Defined Cap ReturnFd

Holding(s) in Company

Defined Capital Return Fund Ltd
03 March 2006

                                  SCHEDULE 10


1. Name of company

Defined Capital Return Fund Limited

2. Name of shareholder having a major interest

Rensburg Sheppards Plc

3. Please state whether notification indicates that it is in respect of holding
of the shareholder named in 2 above or in respect of a non-beneficial interest
or in the case of an individual holder if it is a holding of that person's
spouse or children under the age of 18

Nominee and Discretionary Non-nominee

4. Name of the registered holder(s) and, if more than one holder, the number of
shares held by each of them

 Rensburg Sheppards Plc

5. Number of shares / amount of stock acquired

Not advised

6. Percentage of issued class

Not advised

7. Number of shares / amount of stock disposed

8. Percentage of issued class

9. Class of security

Ordinary shares

10. Date of transaction

18 January 2006

11. Date company informed

23 January 2006

12. Total holding following this notification


13. Total percentage holding of issued class following this notification


14. Any additional information

15. Name of contact and telephone number for queries

Andrew Bennett 01534 881209

16. Name and signature of authorised company official responsible for making
this notification

Andrew Bennett

Date of notification

3 March 2006

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