000 | 3,898,422 | |||||||||||||
78010XAG6 | ROYAL BANK OF SCOTLAND PLC - G | 3.95 | 9/21/2015 | 1,500,000 | 1,590,242 | |||||||||||||
78011DAC8 | ROYAL BANK OF CANADA | 1.20 | 9/19/2017 | 9,600,000 | 9,665,281 | |||||||||||||
78011HT39 | ROYAL BANK OF SCOTLAND | 1.83 | 10/15/2012 | 20,000,000 | 20,004,200 | |||||||||||||
78403DAB6 | SBA TOWER TRUST | 5.10 | 4/15/2042 | 5,300,000 | 5,845,272 | |||||||||||||
78442FBG2 | SLM CORP | 5.00 | 10/1/2013 | 100,000 | 103,450 | |||||||||||||
78442FCJ5 | SLM CORP | 5.38 | 5/15/2014 | 4,000,000 | 4,200,000 | |||||||||||||
78442FEK0 | SLM CORP | 6.25 | 1/25/2016 | 750,000 | 821,250 | |||||||||||||
78442FEM6 | SLM CORP | 6.00 | 1/25/2017 | 250,000 | 271,250 | |||||||||||||
78442FEN4 | SLM CORP | 4.63 | 9/25/2017 | 250,000 | 254,250 | |||||||||||||
78442FEP9 | SLM CORP | 3.88 | 9/10/2015 | 200,000 | 208,000 | |||||||||||||
80282KAB2 | SANTANDER HOLDINGS USA INC | 3.00 | 9/24/2015 | 3,740,000 | 3,756,581 | |||||||||||||
828807BM8 | SIMON PROPERTY GROUP L.P. | 5.10 | 6/15/2015 | 3,000,000 | 3,322,377 | |||||||||||||
828807CB1 | SIMON PROPERTY GROUP L.P. | 6.75 | 5/15/2014 | 12,675,000 | 13,676,768 | |||||||||||||
84603MXU5 | SOVEREIGN BANK | 8.75 | 5/30/2018 | 2,475,000 | 2,812,608 | |||||||||||||
84650WAB2 | SPAREBNK 1 BOLIG | 2.63 | 5/26/2017 | 11,000,000 | 11,636,130 | |||||||||||||
84650WAD8 | SPAREBNK 1 BOLIG | 2.30 | 6/30/2017 | 11,700,000 | 12,208,248 | |||||||||||||
853254AF7 | STANDARD CHARTERED PLC | 3.85 | 4/27/2015 | 5,205,000 | 5,497,593 | |||||||||||||
865622AU8 | SUMITOMO MITSUI BANKING CORPOR | 1.35 | 7/18/2015 | 8,200,000 | 8,265,366 | |||||||||||||
865622AV6 | SUMITOMO MITSUI BANKING CORPOR | 1.80 | 7/18/2017 | 250,000 | 254,266 | |||||||||||||
867914BE2 | SUNTRUST BANKS INC | 3.50 | 1/20/2017 | 500,000 | 535,451 | |||||||||||||
86960BAB8 | SVENSKA HANDELSBANKEN AB | 2.88 | 4/4/2017 | 7,500,000 | 7,887,402 | |||||||||||||
87020LAA4 | SWEDBANK HYPOTEK AB | 2.95 | 3/28/2016 | 8,100,000 | 8,637,760 | |||||||||||||
87020LAB2 | SWEDBANK HYPOTEK AB | 0.81 | 3/28/2014 | 6,700,000 | 6,655,414 | |||||||||||||
87020LAE6 | SWEDBANK | 2.13 | 9/29/2017 | 5,000,000 | 5,010,150 | |||||||||||||
90261XGD8 | UBS AG STAMFORD BRANCH | 4.88 | 8/4/2020 | 5,500,000 | 6,159,396 | |||||||||||||
90261XGX4 | UBS AG | 2.25 | 1/28/2014 | 3,600,000 | 3,654,762 | |||||||||||||
90345AAC6 | US CENTRAL CREDIT UNION - (LT) | 1.90 | 10/19/2012 | 15,500,000 | 15,511,780 | |||||||||||||
90520EAC5 | UNION BK OF CA NA | 3.00 | 6/6/2016 | 7,800,000 | 8,237,307 | |||||||||||||
90520EAE1 | UNION BK OF CA NA | 2.13 | 6/16/2017 | 3,400,000 | 3,475,869 | |||||||||||||
91159HGY0 | US BANCORP | 1.38 | 9/13/2013 | 5,970,000 | 6,022,857 | |||||||||||||
91159HHD5 | US BANCORP | 1.65 | 5/15/2017 | 500,000 | 508,121 | |||||||||||||
91529YAG1 | UNUMPROVIDENT CORPORATION | 7.13 | 9/30/2016 | 250,000 | 290,307 | |||||||||||||
92890MAA9 | WEA FINANCE LLC | 3.38 | 10/3/2022 | 4,525,000 | 4,512,506 | |||||||||||||
92933DAA8 | WEA FINANCE LLC | 7.50 | 6/2/2014 | 1,580,000 | 1,735,397 | |||||||||||||
929903DT6 | WACHOVIA CORPORATION | 5.75 | 6/15/2017 | 17,300,000 | 20,558,233 | |||||||||||||
949746QU8 | WELLS FARGO & COMPANY | 3.68 | 6/15/2016 | 2,000,000 | 2,172,867 | |||||||||||||
94974BFE5 | WELLS FARGO & COMPANY | 1.50 | 7/1/2015 | 7,570,000 | 7,691,021 | |||||||||||||
961214BH5 | WESTPAC BANKING CORP | 4.20 | 2/27/2015 | 1,000,000 | 1,074,380 | |||||||||||||
961214BV4 | WESTPAC BANKING CORP | 2.00 | 8/14/2017 | 9,125,000 | 9,239,299 | |||||||||||||
BRSA6EXM7 | DYNCORP INTERNATIONAL INC | 0.00 | 7/7/2016 | 53,226 | 53,342 | |||||||||||||
BRSAC4WT8 | WAHA AEROSPACE BV | 3.93 | 7/28/2020 | 2,000,000 | 2,155,000 | |||||||||||||
BRSB44FR8 | HARBOURVEST PARTNERS LLC | 0.00 | 12/19/2016 | 755,386 | 753,498 | |||||||||||||
BRSB82CD2 | NUVEEN INVESTMENT INC | 0.00 | 5/13/2017 | 2,180,536 | 2,162,830 | |||||||||||||
BRSBG70Y9 | REALOGY | 0.00 | 10/10/2016 | 391,615 | 386,231 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
BRSBG72X9 | REALOGY | 0.00 | 10/10/2016 | 5,392,049 | 5,317,909 | |||||||||||||
BRSBHPM99 | TRANSUNION CORP | 0.00 | 2/10/2018 | 2,546,063 | 2,573,637 | |||||||||||||
BRSBK3FH4 | SI ORGANIZATION INC | 0.00 | 11/22/2016 | 97,386 | 96,412 | |||||||||||||
BRSBQH2C2 | ISTAR FINANCIAL INC. | 0.00 | 6/28/2013 | 1,527,334 | 1,529,564 | |||||||||||||
BRSBTCYJ0 | ISTAR FINANCIAL INC | 0.00 | 6/30/2014 | 110,000 | 109,816 | |||||||||||||
BRSC101R2 | SPRINGLEAF FINANCIAL FUNDING C | 0.00 | 5/10/2017 | 1,880,000 | 1,839,110 | |||||||||||||
BRSDC7VW9 | NUVEEN INVESTMENT INC | 0.00 | 5/13/2017 | 460,000 | 462,875 | |||||||||||||
BRSE46SS1 | NUVEEN INVESTMENT INC | 0.00 | 2/28/2019 | 680,000 | 684,678 | |||||||||||||
BRSE78LL6 | NUVEEN INVESTMENT INC | 0.00 | 5/13/2017 | 449,464 | 446,282 | |||||||||||||
BRSE9A3G0 | DJO FINANCE LLC | 0.00 | 11/1/2016 | 270,448 | 270,505 | |||||||||||||
BRSE9BR07 | DJO FINANCE LLC/DJO FINANCE CO | 0.00 | 9/15/2017 | 1,994,975 | 1,997,967 | |||||||||||||
BRSEFJZK0 | INTERNATIONAL LEASE FINANCE CO | 0.00 | 4/12/2016 | 2,065,000 | 2,088,231 | |||||||||||||
BRSEJ2MG6 | SLS LAS VEGAS | 0.00 | 5/2/2017 | 175,000 | 174,125 | |||||||||||||
BRSEL6TA0 | EMDEON INC | 0.00 | 11/2/2018 | 1,987,199 | 1,997,135 | |||||||||||||
BRSEMA904 | ON ASSIGNMENT, INC. | 0.00 | 5/15/2019 | 361,547 | 362,451 | |||||||||||||
BRSEU8LC0 | CONSTELLIUM | 0.00 | 5/25/2018 | 897,750 | 882,039 | |||||||||||||
BRSEUZVD7 | RESCAP | 0.00 | 11/18/2013 | 1,835,000 | 1,839,588 | |||||||||||||
BRSEV0088 | RESCAP | 0.00 | 11/18/2013 | 175,000 | 177,406 | |||||||||||||
BRSEVCW87 | RPI FINANCE TRUST | 0.00 | 11/9/2018 | 189,126 | 190,191 | |||||||||||||
BRSFP5Y76 | CNO FINANCIAL GROUP INC | 0.00 | 9/20/2018 | 1,150,000 | 1,151,725 | |||||||||||||
G0R55ZLY4 | ABBEY NATL TR SVCS PLC | 2.30 | 2/16/2015 | 2,200,000 | 3,598,355 | |||||||||||||
G5577Y5Y2 | LLYODS TSB BANK PLC - LT GTD | 1.50 | 5/2/2017 | 3,300,000 | 5,476,342 | |||||||||||||
N9636WAL1 | WHITE NIGHTS FINANCE BV | 10.50 | 3/8/2014 | 2,400,000 | 2,676,000 | |||||||||||||
Y4864WAG4 | KOREA EXC BK | 4.88 | 1/14/2016 | 2,000,000 | 2,175,720 | |||||||||||||
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976,795,104 | 1,031,764,480 | |||||||||||||||||
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Corporate Debt Securities - Industrials | ||||||||||||||||||
00037BAA0 | ABB FINANCE USA INC | 1.63 | 5/8/2017 | 3,440,000 | 3,485,073 | |||||||||||||
00101JAA4 | ADT CORP | 2.25 | 7/15/2017 | 200,000 | 203,827 | |||||||||||||
00206RAV4 | AT&T CO | 2.50 | 8/15/2015 | 7,200,000 | 7,565,779 | |||||||||||||
00206RBC5 | AT&T INC | 1.60 | 2/15/2017 | 6,000,000 | 6,158,682 | |||||||||||||
002447AA8 | AWAS AVIATION CAPITAL LTD | 7.00 | 10/17/2016 | 85,600 | 90,736 | |||||||||||||
00724FAA9 | ADOBE SYSTEMS INCORPORATED | 3.25 | 2/1/2015 | 200,000 | 209,122 | |||||||||||||
00817YAK4 | AETNA INC | 1.75 | 5/15/2017 | 750,000 | 762,150 | |||||||||||||
00846UAF8 | AGILENT TECHNOLOGIES INC | 2.50 | 7/15/2013 | 7,000,000 | 7,101,010 | |||||||||||||
02364WBC8 | AMERICA MOVIL SA | 2.38 | 9/8/2016 | 1,800,000 | 1,872,972 | |||||||||||||
02377VAA0 | AMERICAN AIRLINES 2011-2 CLASS | 8.63 | 4/15/2023 | 150,424 | 160,954 | |||||||||||||
02666QF32 | AMERICAN HONDA FINANCE CORPORA | 2.38 | 3/18/2013 | 1,500,000 | 1,512,915 | |||||||||||||
031162BF6 | AMGEN INC | 2.30 | 6/15/2016 | 500,000 | 519,308 | |||||||||||||
031162BQ2 | AMGEN INC | 2.13 | 5/15/2017 | 500,000 | 515,475 | |||||||||||||
032511AX5 | ANADARKO PETROLEUM CO | 5.95 | 9/15/2016 | 2,450,000 | 2,833,400 | |||||||||||||
032511BH9 | ANADARKO PETROLEUM CO | 6.38 | 9/15/2017 | 200,000 | 240,765 | |||||||||||||
032654AE5 | ANALOG DEVICES, INC. | 5.00 | 7/1/2014 | 150,000 | 162,323 | |||||||||||||
034863AA8 | ANGLO AMERICAN CAPITAL PLC | 9.38 | 4/8/2014 | 6,280,000 | 6,985,795 | |||||||||||||
03523TAM0 | ANHEUSER-BUSCH INBEV WORLDWIDE | 4.13 | 1/15/2015 | 16,900,000 | 18,228,009 | |||||||||||||
03523TBA5 | ANHEUSER-BUSCH INBEV WORLDWIDE | 2.88 | 2/15/2016 | 6,000,000 | 6,386,409 | |||||||||||||
03523TBM9 | ANHEUSER-BUSCH INBEV WORLDWIDE | 0.80 | 7/15/2015 | 100,000 | 100,248 | |||||||||||||
03523TBN7 | ANHEUSER-BUSCH INBEV WORLDWIDE | 1.38 | 7/15/2017 | 5,000,000 | 5,045,130 | |||||||||||||
03746AAC4 | APACHE FIN CANADA CORP | 4.38 | 5/15/2015 | 1,020,000 | 1,112,760 | |||||||||||||
038521AG5 | ARAMARK SERVICES INC | 3.94 | 2/1/2015 | 95,000 | 94,525 | |||||||||||||
03938LAW4 | ARCELORMITTAL | 4.75 | 2/25/2017 | 1,100,000 | 1,078,000 | |||||||||||||
04044TAC0 | ARISTOTLE HOLDING INC | 3.50 | 11/15/2016 | 1,500,000 | 1,612,584 | |||||||||||||
05329WAJ1 | AUTONATION INC | 6.75 | 4/15/2018 | 310,000 | 348,750 | |||||||||||||
05530QAC4 | BAT INTERNATIONAL FINANCE PLC | 8.13 | 11/15/2013 | 5,255,000 | 5,669,222 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
055451AG3 | BHP BILLITON FINANCE (USA) LTD | 5.50 | 4/1/2014 | 1,750,000 | 1,875,397 | |||||||||||||
05565QBH0 | BP CAPITAL MARKETS PLC | 3.88 | 3/10/2015 | 6,985,000 | 7,496,282 | |||||||||||||
05565QBY3 | BP CAPITAL MARKETS PLC | 1.85 | 5/5/2017 | 7,300,000 | 7,444,194 | |||||||||||||
