Exhibit 99.3
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
002824AS9 | ABBOTT LABORATORIES | 5/15/11 | 1,200,000 | 1,219,855 | 1,267,008 | |||||||||||||
002824AN0 | ABBOTT LABORATORIES | 2/17/09 | 500,000 | 499,121 | 501,339 | |||||||||||||
000780ET9 | ABN AMRO MTG CORP 2003-5 2A3 | 4/25/18 | 1,649,343 | 1,600,613 | 1,576,415 | |||||||||||||
V05973JU3 | AFRICAN DEVELOPMENT BANK SENIOR CORP BND | 2/27/14 | 20,000,000 | 15,684,089 | 17,496,820 | |||||||||||||
02660TBM4 | AHM WHOLE CMO 04-3 | 10/25/34 | 3,396,920 | 1,621,010 | 1,621,010 | |||||||||||||
021087QU8 | ALPINE UTAH SCH DIST | 3/15/11 | 4,775,000 | 4,842,113 | 4,974,500 | |||||||||||||
021087QT1 | ALPINE UTAH SCH DIST | 3/15/10 | 4,575,000 | 4,632,588 | 4,688,140 | |||||||||||||
030610AC3 | AMCAR_06-AF ABS 06-AF-A3 | 9/6/11 | 8,861,076 | 8,653,727 | 8,653,727 | |||||||||||||
02580ECN1 | AMERICAN EXPRESS BANK FSB CORP BND BKNT | 4/16/13 | 20,000,000 | 17,729,096 | 19,035,335 | |||||||||||||
02635PSV6 | AMERICAN GENERAL FINANCE CO CORP BND | 5/15/10 | 50,000 | 26,000 | 26,000 | |||||||||||||
02666QXM0 | AMERICAN HONDA FINANCE CORP 144A | 12/15/10 | 1,250,000 | 1,224,956 | 1,232,738 | |||||||||||||
035229CE1 | ANHEUSER-BUSCH COMPANIES INC | 3/15/12 | 1,600,000 | 1,576,243 | 1,627,176 | |||||||||||||
03588ENR0 | ANNE ARUNDEL CNTY MD | 3/1/13 | 2,000,000 | 2,085,169 | 2,205,980 | |||||||||||||
04057PFH6 | ARIZONA SCH FACS BRD CTFS | 9/1/19 | 1,775,000 | 1,687,322 | 1,810,092 | |||||||||||||
040580EC2 | ARIZONA SCH FACS BRD REV | 7/1/16 | 1,000,000 | 1,080,377 | 1,180,820 | |||||||||||||
040654NY7 | ARIZONA ST TRANSN BRD HWY REV | 7/1/21 | 1,500,000 | 1,417,246 | 1,564,620 | |||||||||||||
040654MP7 | ARIZONA ST TRANSN BRD HWY REV | 7/1/20 | 500,000 | 479,717 | 519,910 | |||||||||||||
040688GV9 | ARIZONA WTR INFRASTRUCTURE FIN AU | 10/1/21 | 1,000,000 | 949,489 | 1,046,930 | |||||||||||||
041826VT2 | ARLINGTON TX INDPT SCH DIST | 2/15/20 | 1,000,000 | 960,196 | 1,048,060 | |||||||||||||
044074BZ4 | ASHEVILLE NC WTR SYS REV | 8/1/19 | 2,000,000 | 1,941,527 | 2,103,720 | |||||||||||||
Y0338TDY5 | ASIAN DEVELOPMENT BANK CORP BND MTN | 12/10/14 | 10,000,000 | 7,908,458 | 8,815,370 | |||||||||||||
Y0338TGD8 | ASIAN DEVELOPMENT BANK SENIOR CORP BND MTN | 5/22/15 | 27,700,000 | 21,539,386 | 24,007,035 | |||||||||||||
78387GAP8 | AT&T INC CORP BND | 9/15/14 | 10,000,000 | 9,556,384 | 9,805,270 | |||||||||||||
78387GAN3 | AT&T INC CORP BND | 9/15/09 | 1,725,000 | 1,713,094 | 1,734,812 | |||||||||||||
78387GAH6 | AT&T INC CORP BND | 2/1/12 | 100,000 | 100,535 | 101,594 | |||||||||||||
00209AAE6 | AT&T WIRELESS SERVICES INC CORP BND | 3/1/11 | 15,112,000 | 15,928,148 | 15,751,886 | |||||||||||||
053611AC3 | AVERY DENNISON CORPORATION | 1/15/13 | 1,500,000 | 1,429,568 | 1,344,645 | |||||||||||||
054303AS1 | AVON PRODUCTS INC | 1/15/11 | 1,700,000 | 1,665,937 | 1,676,557 | |||||||||||||
002451AA0 | AXA FINANCIAL INC CORP BND | 8/1/10 | 15,874,000 | 16,259,244 | 15,750,130 | |||||||||||||
05522RAR9 | BACCT 2006-A16 A16 | 5/15/13 | 12,000,000 | 11,603,389 | 11,469,760 | |||||||||||||
05951KAX1 | BAFC 06-7 A1 | 10/25/36 | 1,149,271 | 1,039,356 | 968,585 | |||||||||||||
05947UDP0 | BAFU CMBS_01-3 A2 | 10/13/10 | 400,000 | 371,176 | 371,176 | |||||||||||||
057224AJ6 | BAKER HUGHES INC | 1/15/09 | 400,000 | 399,941 | 400,384 | |||||||||||||
058508AN2 | BALL ST UNIV IN UNIV REVS | 7/1/18 | 1,900,000 | 1,875,079 | 2,030,340 | |||||||||||||
07386HGG0 | BALTA_04-11 WHOLE CMO 04-3 | 4/25/34 | 1,485,576 | 791,069 | 791,069 | |||||||||||||
059469AA4 | BANC OF AMERICA ALT LN TR 06 7 A1 | 10/25/36 | 844,992 | 835,578 | 827,642 | |||||||||||||
060505DA9 | BANK OF AMERICA CORP CORP BND | 3/15/17 | 74,200,000 | 63,041,969 | 66,964,260 | |||||||||||||
060505DK7 | BANK OF AMERICA CORP CORP BND | 9/11/12 | 3,525,000 | 3,398,626 | 3,543,793 | |||||||||||||
06423AAG8 | BANK ONE CO CORP BND | 8/1/10 | 1,378,000 | 1,395,895 | 1,426,281 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
06422QAA7 | BANK ONE CO CORP BND MTN | 2/17/09 | 7,000,000 | 7,013,547 | 7,009,762 | |||||||||||||
699490AA6 | BANQ PARIBAS | 7/22/13 | 500,000 | 543,867 | 522,660 | |||||||||||||
06738CAF6 | BARCLAYS BANK PLC CAPSEC CORP BND 144A | 6/29/49 | 16,777,000 | 7,549,650 | 7,549,650 | |||||||||||||
071365ZL7 | BATTLE CREEK MICH | 5/1/11 | 2,025,000 | 2,094,961 | 2,155,309 | |||||||||||||
073902CE6 | BEAR STEARNS CO INC CORP BND | 10/28/10 | 50,000 | 48,010 | 49,756 | |||||||||||||
07388LAE0 | BEAR STEARNS SENIOR CMBS 06-PW13-A4 | 9/11/41 | 38,000,000 | 38,530,332 | 29,119,677 | |||||||||||||
079857AG3 | BELLSOUTH CAPITAL FUNDING CORP BND | 2/15/10 | 60,000 | 61,981 | 61,987 | |||||||||||||
084509LZ9 | BERKS CNTY PA | 5/15/10 | 2,610,000 | 2,677,035 | 2,725,101 | |||||||||||||
108151UZ2 | BRIDGEPORT CONN | 7/15/17 | 750,000 | 791,470 | 807,668 | |||||||||||||
07384MWF5 | BSARM WHOLE CMO 03-5 | 8/25/33 | 186,106 | 115,963 | 115,963 | |||||||||||||
07387AET8 | BSARM WHOLE CMO 05-10 | 10/25/35 | 16,000,000 | 7,710,488 | 7,710,488 | |||||||||||||
07387AEG6 | BSARM WHOLE CMO 05-9 | 10/25/35 | 28,247,794 | 27,791,357 | 21,618,037 | |||||||||||||
126775RR8 | CABARRUS CNTY NC | 2/1/18 | 500,000 | 499,265 | 558,665 | |||||||||||||
134429AM1 | CAMPBELL SOUP COMPANY | 2/15/11 | 1,550,000 | 1,601,028 | 1,636,955 | |||||||||||||
135087XB5 | CANADA GOVERNMENT BND | 6/1/11 | 21,040,000 | 19,546,516 | 18,986,040 | |||||||||||||
135087WR1 | CANADA GOVERNMENT BND | 6/1/09 | 8,320,000 | 6,718,024 | 6,872,876 | |||||||||||||
135087YN8 | CANADA GOVERNMENT GOVT BND | 6/1/13 | 26,000,000 | 22,773,508 | 22,690,432 | |||||||||||||
135087WX8 | CANADA GOVERNMENT GOVT BND | 6/1/10 | 18,055,000 | 15,376,564 | 15,561,008 | |||||||||||||
135087XT6 | CANADA GOVERNMENT GOVT BND | 9/1/09 | 9,300,000 | 7,249,234 | 7,710,271 | |||||||||||||
14041GCU8 | CAPITAL ONE AUTO FIN TR ABS 2006-A A3 | 11/15/10 | 3,172,456 | 3,172,444 | 3,170,552 | |||||||||||||
13974CAE8 | CARAT 2007-2 A4A | 2/18/14 | 12,000,000 | 11,492,940 | 11,101,800 | |||||||||||||
14312XAC5 | CARMAX AUTO OWNER TR 08-2 A3A | 10/15/12 | 4,000,000 | 3,990,628 | 3,783,538 | |||||||||||||
143300CN9 | CARMEL IND SCH BLDG CORP | 7/15/20 | 1,695,000 | 1,773,125 | 1,910,807 | |||||||||||||
144470AR2 | CARRIER CREEK MI DRAIN DRAIN | 6/1/22 | 1,000,000 | 916,290 | 1,020,260 | |||||||||||||
17305ECU7 | CCCIT ABS_05-A7 A7 | 10/20/10 | 500,000 | 478,620 | 478,620 | |||||||||||||
17305EDA0 | CCCIT ABS_06-A2 A2 | 2/10/09 | 500,000 | 499,200 | 499,200 | |||||||||||||
12513EAG9 | CD SENIOR CMBS 05-CD1 | 7/15/44 | 25,000,000 | 24,914,417 | 20,278,481 | |||||||||||||
152735TB2 | CENTRAL BUCKS PA SCH DIST | 5/15/10 | 3,210,000 | 3,205,784 | 3,247,236 | |||||||||||||
161571BZ6 | CHAIT 2007-A9 A9 | 6/16/14 | 8,700,000 | 7,789,323 | 7,110,597 | |||||||||||||
161571CH5 | CHAIT ABS_07-A17 A | 10/15/14 | 10,000,000 | 9,686,990 | 9,217,800 | |||||||||||||
161045CG2 | CHARLOTTE N C WTR & SWR SYS RE | 6/1/19 | 500,000 | 524,871 | 536,975 | |||||||||||||
161630AQ1 | CHASE CMO_07-A1 5A1 | 2/25/37 | 5,309,393 | 5,219,082 | 4,055,845 | |||||||||||||
161630AG3 | CHASE CMO_07-A1-2A1 | 2/25/37 | 43,232,750 | 32,562,907 | 32,562,907 | |||||||||||||
161571CG7 | CHASE ISSUANCE TRUST 07-A16 A16 | 6/16/14 | 5,000,000 | 4,530,243 | 4,144,750 | |||||||||||||
161571CW2 | CHASE ISSUANCE TRUST 2008 A9 A9 | 5/15/13 | 5,720,000 | 5,467,254 | 5,349,172 | |||||||||||||
161630AC2 | CHASE WHOLE CMO_07-A1 1A3 | 2/25/37 | 23,398,168 | 19,942,935 | 19,942,935 | |||||||||||||
161630AN8 | CHASE WHOLE CMO_07-A1 4A1 | 2/25/37 | 7,842,939 | 7,131,989 | 7,131,989 | |||||||||||||
162419AF2 | CHATTANOOGA TENN INDL DEV BRD | 10/1/11 | 2,000,000 | 2,059,718 | 2,111,320 | |||||||||||||
165573QR0 | CHESTER CNTY PA | 8/15/22 | 1,000,000 | 950,345 | 1,032,210 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
167485BM2 | CHICAGO ILL MUNI BND | 1/1/13 | 5,000,000 | 5,256,863 | 5,439,200 | |||||||||||||
167723CG8 | CHICAGO ILL TRAN AUTH CAP GRNT | 6/1/10 | 2,070,000 | 2,111,687 | 2,144,624 | |||||||||||||
172311AN2 | CINCINNATI OH WTR SYS REV | 12/1/14 | 1,750,000 | 1,835,048 | 1,906,310 | |||||||||||||
17275RAB8 | CISCO SYSTEMS INC CORP BND | 2/22/11 | 75,000 | 76,545 | 77,663 | |||||||||||||
17303CBM2 | CITIBANK CREDIT CARD MASTER TR ABS_99-2-A | 3/10/09 | 500,000 | 499,722 | 499,722 | |||||||||||||
17310MBQ2 | CITIGROUP COMM MTG TR 06 C5 AMP2 | 10/15/49 | 500,000 | 329,714 | 137,030 | |||||||||||||
172967CX7 | CITIGROUP INC | 5/18/10 | 2,200,000 | 2,059,996 | 2,048,308 | |||||||||||||
17313UAA7 | CITIGROUP INC - GTD CORP BND | 12/9/11 | 15,900,000 | 15,861,368 | 16,469,220 | |||||||||||||
172967BC4 | CITIGROUP INC CORP BND | 1/18/11 | 53,800,000 | 55,177,464 | 52,980,432 | |||||||||||||
172967BJ9 | CITIGROUP INC CORP BND | 2/21/12 | 260,000 | 237,540 | 257,335 | |||||||||||||
17310MAE0 | CITIGROUP SENIOR CMBS 06-C5 A4 | 10/15/49 | 66,000,000 | 66,246,139 | 49,498,328 | |||||||||||||
12513YAF7 | CITIGROUP/DEUTSCHE BK COMM MTG 07 | 12/11/49 | 2,250,000 | 1,570,725 | 1,570,725 | |||||||||||||
181059BM7 | CLARK CNTY NV SCH DIST | 6/15/17 | 1,500,000 | 1,495,199 | 1,606,800 | |||||||||||||
184126UY4 | CLAYTON CNTY & CLAYTON CNTY GA | 5/1/20 | 2,000,000 | 1,887,847 | 2,084,500 | |||||||||||||
189054AC3 | CLOROX COMPANY | 2/1/11 | 1,000,000 | 994,958 | 1,001,350 | |||||||||||||
189194CL5 | CLOVERDALE IN MULTI-SCH BLDG | 7/15/19 | 1,365,000 | 1,319,951 | 1,445,822 | |||||||||||||
201728EA6 | CMAC SENIOR CMBS 99-C1 | 6/15/31 | 3,238,195 | 3,248,623 | 3,215,755 | |||||||||||||
161444AB0 | CMAOT ABS_06-B A3 | 4/30/09 | 151,036 | 149,922 | 149,922 | |||||||||||||
17307GJG4 | CMLTI ABS 04-OPT1 | 10/25/34 | 2,234,561 | 1,117,280 | 1,117,280 | |||||||||||||
190828UV3 | COBB CNTY GA WTR & SEW REV | 7/1/10 | 2,000,000 | 2,061,724 | 2,100,980 | |||||||||||||
199491RW3 | COLUMBUS OH | 7/1/12 | 500,000 | 528,709 | 555,255 | |||||||||||||
199491QC8 | COLUMBUS OHIO | 7/1/11 | 2,500,000 | 2,595,340 | 2,681,000 | |||||||||||||
14041NDZ1 | COMET ABS_07-A9 A9 | 8/15/12 | 28,000,000 | 27,134,801 | 27,134,801 | |||||||||||||
20046PAB4 | COMM CMBS_00-C1 A2 | 9/4/09 | 315,489 | 309,284 | 309,284 | |||||||||||||
126175AH1 | COMM_03-LB1A SENIOR CMBS 03-LB1A 144A | 6/10/10 | 39,248,212 | 460,673 | 827,745 | |||||||||||||
20772GEY0 | CONNECTICUT ST | 12/1/11 | 4,625,000 | 4,822,430 | 5,010,263 | |||||||||||||
20772GYH5 | CONNECTICUT ST | 6/1/17 | 1,750,000 | 1,761,939 | 1,965,355 | |||||||||||||
20774UWJ0 | CONNECTICUT ST HEALTH & EDL | 7/1/10 | 1,125,000 | 1,156,558 | 1,173,589 | |||||||||||||
207758AY9 | CONNECTICUT ST SPL TAX OBLIG REV | 7/1/19 | 650,000 | 618,212 | 677,755 | |||||||||||||
20825UAB0 | CONOCO INC CORP BND | 10/15/11 | 50,000 | 51,823 | 52,312 | |||||||||||||
209111DJ9 | CONSOLIDATED EDISON CO OF NEW YORK | 9/1/10 | 1,000,000 | 1,023,020 | 1,046,950 | |||||||||||||
209111DZ3 | CONSOLIDATED EDISON CO OF NEW YORK | 7/1/12 | 550,000 | 532,201 | 553,063 | |||||||||||||
2131838D1 | COOK CNTY IL | 11/15/19 | 1,000,000 | 952,985 | 1,058,570 | |||||||||||||
12668BJF1 | COUNTRYWIDE ALT LN TR 06 OC1 2A1 | 3/25/36 | 158,882 | 157,022 | 156,051 | |||||||||||||
126671ZJ8 | COUNTRYWIDE HOME EQUITY LN TR ABS 2003-D A | 6/15/29 | 3,065,833 | 1,658,804 | 1,658,804 | |||||||||||||
12669E5B8 | COUNTRYWIDE HOME LN 2003-50 A1 | 11/25/18 | 1,737,291 | 1,663,931 | 1,724,889 | |||||||||||||
12669EYQ3 | COUNTRYWIDE HOME LOANS TR WHOLE CMO 03-37 | 8/25/33 | 161,093 | 100,931 | 100,931 | |||||||||||||
224044BP1 | COX COMMUNICATIONS INC SERIES WI | 1/15/10 | 3,439,000 | 3,324,413 | 3,324,413 | |||||||||||||
22541LAN3 | CREDIT SUISSE FIRST BOSTON CORP BND | 6/1/09 | 21,530,000 | 21,524,934 | 21,616,545 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
22541LAL7 | CREDIT SUISSE FIRST BOSTON CORP BND | 1/15/09 | 14,500,000 | 14,491,834 | 14,496,039 | |||||||||||||
22541LAQ6 | CREDIT SUISSE FIRST BOSTON CORP BND | 1/15/10 | 50,000 | 49,560 | 50,191 | |||||||||||||
126384AJ5 | CREDIT SUISSE MTG CAP 07 2 2A1 | 3/25/37 | 2,092,480 | 1,783,519 | 1,390,801 | |||||||||||||
12638PBU2 | CREDIT SUISSE MTG CAP 07 3 4A5 | 4/25/37 | 2,172,668 | 1,852,947 | 1,714,886 | |||||||||||||
126380AB0 | CREDIT SUISSE MTG CAP CERT 06-9 2 | 11/25/36 | 2,603,820 | 2,087,231 | 1,896,295 | |||||||||||||
22545BAA9 | CREDIT SUISSE MTG CAP CERT 06-C2 | 3/15/39 | 1,831,691 | 1,777,578 | 1,741,608 | |||||||||||||
22541QAM4 | CS FIRST BOSTON WHOLE CMO 03-11 | 6/25/33 | 201,974 | 2,950 | 3,867 | |||||||||||||
22541QDG4 | CSFB MTG SECS CORP 03 C3 A3 | 5/15/38 | 2,229,629 | 2,102,139 | 2,130,723 | |||||||||||||
22540VGE6 | CSFB SENIOR CMBS 01-CKN5-A4 | 9/15/34 | 46,035,494 | 46,217,538 | 42,693,340 | |||||||||||||
22541NVB2 | CSFB SENIOR CMBS 02-CP5 144A | 12/15/35 | 27,904,308 | 184,886 | 382,568 | |||||||||||||
22541NT82 | CSFB WHOLE CMO 03-8 | 4/25/33 | 199,463 | 1,476 | 5,705 | |||||||||||||
230822PL6 | CUMBERLAND VALLEY PA SCH DIST | 11/15/20 | 1,300,000 | 1,232,995 | 1,356,628 | |||||||||||||
