Database Statistics

As of: March 01, 2010 *

% Reporting within

	Oct-09	Nov-09	Dec-09	Jan-10	90 Days	60 Days	30 Days
Hedge Funds	2143	2062	1868	1,459	90.92%	82.36%	64.33%
Funds of Funds	1483	1284	1087	613	76.61%	64.86%	36.58%
CTAs	478	455	428	381	94.20%	88.61%	78.88%
CPOs	129	119	110	90	92.97%	85.94%	70.31%
Total	4233	3920	3493	2543	86.06%	76.68%	55.83%

* Total fund count for each time period reflects the number of funds within the database that have reported performance to CASAM CISDM for that given month. Funds may take up to 90 days to report performance for a given month.

Hedge Funds By Strategy Classification

Equity Long/Short	882	38.89%
Emerging Markets	224	9.88%
Multi Strategy	170	7.5%
Sector	148	6.53%
Global Macro	116	5.11%
Equity Market Neutral	106	4.67%
Event Driven Multi Strategy	90	3.97%
Equity Long Only	88	3.88%
Fixed Income	77	3.4%
Single Strategy	68	3%
Distressed Securities	55	2.43%
Fixed Income Arbitrage	51	2.25%
Relative Value Multi Strategy	39	1.72%
Convertible Arbitrage	32	1.41%
Fixed Income - MBS	31	1.37%
Option Arbitrage	26	1.15%
Other Relative Value	13	0.57%
Merger Arbitrage	13	0.57%
Short Bias	9	0.4%
Market Timing	3	0.13%
Regulation D	1	0.04%
Capital Structure Arbitrage	1	0.04%
Unclassified	25	1.1%
Total	2268	100%

Hedge Funds By Geographical Focus Classification

Global	756	33.33%
United States	316	13.93%
North America	269	11.86%
Western Europe	223	9.83%
Asia/Pacific (excl Japan)	108	4.76%
Asia/Pacific	75	3.31%
Japan	69	3.04%
Eastern Europe	62	2.73%
Latin America	60	2.65%
UK	40	1.76%
North America/Europe	35	1.54%
Middle East/Africa	25	1.1%
Australia/New Zealand	9	0.4%
Unclassified	221	9.74%
Total	2268	100%

Funds of Funds By Strategy Classification

Multi Strategy	1200	71.6%
Single Strategy	331	19.75%
Market Neutral	55	3.28%
Opportunistic	39	2.33%
Invest Funds in Parent Company	28	1.67%
Conservative	15	0.89%
Unclassified	8	0.48%
Total	1676	100%

CTA Funds By Strategy Classification

Systematic	382	79.09%
Discretionary	92	19.05%
Unclassified	9	1.86%
Total	483	100%

CTA FUNDS BY MARKET FOCUS CLASSIFICATION

Diversified	250	51.76%
Physical	64	13.25%
Financial	58	12.01%
Currency	49	10.14%
Stock Index	42	8.7%
Unclassified	20	4.14%
Total	483	100%

CPO Funds By Strategy Classification

Single Strategy	56	43.75%
Multi Strategy	54	42.19%
Invest Funds in Parent Company	2	1.56%
Unclassified	16	12.5%
Total	128	100%


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