067901AF5 | BARRICK GOLD CORP | 2.90 | 5/30/2016 | 600,000 | 627,413 | |||||||||||||
07556QBA2 | BEAZER HOMES USA INC | 6.63 | 4/15/2018 | 425,000 | 449,438 | |||||||||||||
075887BB4 | BECTON DICKINSON AND COMPANY | 1.75 | 11/8/2016 | 1,000,000 | 1,023,549 | |||||||||||||
079860AA0 | BELLSOUTH CORPORATION | 4.02 | 4/26/2021 | 14,500,000 | 14,773,615 | |||||||||||||
097014AK0 | BOEING CAPITAL CORPORATION | 3.25 | 10/27/2014 | 7,000,000 | 7,397,829 | |||||||||||||
10138MAH8 | BOTTLING GROUP LLC | 6.95 | 3/15/2014 | 7,000,000 | 7,638,887 | |||||||||||||
110122AS7 | BRISTOL-MYERS SQUIBB COMPANY | 0.88 | 8/1/2017 | 100,000 | 99,081 | |||||||||||||
111021AG6 | BRITISH TELECOMMUNICATIONS PLC | 2.00 | 6/22/2015 | 2,775,000 | 2,846,385 | |||||||||||||
115637AK6 | BROWN-FORMAN CORPORATION | 2.50 | 1/15/2016 | 1,000,000 | 1,031,947 | |||||||||||||
120568AM2 | BUNGE LIMITED FINANCE CORP | 5.35 | 4/15/2014 | 6,024,000 | 6,352,758 | |||||||||||||
120568AV2 | BUNGE LIMITED FINANCE CORP | 3.20 | 6/15/2017 | 300,000 | 312,236 | |||||||||||||
12189TBB9 | BURLINGTON NORTHERN SANTA FE C | 7.00 | 2/1/2014 | 250,000 | 270,898 | |||||||||||||
124857AH6 | CBS CORP | 1.95 | 7/1/2017 | 200,000 | 204,290 | |||||||||||||
12543DAR1 | CHS/COMMUNITY HEALTH SYSTEMS I | 5.13 | 8/15/2018 | 635,000 | 658,813 | |||||||||||||
126650BE9 | CVS CAREMARK CORP | 6.13 | 8/15/2016 | 500,000 | 592,255 | |||||||||||||
126650BH2 | CVS CAREMARK CORP | 5.75 | 6/1/2017 | 750,000 | 899,481 | |||||||||||||
126650BQ2 | CVS PASS-THROUGH TRUST | 6.94 | 1/10/2030 | 1,966,615 | 2,362,970 | |||||||||||||
12800UAL4 | CAISSE CENTRALE | 1.60 | 3/6/2017 | 6,000,000 | 6,197,400 | |||||||||||||
134429AV1 | CAMPBELL SOUP COMPANY | 3.05 | 7/15/2017 | 200,000 | 215,419 | |||||||||||||
14149YAG3 | CARDINAL HEALTH INC | 4.00 | 6/15/2015 | 750,000 | 804,485 | |||||||||||||
141781BA1 | CARGILL INC | 1.90 | 3/1/2017 | 6,000,000 | 6,146,075 | |||||||||||||
14912L4Q1 | CATERPILLAR FINL SERV CORP | 1.55 | 12/20/2013 | 2,000,000 | 2,027,457 | |||||||||||||
14912L5E7 | CATERPILLAR FINL SERV CORP | 1.63 | 6/1/2017 | 6,000,000 | 6,107,000 | |||||||||||||
151020AG9 | CELGENE CORPORATION | 1.90 | 8/15/2017 | 300,000 | 302,784 | |||||||||||||
159864AB3 | CHARLES RIVER LABS INTL INC. | 2.25 | 6/15/2013 | 6,975,000 | 7,162,070 | |||||||||||||
17275RAC6 | CISCO SYSTEMS INC | 5.50 | 2/22/2016 | 4,300,000 | 4,985,775 | |||||||||||||
17275RAG7 | CISCO SYSTEMS INC | 2.90 | 11/17/2014 | 1,400,000 | 1,472,855 | |||||||||||||
18451QAC2 | CLEAR CHANNEL WORLDWIDE HOLDIN | 9.25 | 12/15/2017 | 88,000 | 94,160 | |||||||||||||
18451QAD0 | CLEAR CHANNEL WORLDWIDE HOLDIN | 9.25 | 12/15/2017 | 848,000 | 913,720 | |||||||||||||
191216AU4 | COCA-COLA COMPANY THE | 1.80 | 9/1/2016 | 2,000,000 | 2,074,566 | |||||||||||||
19190AAA5 | COFFEYVILLE RESOURCES LLC | 9.00 | 4/1/2015 | 59,000 | 62,835 | |||||||||||||
19416QDW7 | COLGATE PALMOLIVE CO. | 0.60 | 11/15/2014 | 250,000 | 250,950 | |||||||||||||
20030NAB7 | COMCAST CORPORATION | 6.50 | 1/15/2015 | 1,500,000 | 1,687,664 | |||||||||||||
20030NAL5 | COMCAST CORPORATION | 5.90 | 3/15/2016 | 7,500,000 | 8,681,207 | |||||||||||||
205363AM6 | COMPUTER SCIENCES CORPORATION | 2.50 | 9/15/2015 | 111,000 | 113,034 | |||||||||||||
20825CAT1 | CONOCOPHILLIPS | 4.60 | 1/15/2015 | 1,000,000 | 1,089,352 | |||||||||||||
20825TAA5 | CONOCO INC | 5.63 | 10/15/2016 | 250,000 | 294,781 | |||||||||||||
21079UAA3 | CONTINENTAL AIRLINES | 7.25 | 5/10/2021 | 4,508,728 | 5,139,950 | |||||||||||||
21079VAA1 | CONTINENTAL AIRLINES INC. | 4.75 | 7/12/2022 | 2,290,426 | 2,456,481 | |||||||||||||
222862AH7 | COVENTRY HEALTH CARE INC. | 6.30 | 8/15/2014 | 250,000 | 271,146 | |||||||||||||
22303QAK6 | COVIDIEN INTERNATIONAL FINANCE | 2.80 | 6/15/2015 | 10,800,000 | 11,240,966 | |||||||||||||
224044BM8 | COX COMMUNICATIONS INC. | 5.45 | 12/15/2014 | 250,000 | 275,129 | |||||||||||||
22818VAB3 | CROWN AMERICAS LLC/CROWN AMERI | 6.25 | 2/1/2021 | 500,000 | 556,250 | |||||||||||||
22822RAZ3 | CROWN CASTLE TOWERS LLC | 4.88 | 8/15/2040 | 5,250,000 | 5,907,772 | |||||||||||||
233835AW7 | DAIMLERCHRYSLER NA HLDG | 6.50 | 11/15/2013 | 13,100,000 | 13,949,245 | |||||||||||||
244199BC8 | DEERE & COMPANY | 4.38 | 10/16/2019 | 15,400,000 | 17,859,309 | |||||||||||||
24422EQY8 | JOHN DEERE CAPITAL CORPORATION | 2.95 | 3/9/2015 | 500,000 | 527,657 | |||||||||||||
24422ERN1 | JOHN DEERE CAPITAL CORPORATION | 1.40 | 3/15/2017 | 500,000 | 506,930 | |||||||||||||
24702RAL5 | DELL INC | 2.30 | 9/10/2015 | 4,650,000 | 4,802,875 | |||||||||||||
247361ZH4 | DELTA AIR LINES INC. | 4.95 | 11/23/2020 | 137,433 | 147,740 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
24736TAA5 | DELTA AIR LINES INC. | 7.75 | 6/17/2021 | 1,642,578 | 1,864,326 | |||||||||||||
249030AB3 | DENTSPLY INTL INC. | 2.75 | 8/15/2016 | 1,475,000 | 1,511,538 | |||||||||||||
25179MAM5 | DEVON ENERGY CORPORATION | 1.88 | 5/15/2017 | 300,000 | 304,515 | |||||||||||||
25243YAR0 | DIAGEO CAPITAL PLC | 1.50 | 5/11/2017 | 2,850,000 | 2,894,600 | |||||||||||||
25459HAV7 | DIRECTV HOLDINGS LL/DIR TV FIN | 3.13 | 2/15/2016 | 2,400,000 | 2,525,282 | |||||||||||||
25459HBE4 | DIRECTV HOLDINGS LLC/DIRECTV F | 2.40 | 3/15/2017 | 1,200,000 | 1,231,703 | |||||||||||||
25468PCG9 | WALT DISNEY COMPANY THE | 6.00 | 7/17/2017 | 150,000 | 183,598 | |||||||||||||
25468PCS3 | WALT DISNEY COMPANY THE | 1.13 | 2/15/2017 | 500,000 | 504,156 | |||||||||||||
260543CA9 | DOW CHEMICAL COMPANY THE | 5.90 | 2/15/2015 | 6,900,000 | 7,688,859 | |||||||||||||
263534BY4 | EI DUPONT DE NEMOURS & CO | 3.25 | 1/15/2015 | 1,000,000 | 1,058,737 | |||||||||||||
263534CG2 | EI DUPONT DE NEMOURS & CO | 1.75 | 3/25/2014 | 6,838,000 | 6,970,296 | |||||||||||||
26875PAJ0 | EOG RESOURCES INC | 1.19 | 2/3/2014 | 2,700,000 | 2,723,004 | |||||||||||||
277432AM2 | EASTMAN CHEMICAL COMPANY | 2.40 | 6/1/2017 | 1,625,000 | 1,699,612 | |||||||||||||
278642AD5 | EBAY INC. | 0.70 | 7/15/2015 | 250,000 | 250,968 | |||||||||||||
278642AG8 | EBAY INC. | 1.35 | 7/15/2017 | 3,071,000 | 3,088,006 | |||||||||||||
27876GBF4 | DISH DBS CORP | 7.00 | 10/1/2013 | 5,000,000 | 5,250,000 | |||||||||||||
278865AK6 | ECOLAB INC. | 3.00 | 12/8/2016 | 4,500,000 | 4,795,385 | |||||||||||||
278865AN0 | ECOLAB INC. | 1.00 | 8/9/2015 | 250,000 | 250,986 | |||||||||||||
291011AZ7 | EMERSON ELECTRIC CO | 4.13 | 4/15/2015 | 1,000,000 | 1,085,777 | |||||||||||||
292506AA0 | ENCANA CORPORATION | 5.80 | 5/1/2014 | 350,000 | 374,943 | |||||||||||||
29264FAG1 | ENDO PHARMACEUTICALS HLDGS INC | 7.00 | 7/15/2019 | 1,000,000 | 1,082,500 | |||||||||||||
29379VAX1 | ENTERPRISE PROD OPER LP | 1.25 | 8/13/2015 | 2,222,000 | 2,233,891 | |||||||||||||
302182AF7 | EXPRESS SCRIPTS, INC. | 3.13 | 5/15/2016 | 2,400,000 | 2,534,318 | |||||||||||||
30249UAA9 | FMC TECHNOLOGIES, INC. | 2.00 | 10/1/2017 | 1,650,000 | 1,667,246 | |||||||||||||
319963BE3 | FIRST DATA CORPORATION | 6.75 | 11/1/2020 | 610,000 | 603,900 | |||||||||||||
337738AK4 | FISERV INC | 3.13 | 6/15/2016 | 6,025,000 | 6,314,143 | |||||||||||||
345397VJ9 | FORD MOTOR CREDIT COMPANY LLC | 8.00 | 6/1/2014 | 250,000 | 277,500 | |||||||||||||
345397VN0 | FORD MOTOR CREDIT COMPANY LLC | 7.00 | 4/15/2015 | 3,400,000 | 3,816,500 | |||||||||||||
345397WB5 | FORD MOTOR CREDIT COMPANY LLC | 4.21 | 4/15/2016 | 200,000 | 211,280 | |||||||||||||
345397WC3 | FORD MOTOR CREDIT COMPANY LLC | 2.75 | 5/15/2015 | 250,000 | 255,313 | |||||||||||||
345397WD1 | FORD MOTOR CREDIT COMPANY LLC | 3.00 | 6/12/2017 | 200,000 | 203,241 | |||||||||||||
345397WE9 | FORD MOTOR CREDIT COMPANY LLC | 2.50 | 1/15/2016 | 300,000 | 301,794 | |||||||||||||
35168XAA9 | FRAC TECH SERVICES LLC | 8.13 | 11/15/2018 | 575,000 | 610,938 | |||||||||||||
35177PAS6 | FRANCE TELECOM | 4.38 | 7/8/2014 | 4,700,000 | 4,963,818 | |||||||||||||
35177PAU1 | FRANCE TELECOM | 2.13 | 9/16/2015 | 1,000,000 | 1,027,396 | |||||||||||||
368266AN2 | GAZPROM | 5.09 | 11/29/2015 | 2,750,000 | 2,932,188 | |||||||||||||
369550AM0 | GENERAL DYNAMICS CORPORATION | 5.38 | 8/15/2015 | 250,000 | 282,182 | |||||||||||||
370334BF0 | GENERAL MILLS INC. | 5.20 | 3/17/2015 | 500,000 | 551,442 | |||||||||||||
37373UAA2 | GERDAU HOLDINGS INC | 7.00 | 1/20/2020 | 3,000,000 | 3,472,500 | |||||||||||||
37373WAA8 | METALURGICA GERDAU SA | 5.75 | 1/30/2021 | 3,300,000 | 3,580,500 | |||||||||||||
377372AA5 | GLAXOSK CAP INC | 4.38 | 4/15/2014 | 1,400,000 | 1,483,950 | |||||||||||||
377373AC9 | GLAXOSMITHKLINE CAPITAL PLC | 1.50 | 5/8/2017 | 7,250,000 | 7,363,257 | |||||||||||||
38259PAC6 | 2.13 | 5/19/2016 | 500,000 | 524,954 | ||||||||||||||
39153LAB2 | GREATBATCH INC | 2.25 | 6/15/2013 | 3,075,000 | 3,065,431 | |||||||||||||
404119BK4 | HCA INC | 7.25 | 9/15/2020 | 5,000,000 | 5,600,000 | |||||||||||||
404121AC9 | HCA INC | 6.50 | 2/15/2020 | 530,000 | 588,300 | |||||||||||||
41283LAC9 | HARLEY-DAVIDSON FINANCIAL | 1.15 | 9/15/2015 | 8,910,000 | 8,930,716 | |||||||||||||
428236AQ6 | HEWLETT-PACKARD COMPANY | 4.50 | 3/1/2013 | 2,000,000 | 2,031,140 | |||||||||||||
428236BP7 | HEWLETT-PACKARD COMPANY | 3.00 | 9/15/2016 | 5,950,000 | 6,136,081 | |||||||||||||