231266DM6 | CURATORS UNIV MO SYS FACS REV | 11/1/21 | 2,000,000 | 1,840,529 | 2,078,280 | |||||||||||||
126650AV2 | CVS CAREMARK CORP CORP BND | 9/15/14 | 10,160,000 | 9,369,726 | 9,496,946 | |||||||||||||
126650BH2 | CVS CAREMARK CORP CORP BND | 6/1/17 | 5,000,000 | 4,628,276 | 4,682,408 | |||||||||||||
235308KE2 | DALLAS TX INDPT SCH DIST | 8/15/21 | 1,605,000 | 1,515,928 | 1,675,058 | |||||||||||||
233889AE4 | DCAT 2008-B A3A | 9/10/12 | 4,950,000 | 4,695,916 | 4,579,146 | |||||||||||||
249164HG2 | DENVER CO CITY & CNTY | 8/1/21 | 2,000,000 | 1,895,483 | 2,098,800 | |||||||||||||
2491817F9 | DENVER COLO CITY & CNTY ARPT | 11/15/10 | 3,000,000 | 2,992,525 | 2,981,610 | |||||||||||||
249183LD4 | DENVER COLO CITY & CNTY CTFS | 5/1/20 | 2,325,000 | 2,403,832 | 2,457,641 | |||||||||||||
249575AM3 | DEPFA ACS BANK | 6/28/11 | 2,800,000 | 2,970,734 | 2,674,028 | |||||||||||||
250119BY9 | DES MOINES IA MET WASTEWATER | 6/1/19 | 1,045,000 | 1,005,138 | 1,110,731 | |||||||||||||
251255ZJ7 | DETROIT MI WTR SUPPLY SYS | 7/1/22 | 1,000,000 | 1,039,607 | 1,059,120 | |||||||||||||
251255C94 | DETROIT MICH WTR SUPPLY SYS | 7/1/33 | 2,000,000 | 2,117,833 | 2,207,540 | |||||||||||||
D20658NG7 | DEUTSCHE BUNDESREPUBLIK GOVT BND | 1/4/10 | 12,280,000 | 16,228,008 | 17,875,660 | |||||||||||||
254760C66 | DISTRICT COLUMBIA | 6/1/10 | 5,750,000 | 5,889,616 | 5,918,475 | |||||||||||||
23322BGB8 | DLJCM CMBS 99_CG3 A1B | 7/23/09 | 355,743 | 351,762 | 351,762 | |||||||||||||
260003AD0 | DOVER CORPORATION | 2/15/11 | 1,000,000 | 1,017,974 | 1,022,220 | |||||||||||||
263534BM0 | DU PONT (EI) DE NEMOURS & COMPANY | 4/30/10 | 1,700,000 | 1,688,473 | 1,713,685 | |||||||||||||
282317HC3 | EGG HARBOR TWP NJ SCH DIST | 7/15/19 | 1,320,000 | 1,350,701 | 1,487,508 | |||||||||||||
291011AT1 | EMERSON ELECTRIC COMPANY | 5/1/13 | 1,000,000 | 965,720 | 997,220 | |||||||||||||
29268BAA9 | ENEL FINANCE INTERNATIONAL SA CORP BND 144A | 1/15/13 | 15,000,000 | 13,822,577 | 13,822,577 | |||||||||||||
29270CPB5 | ENERGY NORTHWEST WA ELEC REV | 7/1/15 | 2,000,000 | 2,028,816 | 2,209,760 | |||||||||||||
293791AN9 | ENTERPRISE PROD OPER L.P. SENIOR CORP BND | 10/15/14 | 25,528,000 | 22,459,222 | 22,459,222 | |||||||||||||
294223LN0 | EPHRATA PA AREA SCH DIST | 3/1/19 | 500,000 | 478,478 | 503,555 | |||||||||||||
30769PAA0 | FARMER MAC AGENCY BND 144A | 7/15/11 | 15,900,000 | 15,867,354 | 17,333,583 | |||||||||||||
06050BAA9 | FDIC GTD TLGP BANK OF AMERICA COR | 6/15/12 | 121,900,000 | 121,858,067 | 127,239,315 | |||||||||||||
36967HAD9 | FDIC GTD TLGP GENERAL ELEC CAP CO | 12/9/11 | 45,900,000 | 45,831,530 | 47,576,604 | |||||||||||||
481247AA2 | FDIC GTD TLGP JPMORGAN CHASE & CO | 12/1/11 | 18,900,000 | 18,888,590 | 19,713,064 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
846042AA7 | FDIC GTD TLGP SOVEREIGN BANK | 1/17/12 | 7,000,000 | 6,993,406 | 7,181,020 | |||||||||||||
31331YEJ5 | FEDERAL FARM CREDIT BANK AGENCY BND | 11/15/18 | 28,115,000 | 28,596,245 | 32,900,173 | |||||||||||||
31331YR44 | FEDERAL FARM CREDIT BANK AGENCY BND | 5/21/15 | 23,000,000 | 22,713,837 | 25,419,600 | |||||||||||||
31331SG56 | FEDERAL FARM CREDIT BANK AGENCY BND | 6/21/10 | 20,300,000 | 20,291,707 | 21,278,460 | |||||||||||||
31331SP56 | FEDERAL FARM CREDIT BANK AGENCY BND | 7/13/12 | 17,475,000 | 16,828,657 | 18,874,748 | |||||||||||||
31331SVR1 | FEDERAL FARM CREDIT BANK AGENCY BND | 4/27/10 | 15,540,000 | 15,543,727 | 16,245,516 | |||||||||||||
31331Y4P2 | FEDERAL FARM CREDIT BANK AGENCY BND | 11/6/17 | 11,435,000 | 11,460,853 | 13,149,107 | |||||||||||||
31331XU75 | FEDERAL FARM CREDIT BANK AGENCY BND | 8/13/14 | 5,000,000 | 5,019,272 | 5,651,500 | |||||||||||||
31331VPV2 | FEDERAL FARM CREDIT BANK AGENCY BND | 4/1/16 | 2,975,000 | 2,956,735 | 3,371,865 | |||||||||||||
31331S4Z3 | FEDERAL FARM CREDIT BANK AGENCY BND | 8/8/11 | 1,600,000 | 1,584,460 | 1,714,400 | |||||||||||||
31331ST29 | FEDERAL FARM CREDIT BANK AGENCY BND | 4/25/12 | 1,400,000 | 1,380,394 | 1,514,240 | |||||||||||||
31331SH97 | FEDERAL FARM CREDIT BANK AGENCY BND | 4/24/12 | 1,000,000 | 981,815 | 1,071,663 | |||||||||||||
31331SRZ8 | FEDERAL FARM CREDIT BANK AGENCY BND | 4/15/09 | 50,000 | 50,107 | 50,545 | |||||||||||||
31331SNF6 | FEDERAL FARM CREDIT BANK AGENCY BND | 1/15/09 | 50,000 | 50,008 | 50,067 | |||||||||||||
31393KLM5 | FEDERAL HOME LOAN MTG CORP 2570 C | 7/15/17 | 997,462 | 982,299 | 1,002,513 | |||||||||||||
31393MFK2 | FEDERAL HOME LOAN MTG CORP 2591 W | 2/15/30 | 1,995,300 | 1,948,326 | 2,000,989 | |||||||||||||
31403DC56 | FEDERAL NATIONAL MTG ASSOC # 7453 | 12/1/20 | 14,195,237 | 13,819,579 | 14,574,575 | |||||||||||||
3133XBT39 | FHLB AGENCY BND | 6/8/12 | 80,000,000 | 80,543,438 | 85,166,394 | |||||||||||||
3133XBMT9 | FHLB AGENCY BND | 11/14/14 | 43,345,000 | 42,810,776 | 46,855,075 | |||||||||||||
3133XD4P3 | FHLB AGENCY BND | 9/11/20 | 39,000,000 | 37,616,798 | 42,291,994 | |||||||||||||
31339YL83 | FHLB AGENCY BND | 1/21/11 | 27,000,000 | 26,653,952 | 28,350,000 | |||||||||||||
3133X85H1 | FHLB AGENCY BND | 8/10/10 | 24,600,000 | 24,433,434 | 25,928,400 | |||||||||||||
3133MATQ2 | FHLB AGENCY BND | 2/12/10 | 24,000,000 | 24,624,376 | 25,459,439 | |||||||||||||
3133XLWM1 | FHLB AGENCY BND | 9/12/14 | 15,415,000 | 15,789,110 | 17,254,934 | |||||||||||||
3133X6PG5 | FHLB AGENCY BND | 4/26/10 | 8,000,000 | 7,912,085 | 8,340,000 | |||||||||||||
3133MB2B2 | FHLB AGENCY BND | 2/13/15 | 1,800,000 | 1,976,678 | 2,278,620 | |||||||||||||
3133XCZJ5 | FHLB AGENCY BND | 8/26/13 | 1,000,000 | 985,102 | 1,090,900 | |||||||||||||
3133X3YY3 | FHLB AGENCY BND | 2/13/09 | 400,000 | 399,225 | 401,500 | |||||||||||||
3133XBB20 | FHLB AGENCY BND | 3/17/10 | 250,000 | 253,590 | 258,790 | |||||||||||||
3133XBTH8 | FHLB AGENCY BND | 6/11/10 | 23,000,000 | 22,590,170 | 23,588,338 | |||||||||||||
3137EABA6 | FHLMC AGENCY BND | 11/17/17 | 50,000,000 | 51,299,131 | 57,893,502 | |||||||||||||
3137EAAD1 | FHLMC AGENCY BND | 4/18/16 | 50,000,000 | 51,876,517 | 56,953,003 | |||||||||||||
3134A4QD9 | FHLMC AGENCY BND | 7/15/12 | 45,300,000 | 45,810,075 | 50,273,033 | |||||||||||||
3134A3M78 | FHLMC AGENCY BND | 9/15/09 | 44,000,000 | 44,429,078 | 45,808,663 | |||||||||||||
3134A35H5 | FHLMC AGENCY BND | 9/15/10 | 721,000 | 745,175 | 787,620 | |||||||||||||
3134A4UQ5 | FHLMC AGENCY BND | 4/15/09 | 250,000 | 250,009 | 252,192 | |||||||||||||
3134A4US1 | FHLMC AGENCY BND | 7/15/09 | 200,000 | 200,831 | 204,005 | |||||||||||||
3134A4UW2 | FHLMC AGENCY BND | 12/15/09 | 100,000 | 100,611 | 102,954 | |||||||||||||
3128X1ML8 | FHLMC AGENCY BND | 6/30/09 | 40,000,000 | 39,783,319 | 40,468,000 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
31393PUH5 | FHLMC AGENCY CMO 2603 | 8/15/18 | 693,809 | 3,677 | 3,677 | |||||||||||||
31396NAL0 | FHLMC AGENCY CMO 3138 X | 4/15/36 | 1,031,621 | 985,817 | 985,817 | |||||||||||||
31396TYH0 | FHLMC AGENCY CMO 3167 X | 6/15/36 | 3,886,830 | 3,434,378 | 3,709,725 | |||||||||||||
31397FYK2 | FHLMC AGENCY CMO 3291 XA | 3/15/37 | 1,540,920 | 1,256,531 | 1,439,374 | |||||||||||||
3134A4DY7 | FHLMC AGENCY NT | 3/15/11 | 30,000,000 | 30,842,089 | 32,672,399 | |||||||||||||
31393M5X5 | FHLMC CMO AGENCY CMO 2580 | 12/15/16 | 2,656,260 | 96,157 | 96,157 | |||||||||||||
3128KDC94 | FHLMC GOLD POOL # A50996 | 7/1/36 | 349,476 | 354,014 | 363,385 | |||||||||||||
3128KDYX7 | FHLMC GOLD POOL # A51626 | 8/1/36 | 210,085 | 212,811 | 218,814 | |||||||||||||
3128KEHN6 | FHLMC GOLD POOL # A52037 | 10/1/36 | 615,249 | 623,217 | 639,736 | |||||||||||||
3128KE5H2 | FHLMC GOLD POOL # A52648 | 9/1/36 | 376,862 | 381,758 | 392,520 | |||||||||||||
3128KFBL3 | FHLMC GOLD POOL # A52743 | 9/1/36 | 6,050,056 | 6,128,635 | 6,290,848 | |||||||||||||
3128KLU47 | FHLMC GOLD POOL # A57803 | 2/1/37 | 138,941 | 140,745 | 144,471 | |||||||||||||
3128KVAR6 | FHLMC GOLD POOL # A64516 | 8/1/37 | 360,939 | 365,635 | 375,269 | |||||||||||||
3128LCG75 | FHLMC GOLD POOL # A78322 | 12/1/37 | 2,609,830 | 2,643,740 | 2,713,441 | |||||||||||||
3128LCXZ4 | FHLMC GOLD POOL # A78796 | 6/1/38 | 5,352,238 | 5,421,357 | 5,564,186 | |||||||||||||
312926W87 | FHLMC GOLD POOL # A80671 | 11/1/37 | 1,813,080 | 1,836,629 | 1,885,784 | |||||||||||||
312927NN2 | FHLMC GOLD POOL # A81297 | 8/1/38 | 388,575 | 393,653 | 404,467 | |||||||||||||
312928HJ6 | FHLMC GOLD POOL # A82033 | 9/1/38 | 430,456 | 436,043 | 447,502 | |||||||||||||
312928KL7 | FHLMC GOLD POOL # A82099 | 9/1/38 | 5,569,834 | 5,642,181 | 5,790,400 | |||||||||||||
312928UV4 | FHLMC GOLD POOL # A82396 | 10/1/38 | 599,048 | 606,820 | 622,771 | |||||||||||||
3129284B7 | FHLMC GOLD POOL # A82618 | 10/1/38 | 3,505,852 | 3,551,349 | 3,644,684 | |||||||||||||
3129285C4 | FHLMC GOLD POOL # A82643 | 10/1/38 | 3,570,305 | 3,616,591 | 3,712,046 | |||||||||||||
312929BZ4 | FHLMC GOLD POOL # A82756 | 10/1/38 | 2,250,058 | 2,279,235 | 2,339,160 | |||||||||||||
312929MJ8 | FHLMC GOLD POOL # A83061 | 11/1/38 | 488,265 | 494,608 | 507,600 | |||||||||||||
312962J53 | FHLMC GOLD POOL # B10284 | 10/1/18 | 1,613,123 | 1,619,102 | 1,671,067 | |||||||||||||
312962KD4 | FHLMC GOLD POOL # B10292 | 10/1/18 | 178,090 | 178,750 | 184,487 | |||||||||||||
312962Q63 | FHLMC GOLD POOL # B10477 | 10/1/18 | 28,736 | 28,843 | 29,768 | |||||||||||||
312962UW1 | FHLMC GOLD POOL # B10597 | 11/1/18 | 2,668,137 | 2,678,074 | 2,763,977 | |||||||||||||
3129624Q3 | FHLMC GOLD POOL # B10831 | 11/1/18 | 183,821 | 184,499 | 190,424 | |||||||||||||
312963BP5 | FHLMC GOLD POOL # B10946 | 12/1/18 | 181,743 | 182,421 | 188,271 | |||||||||||||
312963G70 | FHLMC GOLD POOL # B11122 | 11/1/18 | 868,957 | 872,166 | 900,170 | |||||||||||||
312963L74 | FHLMC GOLD POOL # B11250 | 11/1/18 | 58,666 | 58,885 | 60,774 | |||||||||||||
312963VY4 | FHLMC GOLD POOL # B11531 | 12/1/18 | 330,754 | 331,993 | 342,635 | |||||||||||||
312963WH0 | FHLMC GOLD POOL # B11548 | 12/1/18 | 33,995 | 34,121 | 35,216 | |||||||||||||
312963ZG9 | FHLMC GOLD POOL # B11643 | 11/1/18 | 259,194 | 260,160 | 268,505 | |||||||||||||
312964QW2 | FHLMC GOLD POOL # B12269 | 2/1/19 | 525,099 | 527,050 | 543,961 | |||||||||||||
312964RW1 | FHLMC GOLD POOL # B12301 | 2/1/14 | 1,902,058 | 1,818,852 | 1,940,738 | |||||||||||||
312964WX3 | FHLMC GOLD POOL # B12462 | 10/1/18 | 811,582 | 814,591 | 840,735 | |||||||||||||
3129642B4 | FHLMC GOLD POOL # B12570 | 3/1/19 | 814,277 | 816,528 | 842,769 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
312965A71 | FHLMC GOLD POOL # B12730 | 3/1/14 | 3,398,615 | 3,305,439 | 3,467,730 | |||||||||||||
312965CH7 | FHLMC GOLD POOL # B12772 | 3/1/14 | 3,259,252 | 3,116,550 | 3,325,533 | |||||||||||||
312965DX1 | FHLMC GOLD POOL # B12818 | 3/1/14 | 2,795,235 | 2,672,992 | 2,852,079 | |||||||||||||
312965DY9 | FHLMC GOLD POOL # B12819 | 3/1/14 | 3,285,541 | 3,195,520 | 3,352,356 | |||||||||||||
312965FY7 | FHLMC GOLD POOL # B12883 | 3/1/14 | 2,899,046 | 2,771,950 | 2,958,001 | |||||||||||||
312965GT7 | FHLMC GOLD POOL # B12910 | 3/1/14 | 2,259,710 | 2,160,605 | 2,305,663 | |||||||||||||
312965GU4 | FHLMC GOLD POOL # B12911 | 3/1/14 | 2,496,841 | 2,387,441 | 2,547,616 | |||||||||||||
312965MP8 | FHLMC GOLD POOL # B13066 | 3/1/14 | 11,054,279 | 10,752,157 | 11,279,078 | |||||||||||||
312965QA7 | FHLMC GOLD POOL # B13149 | 11/1/18 | 412,752 | 414,272 | 427,578 | |||||||||||||
312965WC6 | FHLMC GOLD POOL # B13343 | 4/1/14 | 1,453,604 | 1,389,503 | 1,483,165 | |||||||||||||
312965WD4 | FHLMC GOLD POOL # B13344 | 4/1/14 | 1,967,914 | 1,881,486 | 2,007,933 | |||||||||||||
312965WU6 | FHLMC GOLD POOL # B13359 | 4/1/14 | 1,701,949 | 1,627,385 | 1,736,560 | |||||||||||||
312965WV4 | FHLMC GOLD POOL # B13360 | 4/1/14 | 2,721,678 | 2,602,190 | 2,777,026 | |||||||||||||
312966WU4 | FHLMC GOLD POOL # B14259 | 5/1/19 | 1,838,003 | 1,843,038 | 1,902,316 | |||||||||||||
312967MC3 | FHLMC GOLD POOL # B14855 | 6/1/14 | 2,789,256 | 2,720,106 | 2,868,298 | |||||||||||||
312967MH2 | FHLMC GOLD POOL # B14860 | 5/1/14 | 5,095,331 | 4,789,348 | 5,198,950 | |||||||||||||
312968QL7 | FHLMC GOLD POOL # B15859 | 12/1/18 | 3,976,219 | 3,992,064 | 4,123,566 | |||||||||||||
312969VY1 | FHLMC GOLD POOL # B16931 | 10/1/14 | 10,734,356 | 10,549,624 | 11,038,544 | |||||||||||||
3129696M5 | FHLMC GOLD POOL # B17176 | 11/1/14 | 5,898,802 | 5,538,028 | 6,018,760 | |||||||||||||
3129714D3 | FHLMC GOLD POOL # B18920 | 3/1/15 | 7,691,907 | 7,199,946 | 7,791,518 | |||||||||||||
31335H2K8 | FHLMC GOLD POOL # C90778 | 11/1/23 | 3,538,682 | 3,380,649 | 3,615,825 | |||||||||||||
3128E27C4 | FHLMC GOLD POOL # D96291 | 9/1/23 | 2,098,456 | 2,004,604 | 2,144,203 | |||||||||||||
31294KN43 | FHLMC GOLD POOL # E01311 | 2/1/18 | 2,371,713 | 2,380,351 | 2,456,905 | |||||||||||||
31294KP25 | FHLMC GOLD POOL # E01341 | 3/1/18 | 3,409,063 | 3,421,502 | 3,531,516 | |||||||||||||
31294KUR4 | FHLMC GOLD POOL # E01492 | 10/1/18 | 1,563,807 | 1,569,603 | 1,619,979 | |||||||||||||
31294KUT0 | FHLMC GOLD POOL # E01494 | 9/1/18 | 13,387,544 | 13,437,079 | 13,868,425 | |||||||||||||
