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 $225,000,000 Series 2016-2 Class C Principal At-Risk Variable Rate Notes due July 26, 2019 was admitted to the Official List of the BSX on July 21, 2016.