428302AA1 | HEXION US FINANCE CORP | 6.63 | 4/15/2020 | 245,000 | 246,838 | |||||||||||||
436440AA9 | HOLOGIC INC. | 2.00 | 12/15/2037 | 8,900,000 | 8,859,656 | |||||||||||||
437076AR3 | HOME DEPOT INC | 5.25 | 12/16/2013 | 5,600,000 | 5,927,734 | |||||||||||||
44841AAA6 | HUTCHISON WHAMPOA INTERNATIONA | 4.63 | 9/11/2015 | 3,100,000 | 3,355,593 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
45031TAR5 | ITC DELTACOM INC | 10.50 | 4/1/2016 | 110,000 | 118,663 | |||||||||||||
451055AC1 | ICONIX BRAND GROUP INC | 2.50 | 6/1/2016 | 4,349,000 | 4,312,034 | |||||||||||||
452327AC3 | ILLUMINA INC | 0.25 | 3/15/2016 | 8,250,000 | 7,710,879 | |||||||||||||
457187AA0 | INGREDION INC | 1.80 | 9/25/2017 | 1,200,000 | 1,202,820 | |||||||||||||
458140AH3 | INTEL CORPORATION | 1.95 | 10/1/2016 | 6,300,000 | 6,602,328 | |||||||||||||
459200GT2 | IBM CORP | 1.00 | 8/5/2013 | 760,000 | 764,454 | |||||||||||||
459200GX3 | IBM CORP | 1.95 | 7/22/2016 | 2,000,000 | 2,083,755 | |||||||||||||
459284AA3 | INTERNATIONAL CCE INC | 2.13 | 9/15/2015 | 1,500,000 | 1,537,529 | |||||||||||||
460146BU6 | INTERNATIONAL PAPER COMPANY | 5.30 | 4/1/2015 | 250,000 | 272,839 | |||||||||||||
460690BH2 | INTERPUBLIC GRP OF CO, INC. | 4.00 | 3/15/2022 | 4,000,000 | 4,180,169 | |||||||||||||
470355AF5 | JAMES RIVER COAL CO | 4.50 | 12/1/2015 | 3,115,000 | 1,190,288 | |||||||||||||
470355AH1 | JAMES RIVER COAL CO | 3.13 | 3/15/2018 | 5,070,000 | 1,684,761 | |||||||||||||
478160AX2 | JOHNSON & JOHNSON | 1.20 | 5/15/2014 | 500,000 | 506,135 | |||||||||||||
494368BB8 | KIMBERLY-CLARK CORPORATION | 6.13 | 8/1/2017 | 250,000 | 307,242 | |||||||||||||
496902AD9 | KINROSS GOLD CORP | 1.75 | 3/15/2028 | 6,370,000 | 6,371,911 | |||||||||||||
50075NAX2 | KRAFT FOODS INC. | 6.75 | 2/19/2014 | 9,930,000 | 10,756,953 | |||||||||||||
50075NBB9 | KRAFT FOODS INC. | 4.13 | 2/9/2016 | 500,000 | 548,291 | |||||||||||||
50076QAA4 | KRAFT FOODS INC. | 2.25 | 6/5/2017 | 9,100,000 | 9,415,266 | |||||||||||||
50076QAH9 | KRAFT FOODS INC. | 1.63 | 6/4/2015 | 500,000 | 507,829 | |||||||||||||
501044CM1 | KROGER CO/THE | 3.90 | 10/1/2015 | 300,000 | 324,168 | |||||||||||||
502413AW7 | L-3 COMMUNICATIONS HOLDINGS IN | 3.00 | 8/1/2035 | 8,715,000 | 8,743,149 | |||||||||||||
50540RAK8 | LABORATORY CORPORATION OF AMER | 2.20 | 8/23/2017 | 150,000 | 151,878 | |||||||||||||
527298AJ2 | LEVEL 3 FINANCING INC | 4.47 | 2/15/2015 | 270,000 | 267,975 | |||||||||||||
532457BB3 | ELI LILLY AND COMPANY | 5.20 | 3/15/2017 | 250,000 | 295,278 | |||||||||||||
532716AT4 | LIMITED BRANDS | 6.63 | 4/1/2021 | 410,000 | 466,375 | |||||||||||||
544152AF8 | LORILLARD TOBACCO CO | 2.30 | 8/21/2017 | 150,000 | 150,825 | |||||||||||||
548661CY1 | LOWES COMPANIES INC | 1.63 | 4/15/2017 | 800,000 | 810,161 | |||||||||||||
58155QAC7 | MCKESSON CORP | 3.25 | 3/1/2016 | 2,825,000 | 3,020,194 | |||||||||||||
582411AJ3 | MCMORAN EXPLORATION CO. | 4.00 | 12/30/2017 | 1,650,000 | 1,666,500 | |||||||||||||
58405UAF9 | MEDCO HEALTH SOLUTIONS INC. | 2.75 | 9/15/2015 | 2,975,000 | 3,103,209 | |||||||||||||
585055AP1 | MEDTRONIC INC | 4.50 | 3/15/2014 | 4,700,000 | 4,951,842 | |||||||||||||
58933YAB1 | MERK & CO INC | 2.25 | 1/15/2016 | 2,019,000 | 2,105,082 | |||||||||||||
594918AB0 | MICROSOFT CORPORATION | 2.95 | 6/1/2014 | 1,250,000 | 1,305,240 | |||||||||||||
60871RAB6 | MOLSON COORS BREWING | 2.00 | 5/1/2017 | 1,675,000 | 1,717,166 | |||||||||||||
629568AT3 | NABORS INDUSTRIES INC | 9.25 | 1/15/2019 | 5,795,000 | 7,551,005 | |||||||||||||
63946BAA8 | NBC UNIVERSAL MEDIA LLC | 2.10 | 4/1/2014 | 1,250,000 | 1,277,201 | |||||||||||||
654624AE5 | NIPPON TELEGRAPH AND TELEPHONE | 1.40 | 7/18/2017 | 250,000 | 252,551 | |||||||||||||
654742AA3 | NISSAN MOTOR ACCEPT CO | 3.25 | 1/30/2013 | 1,250,000 | 1,258,900 | |||||||||||||
655844BB3 | NORFOLK SOUTHERN CORPORATION | 5.75 | 1/15/2016 | 350,000 | 401,681 | |||||||||||||
66989HAA6 | NOVARTIS CAPITAL CORP | 4.13 | 2/10/2014 | 250,000 | 262,287 | |||||||||||||
66989PAA8 | NOVATEK FINANCE LIMITED | 5.33 | 2/3/2016 | 4,000,000 | 4,261,000 | |||||||||||||
670704AC9 | NUVASIVE INC | 2.75 | 7/1/2017 | 3,955,000 | 3,791,659 | |||||||||||||
674599CB9 | OCCIDENTAL PETROLEUM CORP | 1.75 | 2/15/2017 | 250,000 | 255,511 | |||||||||||||
675757AA6 | ODEBRECHT DRILL VIII/IX | 6.35 | 6/30/2021 | 1,940,000 | 2,177,650 | |||||||||||||
68268NAF0 | ONEOK PARTNERS LP | 3.25 | 2/1/2016 | 1,050,000 | 1,103,608 | |||||||||||||
68402LAC8 | ORACLE CORP | 5.25 | 1/15/2016 | 500,000 | 573,297 | |||||||||||||
70336TAA2 | PATRIOT COAL CORP | 3.25 | 5/31/2013 | 4,565,000 | 684,750 | |||||||||||||
709599AC8 | PENSKE TRUCK LEASING COMPANY | 3.13 | 5/11/2015 | 1,825,000 | 1,857,978 | |||||||||||||
709599AJ3 | PENSKE TRUCK LEASING COMPANY | 2.50 | 3/15/2016 | 6,775,000 | 6,701,808 | |||||||||||||
71343PAF8 | PEPSIAMERICAS, INC. | 4.38 | 2/15/2014 | 500,000 | 525,824 | |||||||||||||
713448BK3 | PEPSICO INC | 3.75 | 3/1/2014 | 7,000,000 | 7,316,662 | |||||||||||||
713448CA4 | PEPSICO INC | 0.70 | 8/13/2015 | 500,000 | 500,852 | |||||||||||||
713448CB2 | PEPSICO INC | 1.25 | 8/13/2017 | 500,000 | 501,637 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
714264AF5 | PERNOD-RICARD SA | 2.95 | 1/15/2017 | 2,500,000 | 2,599,147 | |||||||||||||
717081DA8 | PFIZER INC. | 5.35 | 3/15/2015 | 3,400,000 | 3,792,196 | |||||||||||||
718172AG4 | PHILIP MORRIS INTERNATIONAL | 6.88 | 3/17/2014 | 7,950,000 | 8,681,959 | |||||||||||||
718172AJ8 | PHILIP MORRIS INTERNATIONAL | 2.50 | 5/16/2016 | 6,000,000 | 6,343,696 | |||||||||||||
723787AE7 | PIONEER NATURAL RESOURCES COMP | 5.88 | 7/15/2016 | 250,000 | 283,750 | |||||||||||||
72650RAX0 | PLAINS ALL AMERICAN PIPELINE | 3.95 | 9/15/2015 | 250,000 | 267,943 | |||||||||||||
742718DQ9 | PROCTER & GAMBLE COMPANY | 3.15 | 9/1/2015 | 2,300,000 | 2,467,940 | |||||||||||||
742718DS5 | PROCTER & GAMBLE COMPANY | 1.80 | 11/15/2015 | 1,500,000 | 1,552,760 | |||||||||||||
74733LAC6 | QTEL INTERNATIONAL FINANCE LTD | 3.38 | 10/14/2016 | 6,100,000 | 6,362,300 | |||||||||||||
74973WAA5 | RTI INTL METALS, INC. | 3.00 | 12/1/2015 | 1,725,000 | 1,802,366 | |||||||||||||
755111BS9 | RAYTHEON COMPANY | 1.63 | 10/15/2015 | 3,300,000 | 3,375,573 | |||||||||||||
75605EBX7 | REALOGY CORP | 7.63 | 1/15/2020 | 385,000 | 420,613 | |||||||||||||
761735AD1 | REYNOLDS GROUP ISSUER INC / RE | 6.88 | 2/15/2021 | 580,000 | 609,000 | |||||||||||||
761735AN9 | REYNOLDS GROUP ISSUER INC / RE | 5.75 | 10/15/2020 | 1,810,000 | 1,805,475 | |||||||||||||
767201AF3 | RIO TINTO FINANCE USA LIMITED | 8.95 | 5/1/2014 | 10,975,000 | 12,353,229 | |||||||||||||
767201AJ5 | RIO TINTO FINANCE USA LIMITED | 1.88 | 11/2/2015 | 4,900,000 | 5,043,581 | |||||||||||||
76720AAA4 | RIO TINTO FINANCE (USA) PLC | 1.13 | 3/20/2015 | 1,400,000 | 1,407,337 | |||||||||||||
77509NAK9 | ROGERS COMMUN INC. | 5.50 | 3/15/2014 | 10,000,000 | 10,650,099 | |||||||||||||
77531QAM0 | ROGERS WIRELESS INC | 7.50 | 3/15/2015 | 500,000 | 577,182 | |||||||||||||
78355HJR1 | RYDER SYSTEM INC. | 3.50 | 6/1/2017 | 5,875,000 | 6,110,936 | |||||||||||||
78355HJS9 | RYDER SYSTEM INC. | 2.50 | 3/1/2017 | 350,000 | 354,600 | |||||||||||||
78387GAL7 | AT&T INC | 5.63 | 6/15/2016 | 1,600,000 | 1,863,391 | |||||||||||||
78572MAD7 | SABMILLER PLC | 6.50 | 7/1/2016 | 6,250,000 | 7,340,075 | |||||||||||||
78573AAB6 | SABMILLER HOLDINGS INC | 2.45 | 1/15/2017 | 3,500,000 | 3,658,310 | |||||||||||||
786514BQ1 | SAFEWAY INC. | 6.25 | 3/15/2014 | 250,000 | 264,275 | |||||||||||||
790849AE3 | ST. JUDE MEDICAL INC. | 3.75 | 7/15/2014 | 5,353,000 | 5,619,158 | |||||||||||||
790849AH6 | ST. JUDE MEDICAL INC. | 2.50 | 1/15/2016 | 5,000,000 | 5,203,936 | |||||||||||||
80004CAD3 | SANDISK CORPORATION | 1.50 | 8/15/2017 | 1,000,000 | 1,134,120 | |||||||||||||
801060AA2 | SANOFI AVENTIS | 1.20 | 9/30/2014 | 5,000,000 | 5,065,468 | |||||||||||||
806854AA3 | SCHLUMBERGER INVESTMENT SA | 1.95 | 9/14/2016 | 1,950,000 | 2,010,837 | |||||||||||||
80685PAC2 | SCHLUMBERGER NORGE AS | 1.95 | 9/14/2016 | 2,700,000 | 2,784,236 | |||||||||||||
822582AH5 | SHELL INTERNATIONAL FIN BV | 3.25 | 9/22/2015 | 1,500,000 | 1,616,576 | |||||||||||||
843452BC6 | SOUTHERN NAT GAS CO | 5.90 | 4/1/2017 | 250,000 | 290,817 | |||||||||||||
84359YAA4 | SOUTHERN PACIFIC RESOURCE CORP | 6.00 | 6/30/2016 | 350,000 | 371,538 | |||||||||||||
84359YAB2 | SOUTHERN PACIFIC RESOURCE CORP | 6.00 | 6/30/2016 | 1,800,000 | 1,902,536 | |||||||||||||
844030AH9 | SOUTHERN UNION CO | 3.46 | 11/1/2066 | 4,850,000 | 3,867,875 | |||||||||||||
852061AK6 | SPRINT NEXTEL CORPORATION | 9.00 | 11/15/2018 | 370,000 | 443,075 | |||||||||||||
852061AQ3 | SPRINT NEXTEL CORPORATION | 7.00 | 3/1/2020 | 1,045,000 | 1,170,400 | |||||||||||||
86074QAF9 | STILLWATER MINING COMPANY | 1.88 | 3/15/2028 | 655,000 | 652,616 | |||||||||||||
871503AG3 | SYMANTEC CORPORATION | 2.75 | 9/15/2015 | 100,000 | 103,131 | |||||||||||||
874060AB2 | TAKEDA PHARMACEUTICAL CO LTD | 1.63 | 3/17/2017 | 5,000,000 | 5,063,567 | |||||||||||||
87612EAP1 | TARGET CORPORATION | 5.38 | 5/1/2017 | 250,000 | 296,035 | |||||||||||||