3128GYT46 | FHLMC GOLD POOL # E94171 | 2/1/18 | 176,838 | 177,477 | 183,190 | |||||||||||||
3128GYVB7 | FHLMC GOLD POOL # E94210 | 2/1/18 | 171,319 | 171,989 | 177,668 | |||||||||||||
3128GYVC5 | FHLMC GOLD POOL # E94211 | 2/1/18 | 83,809 | 84,114 | 86,819 | |||||||||||||
3128GYXN9 | FHLMC GOLD POOL # E94285 | 2/1/18 | 169,143 | 169,758 | 175,219 | |||||||||||||
3128H2GB3 | FHLMC GOLD POOL # E94694 | 2/1/18 | 39,405 | 39,547 | 40,821 | |||||||||||||
3128H2PG2 | FHLMC GOLD POOL # E94923 | 3/1/18 | 722,888 | 725,527 | 748,854 | |||||||||||||
3128H2UK7 | FHLMC GOLD POOL # E95086 | 3/1/18 | 68,758 | 69,008 | 71,228 | |||||||||||||
3128H2WU3 | FHLMC GOLD POOL # E95159 | 3/1/18 | 235,830 | 236,687 | 244,301 | |||||||||||||
3128H26M0 | FHLMC GOLD POOL # E95376 | 3/1/18 | 1,671,345 | 1,677,868 | 1,733,280 | |||||||||||||
3128H26W8 | FHLMC GOLD POOL # E95385 | 2/1/18 | 748,110 | 751,043 | 775,833 | |||||||||||||
3128H3GB1 | FHLMC GOLD POOL # E95594 | 4/1/18 | 443,532 | 445,163 | 459,463 | |||||||||||||
3128H3QL8 | FHLMC GOLD POOL # E95859 | 4/1/18 | 168,133 | 168,747 | 174,172 | |||||||||||||
3128H4DB2 | FHLMC GOLD POOL # E96398 | 5/1/18 | 76,151 | 76,429 | 78,886 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
3128H5VJ2 | FHLMC GOLD POOL # E97817 | 7/1/18 | 46,442 | 46,612 | 48,111 | |||||||||||||
3128H6SY1 | FHLMC GOLD POOL # E98635 | 8/1/18 | 2,103,806 | 2,111,487 | 2,179,374 | |||||||||||||
3128H6WU4 | FHLMC GOLD POOL # E98759 | 8/1/18 | 397,677 | 399,134 | 411,962 | |||||||||||||
3128H6ZC1 | FHLMC GOLD POOL # E98839 | 7/1/18 | 163,969 | 164,611 | 170,045 | |||||||||||||
3128H7PN6 | FHLMC GOLD POOL # E99429 | 9/1/13 | 4,228,046 | 4,118,809 | 4,314,065 | |||||||||||||
3128H7QL9 | FHLMC GOLD POOL # E99459 | 9/1/18 | 1,261,401 | 1,266,033 | 1,306,711 | |||||||||||||
3128H7R95 | FHLMC GOLD POOL # E99512 | 9/1/18 | 1,137,737 | 1,141,935 | 1,178,605 | |||||||||||||
3128H7YH9 | FHLMC GOLD POOL # E99712 | 10/1/18 | 180,944 | 181,623 | 187,443 | |||||||||||||
3128H77K2 | FHLMC GOLD POOL # E99898 | 10/1/18 | 459,994 | 461,720 | 476,517 | |||||||||||||
3128M5LF5 | FHLMC GOLD POOL # G03626 | 12/1/37 | 194,069 | 196,588 | 201,773 | |||||||||||||
3128M6UD8 | FHLMC GOLD POOL # G04780 | 1/1/38 | 588,709 | 596,362 | 612,081 | |||||||||||||
31283KJU3 | FHLMC GOLD POOL # G11175 | 12/1/14 | 1,451,919 | 1,466,431 | 1,514,851 | |||||||||||||
31283KT40 | FHLMC GOLD POOL # G11471 | 11/1/13 | 4,432,626 | 4,316,821 | 4,522,807 | �� | ||||||||||||
31283K2C1 | FHLMC GOLD POOL # G11671 | 11/1/14 | 11,470,289 | 11,271,801 | 11,795,333 | |||||||||||||
31283K4C9 | FHLMC GOLD POOL # G11719 | 6/1/20 | 17,255,270 | 17,036,981 | 17,817,726 | |||||||||||||
31283K6U7 | FHLMC GOLD POOL # G11783 | 8/1/15 | 4,365,284 | 4,248,955 | 4,483,614 | |||||||||||||
3128M1T41 | FHLMC GOLD POOL # G12471 | 12/1/18 | 14,338,426 | 14,117,153 | 14,770,889 | |||||||||||||
3128JLDM8 | FHLMC POOL # 1B1107 | 9/1/33 | 4,953,256 | 4,871,312 | 4,980,911 | |||||||||||||
3128JLEY1 | FHLMC POOL # 1B1150 | 9/1/33 | 9,221,665 | 9,069,746 | 9,274,045 | |||||||||||||
3128JLHB8 | FHLMC POOL # 1B1225 | 9/1/33 | 1,127,409 | 1,109,675 | 1,130,123 | |||||||||||||
3128JMW45 | FHLMC POOL # 1B2566 | 11/1/34 | 1,810,666 | 1,794,739 | 1,822,868 | |||||||||||||
3128JMY68 | FHLMC POOL # 1B2632 | 11/1/34 | 2,223,316 | 2,203,591 | 2,241,080 | |||||||||||||
3128JMZG5 | FHLMC POOL # 1B2642 | 11/1/34 | 3,016,295 | 2,989,950 | 3,052,471 | |||||||||||||
3128JM6N2 | FHLMC POOL # 1B2776 | 2/1/35 | 4,376,109 | 4,324,863 | 4,409,958 | |||||||||||||
3128JM7E1 | FHLMC POOL # 1B2792 | 2/1/35 | 2,996,121 | 2,961,152 | 3,019,716 | |||||||||||||
3128JNAL9 | FHLMC POOL # 1B2810 | 2/1/35 | 3,747,075 | 3,703,131 | 3,788,360 | |||||||||||||
3128NCBF0 | FHLMC POOL # 1G0038 | 1/1/35 | 3,731,449 | 3,694,401 | 3,744,842 | |||||||||||||
3128NCBH6 | FHLMC POOL # 1G0040 | 1/1/35 | 1,105,944 | 1,085,731 | 1,099,584 | |||||||||||||
3128NCBW3 | FHLMC POOL # 1G0053 | 2/1/35 | 4,433,387 | 4,382,446 | 4,454,790 | |||||||||||||
3128NCDH4 | FHLMC POOL # 1G0104 | 2/1/35 | 1,854,289 | 1,835,426 | 1,860,618 | |||||||||||||
3128QLPD7 | FHLMC POOL # 1H2520 | 6/1/35 | 39,198,487 | 38,791,361 | 38,791,361 | |||||||||||||
3128QLP54 | FHLMC POOL # 1H2544 | 11/1/35 | 23,682,095 | 23,226,157 | 23,816,372 | |||||||||||||
3128S4E52 | FHLMC POOL # 1Q0156 | 10/1/35 | 12,599,393 | 12,477,125 | 12,695,778 | |||||||||||||
31342A6F1 | FHLMC POOL # 780870 | 9/1/33 | 7,532,005 | 7,413,296 | 7,472,454 | |||||||||||||
31349UCW6 | FHLMC POOL # 782785 | 10/1/34 | 3,120,388 | 3,092,283 | 3,067,886 | |||||||||||||
31349UEJ3 | FHLMC POOL # 782837 | 11/1/34 | 6,066,046 | 5,990,347 | 5,992,364 | |||||||||||||
31349UJM1 | FHLMC POOL # 782968 | 1/1/35 | 3,796,699 | 3,745,169 | 3,748,834 | |||||||||||||
31349ULB2 | FHLMC POOL # 783022 | 2/1/35 | 6,905,873 | 6,838,632 | 6,926,038 | |||||||||||||
31349ULF3 | FHLMC POOL # 783026 | 2/1/35 | 3,747,380 | 3,703,341 | 3,709,295 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
31349UMF2 | FHLMC POOL # 783058 | 3/1/35 | 12,954,037 | 12,821,912 | 12,848,712 | |||||||||||||
3128JRKQ8 | FHLMC POOL # 847503 | 12/1/35 | 883,436 | 863,052 | 889,528 | |||||||||||||
3128JRP26 | FHLMC POOL # 847641 | 12/1/33 | 3,001,346 | 2,977,432 | 3,005,909 | |||||||||||||
31297NKT2 | FHLMC POOL A33006 | 8/1/35 | 2,581,349 | 2,384,071 | 2,618,469 | |||||||||||||
3128K8FT8 | FHLMC POOL A47378 | 10/1/35 | 2,730,888 | 2,522,051 | 2,770,158 | |||||||||||||
31292HYA6 | FHLMC POOL C01605 | 7/1/33 | 6,516,258 | 6,033,083 | 6,618,041 | |||||||||||||
3128MMAC7 | FHLMC POOL G18002 | 7/1/19 | 1,445,746 | 1,421,344 | 1,488,670 | |||||||||||||
31393VPH8 | FHLMC_2627 CMO 2628-OD | 7/15/17 | 31,560,900 | 30,851,726 | 32,321,518 | |||||||||||||
31396AFE9 | FHLMC_3035 AGENCY CMO 3028 | 12/15/26 | 12,873,247 | 12,874,755 | 13,049,610 | |||||||||||||
31396A7E8 | FHLMC_3035 CMO AGENCY 3038 XA | 9/15/35 | 1,124,153 | 989,306 | 1,020,281 | |||||||||||||
31397F7E6 | FHLMC_3271 AGENCY CMO 3274 SX | 7/15/36 | 443,308 | 483,674 | 435,240 | |||||||||||||
31397FES7 | FHLMC_3271 AGENCY CMO 3275 UF | 2/15/37 | 739,159 | 664,782 | 770,574 | |||||||||||||
31393LJD6 | FHR 2564 GC | 8/15/30 | 1,578,555 | 1,567,625 | 1,587,115 | |||||||||||||
31393QVD1 | FHR 2618 NE | 6/15/13 | 747,389 | 743,656 | 753,116 | |||||||||||||
33736XAB5 | FIRST UNION NAT BANK CMBS_00-C1 A2 | 8/18/09 | 474,361 | 466,150 | 466,150 | |||||||||||||
33736XAX7 | FIRST UNION NAT BANK CMBS_00-C2 A2 | 11/22/09 | 478,807 | 465,007 | 465,007 | |||||||||||||
31359MFS7 | FNMA AGENCY BND | 6/15/10 | 50,000,000 | 51,285,115 | 54,147,499 | |||||||||||||
31359MEY5 | FNMA AGENCY BND | 9/15/09 | 20,500,000 | 20,699,911 | 21,342,672 | |||||||||||||
3136F3TQ9 | FNMA AGENCY BND | 5/27/10 | 11,000,000 | 10,822,504 | 11,375,771 | |||||||||||||
31359MUQ4 | FNMA AGENCY BND | 3/16/09 | 10,350,000 | 10,314,006 | 10,412,057 | |||||||||||||
31359MJH7 | FNMA AGENCY BND | 5/15/11 | 8,000,000 | 8,117,798 | 8,824,960 | |||||||||||||
31359MD67 | FNMA AGENCY BND | 6/8/09 | 2,050,000 | 2,044,319 | 2,083,688 | |||||||||||||
31359MFG3 | FNMA AGENCY BND | 1/15/10 | 1,450,000 | 1,485,346 | 1,540,814 | |||||||||||||
31359MHK2 | FNMA AGENCY BND | 3/15/11 | 500,000 | 507,182 | 543,195 | |||||||||||||
31359MEK5 | FNMA AGENCY BND | 1/15/09 | 510,000 | 510,369 | 510,960 | |||||||||||||
31371KBQ3 | FNMA POOL # 253947 | 8/1/31 | 21,919 | 22,731 | 22,933 | |||||||||||||
31371K5U1 | FNMA POOL # 254759 | 6/1/18 | 279,791 | 272,314 | 288,235 | |||||||||||||
31371LAB5 | FNMA POOL # 254802 | 7/1/18 | 35,100 | 34,162 | 36,159 | |||||||||||||
31371LJV2 | FNMA POOL # 255076 | 1/1/19 | 129,230 | 125,758 | 133,131 | |||||||||||||
31371LJX8 | FNMA POOL # 255078 | 2/1/19 | 16,434 | 15,991 | 16,930 | |||||||||||||
31371LMZ9 | FNMA POOL # 255176 | 4/1/19 | 43,606 | 42,388 | 44,843 | |||||||||||||
31371LPL7 | FNMA POOL # 255227 | 5/1/19 | 1,083,816 | 1,063,853 | 1,114,555 | |||||||||||||
31371LQ28 | FNMA POOL # 255273 | 6/1/19 | 200,556 | 194,946 | 206,245 | |||||||||||||
31371LSF7 | FNMA POOL # 255318 | 8/1/19 | 108,930 | 105,879 | 112,020 | |||||||||||||
31371LU64 | FNMA POOL # 255405 | 9/1/19 | 116,799 | 113,518 | 120,112 | |||||||||||||
31371LXD6 | FNMA POOL # 255476 | 10/1/19 | 54,270 | 52,744 | 55,809 | |||||||||||||
31371LXX2 | FNMA POOL # 255494 | 11/1/19 | 144,982 | 140,905 | 149,094 | |||||||||||||
31371LZJ1 | FNMA POOL # 255545 | 1/1/15 | 5,653,625 | 5,444,034 | 5,787,615 | |||||||||||||
31371LZK8 | FNMA POOL # 255546 | 12/1/19 | 1,066,017 | 1,036,004 | 1,096,251 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
31371LZL6 | FNMA POOL # 255547 | 1/1/20 | 1,228,459 | 1,193,859 | 1,263,301 | |||||||||||||
31371MFY8 | FNMA POOL # 255883 | 8/1/35 | 15,138,394 | 14,818,879 | 15,152,321 | |||||||||||||
31371NTS4 | FNMA POOL # 257161 | 4/1/38 | 6,872,740 | 6,776,200 | 7,064,020 | |||||||||||||
31371NYM1 | FNMA POOL # 257316 | 7/1/23 | 678,401 | 656,741 | 695,625 | |||||||||||||
31371QU71 | FNMA POOL # 259006 | 3/1/30 | 69,819 | 72,369 | 73,196 | |||||||||||||
31375BUQ8 | FNMA POOL # 330091 | 2/1/23 | 158,469 | 164,395 | 166,113 | |||||||||||||
31375KSE8 | FNMA POOL # 337217 | 12/1/24 | 58,033 | 60,609 | 61,224 | |||||||||||||
31376CTB0 | FNMA POOL # 351646 | 12/1/24 | 12,826 | 13,315 | 13,445 | |||||||||||||
31376KAM8 | FNMA POOL # 357412 | 7/1/18 | 266,918 | 259,791 | 274,974 | |||||||||||||
31376KEA0 | FNMA POOL # 357529 | 3/1/19 | 47,422 | 46,131 | 48,767 | |||||||||||||
31376KEJ1 | FNMA POOL # 357537 | 3/1/19 | 183,350 | 178,233 | 188,550 | |||||||||||||
31376KHV1 | FNMA POOL # 357644 | 11/1/19 | 129,886 | 126,238 | 133,570 | |||||||||||||
31376KJR8 | FNMA POOL # 357672 | 12/1/19 | 78,391 | 76,184 | 80,614 | |||||||||||||
31376KKG0 | FNMA POOL # 357695 | 1/1/20 | 1,114 | 1,082 | 1,145 | |||||||||||||
31376KKK1 | FNMA POOL # 357698 | 1/1/15 | 2,913,003 | 2,854,930 | 2,999,519 | |||||||||||||
31377XSA6 | FNMA POOL # 390313 | 6/1/27 | 121,235 | 125,948 | 127,145 | |||||||||||||
31379T6G4 | FNMA POOL # 429371 | 2/1/14 | 66,894 | 66,393 | 68,550 | |||||||||||||
31384VP63 | FNMA POOL # 535145 | 2/1/30 | 941,781 | 976,389 | 985,338 | |||||||||||||
31384VP97 | FNMA POOL # 535148 | 2/1/30 | 222,948 | 231,157 | 233,259 | |||||||||||||
31384VUE0 | FNMA POOL # 535281 | 4/1/30 | 1,222,561 | 1,267,616 | 1,279,104 | |||||||||||||
31384WLB4 | FNMA POOL # 535922 | 3/1/31 | 68,031 | 70,529 | 71,321 | |||||||||||||
31384WVT4 | FNMA POOL # 536226 | 5/1/30 | 42,211 | 43,759 | 44,252 | |||||||||||||
31384Y2A3 | FNMA POOL # 538169 | 4/1/30 | 68,868 | 71,409 | 72,199 | |||||||||||||
31385FVZ6 | FNMA POOL # 543432 | 6/1/30 | 143,057 | 148,303 | 149,975 | |||||||||||||
31385GZH0 | FNMA POOL # 544444 | 9/1/30 | 1,582 | 1,640 | 1,658 | |||||||||||||
31385QRZ7 | FNMA POOL # 549604 | 8/1/30 | 5,704 | 5,914 | 5,980 | |||||||||||||
31385RB58 | FNMA POOL # 550060 | 4/1/30 | 1,741,221 | 1,831,975 | 1,893,578 | |||||||||||||
31385VYT2 | FNMA POOL # 554322 | 9/1/30 | 72,842 | 75,511 | 76,364 | |||||||||||||
31385W6Z7 | FNMA POOL # 555388 | 3/1/18 | 1,808,464 | 1,780,221 | 1,875,548 | |||||||||||||
31385XEW3 | FNMA POOL # 555549 | 6/1/18 | 690,522 | 685,134 | 714,292 | |||||||||||||
31385XK48 | FNMA POOL # 555715 | 7/1/33 | 2,204,686 | 2,183,308 | 2,191,939 | |||||||||||||
31385XL21 | FNMA POOL # 555745 | 9/1/18 | 683,285 | 665,001 | 703,906 | |||||||||||||
31386XQU3 | FNMA POOL # 576567 | 2/1/31 | 2,549,580 | 2,642,372 | 2,672,874 | |||||||||||||
31387EBE6 | FNMA POOL # 581537 | 6/1/31 | 80,580 | 83,553 | 84,307 | |||||||||||||
31388DTM0 | FNMA POOL # 601856 | 1/1/31 | 34,742 | 36,110 | 36,436 | |||||||||||||
31388HTX7 | FNMA POOL # 605466 | 8/1/31 | 31,082 | 32,234 | 32,519 | |||||||||||||
31388UJF8 | FNMA POOL # 615062 | 1/1/17 | 2,572,112 | 2,532,568 | 2,667,523 | |||||||||||||
31388XVV3 | FNMA POOL # 618128 | 8/1/33 | 8,989,216 | 8,787,203 | 8,787,203 | |||||||||||||
31389EU78 | FNMA POOL # 623506 | 12/1/11 | 794,858 | 798,450 | 824,666 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
31389EVA0 | FNMA POOL # 623509 | 12/1/16 | 3,828,272 | 3,858,165 | 3,974,512 | |||||||||||||
31389EVB8 | FNMA POOL # 623510 | 12/1/16 | 3,708,363 | 3,737,464 | 3,850,023 | |||||||||||||
31389FPM8 | FNMA POOL # 624228 | 1/1/17 | 1,661,112 | 1,635,606 | 1,722,730 | |||||||||||||
31389FQ62 | FNMA POOL # 624277 | 1/1/17 | 1,198,076 | 1,179,751 | 1,242,518 | |||||||||||||
31389XHM8 | FNMA POOL # 638436 | 3/1/12 | 584,626 | 592,897 | 609,155 | |||||||||||||
31390WML3 | FNMA POOL # 658363 | 5/1/18 | 19,521 | 19,001 | 20,110 | |||||||||||||
31391AKC2 | FNMA POOL # 660991 | 7/1/32 | 9,787 | 10,150 | 10,239 | |||||||||||||
31391PTM8 | FNMA POOL # 672956 | 12/1/17 | 28,092,072 | 28,109,444 | 29,057,912 | |||||||||||||
31391PUF1 | FNMA POOL # 672982 | 12/1/17 | 756,655 | 750,761 | 783,441 | |||||||||||||
31391W3Y5 | FNMA POOL # 679515 | 2/1/18 | 50,789 | 49,427 | 52,381 | |||||||||||||
31391YNL7 | FNMA POOL # 680895 | 1/1/18 | 40,185 | 39,139 | 41,444 | |||||||||||||
31400EGH7 | FNMA POOL # 685200 | 3/1/18 | 614,486 | 609,698 | 635,638 | |||||||||||||
