TLI.L Regulatory News (TLI)



Alternative Asset Opportunities PCC Limited

The Board of Alternative Asset Opportunities PCC Limited wishes to announce that the net asset value per share of the US Traded Life Interests Fund as at 30th June 2010 was 82.6 pence. This represents a decrease in NAV of 1.1 pence per share from the NAV at 31st May 2010.

The above NAV includes a net unrealised loss to date of 2.5 pence per share as at 30th June 2010 that results from marking to market the Company's net foreign exchange exposure, including the forward sales of US dollars maturing in 2012. This loss to date compares with an unrealised net loss to date of 2.3 pence per share as at 31st May 2010.

Peter Ingram

Company Secretary

Tel: 020 7065 1467

26th July 2010