Notes: March 09, 2020 -- Blue Capital Reinsurance Holdings Ltd. (NYSE: BCRH, BSX: BCRH.BH) ("Blue Capital" or the “ Company”) announces its intention to file a Form 25 (Notification of Removal from Listing and/or Registration under Section 12(b) of the Securities Exchange Act of 1934) with the U.S. Securities and Exchange Commission (the “SEC”) to voluntarily withdraw its common shares from listing on the New York Stock Exchange (“NYSE”). The Company expects to file the Form 25 on or about March 19, 2020 and expects the delisting to be effective approximately 10 days after the filing of the Form 25. As a result, the Company expects that the last trading day of its common stock on the NYSE will be on or about March 30, 2020. The Company will also withdraw its listing with the Bermuda Stock Exchange (“BSX”) prior to July 31, 2020. The voluntary delisting is part of Blue Capital’s previously announced decision to cease active operations and pursue an orderly run-off of its liabilities and in force portfolio and return capital to shareholders. The delisting from NYSE and the BSX will not impact the Company’s ability to make future distributions.