31400JL98 | FNMA POOL # 688952 | 4/1/33 | 9,949,015 | 9,842,109 | 9,951,652 | |||||||||||||
31400JRE1 | FNMA POOL # 689085 | 6/1/18 | 233,991 | 227,754 | 241,052 | |||||||||||||
31400KM52 | FNMA POOL # 689880 | 10/1/18 | 963,823 | 949,896 | 992,910 | |||||||||||||
31400QJ87 | FNMA POOL # 694287 | 3/1/33 | 256,986 | 254,406 | 258,954 | |||||||||||||
31400Q7M9 | FNMA POOL # 694900 | 4/1/18 | 191,501 | 186,390 | 197,280 | |||||||||||||
31400SA33 | FNMA POOL # 695826 | 4/1/18 | 571,936 | 567,466 | 591,624 | |||||||||||||
31400SB81 | FNMA POOL # 695863 | 5/1/18 | 227,881 | 221,761 | 234,759 | |||||||||||||
31400SCG2 | FNMA POOL # 695871 | 4/1/18 | 125,824 | 122,466 | 129,621 | |||||||||||||
31400SDG1 | FNMA POOL # 695903 | 5/1/18 | 2,547 | 2,480 | 2,624 | |||||||||||||
31400TMR5 | FNMA POOL # 697068 | 5/1/18 | 22,560 | 21,957 | 23,240 | |||||||||||||
31400UMA9 | FNMA POOL # 697953 | 1/1/19 | 52,360 | 50,952 | 53,845 | |||||||||||||
31400YPL4 | FNMA POOL # 701627 | 3/1/18 | 207,584 | 202,051 | 213,848 | |||||||||||||
31401A3C9 | FNMA POOL # 702895 | 4/1/18 | 716,824 | 711,231 | 739,977 | |||||||||||||
31401BYS8 | FNMA POOL # 703721 | 3/1/18 | 11,609 | 11,300 | 11,959 | |||||||||||||
31401HTQ5 | FNMA POOL # 708959 | 6/1/18 | 14,532 | 14,143 | 14,970 | |||||||||||||
31401JSE9 | FNMA POOL # 709817 | 5/1/18 | 239,864 | 233,478 | 247,102 | |||||||||||||
31401L7J6 | FNMA POOL # 711997 | 9/1/18 | 19,201 | 18,688 | 19,780 | |||||||||||||
31401MB26 | FNMA POOL # 712057 | 7/1/18 | 14,999 | 14,599 | 15,452 | |||||||||||||
31401MV99 | FNMA POOL # 712640 | 6/1/18 | 12,296 | 11,967 | 12,667 | |||||||||||||
31401PA61 | FNMA POOL # 713829 | 10/1/18 | 25,385 | 24,705 | 26,151 | |||||||||||||
31401PA79 | FNMA POOL # 713830 | 10/1/18 | 34,105 | 33,190 | 35,134 | |||||||||||||
31401WGQ6 | FNMA POOL # 720307 | 6/1/18 | 226,412 | 220,374 | 233,245 | |||||||||||||
31401WJX8 | FNMA POOL # 720378 | 6/1/18 | 69,741 | 67,883 | 71,846 | |||||||||||||
31401WKE8 | FNMA POOL # 720393 | 7/1/18 | 85,659 | 83,372 | 88,244 | |||||||||||||
31401WVK2 | FNMA POOL # 720718 | 6/1/18 | 276,963 | 269,576 | 285,321 | |||||||||||||
31402BGR9 | FNMA POOL # 723908 | 6/1/18 | 69,439 | 67,585 | 71,535 | |||||||||||||
31402CTZ5 | FNMA POOL # 725168 | 2/1/19 | 23,913 | 23,269 | 24,635 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
31402DAG5 | FNMA POOL # 725507 | 12/1/18 | 30,844 | 30,008 | 31,775 | |||||||||||||
31402DBP4 | FNMA POOL # 725546 | 6/1/19 | 932,255 | 906,190 | 958,695 | |||||||||||||
31402DGQ7 | FNMA POOL # 725707 | 8/1/19 | 2,382,995 | 2,364,299 | 2,460,701 | |||||||||||||
31402DQN3 | FNMA POOL # 725961 | 10/1/19 | 1,400,421 | 1,372,531 | 1,440,140 | |||||||||||||
31402GTB9 | FNMA POOL # 728746 | 7/1/18 | 179,952 | 175,140 | 185,383 | |||||||||||||
31402GXY4 | FNMA POOL # 728895 | 6/1/18 | 10,834 | 10,544 | 11,161 | |||||||||||||
31402J3S4 | FNMA POOL # 730809 | 8/1/18 | 10,225 | 9,952 | 10,534 | |||||||||||||
31402KAJ3 | FNMA POOL # 730909 | 8/1/18 | 18,800 | 18,298 | 19,367 | |||||||||||||
31402KAK0 | FNMA POOL # 730910 | 8/1/18 | 8,756 | 8,522 | 9,021 | |||||||||||||
31402LP55 | FNMA POOL # 732244 | 8/1/18 | 13,525 | 13,164 | 13,933 | |||||||||||||
31402QUU3 | FNMA POOL # 735095 | 12/1/19 | 99,717 | 96,986 | 102,545 | |||||||||||||
31402QXK2 | FNMA POOL # 735182 | 2/1/31 | 1,085,206 | 1,131,667 | 1,169,309 | |||||||||||||
31402Q4B4 | FNMA POOL # 735318 | 11/1/19 | 348,554 | 338,765 | 358,440 | |||||||||||||
31402RAD1 | FNMA POOL # 735404 | 4/1/20 | 167,860 | 163,124 | 172,621 | |||||||||||||
31402RC64 | FNMA POOL # 735493 | 4/1/20 | 150,488 | 146,246 | 154,756 | |||||||||||||
31402RF87 | FNMA POOL # 735591 | 6/1/35 | 51,553,772 | 50,431,470 | 52,809,271 | |||||||||||||
31402RHX0 | FNMA POOL # 735646 | 7/1/20 | 555,122 | 539,424 | 570,866 | |||||||||||||
31402RJB6 | FNMA POOL # 735658 | 7/1/20 | 243,654 | 236,763 | 250,564 | |||||||||||||
31402RP29 | FNMA POOL # 735841 | 11/1/19 | 10,576 | 10,280 | 10,876 | |||||||||||||
31402RSS9 | FNMA POOL # 735929 | 8/1/32 | 1,678,644 | 1,741,022 | 1,762,576 | |||||||||||||
31402SYK7 | FNMA POOL # 737014 | 8/1/18 | 12,035 | 11,713 | 12,398 | |||||||||||||
31402UE65 | FNMA POOL # 738257 | 10/1/18 | 167,155 | 162,657 | 172,199 | |||||||||||||
31402UT69 | FNMA POOL # 738673 | 10/1/18 | 181,481 | 176,621 | 186,958 | |||||||||||||
31402VFG0 | FNMA POOL # 739167 | 9/1/18 | 14,245 | 13,863 | 14,675 | |||||||||||||
31402VYN4 | FNMA POOL # 739717 | 11/1/18 | 928,214 | 914,791 | 956,227 | |||||||||||||
31402YK86 | FNMA POOL # 742019 | 12/1/18 | 99,238 | 96,573 | 102,233 | |||||||||||||
31402YND2 | FNMA POOL # 742088 | 4/1/19 | 174,886 | 170,005 | 179,846 | |||||||||||||
31402YNE0 | FNMA POOL # 742089 | 4/1/19 | 1,127,236 | 1,095,775 | 1,159,207 | |||||||||||||
31402YSV7 | FNMA POOL # 742232 | 9/1/33 | 209,743 | 206,470 | 211,504 | |||||||||||||
31403BLC5 | FNMA POOL # 743823 | 11/1/18 | 376,494 | 366,409 | 387,856 | |||||||||||||
31403CNR8 | FNMA POOL # 744800 | 11/1/18 | 695,860 | 677,178 | 716,860 | |||||||||||||
31403CWU1 | FNMA POOL # 745059 | 9/1/35 | 18,607,910 | 18,477,398 | 18,528,655 | |||||||||||||
31403C2L4 | FNMA POOL # 745179 | 4/1/19 | 2,520,986 | 2,501,229 | 2,607,766 | |||||||||||||
31403C3B5 | FNMA POOL # 745194 | 5/1/19 | 10,125,890 | 9,965,497 | 10,501,504 | |||||||||||||
31403C3T6 | FNMA POOL # 745210 | 1/1/19 | 19,597,926 | 19,288,212 | 20,324,900 | |||||||||||||
31403DCC1 | FNMA POOL # 745367 | 12/1/18 | 9,278,906 | 9,132,548 | 9,623,101 | |||||||||||||
31403DCE7 | FNMA POOL # 745369 | 12/1/19 | 1,428,603 | 1,417,376 | 1,475,187 | |||||||||||||
31403DCZ0 | FNMA POOL # 745388 | 11/1/18 | 4,854,269 | 4,816,317 | 5,021,368 | |||||||||||||
31403DT82 | FNMA POOL # 745875 | 9/1/36 | 1,796,459 | 1,843,729 | 1,870,121 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
31403DVZ9 | FNMA POOL # 745932 | 11/1/36 | 9,362,866 | 9,609,263 | 9,746,785 | |||||||||||||
31403FXM1 | FNMA POOL # 747784 | 10/1/18 | 44,300 | 43,116 | 45,637 | |||||||||||||
31403FY24 | FNMA POOL # 747829 | 11/1/18 | 534,623 | 520,321 | 550,758 | |||||||||||||
31403FZZ0 | FNMA POOL # 747860 | 6/1/19 | 42,135 | 40,958 | 43,330 | |||||||||||||
31403HYU8 | FNMA POOL # 749623 | 11/1/18 | 475,099 | 462,133 | 489,438 | |||||||||||||
31403JGV2 | FNMA POOL # 750012 | 11/1/18 | 17,609 | 17,136 | 18,140 | |||||||||||||
31403KDB6 | FNMA POOL # 750798 | 12/1/33 | 285,159 | 280,828 | 287,071 | |||||||||||||
31403LV73 | FNMA POOL # 752238 | 11/1/18 | 33,726 | 32,822 | 34,744 | |||||||||||||
31403MZ28 | FNMA POOL # 753261 | 11/1/18 | 185,250 | 180,271 | 190,840 | |||||||||||||
31403NYJ0 | FNMA POOL # 754113 | 12/1/33 | 44,580 | 46,240 | 46,641 | |||||||||||||
31403SBL9 | FNMA POOL # 756143 | 7/1/30 | 349,872 | 363,584 | 366,928 | |||||||||||||
31403SSR8 | FNMA POOL # 756628 | 6/1/19 | 1,544,684 | 1,516,239 | 1,588,495 | |||||||||||||
31403T2J2 | FNMA POOL # 757777 | 11/1/19 | 313,132 | 304,353 | 322,013 | |||||||||||||
31403VBR9 | FNMA POOL # 758848 | 1/1/19 | 733,782 | 728,040 | 759,041 | |||||||||||||
31403XS55 | FNMA POOL # 761140 | 12/1/18 | 225,811 | 219,756 | 232,626 | |||||||||||||
31403XTS4 | FNMA POOL # 761161 | 4/1/19 | 165,893 | 161,624 | 170,598 | |||||||||||||
31403X3F0 | FNMA POOL # 761398 | 5/1/19 | 23,451 | 22,795 | 24,116 | |||||||||||||
31403X4A0 | FNMA POOL # 761417 | 6/1/19 | 17,529 | 17,040 | 18,026 | |||||||||||||
31403X6D2 | FNMA POOL # 761468 | 5/1/19 | 516 | 502 | 531 | |||||||||||||
31403Y5Q2 | FNMA POOL # 762355 | 5/1/19 | 166,639 | 161,981 | 171,365 | |||||||||||||
31404DEQ7 | FNMA POOL # 765243 | 2/1/19 | 62,227 | 60,493 | 63,992 | |||||||||||||
31404DNV6 | FNMA POOL # 765504 | 2/1/19 | 12,640 | 12,287 | 12,998 | |||||||||||||
31404GSF9 | FNMA POOL # 768318 | 3/1/19 | 41,044 | 39,894 | 42,208 | |||||||||||||
31404G3E9 | FNMA POOL # 768597 | 2/1/19 | 70,501 | 68,537 | 72,501 | |||||||||||||
31404HKT5 | FNMA POOL # 769006 | 3/1/19 | 9,962 | 9,684 | 10,245 | |||||||||||||
31404NBP0 | FNMA POOL # 773246 | 2/1/35 | 2,826,170 | 2,798,423 | 2,836,009 | |||||||||||||
31404PAG6 | FNMA POOL # 774107 | 5/1/19 | 282,087 | 274,160 | 290,087 | |||||||||||||
31404PH87 | FNMA POOL # 774355 | 4/1/19 | 573,414 | 557,400 | 589,677 | |||||||||||||
31404QWN5 | FNMA POOL # 775653 | 5/1/19 | 648,758 | 636,811 | 667,159 | |||||||||||||
31404QXQ7 | FNMA POOL # 775687 | 5/1/19 | 56,531 | 54,953 | 58,134 | |||||||||||||
31404RAX5 | FNMA POOL # 775922 | 10/1/28 | 181,114 | 187,731 | 189,490 | |||||||||||||
31404RA98 | FNMA POOL # 775932 | 6/1/28 | 43,996 | 45,706 | 46,141 | |||||||||||||
31404STN5 | FNMA POOL # 777357 | 5/1/19 | 3,159 | 3,071 | 3,249 | |||||||||||||
31404V3N6 | FNMA POOL # 780305 | 6/1/19 | 953,794 | 936,210 | 980,846 | |||||||||||||
31404WG91 | FNMA POOL # 780624 | 5/1/19 | 23,679 | 23,017 | 24,350 | |||||||||||||
31404WTV8 | FNMA POOL # 780964 | 5/1/19 | 36,892 | 35,861 | 37,938 | |||||||||||||
31404Y3L4 | FNMA POOL # 783003 | 6/1/19 | 1,130,663 | 1,109,837 | 1,162,731 | |||||||||||||
31405CL80 | FNMA POOL # 785251 | 7/1/19 | 11,425 | 11,105 | 11,749 | |||||||||||||
31405CSR1 | FNMA POOL # 785428 | 6/1/19 | 1,085,364 | 1,065,376 | 1,116,147 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
31405CWC9 | FNMA POOL # 785543 | 11/1/19 | 32,835 | 31,914 | 33,766 | |||||||||||||
31405C4M8 | FNMA POOL # 785728 | 8/1/19 | 61,340 | 59,623 | 63,080 | |||||||||||||
31405F2N1 | FNMA POOL # 788381 | 6/1/19 | 124,393 | 121,000 | 127,921 | |||||||||||||
31405F3D2 | FNMA POOL # 788396 | 8/1/19 | 63,640 | 61,898 | 65,445 | |||||||||||||
31405GRS1 | FNMA POOL # 788997 | 7/1/19 | 1,094,517 | 1,074,354 | 1,125,560 | |||||||||||||
31405HH84 | FNMA POOL # 789655 | 11/1/19 | 48,874 | 47,495 | 50,260 | |||||||||||||
31405HJK5 | FNMA POOL # 789666 | 12/1/19 | 26,287 | 25,534 | 27,033 | |||||||||||||
31405LMB2 | FNMA POOL # 792454 | 11/1/19 | 31,016 | 30,148 | 31,896 | |||||||||||||
31405QXJ2 | FNMA POOL # 796381 | 12/1/19 | 64,890 | 63,062 | 66,730 | |||||||||||||
31405R2J4 | FNMA POOL # 797377 | 11/1/19 | 160,328 | 155,827 | 164,875 | |||||||||||||
31405R2L9 | FNMA POOL # 797379 | 11/1/19 | 898 | 872 | 923 | |||||||||||||
31405TQ88 | FNMA POOL # 798879 | 12/1/19 | 90,968 | 88,410 | 93,548 | |||||||||||||
31405UMM8 | FNMA POOL # 799664 | 10/1/34 | 1,167,468 | 1,158,380 | 1,171,800 | |||||||||||||
31405UTZ2 | FNMA POOL # 799868 | 11/1/34 | 407,386 | 403,800 | 408,355 | |||||||||||||
31406BB90 | FNMA POOL # 804764 | 1/1/35 | 4,674,772 | 4,632,720 | 4,692,561 | |||||||||||||
31406BEZ9 | FNMA POOL # 804852 | 12/1/34 | 4,076,100 | 4,039,701 | 4,092,804 | |||||||||||||
31406BJF8 | FNMA POOL # 804962 | 1/1/35 | 4,977,041 | 4,933,966 | 4,997,677 | |||||||||||||
31406BQQ6 | FNMA POOL # 805163 | 1/1/35 | 5,363,704 | 5,312,315 | 5,390,400 | |||||||||||||
31406BSE1 | FNMA POOL # 805217 | 1/1/20 | 24,611 | 23,918 | 25,309 | |||||||||||||
31406CMH8 | FNMA POOL # 805960 | 12/1/19 | 273,250 | 265,570 | 281,000 | |||||||||||||
31406CMK1 | FNMA POOL # 805962 | 12/1/19 | 109,857 | 106,770 | 112,973 | |||||||||||||
31406CTM0 | FNMA POOL # 806156 | 1/1/20 | 202,407 | 196,712 | 208,147 | |||||||||||||
31406DEV4 | FNMA POOL # 806648 | 12/1/19 | 6,972 | 6,776 | 7,170 | |||||||||||||
31406DG67 | FNMA POOL # 806721 | 11/1/34 | 8,466,025 | 8,394,854 | 8,514,422 | |||||||||||||
31406MYP5 | FNMA POOL # 814418 | 3/1/35 | 4,564,467 | 4,517,317 | 4,548,940 | |||||||||||||
31406PD71 | FNMA POOL # 815626 | 5/1/35 | 15,919,037 | 15,778,493 | 15,922,437 | |||||||||||||
31406QLT2 | FNMA POOL # 816738 | 1/1/30 | 1,126,153 | 1,167,533 | 1,178,238 | |||||||||||||
31406TLC3 | FNMA POOL # 819423 | 4/1/35 | 6,911,203 | 6,848,225 | 7,012,659 | |||||||||||||
31406TWR8 | FNMA POOL # 819756 | 1/1/35 | 1,976,444 | 1,957,925 | 1,967,094 | |||||||||||||
31406VHE9 | FNMA POOL # 821129 | 5/1/35 | 6,567,580 | 6,500,862 | 6,619,792 | |||||||||||||
31407FUW8 | FNMA POOL # 829597 | 8/1/35 | 5,908,720 | 5,846,622 | 5,953,626 | |||||||||||||
31407JDD1 | FNMA POOL # 831800 | 9/1/36 | 3,594,751 | 3,689,342 | 3,742,152 | |||||||||||||
31407JXG2 | FNMA POOL # 832379 | 8/1/35 | 2,476,762 | 2,450,195 | 2,480,100 | |||||||||||||
31408AKL3 | FNMA POOL # 845499 | 6/1/21 | 319,923 | 309,725 | 328,314 | |||||||||||||
31408BKL1 | FNMA POOL # 846399 | 5/1/29 | 2,638,601 | 2,735,260 | 2,760,637 | |||||||||||||
31408FJR1 | FNMA POOL # 849972 | 2/1/29 | 2,157,925 | 2,236,981 | 2,257,729 | |||||||||||||
31410FU60 | FNMA POOL # 888105 | 8/1/20 | 1,990,005 | 1,974,491 | 2,058,424 | |||||||||||||
31410F3D5 | FNMA POOL # 888296 | 3/1/37 | 3,697,489 | 3,794,814 | 3,849,103 | |||||||||||||
31410GC84 | FNMA POOL # 888495 | 7/1/35 | 4,584,958 | 4,540,206 | 4,630,349 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
31410GDF7 | FNMA POOL # 888502 | 6/1/33 | 3,155,602 | 3,115,572 | 3,181,123 | |||||||||||||
31410GDL4 | FNMA POOL # 888507 | 2/1/35 | 12,217,614 | 12,009,509 | 12,263,415 | |||||||||||||
31410GDN0 | FNMA POOL # 888509 | 6/1/33 | 314,490 | 307,840 | 307,840 | |||||||||||||
