Net Asset Value(s)



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 31st December 2010 was 81.4 pence. This represents an increase in NAV of 2.2 pence per share from the NAV at 30th November 2010. This reflects the maturity of one policy previously announced and one additional policy maturity. This also reflects further LE revisions carried out as part of the ongoing programme.

Peter Ingram

Company Secretary

Tel: 020 7065 1467

19th January 2011