Blue Halo Re Ltd. (the “Issuer”) was incorporated under the laws of Bermuda on 4 May, 2016, with registration number 51468 as a Bermuda exempted company to be registered as a special purpose insurer under the Insurance Act. The Notes are exposed to the perils of Named Storms & Earthquake in the Covered Area during the Risk Period.

The Blue Halo Re Ltd $130,000,000 Series 2016-1 Class A Principal At-Risk Variable Rate Notes due June 21, 2019 was admitted to the Official List of the BSX on June 16, 2016.