31410GDP5 | FNMA POOL # 888510 | 6/1/35 | 10,801,526 | 10,584,548 | 10,908,462 | |||||||||||||
31410GDS9 | FNMA POOL # 888513 | 2/1/34 | 488,440 | 482,041 | 482,041 | |||||||||||||
31410GDY6 | FNMA POOL # 888519 | 1/1/35 | 1,514,711 | 1,489,436 | 1,523,663 | |||||||||||||
31410GD83 | FNMA POOL # 888527 | 4/1/34 | 873,904 | 857,845 | 878,785 | |||||||||||||
31410GHP1 | FNMA POOL # 888638 | 9/1/37 | 28,271,587 | 28,212,745 | 29,057,377 | |||||||||||||
31410GJ46 | FNMA POOL # 888683 | 12/1/19 | 6,816,677 | 6,763,122 | 7,036,856 | |||||||||||||
31410GRK1 | FNMA POOL # 888890 | 10/1/37 | 1,311,475 | 1,345,844 | 1,365,252 | |||||||||||||
31410KDV3 | FNMA POOL # 889416 | 4/1/23 | 385,658 | 373,347 | 395,450 | |||||||||||||
31410KMF8 | FNMA POOL # 889658 | 6/1/38 | 398,822 | 409,205 | 415,173 | |||||||||||||
31410KX74 | FNMA POOL # 890002 | 9/1/36 | 29,616,463 | 29,639,709 | 30,489,070 | |||||||||||||
31410QAY7 | FNMA POOL # 893823 | 9/1/21 | 556,066 | 538,337 | 570,651 | |||||||||||||
31410SQY6 | FNMA POOL # 896071 | 8/1/20 | 503,805 | 489,560 | 518,094 | |||||||||||||
31410WHX9 | FNMA POOL # 899446 | 6/1/22 | 399,166 | 386,432 | 409,287 | |||||||||||||
31410X2E5 | FNMA POOL # 900873 | 12/1/21 | 438,897 | 424,901 | 450,409 | |||||||||||||
31411DB32 | FNMA POOL # 904658 | 11/1/21 | 398,248 | 385,549 | 407,687 | |||||||||||||
31411FEZ3 | FNMA POOL # 906552 | 1/1/22 | 389,440 | 377,019 | 399,654 | |||||||||||||
31411L5A5 | FNMA POOL # 911741 | 12/1/21 | 394,139 | 381,570 | 404,478 | |||||||||||||
31411UKQ3 | FNMA POOL # 914803 | 4/1/37 | 2,727,111 | 2,689,158 | 2,802,909 | |||||||||||||
31411U5F4 | FNMA POOL # 915346 | 1/1/23 | 440,950 | 426,877 | 451,313 | |||||||||||||
31411WXP7 | FNMA POOL # 916986 | 4/1/37 | 2,133,585 | 2,149,424 | 2,195,972 | |||||||||||||
31411YCA9 | FNMA POOL # 918165 | 5/1/37 | 1,896,769 | 1,910,846 | 1,952,230 | |||||||||||||
31411YCT8 | FNMA POOL # 918182 | 5/1/37 | 2,130,181 | 2,145,990 | 2,192,468 | |||||||||||||
31411Y3F8 | FNMA POOL # 918898 | 4/1/22 | 302,551 | 292,901 | 310,222 | |||||||||||||
31412DXJ2 | FNMA POOL # 922381 | 12/1/21 | 413,459 | 400,274 | 424,304 | |||||||||||||
31412LKE9 | FNMA POOL # 928293 | 5/1/37 | 1,632,478 | 1,644,597 | 1,680,212 | |||||||||||||
31412LWW6 | FNMA POOL # 928661 | 9/1/37 | 616,325 | 632,375 | 641,594 | |||||||||||||
31412MDC9 | FNMA POOL # 928999 | 12/1/37 | 16,519,574 | 16,485,193 | 16,978,724 | |||||||||||||
31412MRS9 | FNMA POOL # 929397 | 5/1/23 | 382,101 | 369,903 | 391,803 | |||||||||||||
31412MRT7 | FNMA POOL # 929398 | 5/1/23 | 327,511 | 317,056 | 335,827 | |||||||||||||
31412MT40 | FNMA POOL # 929471 | 5/1/23 | 639,626 | 619,207 | 654,657 | |||||||||||||
31412NGY6 | FNMA POOL # 930015 | 10/1/23 | 699,166 | 676,840 | 715,596 | |||||||||||||
31412NLE4 | FNMA POOL # 930125 | 11/1/23 | 399,821 | 387,053 | 409,217 | |||||||||||||
31412SPU3 | FNMA POOL # 933435 | 3/1/38 | 9,868,936 | 9,464,930 | 10,102,140 | |||||||||||||
31412SP58 | FNMA POOL # 933444 | 1/1/23 | 688,021 | 666,061 | 704,189 | |||||||||||||
31412SRQ0 | FNMA POOL # 933495 | 3/1/23 | 305,276 | 295,532 | 313,027 | |||||||||||||
31412S6U4 | FNMA POOL # 933883 | 4/1/23 | 643,650 | 623,103 | 659,992 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
31412TAB9 | FNMA POOL # 933902 | 5/1/23 | 431,620 | 417,841 | 442,578 | |||||||||||||
31412TAQ6 | FNMA POOL # 933915 | 6/1/23 | 354,148 | 342,842 | 363,140 | |||||||||||||
31412TC27 | FNMA POOL # 933989 | 8/1/23 | 664,300 | 643,089 | 681,166 | |||||||||||||
31412TC92 | FNMA POOL # 933996 | 8/1/23 | 350,119 | 338,940 | 359,008 | |||||||||||||
31412WJ98 | FNMA POOL # 936888 | 8/1/37 | 433,208 | 444,487 | 450,969 | |||||||||||||
31413DW52 | FNMA POOL # 942668 | 8/1/22 | 23,105 | 22,368 | 23,691 | |||||||||||||
31413F2M3 | FNMA POOL # 944580 | 7/1/22 | 406,476 | 393,512 | 416,782 | |||||||||||||
31413GGD6 | FNMA POOL # 944896 | 7/1/22 | 603,121 | 583,878 | 618,413 | |||||||||||||
31413LD63 | FNMA POOL # 948425 | 9/1/37 | 611,110 | 627,026 | 636,166 | |||||||||||||
31413MGL5 | FNMA POOL # 949403 | 3/1/23 | 378,751 | 366,662 | 388,368 | |||||||||||||
31413MHJ9 | FNMA POOL # 949433 | 5/1/23 | 530,884 | 513,936 | 544,363 | |||||||||||||
31413MH67 | FNMA POOL # 949453 | 6/1/23 | 569,522 | 551,340 | 583,982 | |||||||||||||
31413NQK4 | FNMA POOL # 950558 | 9/1/22 | 665,807 | 644,566 | 682,689 | |||||||||||||
31413QTR9 | FNMA POOL # 952460 | 9/1/37 | 836,190 | 857,963 | 870,473 | |||||||||||||
31413REJ1 | FNMA POOL # 952937 | 9/1/37 | 406,962 | 417,566 | 423,648 | |||||||||||||
31413RHN9 | FNMA POOL # 953037 | 1/1/23 | 433,516 | 419,678 | 444,267 | |||||||||||||
31413THZ8 | FNMA POOL # 954848 | 3/1/23 | 344,740 | 333,736 | 353,493 | |||||||||||||
31413TL42 | FNMA POOL # 954947 | 10/1/22 | 307,653 | 297,836 | 314,914 | |||||||||||||
31413URH4 | FNMA POOL # 955988 | 10/1/37 | 521,076 | 534,814 | 541,762 | |||||||||||||
31414BYB0 | FNMA POOL # 961606 | 2/1/23 | 356,224 | 344,854 | 365,268 | |||||||||||||
31414BYG9 | FNMA POOL # 961611 | 2/1/38 | 28,015,549 | 27,957,309 | 28,795,265 | |||||||||||||
31414CLJ5 | FNMA POOL # 962129 | 3/1/38 | 23,583,680 | 23,534,050 | 24,199,214 | |||||||||||||
31414C6U7 | FNMA POOL # 962683 | 4/1/23 | 3,973,202 | 3,874,977 | 4,074,079 | |||||||||||||
31414DSJ6 | FNMA POOL # 963221 | 5/1/23 | 658,742 | 637,712 | 675,467 | |||||||||||||
31414DVJ2 | FNMA POOL # 963317 | 5/1/23 | 362,655 | 351,077 | 371,862 | |||||||||||||
31414DZ33 | FNMA POOL # 963462 | 6/1/23 | 593,876 | 574,916 | 608,954 | |||||||||||||
31414D5H5 | FNMA POOL # 963548 | 6/1/23 | 622,165 | 602,302 | 637,961 | |||||||||||||
31414ELH5 | FNMA POOL # 963928 | 6/1/23 | 675,111 | 653,557 | 692,252 | |||||||||||||
31414FL33 | FNMA POOL # 964846 | 8/1/23 | 317,025 | 306,903 | 325,074 | |||||||||||||
31414JK85 | FNMA POOL # 967519 | 1/1/38 | 28,269,940 | 28,211,103 | 29,055,684 | |||||||||||||
31414MKY1 | FNMA POOL # 970211 | 5/1/23 | 548,249 | 530,747 | 562,169 | |||||||||||||
31414PK73 | FNMA POOL # 972018 | 2/1/23 | 347,838 | 336,739 | 356,658 | |||||||||||||
31414QAN7 | FNMA POOL # 972613 | 3/1/38 | 4,812,176 | 4,747,669 | 4,938,255 | |||||||||||||
31414QHF7 | FNMA POOL # 972830 | 3/1/23 | 297,641 | 288,140 | 305,198 | |||||||||||||
31414QJ57 | FNMA POOL # 972884 | 3/1/23 | 327,153 | 316,711 | 335,459 | |||||||||||||
31414QXS1 | FNMA POOL # 973289 | 3/1/38 | 28,463,455 | 28,404,237 | 29,255,638 | |||||||||||||
31414RB53 | FNMA POOL # 973560 | 3/1/23 | 15,685,293 | 15,329,163 | 16,083,535 | |||||||||||||
31414RQB4 | FNMA POOL # 973950 | 4/1/23 | 428,736 | 415,050 | 439,621 | |||||||||||||
31414RTB1 | FNMA POOL # 974046 | 2/1/38 | 12,866,429 | 12,337,077 | 13,170,464 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
31414S5U3 | FNMA POOL # 975259 | 4/1/23 | 13,213,909 | 12,903,382 | 13,549,403 | |||||||||||||
31414S6Z1 | FNMA POOL # 975288 | 5/1/23 | 430,105 | 416,375 | 441,025 | |||||||||||||
31414TFH9 | FNMA POOL # 975468 | 3/1/38 | 12,907,641 | 12,376,702 | 13,212,651 | |||||||||||||
31414TGD7 | FNMA POOL # 975496 | 3/1/23 | 527,485 | 510,648 | 540,878 | |||||||||||||
31414TMP3 | FNMA POOL # 975666 | 7/1/23 | 508,867 | 492,620 | 521,786 | |||||||||||||
31414TWH0 | FNMA POOL # 975948 | 4/1/23 | 545,530 | 528,115 | 559,381 | |||||||||||||
31414T3F6 | FNMA POOL # 976098 | 4/1/23 | 354,876 | 343,548 | 363,886 | |||||||||||||
31414UGY8 | FNMA POOL # 976415 | 3/1/23 | 687,635 | 665,686 | 703,794 | |||||||||||||
31414UG36 | FNMA POOL # 976418 | 3/1/23 | 317,210 | 307,085 | 325,264 | |||||||||||||
31414UH35 | FNMA POOL # 976450 | 4/1/23 | 663,686 | 642,497 | 679,349 | |||||||||||||
31414ULA4 | FNMA POOL # 976521 | 5/1/23 | 333,220 | 322,582 | 341,680 | |||||||||||||
31414ULJ5 | FNMA POOL # 976529 | 5/1/23 | 297,450 | 287,954 | 305,002 | |||||||||||||
31414UMR6 | FNMA POOL # 976568 | 3/1/23 | 363,366 | 351,768 | 372,592 | |||||||||||||
31414UR75 | FNMA POOL # 976710 | 4/1/23 | 301,314 | 291,695 | 308,395 | |||||||||||||
31414USF6 | FNMA POOL # 976718 | 4/1/23 | 311,007 | 301,079 | 318,904 | |||||||||||||
31414UST6 | FNMA POOL # 976730 | 4/1/23 | 9,464,867 | 9,242,447 | 9,705,175 | |||||||||||||
31414UU30 | FNMA POOL # 976802 | 4/1/23 | 567,714 | 549,590 | 582,128 | |||||||||||||
31414VDH6 | FNMA POOL # 977204 | 4/1/38 | 185,790 | 183,300 | 190,961 | |||||||||||||
31414XSV5 | FNMA POOL # 979432 | 5/1/23 | 576,406 | 558,004 | 591,041 | |||||||||||||
31415AWN7 | FNMA POOL # 981353 | 4/1/23 | 390,496 | 378,032 | 400,411 | |||||||||||||
31415A2F7 | FNMA POOL # 981474 | 5/1/23 | 659,410 | 638,359 | 676,152 | |||||||||||||
31415A5W7 | FNMA POOL # 981561 | 5/1/23 | 381,282 | 369,110 | 390,962 | |||||||||||||
31415A7D7 | FNMA POOL # 981592 | 6/1/23 | 346,733 | 335,664 | 354,881 | |||||||||||||
31415A7H8 | FNMA POOL # 981596 | 6/1/23 | 360,395 | 348,890 | 369,546 | |||||||||||||
31415BRZ4 | FNMA POOL # 982104 | 5/1/23 | 663,634 | 642,447 | 680,483 | |||||||||||||
31415B4T3 | FNMA POOL # 982434 | 5/1/23 | 507,988 | 491,769 | 520,885 | |||||||||||||
31415CK89 | FNMA POOL # 982819 | 5/1/38 | 27,840,689 | 27,782,638 | 28,615,539 | |||||||||||||
31415CM38 | FNMA POOL # 982878 | 5/1/23 | 622,694 | 602,815 | 637,327 | |||||||||||||
31415CND5 | FNMA POOL # 982888 | 5/1/23 | 424,155 | 410,613 | 434,924 | |||||||||||||
31415LLE5 | FNMA POOL # 983325 | 7/1/23 | 675,004 | 653,453 | 690,866 | |||||||||||||
31415LWE3 | FNMA POOL # 983645 | 5/1/23 | 420,940 | 407,503 | 430,832 | |||||||||||||
31415MFW0 | FNMA POOL # 984081 | 5/1/23 | 378,649 | 366,561 | 388,263 | |||||||||||||
31415PHQ4 | FNMA POOL # 985039 | 6/1/23 | 667,814 | 646,493 | 684,769 | |||||||||||||
31415PY69 | FNMA POOL # 985533 | 6/1/38 | 28,184,427 | 28,130,788 | 28,971,113 | |||||||||||||
31415PZB7 | FNMA POOL # 985538 | 6/1/38 | 18,952,850 | 18,916,701 | 19,481,864 | |||||||||||||
31415QBX3 | FNMA POOL # 985754 | 6/1/23 | 541,794 | 524,496 | 555,550 | |||||||||||||
31415QQZ2 | FNMA POOL # 986172 | 6/1/23 | 402,891 | 390,028 | 412,359 | |||||||||||||
31415QZ90 | FNMA POOL # 986468 | 8/1/23 | 619,390 | 599,612 | 635,116 | |||||||||||||
31415RBS2 | FNMA POOL # 986649 | 9/1/37 | 621,821 | 638,008 | 647,315 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
31415RFA7 | FNMA POOL # 986761 | 7/1/38 | 1,019,614 | 1,027,187 | 1,049,428 | |||||||||||||
31415TNP1 | FNMA POOL # 988798 | 8/1/23 | 666,160 | 644,890 | 683,074 | |||||||||||||
31415TSJ0 | FNMA POOL # 988921 | 8/1/23 | 653,378 | 632,515 | 668,732 | |||||||||||||
31415U3C9 | FNMA POOL # 990095 | 8/1/23 | 424,996 | 411,425 | 434,983 | |||||||||||||
31415VXM2 | FNMA POOL # 990884 | 9/1/23 | 605,434 | 586,102 | 620,806 | |||||||||||||
31415VXN0 | FNMA POOL # 990885 | 9/1/23 | 315,744 | 305,662 | 323,761 | |||||||||||||
31415VZW8 | FNMA POOL # 990957 | 9/1/23 | 797,190 | 779,678 | 820,843 | |||||||||||||
31415VZ24 | FNMA POOL # 990961 | 9/1/23 | 436,552 | 422,612 | 447,635 | |||||||||||||
31371LDX4 | FNMA POOL 254918 | 9/1/33 | 1,273,463 | 1,180,466 | 1,295,354 | |||||||||||||
31385XM87 | FNMA POOL 555783 | 10/1/33 | 6,002,634 | 5,564,259 | 6,105,819 | |||||||||||||
31400UQV9 | FNMA POOL 698068 | 4/1/33 | 844,285 | 835,218 | 868,423 | |||||||||||||
31403DC72 | FNMA POOL 745394 | 11/1/20 | 8,594,571 | 8,367,158 | 8,824,218 | |||||||||||||
31407FKM1 | FNMA POOL 829300 | 9/1/35 | 2,051,324 | 1,896,440 | 2,083,365 | |||||||||||||
31408DWH3 | FNMA POOL 848548 | 12/1/35 | 2,002,838 | 1,851,723 | 2,034,122 | |||||||||||||
31410GW90 | FNMA POOL# 889072 | 12/1/37 | 3,852,979 | 3,952,875 | 4,010,949 | |||||||||||||
31394EK49 | FNMA_05-58 AGENCY CMO 05-69 | 8/25/35 | 292,137 | — | 14,373 | |||||||||||||
31396KS45 | FNMA_06-65 CMO AGENCY 6-81 LF1 | 9/25/36 | 611,439 | 548,837 | 603,552 | |||||||||||||
31396VV21 | FNMA_07-41 AGENCY CMO 07-42 LF | 5/25/37 | 661,601 | 654,456 | 654,456 | |||||||||||||
31396VDA3 | FNMA_07-41 CMO 7-27 XA | 5/25/35 | 484,513 | 461,646 | 477,294 | |||||||||||||
31396WDG8 | FNMA_07-53 AGENCY CMO 07-53 UF | 6/25/37 | 694,373 | 624,615 | 681,597 | |||||||||||||
31396WCB0 | FNMA_07-53 AGENCY CMO 07-56 GY | 6/25/37 | 73,841 | 71,413 | 73,184 | |||||||||||||
31392JTP4 | FNR 03 20 HP | 10/25/16 | 179,954 | 178,772 | 180,861 | |||||||||||||
31393EFX2 | FNR 03 79 NL | 5/25/22 | 1,641,341 | 1,659,074 | 1,654,865 | |||||||||||||
31393DL74 | FNR 2003 80 CA | 4/25/30 | 628,746 | 613,625 | 630,199 | |||||||||||||
31394FZ57 | FNW_05-W3 AGENCY CMO 05-87 | 10/25/35 | 93,899 | 93,469 | 93,821 | |||||||||||||
34528XAG4 | FORD CREDIT AUTO OWNER TR 08-C A4 | 4/15/13 | 14,000,000 | 12,913,330 | 11,700,220 | |||||||||||||
34527RLH4 | FORDO ABS_05-C-A4 | 5/1/09 | 196,360 | 195,779 | 195,779 | |||||||||||||
346604FJ5 | FORSYTH CNTY GA SCH DIST | 2/1/20 | 1,430,000 | 1,367,550 | 1,488,358 | |||||||||||||
346604GL9 | FORSYTH CNTY GA SCH DIST | 6/1/14 | 1,000,000 | 1,043,240 | 1,115,950 | |||||||||||||
349545C76 | FORT ZUMWALT MO SCH DIST | 3/1/20 | 2,245,000 | 2,178,634 | 2,366,230 | |||||||||||||
302570AV8 | FPL GROUP CAPITAL INC | 9/1/11 | 1,000,000 | 974,667 | 1,014,110 | |||||||||||||
