TLI Alt. AO. Prfnpv

    Alternative Asset Opportunities PCC Limited

1 July 2005

In accordance with paragraph 21.20(l)(ii) of the Listing Rules, as at 31 May
2005, the largest ten investments held by the Company were as depicted on the
table below:

Largest ten holdings by Life Office as at 31 May 2005.

     Life Office                              Value at 31  Proportion of Total
                                                May 2005      Gross Assets    
                                                                              
 1   Transamerica Occidental Life Insurance    2,349,469          5.9%        
     Co                                                                       
                                                                              
 2   Indianapolis Life Insurance Company       2,190,360          5.5%        
                                                                              
 3   Lincoln National Life Insurance Co        1,713,954          4.3%        
                                                                              
 4   Pacific Life Insurance Company            1,490,467          3.7%        
                                                                              
 5   American General Life Insurance Company   1,489,684          3.7%        
                                                                              
 6   Security Life of Denver Insurance Co       745,697           1.9%        
                                                                              
 7   John Hancock Life Insurance Company        440,211           1.1%        
                                                                              
 8   MONY Life Insurance Company                425,304           1.1%        
                                                                              
 9   Manufacturers Life Ins Co (U.S.A.)         424,423           1.1%        
                                                                              
 10  Travellers Life and Annuity Company        342,012           0.9%        

This being the most up-to-date information available as at 1 July 2005.

Note that the value as at 31 May 2005 is expressed in GB� Sterling using the
exchange rates applicable at 31 May 2005. Assets are US Dollar-denominated.

Contact:

Kleinwort Benson (Channel Islands) Fund Services Limited

Tel 01481 727111



END

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