878237AF3 | TECH DATA CORPORATION | 3.75 | 9/21/2017 | 3,675,000 | 3,703,113 | |||||||||||||
87927VAL2 | TELECOM ITALIA CAPITAL | 4.95 | 9/30/2014 | 1,250,000 | 1,290,625 | |||||||||||||
87938WAJ2 | TELEFONICA EMISIONES SAU | 4.95 | 1/15/2015 | 12,000,000 | 12,240,000 | |||||||||||||
87938WAN3 | TELEFONICA EMISIONES SAU | 3.99 | 2/16/2016 | 1,000,000 | 990,000 | |||||||||||||
88033GBP4 | TENET HEALTHCARE CORPORATION | 6.25 | 11/1/2018 | 270,000 | 297,000 | |||||||||||||
88165FAC6 | TEVA PHARMAC FIN | 2.40 | 11/10/2016 | 600,000 | 631,020 | |||||||||||||
882508AQ7 | TEXAS INSTRUMENTS INCORPORATED | 1.38 | 5/15/2014 | 200,000 | 203,182 | |||||||||||||
882508AR5 | TEXAS INSTRUMENTS INCORPORATED | 2.38 | 5/16/2016 | 250,000 | 263,759 | |||||||||||||
883556AW2 | THERMO FISHER SCIENTIFIC INC | 2.05 | 2/21/2014 | 2,000,000 | 2,034,734 | |||||||||||||
883556BA9 | THERMO FISHER SCIENTIFIC | 2.25 | 8/15/2016 | 3,850,000 | 3,975,774 | |||||||||||||
88579YAD3 | 3M COMPANY | 1.38 | 9/29/2016 | 250,000 | 255,934 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
88579YAE1 | 3M COMPANY | 1.00 | 6/26/2017 | 300,000 | 301,380 | |||||||||||||
88632QAA1 | TIBCO SOFTWARE INC. | 2.25 | 5/1/2032 | 2,750,000 | 2,818,035 | |||||||||||||
887317AC9 | TIME WARNER INC | 5.88 | 11/15/2016 | 250,000 | 294,870 | |||||||||||||
887317AJ4 | TIME WARNER INC | 3.15 | 7/15/2015 | 250,000 | 265,742 | |||||||||||||
88732JAH1 | TIME WARNER CABLE INC | 5.85 | 5/1/2017 | 250,000 | 297,619 | |||||||||||||
88732JAQ1 | TIME WARNER CABLE INC | 8.25 | 2/14/2014 | 200,000 | 219,698 | |||||||||||||
89153VAA7 | TOTAL CAPITAL INTERNATIONAL SA | 1.50 | 2/17/2017 | 500,000 | 507,224 | |||||||||||||
89153VAC3 | TOTAL CAPITAL INTERNATIONAL SA | 1.55 | 6/28/2017 | 6,500,000 | 6,610,405 | |||||||||||||
89153VAD1 | TOTAL CAPITAL INTERNATIONAL SA | 0.75 | 1/25/2016 | 7,550,000 | 7,569,822 | |||||||||||||
89233P4B9 | TOYOTA MOTOR CREDIT CORP | 3.20 | 6/17/2015 | 9,409,000 | 10,036,963 | |||||||||||||
89233P6D3 | TOYOTA MOTOR CREDIT CORP | 1.75 | 5/22/2017 | 1,000,000 | 1,025,645 | |||||||||||||
89233P6J0 | TOYOTA MOTOR CREDIT CORP | 0.88 | 7/17/2015 | 150,000 | 150,684 | |||||||||||||
89378TAB9 | TRANSNET LTD | 4.50 | 2/10/2016 | 5,950,000 | 6,319,971 | |||||||||||||
896522AF6 | TRINITY INDUSTRIES INC | 3.88 | 6/1/2036 | 2,850,000 | 2,956,163 | |||||||||||||
90320RAA2 | UNITYMEDIA GMBH | 8.13 | 12/1/2017 | 250,000 | 270,846 | |||||||||||||
90321NAA0 | UR FINANCING ESCROW CORP | 5.75 | 7/15/2018 | 145,000 | 152,613 | |||||||||||||
904764AP2 | UNILEVER CAPITAL CORP | 0.85 | 8/2/2017 | 6,275,000 | 6,207,014 | |||||||||||||
907818CV8 | UNION PACIFIC CO | 4.88 | 1/15/2015 | 250,000 | 272,998 | |||||||||||||
911312AL0 | UNITED PARCEL SERVICE INC | 3.88 | 4/1/2014 | 350,000 | 368,225 | |||||||||||||
913017BU2 | UNITED TECHNOLOGIES CORP | 1.80 | 6/1/2017 | 5,500,000 | 5,679,595 | |||||||||||||
913017BY4 | UNITED TECHNOLOGIES CORP | 1.20 | 6/1/2015 | 3,750,000 | 3,813,443 | |||||||||||||
91324PAL6 | UNITED HEALTH GROUP INC | 5.00 | 8/15/2014 | 450,000 | 486,013 | |||||||||||||
91911TAF0 | VALE OVERSEAS LIMITED | 6.25 | 1/11/2016 | 600,000 | 677,172 | |||||||||||||
91911XAS3 | BIOVAIL CORP | 7.25 | 7/15/2022 | 285,000 | 300,319 | |||||||||||||
91913YAM2 | VALERO ENERGY CORPORATION | 6.13 | 6/15/2017 | 750,000 | 905,851 | |||||||||||||
92343VAY0 | VERIZON COMMUNICATIONS INC. | 3.00 | 4/1/2016 | 18,600,000 | 19,955,824 | |||||||||||||
92343VAZ7 | VERIZON COMMUNICATIONS INC. | 0.97 | 3/28/2014 | 2,000,000 | 2,015,460 | |||||||||||||
92344SAP5 | CELLCO PARTNERSHIP/VERIZON WIR | 5.55 | 2/1/2014 | 1,500,000 | 1,595,327 | |||||||||||||
92553PAE2 | VIACOM INC | 4.38 | 9/15/2014 | 200,000 | 214,493 | |||||||||||||
92553PAG7 | VIACOM INC | 3.50 | 4/1/2017 | 250,000 | 272,471 | |||||||||||||
92857WAF7 | VODAFONE GROUP PLC | 5.00 | 12/16/2013 | 4,700,000 | 4,952,090 | |||||||||||||
92857WAP5 | VODAFONE GROUP PLC | 5.63 | 2/27/2017 | 10,300,000 | 12,210,764 | |||||||||||||
92857WAT7 | VODAFONE GROUP PLC | 4.15 | 6/10/2014 | 500,000 | 529,478 | |||||||||||||
928670AJ7 | VOLKSWAGEN INTERNATIONAL FINAN | 1.63 | 3/22/2015 | 7,500,000 | 7,603,262 | |||||||||||||
931142CQ4 | WAL-MART STORES INC | 3.20 | 5/15/2014 | 2,000,000 | 2,094,787 | |||||||||||||
931142DA8 | WAL-MART STORES INC | 1.63 | 4/15/2014 | 18,714,000 | 19,111,890 | |||||||||||||
931422AJ8 | WALGREEN CO | 1.80 | 9/15/2017 | 4,500,000 | 4,568,442 | |||||||||||||
942683AG8 | WATSON PHARMACEUTICALS INC. | 1.88 | 10/1/2017 | 3,000,000 | 3,032,181 | |||||||||||||
947074AJ9 | WEATHERFORD INTL, INC. | 6.35 | 6/15/2017 | 750,000 | 867,280 | |||||||||||||
947075AD9 | WEATHERFORD INTL INC | 6.00 | 3/15/2018 | 1,347,000 | 1,539,443 | |||||||||||||
94770VAF9 | WEBMD HEALTH CORP | 2.50 | 1/31/2018 | 4,100,000 | 3,397,568 | |||||||||||||
94770VAH5 | WEBMD HEALTH CORP | 2.25 | 3/31/2016 | 4,680,000 | 4,315,779 | |||||||||||||
94973VAK3 | WELLPOINT INC | 5.25 | 1/15/2016 | 500,000 | 557,711 | |||||||||||||
96950HAD2 | WILLIAMS PARTNERS LP | 7.25 | 2/1/2017 | 250,000 | 300,974 | |||||||||||||
980888AC5 | WOOLWORTHS LTD | 2.55 | 9/22/2015 | 4,515,000 | 4,677,841 | |||||||||||||
983024AE0 | WYETH | 5.50 | 2/1/2014 | 500,000 | 532,345 | |||||||||||||
983024AJ9 | WYETH | 5.50 | 2/15/2016 | 1,000,000 | 1,151,343 | |||||||||||||
98310WAH1 | WYNDHAM WORLDWIDE CORP | 2.95 | 3/1/2017 | 250,000 | 252,228 | |||||||||||||
984121BY8 | XEROX CORPORATION | 8.25 | 5/15/2014 | 1,000,000 | 1,107,923 | |||||||||||||
98419MAA8 | XYLEM INC/NY | 3.55 | 9/20/2016 | 4,475,000 | 4,750,633 | |||||||||||||
989194AG0 | ZAYO GROUP LLC/ZAYO CAPITAL | 8.13 | 1/1/2020 | 780,000 | 854,100 | |||||||||||||
989194AH8 | ZAYO GROUP LLC/ZAYO CAPITAL | 10.13 | 7/1/2020 | 520,000 | 575,900 | |||||||||||||
BRS3D32G6 | GRAY TELEVISION INC. | 0.00 | 12/31/2014 | 1,473,292 | 1,470,066 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
BRS3GJWJ9 | SYNAGRO TECH, INC. | 0.00 | 4/2/2014 | 226,457 | 194,753 | |||||||||||||
BRS3H8370 | REALOGY | 0.00 | 10/10/2013 | 134,040 | 129,460 | |||||||||||||
BRS3H8L05 | US AIRWAYS GROUP INC | 0.00 | 3/21/2014 | 100,000 | 97,750 | |||||||||||||
BRS3SKNL8 | OUTBACK STEAKHOUSE, INC. | 0.00 | 6/14/2014 | 76,623 | 76,116 | |||||||||||||
BRS43KVJ9 | OUTBACK STEAKHOUSE, INC. | 0.00 | 6/14/2013 | 7,627 | 7,577 | |||||||||||||
BRS47V568 | CENGAGE (THOMSON LEARNING) | 0.00 | 7/3/2014 | 177,622 | 169,074 | |||||||||||||
BRS47V6P5 | BIOMET INC | 0.00 | 3/25/2015 | 651,694 | 651,452 | |||||||||||||
BRS4BYYS7 | SABRE INC | 0.00 | 9/30/2014 | 94,064 | 93,745 | |||||||||||||
BRS4QJKV2 | FREESCALE SEMICONDUCTOR INC. | 0.00 | 12/1/2016 | 1,570,000 | 1,531,739 | |||||||||||||
BRS53RAN5 | FIRST DATA CORPORATION | 0.00 | 9/24/2014 | 31,618 | 31,515 | |||||||||||||
BRS59XBE5 | FIRST DATA CORPORATION | 0.00 | 9/24/2014 | 70,099 | 69,871 | |||||||||||||
BRS5LH024 | SERVICEMASTER CO | 0.00 | 7/24/2014 | 2,263,560 | 2,255,705 | |||||||||||||
BRS5LHF93 | ALTEGRITY INC | 0.00 | 2/21/2015 | 305,000 | 284,922 | |||||||||||||
BRS5N4E26 | FIRST DATA CORPORATION | 0.00 | 9/24/2014 | 31,061 | 30,960 | |||||||||||||
BRS5NEVC3 | SEQUA CORP | 0.00 | 12/3/2014 | 3,719,729 | 3,704,850 | |||||||||||||
BRS6C3V60 | HARRAHS OPERATING COMPANY INC. | 0.00 | 1/28/2015 | 1,321,766 | 1,280,223 | |||||||||||||
BRS6C4BC7 | HARRAHS ENTERTAINMENT INC | 0.00 | 1/28/2015 | 985,000 | 954,041 | |||||||||||||
BRS6C4DR2 | HARRAHS ENTERTAINMENT INC | 0.00 | 1/28/2015 | 3,429,080 | 3,321,304 | |||||||||||||
BRS6UPUC9 | COINMACH SERVICE CORP | 0.00 | 11/14/2014 | 1,393,471 | 1,340,352 | |||||||||||||
BRS6WT6X0 | SERVICEMASTER CO | 0.00 | 7/24/2014 | 225,410 | 224,628 | |||||||||||||
BRS6XRBJ8 | PQ CORP | 0.00 | 7/30/2014 | 2,050,363 | 2,040,624 | |||||||||||||
BRS6ZY780 | CENGAGE LEARNING ACQUISITIONS | 0.00 | 7/3/2014 | 60,465 | 59,710 | |||||||||||||
BRS740TY5 | NEWSDAY LLC | 0.00 | 8/1/2013 | 1,300,000 | 1,302,171 | |||||||||||||
BRS748CX8 | FEDERAL MOGUL TL | 0.00 | 12/29/2014 | 1,607,039 | 1,562,556 | |||||||||||||
BRS748CY6 | FEDERAL MOGUL CORP | 0.00 | 12/28/2015 | 515,967 | 501,685 | |||||||||||||
BRS75LWJ7 | CLEAR CHANNEL COMMUNICATIONS | 0.00 | 1/29/2016 | 1,204,672 | 984,145 | |||||||||||||
BRS7BLBL8 | CCS CORP | 0.00 | 11/14/2014 | 1,542,731 | 1,523,447 | |||||||||||||
BRS7M2KM6 | AVAYA INC. | 0.00 | 10/24/2014 | 1,612,143 | 1,563,489 | |||||||||||||
BRS8CFLV5 | SUNGARD DATA SYSTEMS INC. | 0.00 | 2/28/2016 | 396,286 | 396,286 | |||||||||||||
BRS8E88L6 | NIELSEN FINANCE LLC | 0.00 | 5/2/2016 | 1,504,994 | 1,510,638 | |||||||||||||
BRS8SPPC4 | HARRAHS OPERATING COMPANY INC. | 0.00 | 10/31/2016 | 1,201,338 | 1,232,021 | |||||||||||||
BRS8ZGYZ5 | MICHAELS STORES, INC. | 0.00 | 7/31/2016 | 2,005,329 | 2,021,793 | |||||||||||||
BRS9DRSB3 | VNGD HLTH HLD II | 0.00 | 1/29/2016 | 565,897 | 568,161 | |||||||||||||
BRS9NN9D8 | CHARTER COMMUNICATIONS HOLDING | 0.00 | 9/6/2016 | 1,185,930 | 1,186,772 | |||||||||||||
BRS9PGQM2 | ARAMARK CORP | 0.00 | 7/26/2016 | 8,639 | 8,614 | |||||||||||||
BRS9PGR33 | ARAMARK CORP | 0.00 | 7/26/2016 | 131,361 | 130,977 | |||||||||||||