31395RAR9 | FREDDIE MAC REFERENCE REMIC R001 | 4/15/15 | 1,679,078 | 1,665,153 | 1,693,769 | |||||||||||||
365653GZ1 | GARFIELD CNTY CO SCH DIST REV | 12/1/20 | 1,610,000 | 1,537,018 | 1,677,282 | |||||||||||||
396789JS9 | GCCFC CMBS_05-GG3 A3 | 1/16/11 | 500,000 | 404,042 | 404,042 | |||||||||||||
36828QQE9 | GE CAPITAL COMM MTG CORP SENIOR CMBS 05-C4 | 11/10/45 | 25,000,000 | 25,061,057 | 20,243,919 | |||||||||||||
36158YEK1 | GE CAPITAL COMM MTG SVCS 02 1A A2 | 12/10/35 | 402,168 | 396,219 | 397,112 | |||||||||||||
36962GT38 | GE CAPITAL CORP CORP BND | 11/15/11 | 275,000 | 259,348 | 278,194 | |||||||||||||
36158YFT1 | GECCMC_02-2 CMBS 02-2A | 8/11/36 | 24,929,000 | 25,029,263 | 22,674,907 | |||||||||||||
36158YDC0 | GECMC CMBS_01-3 A1 | 2/18/10 | 150,716 | 143,040 | 143,040 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
369550AK4 | GENERAL DYNAMICS CORP | 5/15/13 | 1,250,000 | 1,174,916 | 1,249,938 | |||||||||||||
36962GYY4 | GENERAL ELEC CAP CO CORP BND | 6/15/12 | 45,000,000 | 43,002,467 | 46,321,515 | |||||||||||||
36962GXS8 | GENERAL ELEC CAP CO CORP BND | 2/15/12 | 55,000 | 52,577 | 56,273 | |||||||||||||
373334FN6 | GEORGIA POWER COMPANY | 11/15/12 | 1,250,000 | 1,245,463 | 1,253,484 | |||||||||||||
373384GS9 | GEORGIA ST MUNI BND GO | 7/1/16 | 5,000,000 | 5,338,008 | 5,674,350 | |||||||||||||
361849ZS4 | GMACC CMBS_03-C3 A3 | 12/7/11 | 500,000 | 460,984 | 460,984 | |||||||||||||
36225DM43 | GNMA POOL # 081278 | 3/20/35 | 16,214,430 | 15,393,255 | 15,393,255 | |||||||||||||
36206XC43 | GNMA POOL # 424091 | 5/15/31 | 4,657 | 4,819 | 4,889 | |||||||||||||
36212PPP1 | GNMA POOL # 539630 | 4/15/31 | 14,402 | 14,904 | 15,121 | |||||||||||||
36212U5G2 | GNMA POOL # 544547 | 5/15/31 | 24,630 | 25,489 | 25,859 | |||||||||||||
36213GCV1 | GNMA POOL # 553684 | 4/15/31 | 33,722 | 34,900 | 35,405 | |||||||||||||
36213HGU7 | GNMA POOL # 554711 | 3/15/31 | 1,800 | 1,863 | 1,890 | |||||||||||||
36213LGR5 | GNMA POOL # 557408 | 5/15/31 | 8,360 | 8,653 | 8,778 | |||||||||||||
36295QK82 | GNMA POOL 677219 | 8/15/38 | 6,180,613 | 5,973,414 | 6,352,495 | |||||||||||||
36241KV39 | GNMA POOL 782434 | 8/15/38 | 13,470,736 | 12,609,093 | 13,769,618 | |||||||||||||
36241KV47 | GNMA POOL 782435 | 9/15/38 | 9,023,354 | 8,449,471 | 9,215,100 | |||||||||||||
36241KWA2 | GNMA POOL 782441 | 10/15/38 | 6,531,032 | 6,115,659 | 6,669,816 | |||||||||||||
D20658YB6 | GOVERNMENT OF GERMANY GOVT BND | 7/4/14 | 5,600,000 | 8,755,782 | 8,596,216 | |||||||||||||
385244HG6 | GRAND BLANC MI CMNTY SCHS | 5/1/20 | 1,000,000 | 960,309 | 1,031,660 | |||||||||||||
396789EQ8 | GREENWICH CAP COMM FDG CORP 03 C2 | 1/5/36 | 429,736 | 419,014 | 416,612 | |||||||||||||
396789EM7 | GREENWICH CAPITAL SENIOR CMBS 03-C1 144A | 7/5/35 | 11,205,205 | 171,245 | 282,035 | |||||||||||||
396789FH7 | GREENWICH CAPITAL SENIOR CMBS 03-C2 144A | 1/5/36 | 22,544,329 | 230,987 | 362,287 | |||||||||||||
396789LL1 | GREENWICH CAPITAL SENIOR CMBS 05-GG5 | 4/10/37 | 37,000,000 | 36,887,420 | 29,888,340 | |||||||||||||
20173QAE1 | GREENWICH CP CFC 07 GG9 A4 | 3/10/39 | 2,750,000 | 2,093,107 | 2,093,107 | |||||||||||||
36228CVQ3 | GSMS CMBS_05-GG4 A3 | 3/25/12 | 500,000 | 395,314 | 395,314 | |||||||||||||
362320AV5 | GTE CORP CORP BND | 4/1/09 | 8,950,000 | 9,006,723 | 8,981,298 | |||||||||||||
406018GN5 | HALL CNTY GA SCH DIST | 2/1/09 | 745,000 | 746,586 | 747,161 | |||||||||||||
406036EP4 | HALL CNTY NE SCH DIST | 12/15/19 | 1,080,000 | 1,045,778 | 1,147,565 | |||||||||||||
407288NT2 | HAMILTON CNTY OHIO SEWER SYS R | 12/1/10 | 2,000,000 | 2,062,327 | 2,103,380 | |||||||||||||
43812LAD3 | HAROT ABS_05-4 A4 | 9/24/09 | 173,722 | 171,613 | 171,613 | |||||||||||||
4140033N1 | HARRIS CNTY TEX | 8/15/11 | 8,140,000 | 7,368,291 | 7,601,783 | |||||||||||||
416515AQ7 | HARTFORD FINANCIAL SERVICES GR CORP BND | 10/15/11 | 24,250,000 | 21,045,206 | 21,045,206 | |||||||||||||
4197804K4 | HAWAII ST | 3/1/21 | 2,000,000 | 1,901,564 | 2,067,880 | |||||||||||||
41981VBQ0 | HAWAII ST HSG & CMNTY DEV CORP | 1/1/33 | 1,925,000 | 1,592,995 | 1,566,931 | |||||||||||||
40411EAB4 | HBOS TREASURY SRVCS PLC | 2/21/17 | 2,000,000 | 1,740,176 | 1,945,960 | |||||||||||||
425506E73 | HENNEPIN CNTY MINN | 12/1/09 | 3,555,000 | 3,608,864 | 3,664,103 | |||||||||||||
425538AM7 | HENNEPIN CNTY MINN SALES TAX | 12/15/19 | 1,560,000 | 1,536,763 | 1,713,083 | |||||||||||||
43812TAD6 | HONDA AUTO RECEIVABLES OWNER TR 2 | 9/18/14 | 12,250,000 | 11,527,620 | 11,099,603 | |||||||||||||
438670EB3 | HONOLULU HAWAII CITY & CNTY | 7/1/10 | 2,000,000 | 1,997,221 | 2,027,520 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
438670KA8 | HONOLULU HI CITY & CNTY | 7/1/20 | 1,500,000 | 1,424,068 | 1,559,730 | |||||||||||||
440452AD2 | HORMEL FOODS CORP | 6/1/11 | 1,500,000 | 1,579,434 | 1,550,040 | |||||||||||||
40429CAA0 | HOUSEHOLD FINANCE CORPORATION CORP BND | 5/15/11 | 18,050,000 | 18,584,288 | 18,318,868 | |||||||||||||
441812KH6 | HOUSEHOLD FINANCE CORPORATION SENIOR CORP BND | 11/16/09 | 600,000 | 590,625 | 594,701 | |||||||||||||
441812KA1 | HSBC FINANCE CORP CORP BND | 11/27/12 | 25,000 | 24,839 | 24,839 | |||||||||||||
40429CFQ0 | HSBC FINANCE CORP SENIOR CORP BND | 6/1/11 | 37,960,000 | 38,238,333 | 37,031,345 | |||||||||||||
404280AA7 | HSBC HOLDINGS PLC | 7/15/09 | 1,000,000 | 1,002,389 | 1,005,170 | |||||||||||||
4042EPAA5 | HSBC USA INC - GTD CORP BND | 12/16/11 | 20,000,000 | 19,988,761 | 20,857,001 | |||||||||||||
44914PAR8 | HYPOTHEKENBK IN ESSEN | 1/20/12 | 2,500,000 | 2,606,565 | 2,702,575 | |||||||||||||
45920QES9 | IBM CORP CORP BND | 6/1/09 | 25,000 | 25,096 | 25,193 | |||||||||||||
459200BA8 | IBM CORP CORP BND | 11/29/12 | 20,000 | 19,907 | 20,675 | |||||||||||||
45138LAK9 | IDAHO POWER COMPANY | 11/15/12 | 1,750,000 | 1,685,543 | 1,729,158 | |||||||||||||
449670EQ7 | IMC HOME EQUITY LOAN TRUST ABS 98-3 | 8/20/29 | 388,841 | 377,030 | 387,518 | |||||||||||||
455057ER6 | INDIANA ST FIN AUTH REV | 2/1/19 | 1,000,000 | 1,008,536 | 1,118,580 | |||||||||||||
455141PZ8 | INDIANA TRANSN FIN AUTH HWY REV | 12/1/20 | 2,000,000 | 2,006,900 | 2,167,300 | |||||||||||||
455280YR2 | INDIANAPOLIS IN LOC PUB IMPT BD B | 2/1/10 | 700,000 | 719,021 | 731,731 | |||||||||||||
455398MB0 | INDIANAPOLIS IND MUNI BND REV | 6/1/11 | 2,600,000 | 2,646,637 | 2,691,572 | |||||||||||||
44978NAA3 | ING CAP FNDG TR III SECURED CORP BND | 12/31/49 | 10,000,000 | 5,000,000 | 5,000,000 | |||||||||||||
458182BS0 | INTER AMERICAN DEV BK CORP BND | 9/1/09 | 23,074,000 | 23,657,343 | 24,040,224 | |||||||||||||
U45818RF7 | INTER-AMERICAN DEV BK SENIOR CORP BND EMTN | 3/24/15 | 23,000,000 | 18,470,306 | 20,003,330 | |||||||||||||
U45942EV4 | INTERNATIONAL FINANCE CO SENIOR CORP BND MTN | 5/20/11 | 5,500,000 | 5,555,023 | 5,948,635 | |||||||||||||
459745EZ4 | INTERNATIONAL LEASE FINANCE CO CORP BND | 3/15/09 | 150,000 | 142,500 | 142,500 | |||||||||||||
467520QY1 | JACKSON CNTY MO REORG SCH DIST | 3/1/15 | 1,250,000 | 1,270,958 | 1,354,813 | |||||||||||||
468312DN0 | JACKSON MI PUB SCHS | 5/1/20 | 1,000,000 | 953,801 | 1,036,760 | |||||||||||||
46849LLE9 | JACKSON NATIONAL LIFE GLOBAL F SECURED CORP BND 144A MTN | 2/10/11 | 15,000,000 | 14,060,125 | 14,060,125 | |||||||||||||
24422EQD4 | JOHN DEERE CAPITAL CORPORATION CORP BND | 10/17/11 | 22,000,000 | 21,999,480 | 22,047,779 | |||||||||||||
244217BK0 | JOHN DEERE CAPITAL CORPORATION SENIOR CORP BND | 1/15/13 | 5,000,000 | 4,843,674 | 4,952,866 | |||||||||||||
478754Y24 | JOHNSON CNTY KS WTR DIST NO | 6/1/13 | 2,500,000 | 2,609,407 | 2,745,950 | |||||||||||||
480772PN6 | JORDAN UTAH SCH DIST | 6/15/10 | 900,000 | 912,795 | 931,968 | |||||||||||||
46625HAJ9 | JP MORGAN CHASE & CO CORP BND | 2/1/11 | 58,865,000 | 60,484,406 | 59,929,889 | |||||||||||||
46630JAC3 | JP MORGAN CHASE COMMERCIAL MOR SENIOR CMBS 07-LDPX A3 | 1/15/49 | 50,000,000 | 34,830,750 | 34,830,750 | |||||||||||||
466247ER0 | JP MORGAN TR 04 S1 1A7 | 9/25/34 | 1,659,772 | 1,457,842 | 1,454,375 | |||||||||||||
466285AL7 | JPALT 2006-A6 2A2 | 11/25/36 | 10,806 | 10,783 | 10,734 | |||||||||||||
46625YNC3 | JPMCC CMBS 05_LDP2 A4 | 7/15/42 | 30,415,000 | 29,400,167 | 23,891,162 | |||||||||||||
46625YQR7 | JPMCC CMBS_05-CB12 A4 | 6/20/14 | 500,000 | 396,567 | 396,567 | |||||||||||||
46625YSG9 | JPMCC CMBS_05-LDP3 A4A | 5/15/15 | 400,000 | 316,334 | 316,334 | |||||||||||||
46630GAA3 | JPMMT WHOLE CMO 07-A1 1A1 | 7/25/35 | 14,066,499 | 10,447,189 | 10,447,189 | |||||||||||||
46630GAD7 | JPMMT WHOLE CMO 07-A1 2A2 | 7/25/35 | 5,037,578 | 4,108,649 | 4,108,649 | |||||||||||||
46630GAS4 | JPMMT WHOLE CMO 07-A1 5A2 | 7/25/35 | 13,252,735 | 13,122,526 | 9,701,002 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
46630GAN5 | JPMMT_07-A1 WHOLE CMO 07-A1 4A2 | 7/25/35 | 3,861,731 | 2,873,514 | 2,873,514 | |||||||||||||
46625HHB9 | JPMORGAN CHASE & CO SENIOR CORP BND | 5/1/13 | 62,200,000 | 58,522,359 | 61,687,435 | |||||||||||||
484873FM1 | KANSAS CITY MO | 2/1/20 | 1,000,000 | 961,323 | 1,047,270 | |||||||||||||
485424GX7 | KANSAS ST DEPT TRANSN HWY REV | 9/1/15 | 2,000,000 | 2,092,031 | 2,146,440 | |||||||||||||
48542KHX0 | KANSAS ST DEV FIN AUTH REV | 11/1/20 | 2,000,000 | 1,893,066 | 2,090,660 | |||||||||||||
485428UU8 | KANSAS ST DEV FIN AUTH REV | 10/1/09 | 1,030,000 | 1,049,761 | 1,058,294 | |||||||||||||
48542KNH8 | KANSAS ST DEV FIN AUTH REV | 6/1/12 | 500,000 | 519,322 | 534,110 | |||||||||||||
486062A51 | KATY TEX INDPT SCH DIST | 2/15/25 | 3,000,000 | 3,119,565 | 3,226,710 | |||||||||||||
49151EXA6 | KENTUCKY ST PPTY & BLDGS COMMN | 10/1/17 | 565,000 | 561,356 | 603,448 | |||||||||||||
500769CD4 | KFW INTERNATIONAL FINANCE INC CORP BND | 5/15/12 | 60,000,000 | 62,120,657 | 64,748,996 | |||||||||||||
49474EWA7 | KING CNTY WASH | 1/1/11 | 3,000,000 | 3,033,210 | 3,106,140 | |||||||||||||
50075NAB0 | KRAFT FOODS INC CORP BND | 11/1/11 | 30,285,000 | 30,537,180 | 30,727,468 | |||||||||||||
508205GV7 | LAKE COOK KANE & MCHENRY CNTYS | 12/1/16 | 2,385,000 | 2,425,507 | 2,647,445 | |||||||||||||
52108MAF0 | LB UBS COMM MTG TR 05 C7 A4 | 11/15/30 | 1,450,000 | 1,192,947 | 1,197,134 | |||||||||||||
542388AD5 | LBART_06-A 06-A_A4 | 5/15/13 | 34,576,460 | 31,421,013 | 31,421,013 | |||||||||||||
52108H6Y5 | LBUBS CMBS 05-C5 AM | 7/15/15 | 550,000 | 342,049 | 342,049 | |||||||||||||
50179MAE1 | LBUBS CMBS 06_C6 A4 | 9/15/39 | 50,000,000 | 49,855,380 | 37,704,769 | |||||||||||||
52108HDF8 | LBUBS CMBS_01-C2 A2 | 11/15/27 | 40,500,000 | 38,848,767 | 38,848,767 | |||||||||||||
52108HRB2 | LB-UBS COMM MTG TR 03 C3 A3 | 5/15/27 | 750,000 | 683,816 | 689,925 | |||||||||||||
52108HSY1 | LB-UBS COMM MTG TR 03 C5 A2 | 7/15/27 | 5,852 | 5,800 | 5,810 | |||||||||||||
52108HMU5 | LBUBS COMM MTG TR CMBS 02_C4 A5 | 9/15/31 | 88,000,000 | 87,141,242 | 78,442,226 | |||||||||||||
52108HLA0 | LBUBS COMM MTG TR SUB CMBS 02-C2 144A | 7/15/35 | 33,578,570 | 105,883 | 200,128 | |||||||||||||
52108HUG7 | LBUBS SENIOR CMBS_03-C5 XCP 144A | 4/15/37 | 55,258,174 | 277,655 | 477,983 | |||||||||||||
86359DMU8 | LEHMAN XS TR 05 2 2A1A | 8/25/35 | 276,246 | 272,045 | 257,763 | |||||||||||||
525221FY8 | LEHMAN XS TRUST 05 10 2A1 | 1/25/36 | 608,283 | 576,492 | 527,007 | |||||||||||||
545896U83 | LOUDOUN CNTY VA | 12/1/17 | 1,000,000 | 1,015,805 | 1,134,310 | |||||||||||||
546415QH6 | LOUISIANA ST MUNI BND GO | 4/1/14 | 5,000,000 | 5,305,582 | 5,546,450 | |||||||||||||
567505GY2 | MARICOPA CNTY AZ UN HIGH SCH | 7/1/16 | 1,125,000 | 1,159,195 | 1,260,990 | |||||||||||||
576433QQ2 | MARM_04-8 WHOLE CMO 04-8 | 9/25/34 | 1,534,068 | 1,565,846 | 1,301,382 | |||||||||||||
576433RP3 | MARM_04-8 WHOLE CMO 04-9 | 11/25/34 | 92,057 | 46,750 | 46,750 | |||||||||||||
57164TAA6 | MARRIOTT VAC CLUB OWNER TR 02 1A | 12/20/24 | 214,125 | 202,566 | 195,913 | |||||||||||||
574192K66 | MARYLAND ST MUNI BND GO | 7/15/13 | 5,000,000 | 5,336,364 | 5,563,150 | |||||||||||||
57429RAU7 | MARYLAND ST TRANSN AUTH GRANT | 3/1/17 | 2,000,000 | 2,033,479 | 2,264,360 | |||||||||||||
575296FP8 | MASON OH CITY SCH DIST | 12/1/19 | 1,000,000 | 986,952 | 1,105,810 | |||||||||||||
575579SL2 | MASSACHUSETTS BAY TRANSN AUTH | 7/1/20 | 1,575,000 | 1,496,843 | 1,657,625 | |||||||||||||
575579RS8 | MASSACHUSETTS BAY TRANSN AUTH | 7/1/20 | 35,000 | 35,237 | 40,058 | |||||||||||||
575579GA9 | MASSACHUSETTS BAY TRANSN AUTH MUNI BND REV | 7/1/15 | 5,000,000 | 5,467,611 | 5,771,500 | |||||||||||||
57582NDE2 | MASSACHUSETTS ST | 2/1/10 | 2,000,000 | 2,052,528 | 2,096,760 | |||||||||||||
57582PDK3 | MASSACHUSETTS ST | 11/1/18 | 2,000,000 | 1,400,100 | 1,394,540 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
57582NT62 | MASSACHUSETTS ST | 3/1/23 | 1,000,000 | 1,044,386 | 1,150,650 | |||||||||||||
57583PDB2 | MASSACHUSETTS ST FED HWY | 6/15/11 | 3,250,000 | 3,375,456 | 3,446,527 | |||||||||||||
576000AK9 | MASSACHUSETTS ST SCH BLDG AUTH | 8/15/10 | 2,000,000 | 2,057,013 | 2,101,100 | |||||||||||||
576000BE2 | MASSACHUSETTS ST SCH BLDG AUTH | 8/15/22 | 2,000,000 | 1,868,539 | 2,034,840 | |||||||||||||
