TLI Alt. AO. Prfnpv

    Alternative Asset Opportunities PCC Limited

4 Oct 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 August 2005, the
largest ten investments held by the Company were as follows:

      Life Office (1)                         Value at 31   Proportion of Total
                                             August 2005(2)    Gross Assets    
                                                                               
  1   Transamerica Occidental Life Ins Co      3,089,908           7.66%       
                                                                               
  2   American General Life Insurance          2,836,756           7.03%       
      Company                                                                  
                                                                               
  3   Lincoln National Life Insurance Co       2,174,193           5.39%       
                                                                               
  4   Indianapolis Life Insurance Company      2,143,949           5.32%       
                                                                               
  5   Pacific Life Insurance Company           1,476,905           3.66%       
                                                                               
  6   Jefferson-Pilot Life Insurance Company   1,428,179           3.54%       
                                                                               
  7   New England Life Insurance Company       1,054,052           2.61%       
                                                                               
  8   C M Life Insurance Company               1,044,531           2.59%       
                                                                               
  9   Travelers Life and Annuity Company        802,581            1.99%       
                                                                               
 10   Security-Connecticut Life Insurance Co    702,888            1.74%       

Notes

(1 ) Portfolio holdings are shown by life office.

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

Enquiries

Nigel Massey

Kleinwort Benson (Channel Islands) Fund Services

Company Secretary

Tel: 01481 727111



END

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