BRS9S2GC3 | AFFINION GROUP | 0.00 | 10/9/2016 | 289,475 | 264,401 | |||||||||||||
BRS9SHAY8 | HCA INC | 0.00 | 3/31/2017 | 760,000 | 760,714 | |||||||||||||
BRS9SYDG7 | INTEGRA TELECO | 0.00 | 4/15/2015 | 171,063 | 170,065 | |||||||||||||
BRSADEPT3 | ALTEGRITY INC | 0.00 | 2/21/2015 | 874,696 | 869,955 | |||||||||||||
BRSADRQZ9 | VODAFONE AMERICAS FINANCE | 0.00 | 8/11/2015 | 2,619,149 | 2,697,723 | |||||||||||||
BRSAGFDE3 | CHEMTURA CORPORATION | 0.00 | 8/29/2016 | 1,685,000 | 1,699,221 | |||||||||||||
BRSAGM7B1 | TOYS R US DELAWR | 0.00 | 9/1/2016 | 428,127 | 426,256 | |||||||||||||
BRSAQNGR3 | ADVANCE PIERRE FOODS | 0.00 | 9/30/2016 | 2,037,169 | 2,041,752 | |||||||||||||
BRSAQNQH4 | ADVANCE PIERRE FOODS | 0.00 | 9/29/2017 | 70,000 | 70,420 | |||||||||||||
BRSATYGN5 | GOODMAN GLOBAL INC | 0.00 | 10/28/2016 | 2,842,237 | 2,842,237 | |||||||||||||
BRSAUE236 | DAVITA INC | 0.00 | 10/20/2016 | 1,467,810 | 1,471,935 | |||||||||||||
BRSAWQ120 | UNIVISION COMMUNICATIONS INC. | 0.00 | 3/31/2017 | 1,496,151 | 1,476,701 | |||||||||||||
BRSAZMN71 | MEDASSETS INC | 0.00 | 11/16/2016 | 764,271 | 767,519 | |||||||||||||
BRSAZTC86 | COMMUNITY HLTH SYST INC | 0.00 | 1/25/2017 | 1,227,697 | 1,231,921 | |||||||||||||
BRSB41VP0 | BRESNAN HLDG | 0.00 | 12/14/2017 | 2,263,035 | 2,271,521 | |||||||||||||
BRSB5PYE8 | INTELSAT JACKSON | 0.00 | 4/2/2018 | 5,682,337 | 5,685,916 | |||||||||||||
BRSB93KD0 | CONVATEC INC | 0.00 | 12/22/2016 | 1,375,134 | 1,376,633 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
BRSB93S67 | CDW CORPORATION | 0.00 | 7/15/2017 | 1,795,551 | 1,768,618 | |||||||||||||
BRSBBKBD9 | UCI INTERNATIONAL TL | 0.00 | 7/26/2017 | 122,813 | 123,580 | |||||||||||||
BRSBGF0L9 | STYRON CORP | 0.00 | 8/2/2017 | 621,400 | 594,388 | |||||||||||||
BRSBGXH81 | DEL MONTE FOODS CO | 0.00 | 3/8/2018 | 1,765,404 | 1,762,244 | |||||||||||||
BRSBH1CU6 | J CREW GROUP INC | 0.00 | 3/7/2018 | 309,217 | 308,113 | |||||||||||||
BRSBH1FB5 | TWCC HOLDING CORP | 0.00 | 2/13/2017 | 1,003,952 | 1,008,972 | |||||||||||||
BRSBH7HM6 | AVAYA INC. | 0.00 | 10/26/2017 | 415,721 | 378,539 | |||||||||||||
BRSBH8VK2 | VERTAFORE INC | 0.00 | 7/29/2016 | 313,613 | 313,770 | |||||||||||||
BRSBHFX32 | AXCAN INTER HLDG | 0.00 | 2/10/2017 | 2,832,038 | 2,829,376 | |||||||||||||
BRSBHYHF2 | WALTER ENERGY INC | 0.00 | 4/2/2018 | 1,692,991 | 1,683,477 | |||||||||||||
BRSBJARY0 | INTERACTIVE DATA CORP | 0.00 | 2/11/2018 | 2,757,627 | 2,770,257 | |||||||||||||
BRSBK2348 | GYMBOREE CORP | 0.00 | 2/23/2018 | 780,000 | 759,400 | |||||||||||||
BRSBK71J6 | SEAWORLD PARKS & ENTERTAINMENT | 0.00 | 8/17/2017 | 2,085,835 | 2,091,487 | |||||||||||||
BRSBK9AU7 | TRANSDIGM GROUP INC | 0.00 | 2/14/2017 | 875,302 | 879,075 | |||||||||||||
BRSBK9U01 | MOMENTIVE PERFORMANCE MATERIAL | 0.00 | 5/5/2015 | 132,525 | 127,996 | |||||||||||||
BRSBKZS71 | GNC CORPORATION | 0.00 | 3/2/2018 | 2,165,265 | 2,163,468 | |||||||||||||
BRSBLUS55 | US TELEPACI | 0.00 | 2/23/2017 | 1,813,513 | 1,768,175 | |||||||||||||
BRSBLUUU7 | MICHAEL FOODS, INC. | 0.00 | 2/25/2018 | 384,523 | 386,284 | |||||||||||||
BRSBLZKK9 | NBTY, INC. | 0.00 | 10/2/2017 | 299,439 | 300,427 | |||||||||||||
BRSBMD3R1 | PETCO ANIMAL SUPPLIES, INC. | 0.00 | 11/24/2017 | 2,109,274 | 2,115,876 | |||||||||||||
BRSBMSAB5 | NEXEO SOLUTIONS LLC | 0.00 | 9/8/2017 | 1,674,957 | 1,653,317 | |||||||||||||
BRSBN61P1 | TOMKINS PLC | 0.00 | 9/29/2016 | 1,469,840 | 1,472,897 | |||||||||||||
BRSBNJXW3 | UNIVR | 0.00 | 6/30/2017 | 789,038 | 784,549 | |||||||||||||
BRSBPT1D6 | GENTEK HOLDING LLC | 0.00 | 10/6/2015 | 581,157 | 579,809 | |||||||||||||
BRSBPYY56 | ARMSTRONG WORLD INDUSTRIES INC | 0.00 | 3/10/2018 | 1,282,864 | 1,284,737 | |||||||||||||
BRSBPZM15 | NOVELIS INC/GA | 0.00 | 3/10/2017 | 1,888,756 | 1,887,340 | |||||||||||||
BRSBQ1JW5 | CALPINE CORPORATION | 0.00 | 4/1/2018 | 1,286,734 | 1,287,944 | |||||||||||||
BRSBQ2FS6 | SINCLAIR TELEVISION GROUP INC | 0.00 | 10/28/2016 | 696,994 | 698,039 | |||||||||||||
BRSBQFU50 | IMS HEALTH INCORPORATED | 0.00 | 8/26/2017 | 2,034,161 | 2,042,644 | |||||||||||||
BRSBQPW49 | UNIVERSAL HEALTH SERVICES INC | 0.00 | 11/15/2016 | 147,024 | 147,244 | |||||||||||||
BRSBR2E98 | JMC STEEL GROUP | 0.00 | 4/1/2017 | 767,105 | 769,507 | |||||||||||||
BRSBR4P35 | JO-ANN STORES | 0.00 | 3/16/2018 | 927,595 | 927,595 | |||||||||||||
BRSBRMCQ8 | WARNER CHILCOTT CORP | 0.00 | 3/15/2018 | 616,394 | 616,782 | |||||||||||||
BRSBRMD53 | WARNER CHILCOTT CORP | 0.00 | 3/15/2018 | 308,197 | 308,391 | |||||||||||||
BRSBRMD95 | WARNER CHILCOTT CORP | 0.00 | 3/15/2018 | 423,771 | 424,038 | |||||||||||||
BRSBRMFR3 | METROPCS WIRELESS INC | 0.00 | 3/19/2018 | 958,513 | 957,612 | |||||||||||||
BRSBRN2H7 | MEG ENERGY CORP | 0.00 | 3/18/2018 | 2,002,263 | 2,007,889 | |||||||||||||
BRSBT2DD8 | FIRST DATA CORPORATION | 0.00 | 3/26/2018 | 5,426,168 | 5,152,580 | |||||||||||||
BRSBTMS22 | WESCO AIRCRAFT | 0.00 | 4/7/2017 | 556,997 | 557,565 | |||||||||||||
BRSBW6C87 | AMERISTAR CASINOS, INC. | 0.00 | 4/16/2018 | 540,841 | 543,410 | |||||||||||||
BRSBWG6S8 | DELTA AIR LINES INC. | 0.00 | 4/20/2017 | 987,742 | 991,752 | |||||||||||||
BRSBXNF03 | AMER ROCK SLT CO | 0.00 | 4/25/2017 | 1,406,595 | 1,382,683 | |||||||||||||
BRSBYALT0 | EMERGENCY MEDICAL SVCS CORP | 0.00 | 5/25/2018 | 1,740,375 | 1,749,616 | |||||||||||||
BRSBZZDX4 | GOLDEN LIVING | 0.00 | 5/4/2018 | 68,609 | 65,980 | |||||||||||||
BRSBZZFY0 | IASIS HLTHCARE CORP | 0.00 | 5/3/2018 | 1,794,146 | 1,796,389 | |||||||||||||
BRSC095F6 | IPAYMENT INC. | 0.00 | 5/8/2017 | 775,630 | 765,935 | |||||||||||||
BRSC103Q2 | KAR HOLDINGS | 0.00 | 5/19/2017 | 1,769,907 | 1,775,447 | |||||||||||||
BRSC106T3 | HCA INC | 0.00 | 5/1/2018 | 490,000 | 490,309 | |||||||||||||
BRSC2UZX5 | SENSATA TECHNOLOGIES FINANCE C | 0.00 | 5/12/2018 | 882,146 | 885,454 | |||||||||||||
BRSC3G4F8 | NEIMAN MARCUS GROUP INC. THE | 0.00 | 5/16/2018 | 1,015,000 | 1,019,618 | |||||||||||||
BRSC4T6W0 | BAKERCORP | 0.00 | 6/1/2018 | 678,436 | 678,680 | |||||||||||||
BRSC529Z8 | DUNKIN BRANDS INC | 0.00 | 11/23/2017 | 2,016,746 | 2,012,329 | |||||||||||||
BRSC5JRR9 | TOYS R US DELAWR | 0.00 | 5/25/2018 | 381,005 | 373,194 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
BRSC5WJ99 | ASURION CORP | 0.00 | 5/24/2018 | 1,821,059 | 1,831,312 | |||||||||||||
BRSC6D3K2 | QUINTILES TRANSNATIONAL CORP. | �� | 0.00 | 6/8/2018 | 1,398,768 | 1,403,664 | ||||||||||||
BRSC7W2L8 | AWAS AVIATION SERVICES INC | 0.00 | 6/10/2016 | 1,154,612 | 1,170,488 | |||||||||||||
BRSC8PKC2 | BASS PRO GROUP LLC | 0.00 | 6/13/2017 | 870,043 | 878,961 | |||||||||||||
BRSC96U16 | LAUREATE EDUCATION INC | 0.00 | 6/15/2018 | 2,613,566 | 2,578,439 | |||||||||||||
BRSCB4WP3 | AMC NETWORKS INC | 0.00 | 12/31/2018 | 860,589 | 860,589 | |||||||||||||
BRSCCYM28 | DOLE FOOD CO INC. | 0.00 | 7/8/2018 | 599,848 | 601,162 | |||||||||||||
BRSCCZ003 | DOLE FOOD CO INC. | 0.00 | 7/9/2018 | 1,101,316 | 1,103,728 | |||||||||||||
BRSCESKE5 | TEREX CORPORATION | 0.00 | 4/28/2017 | 1,564,399 | 1,569,780 | |||||||||||||
BRSCF42A5 | INVENTIV HEALTH INC | 0.00 | 5/15/2018 | 1,317,534 | 1,274,714 | |||||||||||||
BRSCH2HF0 | AUTOPARTS HOLDINGS LTD | 0.00 | 7/29/2017 | 1,262,250 | 1,252,783 | |||||||||||||
BRSCHJ8S5 | CUMULUS MED INC. | 0.00 | 9/17/2018 | 1,408,211 | 1,414,084 | |||||||||||||
BRSCHUN87 | SUNCOKE ENERGY INC | 0.00 | 7/26/2018 | 519,738 | 519,738 | |||||||||||||
BRSCJ91H6 | REYNOLDS GROUP HOLDINGS INC | 0.00 | 8/9/2018 | 1,118,047 | 1,123,816 | |||||||||||||
BRSCJS2W0 | ACADEMY SPORTS & OUTDOORS INC | 0.00 | 8/3/2018 | 1,614,234 | 1,618,270 | |||||||||||||
BRSCL92G4 | LEVEL 3 COMMUNICATIONS, INC. | 0.00 | 9/1/2018 | 2,490,000 | 2,488,954 | |||||||||||||
BRSCUDB91 | NEWPAGE CORP | 0.00 | 3/8/2013 | 75,000 | 75,704 | |||||||||||||
BRSCVQWF4 | SEALED AIR CORPORATION | 0.00 | 10/3/2018 | 897,677 | 901,833 | |||||||||||||
BRSCWX1K1 | AVIS BUDGET | 0.00 | 9/22/2018 | 377,832 | 379,532 | |||||||||||||
BRSCYASW4 | BLACKBOARD INC | 0.00 | 10/4/2018 | 813,850 | 819,702 | |||||||||||||
BRSD4PTL5 | KINETIC CONCEPTS INC. | 0.00 | 5/4/2018 | 1,580,220 | 1,600,304 | |||||||||||||
BRSD5SHT4 | UPC FINANCING PARTNERSHIP | 0.00 | 12/31/2017 | 1,805,000 | 1,812,220 | |||||||||||||
BRSD65A11 | SEQUA CORP | 0.00 | 12/3/2014 | 1,821,238 | 1,830,344 | |||||||||||||
BRSD6SNB5 | WEB.COM GROUP INC | 0.00 | 10/27/2017 | 507,804 | 510,663 | |||||||||||||
BRSD7AYM7 | POLYONE CORP | 0.00 | 12/20/2017 | 272,938 | 273,893 | |||||||||||||
BRSD853C3 | BOYD GAMING CORPORATION | 0.00 | 12/17/2015 | 1,020,250 | 1,030,881 | |||||||||||||
BRSD8QGE9 | NEUSTAR | 0.00 | 11/8/2018 | 836,550 | 841,084 | |||||||||||||
BRSD8RLT8 | LEVEL 3 FINANCING INC | 0.00 | 9/3/2018 | 1,655,000 | 1,654,305 | |||||||||||||
BRSD8USY3 | PHARMACEUTICAL PRODUCT DEV, IN | 0.00 | 12/5/2018 | 3,305,424 | 3,333,520 | |||||||||||||
BRSD9CAS4 | HEALTH MANAGEMENT ASSOCIATES | 0.00 | 11/16/2018 | 877,789 | 883,749 | |||||||||||||
BRSDB2898 | NXP BV AND NXP FUNDING LLC | 0.00 | 3/3/2017 | 628,102 | 639,878 | |||||||||||||
BRSDFK6A3 | NOVELIS INC/GA | 0.00 | 3/10/2017 | 982,258 | 983,486 | |||||||||||||