55265K5Q8 | MASTR ASSET SEC TR 2004-1 3A1 | 1/25/34 | 2,220,844 | 2,093,344 | 2,093,334 | |||||||||||||
55262TFJ7 | MBNAS ABS 00-E A | 5/15/10 | 100,000 | 101,448 | 101,448 | |||||||||||||
579780AD9 | MCCORMICK & CO | 12/15/15 | 1,500,000 | 1,446,041 | 1,582,349 | |||||||||||||
585907AM0 | MELLON BANK N.A. CORP BND | 12/15/14 | 4,000,000 | 3,598,408 | 3,849,175 | |||||||||||||
586158KZ9 | MEMPHIS TN ELEC SYS REV | 12/1/14 | 2,000,000 | 2,029,328 | 2,172,300 | |||||||||||||
590188JP4 | MERRILL LYNCH & CO INC CORP BND | 2/17/09 | 100,000 | 99,324 | 100,328 | |||||||||||||
590645HK6 | MESA CNTY CO SALES TAX REV | 6/1/11 | 2,090,000 | 2,156,379 | 2,223,635 | |||||||||||||
592179JG1 | METLIFE INC SENIOR CORP BND 144A | 4/10/13 | 20,000,000 | 18,589,464 | 18,589,464 | |||||||||||||
592098XJ1 | METRO NASHVILLE & DAVIDSON TN WTR | 1/1/10 | 2,000,000 | 2,063,282 | 2,100,960 | |||||||||||||
59562VAT4 | MIDAMERICAN ENERGY HOLDINGS CO CORP BND | 4/1/18 | 5,000,000 | 4,601,807 | 4,911,521 | |||||||||||||
602248AR7 | MILWAUKEE CNTY WIS ARPT REV | 12/1/17 | 1,675,000 | 1,676,493 | 1,684,129 | |||||||||||||
603827EJ1 | MINNEAPOLIS & ST PAUL MINN MET | 1/1/26 | 2,000,000 | 2,078,134 | 2,146,000 | |||||||||||||
604114RA8 | MINNESOTA PUB FACS AUTH WTR POLLU | 3/1/13 | 1,000,000 | 1,044,535 | 1,102,570 | |||||||||||||
604129DZ6 | MINNESOTA ST MUNI BND GO | 8/1/10 | 5,000,000 | 5,179,723 | 5,270,500 | |||||||||||||
60636WGM1 | MISSOURI ST HWYS & TRANS COMMN | 5/1/18 | 1,000,000 | 994,859 | 1,086,650 | |||||||||||||
589929W53 | MLMI WHOLE 03-A4 | 7/25/33 | 229,987 | 142,753 | 142,753 | |||||||||||||
615337AA0 | MONY GRP INC. CORP BND | 3/15/10 | 8,000,000 | 8,299,283 | 7,760,000 | |||||||||||||
615401JW7 | MOON AREA PA SCH DIST | 11/15/18 | 1,360,000 | 1,341,686 | 1,451,718 | |||||||||||||
61750HAE6 | MORGAN STANLEY CAPITAL I 06 HQ10 | 11/12/41 | 2,500,000 | 1,940,762 | 1,949,975 | |||||||||||||
61746SBS7 | MORGAN STANLEY CORP BND | 1/21/11 | 20,175,000 | 14,842,547 | 19,065,375 | |||||||||||||
61757UAB6 | MORGAN STANLEY CORP BND | 12/1/11 | 17,900,000 | 17,894,073 | 18,737,362 | |||||||||||||
61746SBR9 | MORGAN STANLEY CORP BND | 10/15/15 | 3,000,000 | 1,974,270 | 2,580,000 | |||||||||||||
617446HC6 | MORGAN STANLEY CORP BND | 4/1/12 | 100,000 | 72,590 | 95,000 | |||||||||||||
61746BCW4 | MORGAN STANLEY CORP BND | 1/9/12 | 75,000 | 52,395 | 70,875 | |||||||||||||
61745M6D0 | MSC CMBS_05-HQ6 A2A | 7/13/10 | 500,000 | 438,044 | 438,044 | |||||||||||||
61745M5G4 | MSC CMBS_05-T19 A4A | 3/13/15 | 500,000 | 397,466 | 397,466 | |||||||||||||
625574HL5 | MULTNOMAH CNTY ORE SCH DIST NO | 6/15/18 | 500,000 | 489,809 | 542,455 | |||||||||||||
625482EB6 | MULTNOMAH-CLACKAMAS CNTYS OR | 6/15/16 | 1,250,000 | 1,288,865 | 1,408,963 | |||||||||||||
634902JB7 | NATIONAL CITY BANK | 8/24/09 | 345,455 | 307,455 | 318,834 | |||||||||||||
635405AR4 | NATIONAL CITY CORP | 6/16/10 | 500,000 | 395,000 | 443,810 | |||||||||||||
638539AH9 | NATIONAL WESTMINSTER BANK PLC | 10/1/09 | 1,000,000 | 966,117 | 989,235 | |||||||||||||
63866EBL3 | NATIONWIDE LIFE GLOBAL FUNDING CORP BND 144A | 10/2/12 | 600,000 | 468,480 | 468,480 | |||||||||||||
64465MG82 | NEW HAMPSHIRE MUN BD BK | 8/15/21 | 2,610,000 | 2,765,245 | 2,982,839 | |||||||||||||
644682UL8 | NEW HAMPSHIRE ST | 6/1/17 | 1,730,000 | 1,722,018 | 1,896,859 | |||||||||||||
64468TRZ2 | NEW HAMPSHIRE ST HSG FIN AUTH | 7/1/21 | 60,000 | 52,878 | 53,406 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
646135Y56 | NEW JERSEY ST TRANSN TR FD | 6/15/15 | 2,000,000 | 2,116,217 | 2,313,420 | |||||||||||||
64711MPB7 | NEW MEXICO FIN AUTH REV | 6/1/12 | 1,725,000 | 1,793,109 | 1,863,104 | |||||||||||||
647357BW1 | NEW MEXICO ST HWY COMMN TAX | 6/15/09 | 400,000 | 406,158 | 408,844 | |||||||||||||
64953BAP3 | NEW YORK LIFE GLOBAL FUNDING CORP BND 144A | 5/9/13 | 20,000,000 | 19,301,666 | 19,301,666 | |||||||||||||
64983QWY1 | NEW YORK ST DORM AUTH REVS | 8/1/18 | 2,000,000 | 1,977,498 | 2,162,000 | |||||||||||||
64986ATE1 | NEW YORK ST ENVIRONMENTAL FACS | 6/15/13 | 1,200,000 | 1,248,429 | 1,310,568 | |||||||||||||
650013T21 | NEW YORK ST TWY AUTH HWY & BRD | 4/1/19 | 2,000,000 | 1,929,985 | 2,089,600 | |||||||||||||
650034X89 | NEW YORK ST URBAN DEV CORP REV | 3/15/17 | 2,050,000 | 2,122,176 | 2,328,841 | |||||||||||||
652482BG4 | NEWS AMERICA INC CORP BND | 12/15/14 | 10,000,000 | 9,414,553 | 9,414,553 | |||||||||||||
655356JF1 | NOMURA ASSET SEC CORP CMBS 98_D6 A1B | 3/15/30 | 1,134,055 | 1,137,537 | 1,132,183 | |||||||||||||
656491KZ9 | NORRISTOWN PA AREA SCH DIST | 9/1/21 | 1,000,000 | 1,038,693 | 1,098,410 | |||||||||||||
658256PF3 | NORTH CAROLINA ST | 5/1/16 | 1,000,000 | 1,010,822 | 1,070,330 | |||||||||||||
658256PX4 | NORTH CAROLINA ST PUB IMPT-SER A | 3/1/11 | 3,000,000 | 3,111,649 | 3,201,510 | |||||||||||||
663903CA8 | NORTHEAST OH REGL SWR DIST | 11/15/16 | 1,900,000 | 1,948,413 | 2,120,514 | |||||||||||||
677520SW9 | OHIO ST | 11/1/20 | 2,000,000 | 1,897,118 | 2,115,300 | |||||||||||||
677632HM6 | OHIO ST UNIV GEN RCPTS | 6/1/11 | 2,000,000 | 2,062,892 | 2,126,340 | |||||||||||||
67766WGU0 | OHIO ST WTR DEV AUTH WTR | 12/1/19 | 1,970,000 | 1,974,827 | 2,200,569 | |||||||||||||
67908NLN9 | OKLAHOMA ST CAPITOL IMPT AUTH | 7/1/20 | 2,000,000 | 1,910,789 | 2,055,700 | |||||||||||||
680616PF0 | OLENTANGY OH LOC SCH DIST | 12/1/17 | 2,000,000 | 2,007,384 | 2,199,560 | |||||||||||||
681793T88 | OMAHA NE PUB PWR DIST | 2/1/18 | 2,000,000 | 1,965,650 | 2,122,260 | |||||||||||||
68402LAE4 | ORACLE CORP CORP BND 144A | 1/15/11 | 25,125,000 | 25,041,309 | 25,754,425 | |||||||||||||
68389XAC9 | ORACLE CORPORATION CORP BND | 4/15/18 | 5,522,000 | 5,225,295 | 5,701,706 | |||||||||||||
68607DDQ5 | OREGON ST DEPT TRANSN HWY USER | 11/15/17 | 1,950,000 | 2,065,785 | 2,254,278 | |||||||||||||
694308GP6 | PACIFIC GAS AND ELECTRIC CO SENIOR CORP BND | 12/1/13 | 13,000,000 | 12,905,255 | 13,435,114 | |||||||||||||
695114BU1 | PACIFICORP | 11/15/11 | 1,000,000 | 1,013,404 | 1,050,020 | |||||||||||||
705220AM3 | PECO ENERGY TRANS TR ABS_01-A A1 | 6/2/10 | 485,000 | 491,682 | 496,301 | |||||||||||||
709141C86 | PENNSYLVANIA ST | 7/1/11 | 8,000,000 | 8,294,863 | 8,568,240 | |||||||||||||
7091412F1 | PENNSYLVANIA ST | 7/1/20 | 1,995,000 | 1,916,082 | 2,085,932 | |||||||||||||
718172AB5 | PHILIP MORRIS INTERNATIONAL IN CORP BND | 5/16/13 | 20,000,000 | 19,011,393 | 19,776,588 | |||||||||||||
718814CX2 | PHOENIX AZ | 7/1/10 | 1,350,000 | 1,426,710 | 1,442,583 | |||||||||||||
718849AG7 | PHOENIX AZ CIVIC IMPT CORP | 7/1/12 | 1,905,000 | 1,989,060 | 2,073,516 | |||||||||||||
721799PX6 | PIMA CNTY AZ UNI SCH DIST | 7/1/10 | 500,000 | 531,649 | 536,245 | |||||||||||||
693476AV5 | PNC FUNDING CORP CORP BND | 3/10/10 | 16,500,000 | 16,436,045 | 16,446,353 | |||||||||||||
73318EAL7 | POPULAR INC. CORP BND | 6/30/09 | 11,000,000 | 11,002,978 | 10,773,040 | |||||||||||||
736688FX5 | PORTLAND OR CMNTY COLLEGE DIST | 6/15/14 | 1,000,000 | 1,042,527 | 1,115,660 | |||||||||||||
737679CW8 | POTOMAC ELECTRIC POWER COMPANY | 11/15/13 | 1,200,000 | 1,062,504 | 1,165,018 | |||||||||||||
74005PAJ3 | PRAXAIR INC | 4/1/12 | 1,000,000 | 1,019,155 | 1,049,040 | |||||||||||||
74153WAN9 | PRICOA GLOBAL FUND SECURED CORP BND 144A | 1/15/10 | 10,105,000 | 10,016,065 | 9,872,071 | |||||||||||||
741701WX0 | PRINCE GEORGES CNTY MD MUNI BND GO | 7/15/14 | 4,630,000 | 4,743,331 | 4,968,962 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
742633PD6 | PRIOR LAKE MN INDPT SCH DIST | 2/1/20 | 1,195,000 | 1,162,310 | 1,250,281 | |||||||||||||
742651DE9 | PRIVATE EXPORT FUNDING CORP AGENCY BND | 9/15/17 | 44,100,000 | 44,018,364 | 51,038,647 | |||||||||||||
743263AD7 | PROGRESS ENERGY INC CORP BND | 3/1/11 | 10,700,000 | 10,601,314 | 10,601,314 | |||||||||||||
74432QAP0 | PRUDENTIAL FINANCIAL INC. CORP BND | 12/14/11 | 18,700,000 | 17,109,065 | 17,109,065 | |||||||||||||
74436JFB8 | PSSFC CMBS_99-C2 A2 | 2/28/09 | 145,212 | 144,318 | 144,318 | |||||||||||||
744448BU4 | PUBLIC SERVICE COMPANY OF COLORAD | 10/1/12 | 1,070,000 | 1,054,578 | 1,125,276 | |||||||||||||
74451PAA1 | PUBLIC SERVICE COMPANY OF NC INC | 2/15/11 | 1,550,000 | 1,615,620 | 1,569,388 | |||||||||||||
749241AA3 | RALI_07-QH9 WHOLE CMO 07-QH9 A1 | 11/25/37 | 16,329,601 | 5,099,734 | 5,099,734 | |||||||||||||
758202AE5 | REED ELSEVIER CAPITAL | 6/15/10 | 1,750,000 | 1,716,084 | 1,716,365 | |||||||||||||
759136LA0 | REGIONAL TRANS DIST CO | 11/1/17 | 1,550,000 | 1,550,000 | 1,680,107 | |||||||||||||
76110H2P3 | RES ASSET SEC WHOLE CMO 05-QA3 | 3/25/35 | 2,717,339 | 1,220,629 | 1,220,629 | |||||||||||||
780097AE1 | ROYAL BANK OF SCOTLAND GRP PLC CORP BND | 3/31/49 | 4,000,000 | 3,414,944 | 3,414,944 | |||||||||||||
780427KA7 | ROYAL OAK CITY MI SCH DIST | 5/1/19 | 2,000,000 | 1,912,603 | 2,109,680 | |||||||||||||
7832434J4 | RUTHERFORD CNTY TN | 6/1/18 | 1,430,000 | 1,431,730 | 1,555,311 | |||||||||||||
795560AR2 | SALT LAKE & SANDY UT MET WTR | 7/1/20 | 1,820,000 | 1,720,641 | 1,886,157 | |||||||||||||
795685BZ8 | SALT LAKE CNTY UT SALES TAX | 8/1/17 | 1,550,000 | 1,551,643 | 1,678,743 | |||||||||||||
802072KA5 | SANTA FE NM GROSS RCPTS TAX | 6/1/19 | 2,000,000 | 1,916,057 | 2,070,520 | |||||||||||||
863579KY3 | SARM WHOLE CMO 05-1 | 2/25/35 | 3,283,926 | 1,515,203 | 1,515,203 | |||||||||||||
78387GAK9 | SBC COMMUNICATIONS INC CORP BND | 8/15/12 | 100,000 | 100,619 | 101,847 | |||||||||||||
79548CAB2 | SBM7 CMBS_00-C3 A2 | 12/10/09 | 487,298 | 470,441 | 470,441 | |||||||||||||
79548CDL7 | SBM7 SENIOR CMBS 02-KEY 144A | 3/18/36 | 35,000,000 | 479,810 | 502,950 | |||||||||||||
806640PN2 | SCHERTZ-CIBOLO-UNVL CITY TX | 2/1/20 | 2,025,000 | 1,919,292 | 2,107,640 | |||||||||||||
806860AA0 | SCHLUMBERGER TECH CORP 144A | 4/15/12 | 1,150,000 | 1,254,974 | 1,295,498 | |||||||||||||
809326AC5 | SCOTLAND INTL FIN NO.2 144A | 8/15/10 | 600,000 | 598,489 | 600,780 | |||||||||||||
810489HN7 | SCOTTSDALE AZ MUN PPTY CORP | 7/1/20 | 2,000,000 | 2,065,546 | 2,327,560 | |||||||||||||
812643AP9 | SEATTLE WA MUN LT & PWR REV | 8/1/16 | 1,535,000 | 1,555,056 | 1,664,293 | |||||||||||||
821686UF7 | SHELBY CNTY TN | 4/1/18 | 1,850,000 | 1,813,771 | 1,958,651 | |||||||||||||
82651AAA5 | SIERRA RECEIVABLES FUNDING CO 20 | 9/20/17 | 2,602,484 | 2,177,897 | 2,071,176 | |||||||||||||
826502AA4 | SIERRA RECEIVABLES FUNDING CO 07 | 3/20/19 | 1,022,594 | 860,093 | 881,169 | |||||||||||||
828807BU0 | SIMON PROPERTY GROUP INC. CORP BND | 9/1/11 | 8,500,000 | 6,904,544 | 6,904,544 | |||||||||||||
828807BA4 | SIMON PROPERTY GROUP L.P. CORP BND | 3/18/10 | 7,070,000 | 6,286,140 | 6,286,140 | |||||||||||||
828807BZ9 | SIMON PROPERTY GROUP L.P. CORP BND | 5/30/18 | 5,000,000 | 3,263,604 | 3,263,604 | |||||||||||||
828807BE6 | SIMON PROPERTY GROUP L.P. CORP BND | 8/15/10 | 1,465,000 | 1,301,585 | 1,301,585 | |||||||||||||
78442FAG3 | SLM CORP CORP BND | 1/15/13 | 75,000 | 53,482 | 57,000 | |||||||||||||
78442FCJ5 | SLM CORP CORP BND | 5/15/14 | 25,000 | 17,253 | 17,500 | |||||||||||||
78442GQR0 | SLMA ABS_05-8 A4 | 12/31/08 | 425,000 | 299,625 | 299,625 | |||||||||||||
833034AC5 | SNAP-ON INC | 8/15/11 | 1,400,000 | 1,455,896 | 1,497,378 | |||||||||||||
837562KS5 | SOUTH DAKOTA ST UNIV REV | 4/1/20 | 1,545,000 | 1,451,168 | 1,590,021 | |||||||||||||
842434CF7 | SOUTHERN CALIFORNIA GAS COMPANY | 12/1/09 | 1,000,000 | 990,638 | 971,572 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
842434CA8 | SOUTHERN CALIFORNIA GAS COMPANY | 10/1/12 | 700,000 | 673,810 | 709,576 | |||||||||||||
849476BK1 | SPRING BRANCH TEX INDPT SCH | 2/1/19 | 2,695,000 | 2,793,830 | 2,888,151 | |||||||||||||
851018HL8 | SPRINGFIELD MO PUB UTIL REV | 8/1/14 | 1,000,000 | 1,032,843 | 1,111,610 | |||||||||||||
852060AJ1 | SPRINT CAPITAL CO CORP BND | 1/30/11 | 10,000,000 | 8,350,000 | 8,350,000 | |||||||||||||
86359BGD7 | STRUCTURED ASSET SEC CORP WHOLE CMO 04-1 | 2/25/34 | 181,543 | 129,899 | 111,740 | |||||||||||||
86359BVE8 | STRUCTURED ASSET SEC CORP WHOLE CMO 04-6 | 6/25/34 | 13,000,948 | 7,846,072 | 7,846,072 | |||||||||||||
866407B32 | SUMNER CNTY TENN | 6/1/14 | 2,000,000 | 2,063,971 | 2,218,080 | |||||||||||||
873545EJ2 | TACOMA WASH SEWER REV | 12/1/19 | 1,000,000 | 1,057,622 | 1,102,740 | |||||||||||||
879385AC6 | TELEFONICA EUROPE CORP BND | 9/15/10 | 11,000,000 | 11,513,741 | 11,167,719 | |||||||||||||
880557WZ2 | TENNESSEE ST SCH BD AUTH | 5/1/13 | 400,000 | 412,784 | 422,028 | |||||||||||||
880591DT6 | TENNESSEE VALLEY AUTHORITY AGENCY BND | 5/23/12 | 22,679,000 | 23,703,279 | 25,993,990 | |||||||||||||
880591DN9 | TENNESSEE VALLEY AUTHORITY AGENCY BND | 1/18/11 | 12,500,000 | 12,517,926 | 13,347,501 | |||||||||||||
882135WW2 | TEXAS A & M UNIV REVS | 5/15/12 | 7,500,000 | 7,770,710 | 8,145,150 | |||||||||||||
882720R56 | TEXAS ST | 10/1/10 | 2,000,000 | 2,060,758 | 2,103,220 | |||||||||||||
88283LCS3 | TEXAS ST TRANSN COMMN | 4/1/22 | 2,000,000 | 1,877,712 | 2,071,540 | |||||||||||||
