Azzurro Re II DAC (“Issuer”); is a designated activity company limited by shares incorporated under the laws of Ireland and authorized as a multi-arrangement special purpose vehicle in Ireland under the Reinsurance Regulations. The Issuer was incorporated under the laws of Ireland on February 21, 2020 under company number 667051. Walkers Ireland Shareholding Services Limited (the “Share Trustee”) holds all of the Issuer’s issued and paid up share capital in trust for charitable purposes.

Azzurro Re II DAC €100,000,000 Series 2020-1 Class A Principal At-Risk Variable Rate Notes due January 17, 2024 (“Notes”).