Life Settlement Index Recap - February, 2010 Data

The Amrita Life Settlement Index declined from 528 points in January to 455 points in February demonstrating weakening demand for policies on the secondary life insurance market. The 73 point decline from last month equaled a 14% month over month decline in the life settlement index.

The Amrita Life Settlement Index’s decline was a result of the persistent imbalance in supply and demand dynamics in the broader life settlement marketplace. Robust supply of life insurance policies continues to outpace the institutional, buy side demand present in the market. In addition, a slight narrowing of already conservative life settlement provider buying parameters also contributed to the index’s February decline. This conservative approach by buyers continues to point to a bearish sentiment for the broader demand of life settlement originations.

Target IRR’s and forward looking sentiment of life settlement providers remained relatively unchanged.