BRSDJ3UC6 | LIN TELEVISION CORPORATION | 0.00 | 12/21/2018 | 605,425 | 611,479 | |||||||||||||
BRSDJJV71 | DATATEL INC | 0.00 | 7/19/2018 | 1,109,443 | 1,121,370 | |||||||||||||
BRSDKAKX3 | MICHAELS STORES, INC. | 0.00 | 7/31/2016 | 598,051 | 602,961 | |||||||||||||
BRSDKUDY5 | SIX FLAGS THEME PARKS INC | 0.00 | 12/20/2018 | 1,830,000 | 1,837,832 | |||||||||||||
BRSDLMQR3 | CAPITAL SAFETY GROUP LTD | 0.00 | 1/19/2019 | 1,393,000 | 1,412,154 | |||||||||||||
BRSDT3UA9 | CCS CORP | 0.00 | 11/14/2014 | 655,050 | 657,100 | |||||||||||||
BRSDT4GL9 | KABEL DEUTSCHLAND VERTRIEB UND | 0.00 | 2/1/2019 | 1,500,000 | 1,502,505 | |||||||||||||
BRSDTEYU7 | CROWN CASTLE OPERATING CO | 0.00 | 1/31/2019 | 344,514 | 344,911 | |||||||||||||
BRSDTSN12 | EASTMAN KODAK COMPANY | 0.00 | 7/22/2013 | 547,070 | 538,180 | |||||||||||||
BRSDU55R3 | PRESTIGE BRANDS HOLDINGS INC | 0.00 | 1/31/2019 | 903,144 | 911,895 | |||||||||||||
BRSDWEH16 | TRANSDIGM INC. | 0.00 | 2/14/2017 | 257,416 | 258,811 | |||||||||||||
BRSDWEX75 | GRIFOLS INC | 0.00 | 6/1/2017 | 1,126,832 | 1,133,177 | |||||||||||||
BRSDWFYW6 | VALEANT PHARMA | 0.00 | 2/13/2019 | 1,830,800 | 1,835,377 | |||||||||||||
BRSDWXL27 | TRONOX INC | 0.00 | 2/8/2018 | 1,363,725 | 1,373,953 | |||||||||||||
BRSDYJ7G1 | HAWAIIAN TELCOM COMMUNICATIONS | 0.00 | 2/28/2017 | 1,010,000 | 1,021,999 | |||||||||||||
BRSDYRD76 | EMI MUSIC PUBLISHING LTD | 0.00 | 6/29/2018 | 1,206,975 | 1,219,950 | |||||||||||||
BRSDZ46N9 | SCHAEFFLER AG | 0.00 | 1/27/2017 | 770,000 | 777,223 | |||||||||||||
BRSDZCRW8 | SIEMENS FINANCEIERINGSMAATS NV | 1.65 | 8/16/2019 | 3,500,000 | 3,523,800 | |||||||||||||
BRSE0V753 | AMC ENTERTAINMENT INC. | 0.00 | 2/22/2018 | 620,313 | 625,225 | |||||||||||||
BRSE1DX20 | TRONOX INC | 0.00 | 2/8/2018 | 371,925 | 374,714 | |||||||||||||
BRSE456U2 | RAILAMERICA, INC. | 0.00 | 3/1/2019 | 1,059,675 | 1,059,675 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
BRSE4TDH1 | ACCO BRANDS | 0.00 | 5/1/2019 | 1,808,425 | 1,817,467 | |||||||||||||
BRSE61FE5 | REXNORD CORP | 0.00 | 4/1/2018 | 2,039,363 | 2,047,643 | |||||||||||||
BRSE63UD6 | CAESARS ENTERTAINMENT INC | 0.00 | 1/28/2018 | 195,000 | 176,842 | |||||||||||||
BRSE76GJ1 | WEIGHT WATCHERS INTL INC | 0.00 | 3/15/2019 | 738,038 | 738,805 | |||||||||||||
BRSE7U0Q9 | COMMSCOPE INC. | 0.00 | 1/14/2018 | 1,136,834 | 1,139,881 | |||||||||||||
BRSE9A2P1 | YANKEE CANDLE CO INC | 0.00 | 4/2/2019 | 1,194,000 | 1,203,254 | |||||||||||||
BRSE9C0N4 | PROTECTION ONE, INC. | 0.00 | 3/21/2019 | 920,375 | 930,729 | |||||||||||||
BRSEC7EU0 | PINACLE FOOD FIN | 0.00 | 10/17/2018 | 1,165,241 | 1,165,241 | |||||||||||||
BRSECQ3T3 | LAWSON SOFTWARE INC. | 0.00 | 4/5/2018 | 950,000 | 954,038 | |||||||||||||
BRSEE9HS6 | ASCEND PERFORMANCE MATERIALS L | 0.00 | 4/10/2018 | 2,394,982 | 2,386,001 | |||||||||||||
BRSEEQB47 | TOYS R US DELAWR | 0.00 | 5/25/2018 | 394,013 | 386,625 | |||||||||||||
BRSEF3LW4 | GOODYEAR TIRE & RUBBER COMPANY | 0.00 | 4/30/2019 | 1,930,000 | 1,946,888 | |||||||||||||
BRSEF7SN8 | SPIRIT AROSYSTMS | 0.00 | 4/18/2019 | 467,650 | 470,718 | |||||||||||||
BRSEFGMT1 | CHARTER COM OPER | 0.00 | 5/15/2019 | 461,971 | 463,607 | |||||||||||||
BRSEFJZU8 | HD SUPPLY | 0.00 | 10/12/2017 | 5,479,550 | 5,646,676 | |||||||||||||
BRSEGRYL0 | WENDYS INTERNATIONAL INC. | 0.00 | 5/15/2019 | 2,165,000 | 2,179,895 | |||||||||||||
BRSEGUX00 | 99 CENTS ONLY STORES | 0.00 | 1/11/2019 | 848,598 | 856,023 | |||||||||||||
BRSEH00P6 | TELESAT CANADA | 0.00 | 3/28/2017 | 1,575,000 | 1,528,660 | |||||||||||||
BRSEH0S92 | CATALINA MARKETING CORPORATION | 0.00 | 9/29/2017 | 1,177,807 | 1,167,501 | |||||||||||||
BRSEHTXV4 | FREEDOM GROUP INC | 0.00 | 4/19/2019 | 793,381 | 798,339 | |||||||||||||
BRSEK97M3 | FORMULA ONE GROUP | 0.00 | 4/28/2017 | 1,816,149 | 1,832,041 | |||||||||||||
BRSEKNUF1 | INEOS US FINANCE LLC | 0.00 | 4/27/2018 | 3,680,552 | 3,715,518 | |||||||||||||
BRSEL02X2 | BAUSCH & LOMB INCORPORATED | 0.00 | 5/17/2019 | 3,311,888 | 3,345,702 | |||||||||||||
BRSELNYG4 | INEOS US FINANCE LLC | 0.00 | 5/4/2015 | 184,075 | 186,116 | |||||||||||||
BRSEN9666 | WABASH NATIONAL CORPORATION | 0.00 | 4/30/2019 | 1,303,886 | 1,316,925 | |||||||||||||
BRSERR4P2 | HARBOR FREIGHT TOOLS USA INC T | 0.00 | 11/14/2017 | 710,000 | 712,513 | |||||||||||||
BRSES26G4 | SS&C TECHNOLOGIES INC | 0.00 | 6/7/2019 | 1,500,746 | 1,513,878 | |||||||||||||
BRSES4VS6 | BURLINGTON COAT FACTORY WAREHO | 0.00 | 2/23/2017 | 479,898 | 484,323 | |||||||||||||
BRSESSFB8 | CHESAPEAKE ENERGY CORP | 0.00 | 12/2/2017 | 2,480,000 | 2,486,324 | |||||||||||||
BRSEVBUR9 | GIBSON ENERGY ULC | 0.00 | 6/30/2018 | 1,843,482 | 1,861,917 | |||||||||||||
BRSEVD0Q0 | SS&C TECHNOLOGIES INC | 0.00 | 6/7/2019 | 155,250 | 156,608 | |||||||||||||
BRSEVQ917 | WOLVERINE HEALTHCARE ANALYTICS | 0.00 | 6/6/2019 | 892,763 | 899,181 | |||||||||||||
BRSEXE1J1 | US FOODSERVICE | 0.00 | 3/31/2017 | 902,532 | 887,866 | |||||||||||||
BRSEZ4VS8 | ZAYO GROUP LLC | 0.00 | 7/2/2019 | 3,361,575 | 3,388,905 | |||||||||||||
BRSEZESM3 | VALEANT PHARMA | 0.00 | 2/13/2019 | 773,063 | 774,995 | |||||||||||||
BRSF04TV9 | SAVERS INC | 0.00 | 7/9/2019 | 1,625,925 | 1,639,648 | |||||||||||||
BRSF21G05 | WOLVERINE WORLD WIDE, INC. | 0.00 | 7/31/2019 | 860,000 | 865,590 | |||||||||||||
BRSF2MUR4 | AWAS AVIATION CAPITAL LTD | 0.00 | 7/16/2018 | 85,000 | 85,000 | |||||||||||||
BRSF33TK2 | US RENAL CARE INC | 0.00 | 7/3/2019 | 1,012,463 | 1,022,587 | |||||||||||||
BRSF3UA89 | SHERIDAN HEALTHCARE INC | 0.00 | 6/26/2018 | 1,561,088 | 1,571,500 | |||||||||||||
BRSF652E7 | SCHAEFFLER AG | 0.00 | 1/27/2015 | 480,000 | 599,779 | |||||||||||||
BRSF6FJZ0 | CERIDIAN CORP | 0.00 | 5/9/2017 | 1,273,243 | 1,277,750 | |||||||||||||
BRSF7TBV6 | WIDEOPENWEST FINANCE LLC | 0.00 | 7/17/2018 | 837,900 | 843,975 | |||||||||||||
BRSF89UY2 | HOLOGIC INC. | 0.00 | 8/1/2019 | 3,420,000 | 3,459,911 | |||||||||||||
BRSF8LRV5 | INTELLIGRATED INC | 0.00 | 7/25/2018 | 700,000 | 704,375 | |||||||||||||
BRSF9P6B2 | PARTY CITY HOLDINGS INC | 0.00 | 7/27/2019 | 2,375,000 | 2,402,906 | |||||||||||||
BRSFATQG9 | BOOZ ALLEN HAMILTON HOLDING CO | 0.00 | 7/31/2019 | 1,055,000 | 1,059,399 | |||||||||||||
BRSFCWCB6 | WAVE DIVISION NETWORKS LLC | 0.00 | 8/9/2019 | 1,250,000 | 1,263,250 | |||||||||||||
BRSFD9QU9 | LEVEL 3 COMMUNICATIONS, INC. | 0.00 | 2/1/2016 | 1,345,000 | 1,355,935 | |||||||||||||
BRSFD9W24 | LEVEL 3 COMMUNICATIONS, INC. | 0.00 | 8/1/2019 | 1,100,000 | 1,104,818 | |||||||||||||
BRSFDBBL0 | PILOT TRAVEL CENTERS LLC | 0.00 | 8/1/2019 | 755,000 | 759,719 | |||||||||||||
BRSFDC881 | AMERICAN CAP STRAT LTD. | 0.00 | 8/22/2016 | 1,880,000 | 1,880,000 | |||||||||||||
BRSFEPVD4 | DAVITA INC | 0.00 | 8/1/2019 | 1,685,000 | 1,686,196 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
BRSFFDLB5 | WEST CORPORATION | 0.00 | 6/30/2018 | 1,586,025 | 1,605,184 | |||||||||||||
BRSFFNE54 | NAVISTAR INTERNATIONAL CORP | 0.00 | 9/5/2017 | 153,767 | 155,304 | |||||||||||||
BRSFGD3F5 | GENPACT LTD | 0.00 | 8/6/2019 | 1,630,000 | 1,634,075 | |||||||||||||
BRSFJDVV6 | CAPSUGEL HOLDINGS US INC | 0.00 | 8/1/2018 | 1,698,767 | 1,703,863 | |||||||||||||
BRSFKSBQ4 | EVEREST ACQUISITION LLC | 0.00 | 5/24/2018 | 3,680,000 | 3,707,600 | |||||||||||||
BRSFKYGX1 | WARNER CHILCOTT CO LLC | 0.00 | 3/15/2018 | 234,081 | 234,228 | |||||||||||||
BRSFMRGY2 | PHARMACEUTICAL RSRCE INC | 0.00 | 8/2/2019 | 3,190,000 | 3,182,823 | |||||||||||||
BRSFNCAU8 | IMMUCOR, INC. | 0.00 | 8/19/2018 | 2,194,575 | 2,216,521 | |||||||||||||
BRSFP5V79 | CNO FINANCIAL GROUP INC | 0.00 | 9/4/2018 | 845,000 | 847,113 | |||||||||||||
BRSFP6TT2 | CPG INTERNATIONAL INC | 0.00 | 9/18/2019 | 1,765,000 | 1,765,547 | |||||||||||||
BRSFPHNX5 | NP OPCO LLC | 0.00 | 9/11/2019 | 1,670,000 | 1,672,605 | |||||||||||||
BRSFPTRK3 | SAMSON RESOURCES CORP | 0.00 | 9/19/2018 | 600,000 | 603,252 | |||||||||||||
BRSFQ43Z0 | FIRST DATA CORPORATION | 0.00 | 9/13/2018 | 3,075,000 | 3,016,052 | |||||||||||||
BRSFQ6PR9 | FOXCO ACQSTN SUB | 0.00 | 7/31/2017 | 1,435,000 | 1,443,510 | |||||||||||||
BRSFQFK11 | BJS WHOLESALE CLUB, INC. | 0.00 | 9/20/2019 | 850,000 | 853,188 | |||||||||||||
BRSFRQMG1 | REYNOLDS GROUP HOLDINGS INC | 0.00 | 9/17/2018 | 2,925,000 | 2,934,389 | |||||||||||||
BRSFS71H3 | BJS WHOLESALE CLUB, INC. | 0.00 | 3/29/2019 | 510,000 | 514,845 | |||||||||||||
BRSFS74F4 | ALKERMES INC | 0.00 | 9/5/2019 | 400,000 | 401,500 | |||||||||||||
BRSFSK267 | VALEANT PHARMA | 0.00 | 9/19/2019 | 1,275,000 | 1,268,625 | |||||||||||||
BRSFTQM53 | ADS WASTE ESCROW | 0.00 | 9/21/2019 | 2,315,000 | 2,325,140 | |||||||||||||
BRSFTR0V8 | INFOR US INC | 0.00 | 4/15/2018 | 4,261,700 | 4,272,354 | |||||||||||||
BRSFVG4M5 | LEVEL 3 COMMUNICATIONS, INC. | 0.00 | 8/1/2019 | 4,620,000 | 4,620,000 | |||||||||||||
L9057MAA9 | TNK-BP FINANCE SA | 7.50 | 7/18/2016 | 2,750,000 | 3,169,623 | |||||||||||||
|
| |||||||||||||||||
1,113,134,350 | 1,145,620,964 | |||||||||||||||||
|
| |||||||||||||||||
Corporate Debt Securities - Utilities | ||||||||||||||||||
037735CQ8 | APPALACHIAN POWER COMPANY | 3.40 | 5/24/2015 | 725,000 | 759,071 | |||||||||||||