884903AU9 | THOMSON CORPORATION | 5/28/10 | 1,600,000 | 1,594,341 | 1,543,968 | |||||||||||||
87244EAA0 | TIAA GLOBAL MARKETS CORP BND 144A | 1/12/11 | 10,250,000 | 10,247,457 | 10,318,020 | |||||||||||||
89233PRS7 | TOYOTA MOTOR CREDIT CORPORATION | 8/6/09 | 145,454 | 144,196 | 145,550 | |||||||||||||
89352HAA7 | TRANS-CANADA PIPELINES LIMITED | 6/15/13 | 1,800,000 | 1,527,889 | 1,652,346 | |||||||||||||
G92444AB7 | UK CONV GILT GOVT BND | 3/7/11 | 1,750,000 | 3,361,412 | 2,653,453 | |||||||||||||
90466GAB8 | UNICREDITO LUXEM FIN CORP BND 144A | 1/13/17 | 21,750,000 | 21,750,000 | 17,742,429 | |||||||||||||
904764AG2 | UNILEVER CAPITAL CORP | 11/1/10 | 1,500,000 | 1,565,079 | 1,604,145 | |||||||||||||
91324PAP7 | UNITED HEALTHCARE CORP CORP BND | 3/15/11 | 125,000 | 119,214 | 119,214 | |||||||||||||
G92450DU9 | UNITED KINGDOM GILT | 12/7/09 | 9,370,000 | 17,241,281 | 14,149,292 | |||||||||||||
912828HH6 | UNITED STATES TREASURY GOVT BND | 11/15/17 | 157,700,000 | 159,898,125 | 183,649,549 | |||||||||||||
912828FQ8 | UNITED STATES TREASURY GOVT BND | 8/15/16 | 128,000,000 | 129,010,572 | 152,719,355 | |||||||||||||
912828JR2 | UNITED STATES TREASURY GOVT BND | 11/15/18 | 84,400,000 | 90,540,388 | 95,543,335 | |||||||||||||
912810PU6 | UNITED STATES TREASURY GOVT BND | 5/15/37 | 12,000,000 | 12,801,663 | 17,387,161 | |||||||||||||
912828CT5 | UNITED STATES TREASURY GOVT BND | 8/15/14 | 15,000,000 | 14,373,811 | 17,224,500 | |||||||||||||
912828FE5 | UNITED STATES TREASURY GOVT BND | 5/15/09 | 12,895,000 | 12,899,603 | 13,112,023 | |||||||||||||
912828HA1 | UNITED STATES TREASURY GOVT BND | 8/15/17 | 9,000,000 | 9,509,061 | 10,759,680 | |||||||||||||
912810FT0 | UNITED STATES TREASURY GOVT BND | 2/15/36 | 8,000,000 | 7,566,596 | 10,625,840 | |||||||||||||
912828JH4 | UNITED STATES TREASURY GOVT BND | 8/15/18 | 8,000,000 | 8,335,783 | 9,239,520 | |||||||||||||
912828BH2 | UNITED STATES TREASURY GOVT BND | 8/15/13 | 7,000,000 | 6,790,931 | 7,957,950 | |||||||||||||
912828DE7 | UNITED STATES TREASURY GOVT BND | 12/15/09 | 7,000,000 | 6,913,224 | 7,204,680 | |||||||||||||
912810EZ7 | UNITED STATES TREASURY GOVT BND | 2/15/27 | 2,475,000 | 3,084,487 | 3,696,413 | |||||||||||||
912828AP5 | UNITED STATES TREASURY GOVT BND | 11/15/12 | 2,665,000 | 2,745,359 | 2,957,883 | |||||||||||||
912828EM8 | UNITED STATES TREASURY GOVT BND | 11/15/10 | 1,700,000 | 1,699,431 | 1,824,661 | |||||||||||||
9128275Z1 | UNITED STATES TREASURY GOVT BND | 2/15/10 | 1,550,000 | 1,576,759 | 1,653,106 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
912828AJ9 | UNITED STATES TREASURY GOVT BND | 8/15/12 | 500,000 | 521,059 | 561,410 | |||||||||||||
912810DW5 | UNITED STATES TREASURY GOVT BND | 5/15/16 | 310,000 | 377,021 | 417,719 | |||||||||||||
912828DV9 | UNITED STATES TREASURY GOVT BND | 5/15/15 | 100,000 | 97,251 | 114,643 | |||||||||||||
9128275N8 | UNITED STATES TREASURY GOVT BND | 8/15/09 | 105,000 | 107,287 | 108,604 | |||||||||||||
912828DG2 | UNITED STATES TREASURY GOVT BND | 1/15/10 | 50,000 | 49,539 | 51,734 | |||||||||||||
912828HN3 | UNITED STATES TREASURY GOVT BND | 1/15/18 | 3,000,000 | 3,092,533 | 2,916,221 | |||||||||||||
912828CP3 | UNITED STATES TREASURY GOVT BND TIPS | 7/15/14 | 87,600,000 | 94,452,137 | 94,452,137 | |||||||||||||
912810PS1 | UNITED STATES TREASURY GOVT BND TIPS | 1/15/27 | 6,900,000 | 7,284,738 | 7,307,043 | |||||||||||||
912828EA4 | UNITED STATES TREASURY GOVT BND TIPS | 7/15/15 | 5,800,000 | 6,303,295 | 6,032,060 | |||||||||||||
912810FS2 | UNITED STATES TREASURY GOVT BND TIPS | 1/15/26 | 4,000,000 | 3,968,994 | 4,006,645 | |||||||||||||
912828JQ4 | UNITED STATES TREASURY NOTES | 10/31/13 | 2,000,000 | 1,999,250 | 2,125,624 | |||||||||||||
912828JF8 | UNITED STATES TREASURY NOTES | 7/31/10 | 10,000,000 | 10,184,146 | 10,358,590 | |||||||||||||
912828FY1 | UNITED STATES TREASURY NOTES | 11/15/16 | 4,400,000 | 4,589,391 | 5,191,978 | |||||||||||||
912828FN5 | UNITED STATES TREASURY NOTES | 7/31/11 | 4,500,000 | 4,843,768 | 4,965,111 | |||||||||||||
9128277L0 | UNITED STATES TREASURY NOTES | 2/15/12 | 1,155,000 | 1,220,768 | 1,292,200 | |||||||||||||
912828CH1 | UNITED STATES TREASURY NOTES | 5/15/09 | 1,265,000 | 1,274,926 | 1,281,990 | |||||||||||||
912828CV0 | UNITED STATES TREASURY NOTES | 9/15/09 | 1,225,000 | 1,251,038 | 1,251,031 | |||||||||||||
912828GC8 | UNITED STATES TREASURY NOTES | 12/31/11 | 500,000 | 537,688 | 553,554 | |||||||||||||
912828CN8 | UNITED STATES TREASURY NOTES | 7/15/09 | 495,000 | 500,902 | 503,817 | |||||||||||||
912828BR0 | UNITED STATES TREASURY NOTES | 11/15/13 | 335,000 | 356,911 | 382,319 | |||||||||||||
912828EN6 | UNITED STATES TREASURY NOTES | 11/15/15 | 250,000 | 299,371 | 295,703 | |||||||||||||
912833JY7 | UNITED STATES TREASURY | 5/15/12 | 600,000 | 521,100 | 576,270 | |||||||||||||
912803AU7 | UNITED STATES TREASURY STRIPS | 8/15/20 | 125,000,000 | 73,282,111 | 85,455,000 | |||||||||||||
912803AT0 | UNITED STATES TREASURY STRIPS | 5/15/20 | 45,600,000 | 24,888,256 | 31,429,800 | |||||||||||||
912803AY9 | UNITED STATES TREASURY STRIPS | 11/15/21 | 31,500,000 | 17,001,276 | 20,365,065 | |||||||||||||
913017BC2 | UNITED TECHNOLOGIES CORPORATION | 11/15/10 | 1,000,000 | 1,044,562 | 1,064,910 | |||||||||||||
914119HX3 | UNIVERSITY CINCINNATI OH | 6/1/18 | 2,015,000 | 1,937,295 | 2,090,845 | |||||||||||||
914437PF9 | UNIVERSITY MASSACHUSETTS BLDG AUT | 11/1/19 | 1,530,000 | 1,452,605 | 1,557,448 | |||||||||||||
915506KJ7 | UPPER ARLINGTON OH CITY SCH | 12/1/21 | 1,250,000 | 1,175,836 | 1,299,175 | |||||||||||||
91159HGJ3 | US BANCORP CORP BND | 7/29/10 | 24,000,000 | 23,912,541 | 24,170,634 | |||||||||||||
912828HY9 | US TREASURY | 4/30/13 | 200,000 | 203,231 | 216,422 | |||||||||||||
92343VAN4 | VERIZON COMMUNICATIONS INC. SENIOR CORP BND | 4/15/13 | 10,000,000 | 9,726,678 | 9,956,741 | |||||||||||||
92344GAL0 | VERIZON GLOBAL FDG CO CORP BND | 12/1/10 | 6,153,000 | 6,403,664 | 6,410,857 | |||||||||||||
927749DT5 | VIRGINIA BEACH VA WTR & SWR REV | 10/1/19 | 1,735,000 | 1,689,236 | 1,849,076 | |||||||||||||
927790BM6 | VIRGINIA COMWLTH TRANSN BRD | 9/27/12 | 1,000,000 | 1,042,736 | 1,096,620 | |||||||||||||
927790BK0 | VIRGINIA COMWLTH TRANSN BRD MUNI BND REV | 10/1/11 | 5,000,000 | 5,247,098 | 5,386,700 | |||||||||||||
928109HA8 | VIRGINIA ST MUNI BND GO | 6/1/12 | 5,000,000 | 5,286,852 | 5,476,950 | |||||||||||||
928172MS1 | VIRGINIA ST PUB BLDG AUTH PUB | 8/1/17 | 1,260,000 | 1,272,501 | 1,370,855 | |||||||||||||
92817LFB4 | VIRGINIA ST RES AUTH CLEAN WTR | 10/1/20 | 2,500,000 | 2,554,203 | 2,833,275 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Fixed Income Securities Listing as at December 31, 2008 |
Cusip | Description | Maturity Date | Par | Book Value $ | Fair Value $ | |||||||||||||
92817LEM1 | VIRGINIA ST RES AUTH CLEAN WTR | 10/1/10 | 2,000,000 | 2,071,755 | 2,105,680 | |||||||||||||
92857TAG2 | VODAFONE GROUP PLC CORP BND | 2/15/10 | 16,800,000 | 17,250,429 | 17,153,253 | |||||||||||||
92979EAG8 | WACHOVIA AUTO OWNER TR 08 A A4B | 3/20/14 | 3,000,000 | 2,639,190 | 2,476,620 | |||||||||||||
9297667G2 | WACHOVIA BANK COMM MTG TR SENIOR CMBS 05-C21 | 10/15/44 | 26,000,000 | 25,874,400 | 21,113,158 | |||||||||||||
931142BE2 | WAL-MART STORES INC | 8/10/09 | 550,000 | 559,844 | 567,785 | |||||||||||||
938234MJ7 | WASHINGTON CNTY OR | 6/1/20 | 1,035,000 | 986,961 | 1,107,036 | |||||||||||||
92922FSC3 | WASHINGTON MUTUAL CMO 2004-AR5 A6 | 6/25/34 | 9,000,000 | 8,945,097 | 8,838,585 | |||||||||||||
92922FTB4 | WASHINGTON MUTUAL CMO 2004-AR7 A6 | 7/25/34 | 29,000,000 | 28,852,449 | 28,347,500 | |||||||||||||
93974A7Q1 | WASHINGTON ST | 1/1/20 | 2,000,000 | 1,907,224 | 2,095,760 | |||||||||||||
940773U28 | WASHOE CNTY NEV | 7/1/23 | 3,000,000 | 3,101,999 | 3,156,900 | |||||||||||||
9297664Q3 | WBCMT CMBS 05_C20 A7 | 5/30/15 | 500,000 | 396,366 | 396,366 | |||||||||||||
949744AA4 | WELLS FARGO & COMPANY - GTD CORP BND | 12/9/11 | 28,800,000 | 28,766,304 | 30,043,006 | |||||||||||||
949746NJ6 | WELLS FARGO & COMPANY CORP BND | 8/26/11 | 8,000,000 | 7,915,787 | 8,145,444 | |||||||||||||
94974BAZ3 | WELLS FARGO & COMPANY SENIOR CORP BND | 10/29/10 | 14,000,000 | 13,683,157 | 13,926,623 | |||||||||||||
949748AF4 | WELLS FARGO BANK CORP BND | 2/1/11 | 100,000 | 100,900 | 102,706 | |||||||||||||
94983YAM1 | WELLS FARGO MORTGAGE BACKED SE WHOLE CMO 06-AR10-5A3 | 7/25/36 | 26,624,654 | 15,152,090 | 15,152,090 | |||||||||||||
94986EAA8 | WELS FRG CP XIII CORP BND | 12/29/49 | 10,000,000 | 8,100,000 | 8,100,000 | |||||||||||||
952030WE0 | WEST CHESTER PA AREA SCH DIST | 5/15/13 | 1,510,000 | 1,565,018 | 1,643,469 | |||||||||||||
949781AA6 | WFMBS WHOLE CMO 05-AR1 | 2/25/35 | 5,700,781 | 5,627,653 | 4,047,554 | |||||||||||||
94981QAU2 | WFMBS WHOLE CMO 05-AR16 | 10/25/35 | 16,824,412 | 16,692,899 | 11,976,878 | |||||||||||||
94982BAG5 | WFMBS WHOLE CMO 05-AR8 3A2 | 6/25/35 | 9,071,255 | 5,980,678 | 5,980,678 | |||||||||||||
967338KS2 | WICHITA KANS WTR & SWR UTIL | 10/1/10 | 2,000,000 | 2,062,122 | 2,085,740 | |||||||||||||
971567KU5 | WILMINGTON DEL | 6/1/17 | 1,000,000 | 998,780 | 1,097,930 | |||||||||||||
97705LFY8 | WISCONSIN ST | 5/1/17 | 2,500,000 | 2,481,344 | 2,728,750 | |||||||||||||
977056D31 | WISCONSIN ST MUNI BND GO | 5/1/14 | 6,500,000 | 6,907,005 | 7,105,410 | |||||||||||||
98385XAT3 | XTO ENERGY INC. CORP BND | 12/15/18 | 18,375,000 | 17,433,504 | 17,914,774 | |||||||||||||
98876XAA0 | ZFS FINANCE USA TRUST I SENIOR CORP BND 144A | 12/15/65 | 10,000,000 | 3,800,000 | 3,800,000 | |||||||||||||
Total | $ | 5,872,031,498 | $ | 6,032,029,390 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Common & Preferred Stock Listing as at December 31, 2008 |
Cusip | Description | Shares | Fair Value $ | |||||||
002824100 | ABBOTT LABORATORIES | 13,600 | 725,832 | |||||||
00751Y106 | ADVANCE AUTO PARTS | 4,400 | 148,060 | |||||||
00846U101 | AGILENT TECH INC | 4,500 | 70,335 | |||||||
025816109 | AMERICAN EXPRESS COMPANY | 37,800 | 701,190 | |||||||
03076C106 | AMERIPRISE FINANCIAL INC | 10,600 | 247,616 | |||||||
037411105 | APACHE CORP | 5,700 | 424,821 | |||||||
057224107 | BAKER-HUGHES INC | 13,400 | 429,738 | |||||||
060505104 | BANK OF AMERICA CORPORATION | 21,600 | 304,128 | |||||||
12686C109 | CABLEVISION SYSTEMS CORP CLA | 16,900 | 284,596 | |||||||
166764100 | CHEVRON TEXACO CORP | 6,100 | 451,217 | |||||||
17275R102 | CISCO SYSTEMS INC. | 6,100 | 99,430 | |||||||
191216100 | COCA-COLA CO | 1,800 | 81,486 | |||||||
20030N101 | COMCAST CORP - CL A | 87,800 | 1,482,064 | |||||||
20825C104 | CONOCOPHILLIPS | 7,700 | 398,860 | |||||||
126650100 | CVS / CAREMARK CORP | 11,400 | 327,636 | |||||||
24702R101 | DELL INC | 28,100 | 287,744 | |||||||
313400657 | FREDDIE MAC | 160,000 | 46,400 | |||||||
369604103 | GENERAL ELECTRIC COMPANY | 19,500 | 315,900 | |||||||
37733W105 | GLAXOSMITHKLINE PLC-ADR | 14,100 | 525,507 | |||||||
428236103 | HEWLETT-PACKARD CO. | 2,800 | 101,612 | |||||||
452308109 | ILLINOIS TOOL WORKS INC | 1,900 | 66,595 | |||||||
459200101 | INTL BUSINESS MACHINES CORPORATIO | 1,200 | 100,992 | |||||||
464287184 | ISHARES FTSE/XINHUA CHINA 25 | 6,900 | 200,721 | |||||||
464287234 | ISHARES MSCI EMERGING MKT IN | 27,100 | 676,687 | |||||||
464286848 | ISHARES MSCI JAPAN | 188,400 | 1,804,872 | |||||||
478160104 | JOHNSON & JOHNSON | 11,700 | 700,011 | |||||||
46625H100 | JP MORGAN CHASE & COMPANY | 8,200 | 258,546 | |||||||
500255104 | KOHLS CORP | 17,000 | 615,400 | |||||||
524901105 | LEGG MASON INC | 17,800 | 389,998 | |||||||
585055106 | MEDTRONIC INC | 22,000 | 691,240 | |||||||
590188108 | MERRILL LYNCH & CO | 17,000 | 197,880 | |||||||
651290108 | NEWFIELD EXPLORATION | 14,700 | 290,325 | |||||||
654902204 | NOKIA CORP SPON ADR | 10,600 | 165,360 | |||||||
69832A205 | PANASONIC CORP - SPON ADR | 6,800 | 84,592 | |||||||
713448108 | PEPSICO INC | 5,800 | 317,666 | |||||||
71654V408 | PETROLEO BRASILEIRO S.A.-ADR | 4,400 | 107,756 | |||||||
742718109 | PROCTER & GAMBLE CO | 7,000 | 432,740 | |||||||
78462F103 | S & P 500 DEPOSITARY RECEIPTS | 1,500 | 135,360 | |||||||
80105N105 | SANOFI-AVENTIS | 9,900 | 318,384 |
Allied World Assurance Company Holdings, Ltd. Investment Supplement Common & Preferred Stock Listing as at December 31, 2008 |
Cusip | Description | Shares | Fair Value $ | |||||||
78463V107 | SPDR GOLD TRUST | 15,000 | 1,297,800 | |||||||
87612E106 | TARGET CORPORATION | 15,800 | 545,574 | |||||||
882508104 | TEXAS INSTRUMENTS INC | 6,100 | 94,672 | |||||||
88732J108 | TIME WARNER CABLE | 53,100 | 1,138,995 | |||||||
887317105 | TIME WARNER INC | 60,500 | 608,630 | |||||||
892331307 | TOYOTA MOTOR CORP -SPON ADR | 3,700 | 242,128 | |||||||
G9143X208 | TYCO INTERNATIONAL LTD | 8,800 | 190,080 | |||||||
91324P102 | UNITEDHEALTH GROUP INC | 19,100 | 508,060 | |||||||
902973304 | US BANCORP | 13,900 | 347,639 | |||||||
949746101 | WELLS FARGO CO | 38,600 | 1,137,928 | |||||||
98385X106 | XTO ENERGY INC | 5,900 | 208,093 | |||||||
Total | $ | 21,328,896 |