|
Insurance Linked Securities | |
| Issuer/Coupon | CSX Ticker | Currency | Maturity |
|---|
| Blue Fin Ltd. |
|---|
| EUR155,000,000 Series 1 Class A Principal At-Risk Floating Rate Notes due 2012 |
|
EUR |
10-04-2012 |
| US$180,000,000 Series 2 Class A Principal-At-Risk Variable Rate Notes due 2012 |
|
USD |
16-04-2012 |
| US$ 90,000,000 Series 3 Class A Principal-At-Risk Floating Rate Notes due 2013 |
|
USD |
28-05-2013 |
| US$ 65,000,000 Series 1 Class B Principal-At-Risk Floating Rate Notes due 2012 |
|
USD |
10-04-2012 |
| US$ 60,000,000 Series 3 Class B Principal-At-Risk Floating Rate Notes due 2013 |
|
USD |
28-05-2013 |
| Caelus Re II Limited |
|---|
| $185,000,000 Series 2010-1 Class A Principal-at-Risk Variable Rate Notes |
|
USD |
24-05-2013 |
| Caelus Re Limited |
|---|
| US$250,000,000 Series 2008-1 Class A Variable Rate Notes due June 2011 |
|
USD |
07-06-2011 |
| Calabash Re III Ltd |
|---|
| $86,000,000 Class A Series 2009-I Principal At-Risk Variable Rate Notes due 2012 |
|
USD |
15-06-2012 |
| $14,000,000 Class B Series 2009-I Principal At-Risk Variable Rate Notes due 2012 |
|
USD |
15-06-2012 |
| East Lane Re II Ltd |
|---|
| $75,000,000 Series 2008-I Class A Variable Rate Notes due 7 April 2011 |
|
USD |
07-04-2011 |
| $70,000,000 Series 2008-I Class B Variable Rate Notes due 7 April 2011 |
|
USD |
07-04-2011 |
| $55,000,000 Series 2008-I Class C Variable Rate Notes due 7 April 2011 |
|
USD |
07-04-2011 |
| East Lane Re III Ltd |
|---|
| $150,000,000 Series 2009-I Class A Variable Rate Notes due 16 March 2012 |
|
USD |
16-03-2012 |
| East Lane Re Ltd |
|---|
| $135,000,000 Series A 2007-1 Variable Rate Notes due 6 May 2011 |
|
USD |
06-05-2011 |
| $115,000,000 Series B 2007-1 Variable Rate Notes due 6 May 2011 |
|
USD |
06-05-2011 |
| EOS Wind Limited |
|---|
| $50,000,000 Class A Principal At-Risk Variable Rate Notes due May 26, 2014 |
|
USD |
26-05-2014 |
| $30,000,000 Class B Principal At-Risk Variable Rate Notes due May 26, 2014 |
|
USD |
26-05-2014 |
| Eurus II Ltd |
|---|
| €150,000,000 Series 2009-1 Class A Principal At Risk Variable Rate Notes |
|
EUR |
06-04-2012 |
| Foundation Re III Ltd. |
|---|
| $180,000,000 Series 2010-1 Class A Principal-At-Risk Variable Rate Notes |
|
USD |
03-02-2014 |
| GlobeCat Ltd. |
|---|
| $20,000,000 Series CAQ Class A-1 Principal At-Risk Variable Note due 2013 |
|
USD |
02-01-2013 |
| $40,000,000 Series USW Class A-1 Principal At-Risk Variable Note due 2013 |
|
USD |
02-01-2013 |
| Ibis Re Ltd |
|---|
| Up to US$75,000,000 Series 2009-1 Class A Variable Rate Notes due May 2012 |
|
USD |
10-05-2012 |
| Up to US$75,000,000 Series 2009-1 Class B Variable Rate Notes due May 2012 |
|
USD |
10-05-2012 |
| $90,000,000 Series 2010-1 Class A Variable Rate Notes due May 2013 |
|
USD |
03-05-2013 |
| $60,000,000 Series 2010-1 Class B Variable Rate Notes due May 2013 |
|
USD |
03-05-2013 |
| Johnston Re Ltd. |
|---|
| $200,000,000 Series 2010-1 Class A Principal At-Risk Variable Rate Notes |
|
USD |
08-05-2013 |
| $105,000,000 Series 2010-1 Class B Principal At-Risk Variable Rate Notes |
|
USD |
08-05-2013 |
| Lakeside Re II Ltd. |
|---|
| US$225,000,000 Principal At-Risk Variable Rate Notes due January 2013 |
|
USD |
08-01-2013 |
| Longpoint Re II Ltd |
|---|
| $250,000,000 Series 2009-1 Class A Principal At-Risk Variable Rate Notes |
|
USD |
24-12-2012 |
| $250,000,000 Series 2009-1 Class B Principal At-Risk Variable Rate Notes |
|
USD |
24-12-2013 |
| MultiCat Mexico 2009 Limited |
|---|
| $140,000,000 Series 2009-I Class A Principal At-Risk Variable Rate Note due 2012 |
|
USD |
19-10-2012 |
| $50,000,000 Series 2009-I Class B Principal At-Risk Variable Rate Notes due 2012 |
|
USD |
19-10-2012 |
| $50,000,000 Series 2009-I Class C Principal At-Risk Variable Rate Notes due 2012 |
|
USD |
19-10-2012 |
| $50,000,000 Series 2009-I Class D Principal At-Risk Variable Rate Notes due 2012 |
|
USD |
19-10-2012 |
| Muteki Ltd |
|---|
| $300,000,000 Series 2008-1 Class A Principal At-Risk Variable Rate Note due 2011 |