131347BP0 | CALPINE CORPORATION | 7.25 | 10/15/2017 | 315,000 | 335,869 | |||||||||||||
15234QAJ7 | CENTRAIS ELETRICAS BRASILEIRAS | 6.88 | 7/30/2019 | 3,500,000 | 4,172,046 | |||||||||||||
196522AK2 | COLORADO INTERSTATE GAS CO | 6.80 | 11/15/2015 | 150,000 | 173,610 | |||||||||||||
202795HW3 | COMMONWEALTH EDISON COMPANY | 1.63 | 1/15/2014 | 1,600,000 | 1,621,227 | |||||||||||||
25746UBJ7 | DOMINION RESOURCES INC | 2.25 | 9/1/2015 | 250,000 | 260,356 | |||||||||||||
25746UBR9 | DOMINION RESOURCES INC | 1.40 | 9/15/2017 | 4,545,000 | 4,564,449 | |||||||||||||
264399EQ5 | DUKE ENERGY CORP | 6.30 | 2/1/2014 | 4,000,000 | 4,297,270 | |||||||||||||
26441CAE5 | DUKE ENERGY CORP | 3.35 | 4/1/2015 | 500,000 | 531,370 | |||||||||||||
26441CAG0 | DUKE ENERGY CORP | 2.15 | 11/15/2016 | 300,000 | 309,828 | |||||||||||||
26441CAH8 | DUKE ENERGY CORP | 1.63 | 8/15/2017 | 250,000 | 249,935 | |||||||||||||
26875PAF8 | EOG RESOURCES INC | 2.95 | 6/1/2015 | 4,500,000 | 4,723,020 | |||||||||||||
283695BP8 | EL PASO NATURAL GAS COMPANY | 5.95 | 4/15/2017 | 150,000 | 172,556 | |||||||||||||
29268BAE1 | ENEL FINANCE INTERNATIONAL SA | 5.13 | 10/7/2019 | 1,750,000 | 1,821,814 | |||||||||||||
29269QAA5 | ENERGY FUTURE INTERMEDIATE HOL | 10.00 | 12/1/2020 | 2,650,000 | 2,974,625 | |||||||||||||
29379VAS2 | ENTERPRISE PROD OPER LP | 3.20 | 2/1/2016 | 300,000 | 316,212 | |||||||||||||
29977HAC4 | EVEREST ACQUISITION LLC/EVERES | 6.88 | 5/1/2019 | 300,000 | 321,000 | |||||||||||||
340711AQ3 | FL GAS TSMN CO | 7.90 | 5/15/2019 | 4,560,000 | 5,912,477 | |||||||||||||
373334JY8 | GEORGIA POWER COMPANY | 0.75 | 8/10/2015 | 300,000 | 300,764 | |||||||||||||
494550AU0 | KINDER MORGAN ENERGY PARTNERS | 6.00 | 2/1/2017 | 250,000 | 290,959 | |||||||||||||
50064YAB9 | KOREA HYDRO & NUCLEAR POWER CO | 3.13 | 9/16/2015 | 3,100,000 | 3,241,267 | |||||||||||||
595620AG0 | MIDAMERICAN ENERGY COMPANY | 5.95 | 7/15/2017 | 200,000 | 239,636 | |||||||||||||
636274AC6 | NATIONAL GRID PLC | 6.30 | 8/1/2016 | 300,000 | 348,201 | |||||||||||||
65339KAF7 | NEXTERA ENERGY CAPITAL HOLDING | 1.20 | 6/1/2015 | 2,617,000 | 2,640,424 | |||||||||||||
69353UAB7 | PPL WEM HOLDINGS PLC | 3.90 | 5/1/2016 | 4,075,000 | 4,322,445 | |||||||||||||
743263AL9 | PROGRESS ENERGY INC. | 5.63 | 1/15/2016 | 250,000 | 285,735 | |||||||||||||
74456QAW6 | PUBLIC SERVICE ELECTRIC & GAS | 2.70 | 5/1/2015 | 1,075,000 | 1,128,250 | |||||||||||||
81013TAB7 | SCOTTISH POWER PLC | 5.38 | 3/15/2015 | 250,000 | 262,076 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
816851AQ2 | SEMPRA ENERGY | 2.00 | 3/15/2014 | 150,000 | 152,841 | |||||||||||||
816851AS8 | SEMPRA ENERGY | 2.30 | 4/1/2017 | 300,000 | 309,341 | |||||||||||||
893526DH3 | TRANSCANADA PIPELINES LIMITED | 3.40 | 6/1/2015 | 500,000 | 534,779 | |||||||||||||
89354FAE1 | TRANSCAPITALINVEST LTD FOR OJS | 8.70 | 8/7/2018 | 1,700,000 | 2,201,500 | |||||||||||||
976656CA4 | WISCONSIN ELECTRIC POWER CO | 6.00 | 4/1/2014 | 4,500,000 | 4,838,366 | |||||||||||||
98389BAK6 | XCEL ENERGY INC | 5.61 | 4/1/2017 | 200,000 | 232,066 | |||||||||||||
BRSAPKET8 | GENON ENERGY | 0.00 | 12/4/2017 | 259,174 | 260,633 | |||||||||||||
BRSC5VFR5 | THE AES CORPORATION | 0.00 | 6/1/2018 | 1,474,386 | 1,481,139 | |||||||||||||
BRSCAHX41 | CALPINE CORPORATION | 0.00 | 4/1/2018 | 994,962 | 995,897 | |||||||||||||
BRSCJPNX1 | DYNEGY POWER LLC | 0.00 | 8/5/2016 | 489,060 | 512,114 | |||||||||||||
BRSCJPNY9 | DYNEGY MIDWEST GENERATION LLC | 0.00 | 8/5/2016 | 1,634,490 | 1,707,029 | |||||||||||||
|
| |||||||||||||||||
54,964,072 | 59,802,196 | |||||||||||||||||
|
| |||||||||||||||||
Asset Backed Securities - Credit Cards | ||||||||||||||||||
161571CH5 | CHAIT | 5.12 | 10/15/2014 | 1,000,000 | 1,002,290 | |||||||||||||
161571FJ8 | CHASE ISSUANCE TRUST CHAIT_12- | 0.79 | 6/15/2017 | 1,300,000 | 1,309,868 | |||||||||||||
17305ECJ2 | CCCIT | 4.85 | 3/10/2017 | 2,000,000 | 2,211,500 | |||||||||||||
17305ECX1 | CCCIT | 5.10 | 11/20/2017 | 3,000,000 | 3,419,487 | |||||||||||||
17305EDE2 | CITIBANK CREDIT CARD ISSUANCE | 5.30 | 3/15/2018 | 2,000,000 | 2,319,281 | |||||||||||||
17305EDT9 | CCCIT | 6.15 | 6/15/2039 | 1,000,000 | 1,349,950 | |||||||||||||
17305EDY8 | CCCIT | 5.65 | 9/20/2019 | 3,000,000 | 3,664,327 | |||||||||||||
17305EEE1 | CITIBANK CREDIT CARD ISSUANCE | 5.35 | 2/7/2020 | 436,000 | 529,909 | |||||||||||||
254683AC9 | DCENT_07-A1 | 5.65 | 3/16/2020 | 3,500,000 | 4,274,261 | |||||||||||||
70659PAD3 | PENARTH MASTER ISSUER PENAR_12 | 0.79 | 3/18/2014 | 6,000,000 | 6,006,160 | |||||||||||||
|
| |||||||||||||||||
23,236,000 | 26,087,034 | |||||||||||||||||
|
| |||||||||||||||||
Asset Backed Securities - Auto | ||||||||||||||||||
02005ACC0 | AMOT_10-3 | 1.44 | 2/15/2017 | 4,300,000 | 4,361,318 | |||||||||||||
02005TAD9 | ALLYA _11-1 | 2.23 | 3/15/2016 | 6,000,000 | 6,169,514 | |||||||||||||
03064UAC4 | AMERICREDIT AUTOMOBILE RECEIVA | 1.23 | 9/8/2016 | 945,000 | 955,724 | |||||||||||||
34529RAD3 | FORDO_11-B | 1.35 | 12/15/2016 | 372,000 | 378,287 | |||||||||||||
34529UAC8 | FORD CREDIT AUTO OWNER TRUST F | 0.84 | 8/15/2016 | 980,000 | 985,884 | |||||||||||||
43811AAC0 | HAROT | 0.88 | 9/21/2015 | 5,250,000 | 5,284,832 | |||||||||||||
43813TAD5 | HAROT_11-1 | 1.80 | 4/17/2017 | 1,250,000 | 1,274,807 | |||||||||||||
44924CAA2 | HCAF_10-8A | 1.22 | 9/20/2016 | 2,275,000 | 2,263,170 | |||||||||||||
65475QAD3 | NISSAN AUTO RECEIVABLES OWNER | 1.24 | 1/16/2018 | 1,600,000 | 1,630,757 | |||||||||||||
L2R424AA3 | ECAR_12-1 | 1.37 | 7/18/2020 | 2,151,376 | 2,791,921 | |||||||||||||
Z914KPDA1 | ABEST_6 | 1.62 | 3/15/2018 | 1,068,396 | 1,721,623 | |||||||||||||
Z9195VUA5 | CAR_12-F1F | 1.38 | 9/25/2021 | 5,104,133 | 6,614,731 | |||||||||||||
|
| |||||||||||||||||
31,295,905 | 34,432,569 | |||||||||||||||||
|
| |||||||||||||||||
Asset Backed Securities - Student Loans | ||||||||||||||||||
00432CAZ4 | AGSL_03-1 | 1.70 | 12/26/2035 | 4,100,000 | 3,481,257 | |||||||||||||
00432CBB6 | AGSL_03-1 | 1.72 | 12/26/2035 | 3,600,000 | 3,056,288 | |||||||||||||
00432CBP5 | AGSL_03-1 | 1.04 | 12/27/2032 | 5,350,000 | 4,545,216 | |||||||||||||
041150DJ9 | ASLA_10-1 | 1.33 | 11/25/2043 | 5,883,046 | 5,846,924 | |||||||||||||
10620NAH1 | BRHEA_05-3A | 0.48 | 9/25/2023 | 732,140 | 729,658 | |||||||||||||
10620NCG1 | BRHEA_05-2 | 1.23 | 2/25/2030 | 12,800,000 | 12,902,528 | |||||||||||||
12556PAC1 | CITEL_05-1 | 0.51 | 3/15/2026 | 6,200,000 | 6,059,322 | |||||||||||||
194262CD1 | COLLE_04-1 | 0.61 | 4/25/2021 | 5,471,159 | 5,416,448 | |||||||||||||
194266AB8 | COLLE_05-2 | 0.57 | 10/15/2021 | 119,481 | 119,384 | |||||||||||||
19458LBA7 | COELT_05-A | 0.45 | 12/28/2021 | 218,542 | 216,053 | |||||||||||||
26845BAA7 | EFSV2_ 2012-1 | 1.10 | 7/26/2027 | 5,239,957 | 5,283,135 | |||||||||||||
28140VAB9 | EFCT_04-1 | 0.55 | 12/15/2022 | 3,663,022 | 3,639,176 | |||||||||||||
36156HAV0 | GCOE_06-1 | 0.56 | 5/25/2025 | 6,629,205 | 6,399,238 | |||||||||||||
36156HAY4 | GCOE_06-1 | 0.66 | 5/25/2036 | 2,200,000 | 1,889,646 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
429827AB4 | HEF_10-401 | 1.73 | 1/1/2044 | 2,100,000 | 1,827,699 | |||||||||||||
429827AE8 | HIGHER EDUCATION FUNDING HEF_0 | 1.74 | 1/1/2044 | 2,100,000 | 1,827,699 | |||||||||||||
429827AF5 | HEF_10-401 | 1.74 | 1/1/2044 | 2,100,000 | 1,827,699 | |||||||||||||
429827AJ7 | HIGHER EDUCATION FUNDING HEF_0 | 1.74 | 1/1/2044 | 2,100,000 | 1,827,699 | |||||||||||||
429827AK4 | HIGHER EDUCATION FUNDING HEF_0 | 1.73 | 1/1/2044 | 2,300,000 | 2,001,766 | |||||||||||||
429827AN8 | HEF_04-1 | 1.73 | 1/1/2044 | 2,100,000 | 1,827,699 | |||||||||||||
429827AQ1 | HEF_04-1 | 1.74 | 1/1/2044 | 2,950,000 | 2,691,146 | |||||||||||||
452281JB5 | ILLINOIS STUDENT ASSISTANCE CO | 0.93 | 4/25/2017 | 1,181,685 | 1,183,304 | |||||||||||||
57563NAA6 | MEFA | 1.40 | 4/25/2038 | 3,253,704 | 3,259,659 | |||||||||||||
66704JAZ1 | NORTHSTAR EDUCATION FINANCE IN | 0.57 | 4/28/2016 | 1,185,783 | 1,184,040 | |||||||||||||
698475AM2 | PPHEA_10-2 | 1.59 | 10/1/2035 | 6,372,906 | 6,465,249 | |||||||||||||
71722TAF1 | PHEAA_04-1 | 1.74 | 4/25/2044 | 2,000,000 | 1,854,800 | |||||||||||||
71722TAG9 | PHEAA_04-1 | 0.07 | 4/25/2044 | 6,000,000 | 5,565,288 | |||||||||||||
78442GHY5 | SLMA | 1.68 | 12/15/2016 | 800,000 | 800,000 | |||||||||||||
78442GHZ2 | SLMA | 1.71 | 12/15/2016 | 4,000,000 | 4,000,000 | |||||||||||||
78442GJA5 | SLM STUDENT LOAN TR 2003-10A | 1.60 | 12/15/2016 | 1,000,000 | 1,000,000 | |||||||||||||
78442GJC1 | SLMA | 1.71 | 12/15/2016 | 50,000 | 50,000 | |||||||||||||
78442GJD9 | SLM STUDENT LOAN TR 2003-10A | 1.65 | 12/15/2016 | 4,550,000 | 4,550,000 | |||||||||||||
83149TAA2 | SLMA_09-D | 3.50 | 8/17/2043 | 7,808,953 | 7,617,055 | |||||||||||||
83715AAK5 | SOUTH CAROLINA STUDENT LN CORP | 0.90 | 1/25/2021 | 3,959,081 | 3,961,021 | |||||||||||||
86386MAY0 | STUDENT LOAN CON | 1.44 | 10/25/2027 | 40,379,452 | 40,409,736 | |||||||||||||
B0A0BSZC0 | SLMA_03-5 | 0.52 | 6/17/2024 | 1,394,569 | 1,627,996 | |||||||||||||
U8280TAR8 | SLM STUDENT LOAN TR 03-10 | 0.80 | 12/15/2027 | 2,670,000 | 3,057,110 | |||||||||||||
|
| |||||||||||||||||
