TLI Alt. AO. Prfnpv

    Alternative Asset Opportunities PCC Limited

4 July 2005

In accordance with paragraph 15.4.11 (2) of the Listing Rules, by reference to
the most recent portfolio valuation of the Company as at 31 May 2005, the
largest ten investments held by the Company were as follows:

     Life Office (1)                          Value at 31  Proportion of Total
                                              May 2005 (2)    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%        

Notes

(1 ) Portfolio holdings are shown by life office.

(2) The value s shown at 31 May 2005 are expressed in pounds sterling using
exchange rates applicable at 31 May 2005. The portfolio assets are US
dollar-denominated.



END

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