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The Exumas are an archipelago of 365 cays and islands, beginning just 35 miles southeast of Nassau. The Exuma Cays, one of its three major areas, act as a playground for the rich and famous. Sampson Cay is an absolute gem of an island, with 130 acres in the central Exuma Cays. The magnificent views, beautiful white sand beaches and a natural harbor are worth the trip.