TLI Alt. AO. Prfnpv

    Alternative Asset Opportunities PCC Limited

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 30 November 2005, the
largest ten investments held by the Company were as follows:

      Life Office (1)                         Value at 30   Proportion of Total
                                             November 2005     Gross Assets    
                                                  (2)                          
                                                                     %         
                                                                               
  1   Transamerica Occidental Life Ins Co      4,068,237           9.33        
                                                                               
  2   Pacific Life Insurance Company           3,533,902            8.1        
                                                                               
  3   American General Life Insurance          3,342,489           7.66        
      Company                                                                  
                                                                               
  4   Lincoln National Life Insurance Co       2,457,135           5.63        
                                                                               
  5   Indianapolis Life Insurance Company      2,213,676           5.08        
                                                                               
  6   Jefferson-Pilot Life Insurance Company   2,091,080           4.79        
                                                                               
  7   John Hancock Life                        1,786,902            4.1        
                                                                               
  8   Manufacturers Life                       1,263,553           2.89        
                                                                               
  9   C M Life Insurance Company               1,103,947           2.53        
                                                                               
 10   New England Life Insurance Company       1,088,333            2.5        

Notes

(1 ) Portfolio holdings are shown by life office.

(2) The value s shown at 30 November 2005 are expressed in pounds sterling
using exchange rates applicable at 30 November 2005. The portfolio assets are
US dollar-denominated.

Enquiries

Roger Phillips

Kleinwort Benson (Channel Islands) Fund Services

Company Secretary

Tel: 01481 727111



END

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