Open Ended Funds
Blue Capital has two open ended funds which allow for monthly subscriptions and quarterly redemptions of NAV. Blue Capital Management Ltd. (“Blue Capital”), the investment manager for both Funds, is wholly owned by Endurance Specialty Holdings Ltd. (NYSE, Ticker “ENH”), a recognized leader in property catastrophe reinsurance.
Blue Capital Mid Vol Fund (“BCMV”) launched in June 2012 and focuses solely on the traditional reinsurance market through a three pillar approach to investing. Each investment made by the Fund is allocated to one of three pillars; “Mid Market”, “Top Layer”, and “Select” catastrophe contracts. Its core investment strategy is predicated upon flexible and opportunistic execution within the Insurance Linked Securities market. The Fund looks to assemble a complementary portfolio of risks across various segments within the reinsurance asset class, by differentiating relative across the industry’s capital structure, and the various points across the reinsurance market pricing cycle.
Blue Capital Low Vol Fund (“BCLV”) launched in February 2014 and invests in Insurance-Linked Securities offering some of the lowest risk levels available in the reinsurance market (as measured by modeled expected loss per security). Where an insurance company purchases a tower of reinsurance protection split across a number of risk tranches, Insurance-Linked Securities eligible for inclusion in the Fund will be those linked to the performance of the most senior reinsurance tranches hedged by the insurer. In this way, for an Insurance-Linked Security included in the Fund to suffer a loss all participating reinsurers and investors on layers junior to such investment must have experienced a total loss of principal.
Blue Capital Global Reinsurance Fund Limited & Blue Capital Reinsurance Holdings Ltd.
Our U.K. and U.S. publicly-listed vehicles provide qualified institutional and retail investors the opportunity to invest in a portfolio of select catastrophe reinsurance risks which are largely uncorrelated to other asset classes.
By leveraging the Endurance platform, Blue Capital Reinsurance Holdings Ltd. (NYSE: BCRH) and Blue Capital Global Reinsurance Fund Limited (LSE: BCGR) are able to invest broadly across the global catastrophe reinsurance market.
Funds of One
Customized Investment Portfolios
Blue Capital Management Ltd. offers customized investment portfolios to qualified institutional investors via a “fund of one” segregated account at the Master Fund. The investment guidelines are customized to meet the investor’s objectives and risk tolerance. The portfolio is invested via Blue Water Re and, in all other respects, is managed in the same way as the closed- and open-ended funds.
Blue Capital is able to provide turnkey solutions for qualified investors interested in participating in the global property catastrophe reinsurance market through a customized quota share with Endurance, a leading global specialty insurer and reinsurer.
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