|
USD |
24-05-2011 |
| Mystic Re II Ltd |
|---|
| US$225,000,000 Series 2009-I Principal-at-Risk Variable Rate Notes due 2012 |
|
USD |
20-03-2012 |
| Nelson Re Ltd. |
|---|
| $67,500,000 Class G, Series 2008-I P-A-R Variable Rate Notes due June 6, 2011 |
|
USD |
06-06-2011 |
| $45,000,000 Class H, Series 2008-I P-A-R Variable Rate Notes due June 6, 2011 |
|
USD |
06-06-2011 |
| $67,500,000 Class I, Series 2008-I P-A-R Variable Rate Notes due June 6, 2011 |
|
USD |
06-06-2011 |
| Newton Re Limited |
|---|
| $87,500,000 Series 2007-1 Class A Principal At-Risk Variable Rate Notes Due 2010 |
|
USD |
24-12-2010 |
| $137,500,000 Series 2007-1 Class B Principal At-Risk Variable Rate Note Due 2010 |
|
USD |
24-12-2010 |
| $150,000,000 Series 2008-1 Class A Principal At-Risk Variable Rate Note Due 2011 |
|
USD |
07-01-2011 |
| Queen Street Ltd |
|---|
| EUR70,000,000 Series 1 Class A Principal At-Risk Variable Rate Notes due 2011 |
|
EUR |
21-03-2011 |
| EUR100,000,000 Series 1 Class B Principal At-Risk Variable Rate Notes due 2011 |
|
EUR |
21-03-2011 |
| Redwood Capital XI Ltd |
|---|
| $150,000,000 Series 2009-1 Class A Principal At-Risk Variable Rate Notes |
|
USD |
07-01-2011 |
| Residential Reinsurance 2008 Limited |
|---|
| $125,000,000 Class 1 Series 2008-I Variable Rate Notes due 2011 |
|
USD |
06-06-2011 |
| $125,000,000 Class 2 Series 2008-I Variable Rate Notes due 2011 |
|
USD |
06-06-2011 |
| $100,000,000 Class 4 Series 2008-I Variable Rate Notes due 2011 |
|
USD |
06-06-2011 |
| Residential Reinsurance 2009 Limited |
|---|
| US$ 70,000,000 Class 1 Series 2009-1 Variable Rate Notes due June 2012 |
|
USD |
06-06-2012 |
| US$ 60,000,000 Class 2 Series 2009-1 Variable Rate Notes due June 2012 |
|
USD |
06-06-2012 |
| US$120,000,000 Class 4 Series 2009-1 Variable Rate Notes due June 2012 |
|
USD |
06-06-2012 |
| Residential Reinsurance 2010 Limited |
|---|
| $162,500,000 Class 1 Series 2010-I Variable Rate Notes due June 6, 2013 |
|
USD |
06-06-2013 |
| $ 72,500,000 Class 2 Series 2010-I Variable Rate Notes due June 6, 2013 |
|
USD |
06-06-2013 |
| $ 52,500,000 Class 3 Series 2010-I Variable Rate Notes due June 6, 2013 |
|
USD |
06-06-2013 |
| $117,500,000 Class 4 Series 2010-I Variable Rate Notes due June 6, 2013 |
|
USD |
06-06-2013 |
| Shore Re Ltd |
|---|
| US$96,000,000 Series 2010-1 |
|
USD |
08-07-2013 |
| Successor X Ltd |
|---|
| $50,000,000 Series 2009-1 Class I-S1 Principal At-Risk Variable Notes due 2010 |
|
USD |
09-12-2010 |
| $50,000,000 Series 2009-1 Class I-U1 Principal At-Risk Variable Notes due 2010 |
|
USD |
09-12-2010 |
| $50,000,000 Series 2009-1 Class I-X1 Principal At-Risk Variable Notes due 2010 |
|
USD |
09-12-2010 |
| $40,000,000 Series 2010-1 Class II-BY3 Principal At-Risk Variable Notes due 2013 |
|
USD |
04-04-2013 |
| $35,000,000 Series 2010-1 Class II-CL3 Principal At-Risk Variable Notes due 2013 |
|
USD |
04-04-2013 |
| $45,000,000 Series 2010-1 Class II-CN3 Principal At-Risk Variable Notes due 2013 |
|
USD |
04-04-2013 |
| Topiary Capital Limited |
|---|
| $200,000,000 Series 2008-1, Class A Principal-at-Risk Variable Rate Notes 2011 |
|
USD |
05-08-2011 |
| Vega Capital Ltd |
|---|
| $21,000,000 Series 2008-I Class A Principal At-Risk Variable Rate Notes due 2011 |
|
USD |
24-06-2011 |
| $22,500,000 Series 2008-I Class B Principal At-Risk Variable Rate Notes due 2011 |
|
USD |
24-06-2011 |
| $63,900,000 Series 2008-I Class C Principal At-Risk Variable Rate Notes due 2011 |
|
USD |
24-06-2011 |
| $42,600,000 Series 2008-I Class D Principal At-Risk Variable Rate Notes due 2011 |
|
USD |
24-06-2011 |
| Vita Capital IV Ltd. |
|---|
| US$75,000,000 Series I Class E Principal At-Risk Variable Rate Notes due 2014 |
|
USD |
15-01-2014 |
| US$50,000,000 Series II Class E Principal At-Risk Variable Rate Notes due 2014 |
|
USD |
15-01-2014 |
| Willow Re Ltd |
|---|
| US$250,000,000 Class D Series 2008-1 P-A-R Variable Rate Notes due 2011 |
|
USD |
17-06-2011 |
Insurance Linked Securities Programmes | |
| |