BLUE CAPITAL MANAGEMENT LLC

Blue Capital Management Ltd. ("Blue Capital") provides innovative catastrophe reinsurance-linked investment products for institutional and retail investors. Blue Capital is the wholly owned asset management platform of Endurance Specialty Holdings Ltd. (NYSE: ENH, “Endurance”), a recognized global specialty provider of property and casualty insurance and reinsurance and a leader in property catastrophe and short tail reinsurance since 2001. By leveraging Endurance’s underwriting expertise and deep broker and client relationships, Blue Capital differentiates itself by providing investors broad access to the global catastrophe reinsurance market.

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