Doc re. Disclosure of Home Member State

CATCo Reinsurance Opportunities Fund Ltd. (the "Company")

19 February 2016

Disclosure of Home Member State

The Company announces that following changes made to the Disclosure and Transparency Rules ("DTR") as a result of the Transparency Directive Amending Directive (2013/50/EU), the Company is required to disclose its Home Member State. Therefore, in accordance with DTR 6.4.2, the Company announces that its Home Member State is the United Kingdom.

For further information:

Judith WynneCompany Secretary and General CounselMarkel CATCo Investment Management Ltd.Telephone: +1 441 493 9005Email: [email protected]

Mark WayChief Operating OfficerMarkel CATCo Investment Management Ltd.Telephone: +1 441 493 9003Email: [email protected]