Insurance-Linked Securities Report 2008 - Aon

SUMMARY OF CATASTROPHE BONDS - 1997 THROUGH JUNE 30, 2008
Date Sponsor Issuer Class Territories/ Perils Trigger Issue Size ($000s) MIS S&P Fitch
9-May-01 Swiss Re SR Wind Ltd. Class A-1 US/France Wind Parametric Index $58,200 BB+ BB+
1-Jun-01 USAA
Residential Reinsurance
2001 Limited
Class A-2 US/France Wind Parametric Index $58,200 BB+ BB+
US Gulf/East Coast Wind Indemnity $150,000 Ba2 BB+
15-Jun-01 Zurich Re Trinom Ltd. Class A-1 US/EU Wind, US EQ Modeled Loss $60,000 Ba2 BB BB-
Class A-2 US/EU Wind, US EQ Modeled Loss $97,000 Ba1 BB+ BB
27-Dec-01 CEA Redwood Capital I, Ltd Califorina EQ Industry Index $160,050 Ba2 BB+
28-Dec-01 SCOR Atlas Reinsurance II p.l.c. Class A Europe Wind. CA/JP EQ Parametric Index $50,000 A3 A
Class B Europe Wind. CA/JP EQ Parametric Index 100,000 Ba2 BB+
28-Mar-02 CEA Redwood Capital II, Ltd California EQ Industry Index $194,000 Baa3 BBB-
8-Apr-02 Hiscox St. Agatha Re Ltd. California/New Madrid EQ Modeled Loss $33,000 BB+
22-May-02 Nissay Dowa Fujiyama Ltd. Japan EQ Parametric $67,900 BB+
31-May-02 USAA
Residential Reinsurance
2002 Limited
US Gulf/East Coast Wind Indemnity $125,000 Ba3 BB+
26-Jun-02 Swiss Re Pioneer 2002 Ltd. A-02-1 US Wind Parametric Index $85,000 Ba3 BB+
B-02-1 Europe Wind Parametric Index $50,000 Ba3 BB+
C-02-1 California EQ Parametric Index $30,000 Ba3 BB+
D-02-1 Central US EQ Parametric $40,000 Baa3 BBB-
E-02-1 Japan EQ Parametric Index $25,000 Ba3 BB+
F-02-1 US/EU Wind, US/JP EQ Parametric Index $25,000 Ba3 BB+
16-Sep-02 Swiss Re Pioneer 2002 Ltd. B-02-2 Europe Wind Parametric Index $5,000 Ba3 BB+
C-02-2 California EQ Parametric Index $20,500 Ba3 BB+
D-02-2 Central US EQ Parametric $1,750 Baa3 BBB-
16-Dec-02 Swiss Re Pioneer 2002 Ltd. A-02-3 US Wind Parametric Index $8,500 Ba3 BB+
B-02-3 Europe Wind Parametric Index $21,000 Ba3 BB+
C-02-3 California EQ Parametric Index $15,700 Ba3 BB+
D-02-3 Central US EQ Parametric $25,500 Baa3 BBB-
E-02-3 Japan EQ Parametric Index $30,550 Ba3 BB+
F-02-3 US/EU Wind, US/JP EQ Parametric Index $3,000 Ba3 BB+
30-Dec-02 Vivendi Studio Re Ltd. California EQ Parametric Index $150,000 Ba2 BB+
17-Mar-03 Swiss Re Pioneer 2002 Ltd. A-03-1 US Wind Parametric Index $6,500 Ba3 BB+
30-May-03 USAA
Residential Reinsurance
2003 Limited
B-03-1 Europe Wind Parametric Index $8,000 Ba3 BB+
C-03-1 California EQ Parametric Index $6,500 Ba3 BB+
D-03-1 Central US EQ Parametric $5,500 Baa3 BBB-
E-03-1 Japan EQ Parametric Index $8,000 Ba3 BB+
F-03-1 US/EU Wind, US/JP EQ Parametric Index $8,140 Ba3 BB+
US Wind, US EQ Indemnity $160,000 Ba2 BB+
17-Jun-03 Swiss Re Pioneer 2002 Ltd. A-03-2 US Wind Parametric Index $9,750 Ba3 BB+
B-03-2 Europe Wind Parametric Index $12,250 Ba3 BB+
C-03-2 California EQ Parametric Index $7,250 Ba3 BB+
D-03-2 Central US EQ Parametric $2,600 Baa3 BBB-
25-Jun-03 Zenkyoren Phoenix Quake Wind Ltd. Japan Wind, Japan EQ Parametric Index $192,500 Baa3 BBB+
25-Jun-03 Zenkyoren Phoenix Quake Ltd. Japan EQ Parametric Index $192,500 Baa3 BBB+
25-Jun-03 Zenkyoren Phoenix Quake Wind II Ltd. Japan Wind, Japan EQ Parametric Index $85,000 Ba1 BBB-
Aon Capital Markets
41