Insurance-Linked Securities Report 2008 - Aon

Insurance-Linked Securities 2008
SUMMARY OF MORTALITY BONDS
48
Sponsor Class S&P Incept Maturity Territories Size ($MM)
AXA Cessions Osiris Series I - B AAA 9-Nov-06 15-Jan-10 France, Japan, US 128.35
Osiris Series II - B A- 9-Nov-06 15-Jan-10 France, Japan, US 64.18
Osiris Series III - C BBB 9-Nov-06 15-Jan-10 France, Japan, US 150.00
Osiris Series III - D BB+ 9-Nov-06 15-Jan-10 France, Japan, US 100.00
Munich Re Nathan Ltd. Series I - A A- 19-Feb-08 15-Jan-13 Canada, Germany, UK, US 100.00
Scottish Annuity
& Life Insurance
Company Ltd.
Tartan Capital
Limited - A
Tartan Capital
Limited - B
Swiss Re Vita Capital II - B A+ 13-Apr-05 1-Jan-10
AAA 4-May-06 7-Jan-09 US 75.00
BB+ 4-May-06 7-Jan-09 US 80.00
Vita Capital II - C A- 13-Apr-05 1-Jan-10
Vita Capital II - D BBB 13-Apr-05 1-Jan-10
Vita Capital III - A IV AAA 11-Jan-07 1-Jan-11
Vita Capital III - A V AAA 11-Jan-07 1-Jan-12
Vita Capital III - A VI AAA 11-Jan-07 1-Jan-11
Vita Capital III - A VII AA- 11-Jan-07 1-Jan-12
Vita Capital III - B I A 27-Dec-06 1-Jan-11
Vita Capital III - B II A 27-Dec-06 1-Jan-12
Vita Capital III - B III A 27-Dec-06 1-Jan-11
Vita Capital III - B V AAA 11-Jan-07 1-Jan-11
Vita Capital III - B VI AAA 11-Jan-07 1-Jan-11
Canada, Germany, Japan,
UK, US
Canada, Germany, Japan,
UK, US
Canada, Germany, Japan,
UK, US
Canada, Germany, Japan,
UK, US
Canada, Germany, Japan,
UK, US
Canada, Germany, Japan,
UK, US
Canada, Germany, Japan,
UK, US
Canada, Germany, Japan,
UK, US
Canada, Germany, Japan,
UK, US
Canada, Germany, Japan,
UK, US
Canada, Germany, Japan,
UK, US
Canada, Germany, Japan,
UK, US
Total on Risk 1,316.70
62.00
200.00
100.00
100.00
100.00
70.97
129.04
90.00
50.00
38.71
50.00
70.97