164,562,686 | 160,000,939 | |||||||||||||||||
|
| |||||||||||||||||
Asset Backed Securities - CLO | ||||||||||||||||||
00083VAA9 | ACASC_07-1 | 0.69 | 4/20/2021 | 6,750,000 | 6,388,841 | |||||||||||||
04010HAB8 | ARES CLO FUNDS ARES | 0.63 | 9/18/2017 | 1,070,726 | 1,062,179 | |||||||||||||
04010HAC6 | ARES_05-10A | 0.63 | 9/18/2017 | 2,767,309 | 2,745,220 | |||||||||||||
04011XAB2 | ARES | 0.68 | 2/24/2018 | 7,290,035 | 7,207,199 | |||||||||||||
04011XAC0 | ARES | 0.68 | 2/24/2018 | 7,787,083 | 7,650,809 | |||||||||||||
04012VAA7 | ARES | 1.06 | 11/25/2020 | 6,900,000 | 6,784,080 | |||||||||||||
04963VAC2 | ATR_4C-DO | 0.66 | 6/8/2019 | 4,395,943 | 4,329,788 | |||||||||||||
05615MAA5 | BABSN_05-3A | 0.69 | 11/10/2019 | 2,901,373 | 2,788,800 | |||||||||||||
09202XAA2 | BLACK DIAMOND CLO LTD BLACK_06 | 0.70 | 4/29/2019 | 3,950,000 | 3,760,645 | |||||||||||||
16208NAA3 | CHAT | 0.69 | 8/3/2019 | 15,099,396 | 14,835,157 | |||||||||||||
33736TAB4 | FRST_04-2A1 | 0.70 | 12/14/2016 | 569,258 | 566,614 | |||||||||||||
352569AB3 | FCLO_5 | 0.65 | 6/15/2018 | 6,998,194 | 6,875,726 | |||||||||||||
355524AB5 | FRASR_06-1A | 0.65 | 3/15/2020 | 4,602,267 | 4,541,963 | |||||||||||||
363206AF0 | GALE | 0.70 | 4/19/2021 | 10,000,000 | 9,654,640 | |||||||||||||
378663AA6 | GLEAG_05-1A | 0.72 | 11/1/2017 | 8,783,427 | 8,546,845 | |||||||||||||
38136TAA1 | GOLDS_07-5A | 1.15 | 10/18/2021 | 7,550,000 | 7,420,034 | |||||||||||||
42822XAA3 | HICDO_07-1RA | 0.84 | 11/12/2019 | 11,496,786 | 11,012,886 | |||||||||||||
482474AA1 | KKR FINANCIAL CLO LTD KKR_05-1 | 0.72 | 4/26/2017 | 507,937 | 500,953 | |||||||||||||
48248CAA2 | KKR FINANCIAL CLO LTD KKR_07-1 | 0.78 | 5/15/2021 | 22,294,108 | 21,346,608 | |||||||||||||
506828AA0 | LAFC_12-1A | 1.63 | 9/6/2022 | 6,600,000 | 6,599,227 | |||||||||||||
51506DAA1 | LANDM_04-1A | 0.74 | 12/15/2016 | 5,161,824 | 5,117,335 | |||||||||||||
51506JAA8 | LANDM_05-1A | 0.72 | 6/1/2017 | 2,614,291 | 2,571,155 | |||||||||||||
530361AE4 | LIBERTY CLO | 0.69 | 11/1/2017 | 14,590,707 | 14,003,752 | |||||||||||||
53225UAA9 | LIGHT_2005-3 | 0.65 | 9/15/2017 | 3,732,069 | 3,668,840 | |||||||||||||
730018AA6 | PLMR_10-1A | 1.94 | 2/16/2019 | 1,252,683 | 1,253,586 | |||||||||||||
87155MAA9 | SYMPH_5 | 1.21 | 1/15/2024 | 10,000,000 | 9,661,230 | |||||||||||||
97314VAA6 | WIND RIVER CLO LTD WINDR_04-1A | 0.71 | 12/19/2016 | 1,526,036 | 1,495,515 | |||||||||||||
BRS6DUE27 | STANFIELD VEYRON | 0.68 | 7/15/2018 | 19,966,725 | 19,680,841 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||||||
BRSD49XV4 | WHITN_04-1X | 0.71 | 3/1/2017 | 1,598,449 | 1,592,535 | |||||||||||||
|
| |||||||||||||||||
198,756,627 | 193,663,005 | |||||||||||||||||
|
| |||||||||||||||||
Asset Backed Securities - Other | ||||||||||||||||||
00104UAC2 | AEPTC TEXAS CENTRAL TRANSITION | 2.84 | 3/1/2026 | 700,000 | 745,453 | |||||||||||||
15200DAD9 | CENTERPOINT ENERGY TRANSITION | 5.17 | 8/1/2019 | 1,000,000 | 1,143,320 | |||||||||||||
15200NAA3 | CNP | 1.83 | 2/15/2016 | 1,292,694 | 1,317,391 | |||||||||||||
15200NAB1 | CNP | 3.46 | 8/15/2019 | 2,400,000 | 2,651,855 | |||||||||||||
15200WAC9 | CENTERPOINT ENERGY TRANSITION | 3.03 | 10/15/2025 | 1,100,000 | 1,190,230 | |||||||||||||
29365KAB9 | ETI | 3.65 | 8/1/2019 | 1,000,000 | 1,106,014 | |||||||||||||
34528QBK9 | FORDF | 0.69 | 1/15/2016 | 6,050,000 | 6,075,410 | |||||||||||||
Z914HKQ87 | GFUND_11-1 | 2.22 | 4/24/2047 | 4,800,000 | 7,797,593 | |||||||||||||
|
| |||||||||||||||||
18,342,694 | 22,027,266 | |||||||||||||||||
|
| |||||||||||||||||
|
| |||||||||||||||||
Total Fixed income Securities | 7,132,438,730 | 7,154,945,574 | ||||||||||||||||
|
| |||||||||||||||||
Equities | ||||||||||||||||||
18802108 | ALLIANT ENERGY CORP | 157,100 | 6,816,569 | |||||||||||||||
24835100 | AMER CMPS COMM | 213,800 | 9,381,544 | |||||||||||||||
110122108 | BRISTOL MYERS SQUIBB CO | 176,000 | 5,940,000 | |||||||||||||||
156700106 | CENTURYTEL INC | 258,350 | 10,437,340 | |||||||||||||||
173080201 | CITIGROUP CAPITAL XIII | 200,000 | 5,570,000 | |||||||||||||||
253868103 | DIGITAL REALTY | 75,350 | 5,263,198 | |||||||||||||||
351858105 | FRANCO NEVADA CORP | 207,000 | 12,191,321 | |||||||||||||||
391164100 | GREAT PLAINS ENERGY INCORPORAT | 347,200 | 7,728,672 | |||||||||||||||
438516106 | HONEYWELL INTERNATIONAL INC | 48,300 | 2,885,925 | |||||||||||||||
478160104 | JOHNSON & JOHNSON | 124,400 | 8,572,404 | |||||||||||||||
535678106 | LINEAR TECHNOLOGY CORP | 325,000 | 10,351,250 | |||||||||||||||
589433101 | MEREDITH CORP | 278,000 | 9,730,000 | |||||||||||||||
595017104 | MICROCHIP TECHNOLOGY INC | 225,200 | 7,373,048 | |||||||||||||||
646025106 | NEW JERSEY RESOURCES | 110,100 | 5,033,772 | |||||||||||||||
649445103 | NEW YORK COMMUNITY BANCORP INC | 650,000 | 9,204,000 | |||||||||||||||
651639106 | NEWMONT MINING CORP HOLDING CO | 127,500 | 7,141,275 | |||||||||||||||
664397106 | NORTHEAST UTILITIES | 177,662 | 6,792,018 | |||||||||||||||
718172109 | PHILIP MORRIS INTERNATIONAL IN | 96,900 | 8,715,186 | |||||||||||||||
718252604 | PHILIPPINE LONG DISTANCE TEL C | 136,300 | 8,997,163 | |||||||||||||||
723484101 | PINNACLE WEST CAPITAL CORP | 55,000 | 2,904,000 | |||||||||||||||
729251108 | PLUM CREEK TIMBER COMPANY INC. | 211,000 | 9,250,240 | |||||||||||||||
754907103 | RAYONIER INC. | 157,725 | 7,730,102 | |||||||||||||||
771195104 | ROCHE HOLDING AG | 175,000 | 8,223,250 | |||||||||||||||
780287108 | ROYAL GOLD INC | 143,600 | 14,339,896 | |||||||||||||||
816851109 | SEMPRA ENERGY | 141,500 | 9,125,335 | |||||||||||||||
904784709 | UNILEVER N.V. | 324,500 | 11,513,260 | |||||||||||||||
929042109 | VORNADO REALTY TRUST | 66,400 | 5,381,720 | |||||||||||||||
962166104 | WEYERHAEUSER COMPANY | 332,200 | 8,683,708 | |||||||||||||||
976657106 | WISCONSIN ENERGY CORPORATION | 141,300 | 5,322,771 | |||||||||||||||
00208D408 | ARC RESOURCES LTD | 290,300 | 7,060,096 | |||||||||||||||
03836W103 | PHILADELPHIA SUBURBAN CORPORAT | 225,000 | 5,571,000 | |||||||||||||||
09247X101 | BLACKROCK INC. | 45,000 | 8,023,500 | |||||||||||||||
13643E105 | CANADIAN OIL SAND Ltd | 360,000 | 7,693,200 | |||||||||||||||
15189T107 | CENTERPOINT ENERGY INC. | 538,800 | 11,476,440 | |||||||||||||||
16941M109 | CHINA MOBILE HONG KONG LIMITED | 185,000 | 10,241,600 | |||||||||||||||
17133Q502 | CHUNGHWA TELECOM CO. LTD. | 271,700 | 8,626,475 | |||||||||||||||
17275R102 | CISCO SYSTEMS INC | 153,000 | 2,920,770 |
![]() | Allied World Assurance Company Holdings, AG
Securities Listing as at September 30, 2012 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value $ | |||||||||
22576C101 | CRESCENT POINT ENERGY CORP | 166,100 | 7,337,683 | |||||||||||
29274F104 | ENERSIS S A ADS | 220,000 | 3,605,800 | |||||||||||
29476L107 | EQUITY RESIDENTIAL PROP TR | 88,000 | 5,062,640 | |||||||||||
30161N101 | EXELON CORPORATION | 149,000 | 5,301,420 | |||||||||||
35671D857 | FREEPORT-MCMORAN COPPER & GOLD | 160,000 | 6,332,800 | |||||||||||
40414L109 | HEALTH CARE PROPERTY INVESTORS | 188,500 | 8,384,480 | |||||||||||
49456B101 | KINDER MORGAN HOLDCO LLC | 244,000 | 8,666,880 | |||||||||||
65473P105 | NISOURCE INC | 400,200 | 10,197,096 | |||||||||||
66987V109 | NOVARTIS AG | 180,400 | 11,051,304 | |||||||||||
67073Y106 | NV ENERGY | 324,000 | 5,835,240 | |||||||||||
69331C108 | PG&E CORPORATION | 121,000 | 5,163,070 | |||||||||||
69351T106 | PP&L CO | 233,000 | 6,768,650 | |||||||||||
71646E100 | PETROCHINA CO LTD | 59,000 | 7,620,440 | |||||||||||
74340W103 | PROLOGIS INC | 171,000 | 5,990,130 | |||||||||||
74460D109 | PUBLIC STORAGE INC | 40,000 | 5,566,800 | |||||||||||
74965L101 | RLJ LODGING TRUST | 335,197 | 6,338,575 | |||||||||||
80105N105 | SANOFI AVENTIS | 189,300 | 8,151,258 | |||||||||||
85771P102 | STATOIL ASA | 215,000 | 5,544,850 | |||||||||||
92276F100 | VENTAS, INC. | 151,501 | 9,430,948 | |||||||||||
98389B100 | XCEL ENERGY INC | 203,200 | 5,630,672 | |||||||||||
G16962204 | BUNGE LTD | 31,600 | 3,080,795 | |||||||||||
S62435862 | SINGAPORE AIRPORT TERMINAL SER | 3,263,700 | 7,130,281 | |||||||||||
S64555303 | ICL ISRAEL CHEMICALS LTD | 776,000 | 9,395,870 | |||||||||||
S65638751 | ASCENDAS REAL ESTATE INVESTMEN | 1,556,000 | 3,056,950 | |||||||||||
SB02PY225 | SINGAPORE TELECOM | 3,260,000 | 8,504,117 | |||||||||||
SB04PZ723 | SUNTEC REAL ESTATE INVESTMENT | 2,500,000 | 3,026,412 | |||||||||||
SB07NL190 | JAPAN LOGISTICS FD | 302 | 2,802,622 | |||||||||||
SB0D6P437 | MAPLETREE LG TR | 7,000,000 | 6,419,662 | |||||||||||
SB23WXW97 | PARKWAY HOLDINGS LIMITED | 1,285,000 | 2,079,339 | |||||||||||
SB29VF024 | FRANCO NEVADA CORP | 17,100 | 1,007,703 | |||||||||||
SB3Z5T149 | GARMIN LTD. | 108,000 | 4,507,920 | |||||||||||
SB61JC671 | TREASURY WINE ESTATES LTD. | 958,166 | 5,011,876 | |||||||||||
SB67C8W83 | CRESCENT POINT ENERGY CORP | 900 | 39,816 | |||||||||||
SBOTLGM70 | GZI REAL ESTATE INVESTMENT TRU | 8,513,000 | 4,161,387 | |||||||||||
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Total Equity Securities | 40,859,353 | 490,417,535 | ||||||||||||
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