Mercury Capital generates non-correlated, attractive risk-adjusted returns
through insurance linked investments

Mercury Capital, a specialist in Industry Loss Warranties, launched the Mercury iCRIX Tracker Fund in December 2012.

The fund tracks the performance of the Mercury investible Catastrophe Risk Index (MiCRIX), offering investors the opportunity to access the low correlation, high yield returns of a portfolio of natural catastrophe event risk without the idiosyncratic exposure of individual risk selection.

During 2012, Mercury issued a series of ILW Investment Notes that wrapped ILW exposure into a Structured Note for third party investors through its subsidiary Mercury Re Ltd., a Bermuda regulated Special Purpose Insurer and Segregated Accounts Company. Mercury continues to structure the ILW notes for interested investors.

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90 Pitts Bay Road
Hamilton, HM08
telephone: +1 441 278 0590
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