Database Statistics

As of: February 01, 2010 *

% Reporting within

	Sep-09	Oct-09	Nov-09	Dec-09	90 Days	60 Days	30 Days
Hedge Funds	2264	2136	2017	1,626	94.72%	89.45%	72.11%
Funds of Funds	1729	1534	1237	848	88.82%	71.63%	49.10%
CTAs	483	475	452	407	98.55%	93.78%	84.44%
CPOs	128	129	117	104	100.78%	91.41%	81.25%
Total	4604	4274	3823	2985	93.07%	83.25%	65.00%

* 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	880	39.02%
Emerging Markets	223	9.89%
Multi Strategy	171	7.58%
Sector	148	6.56%
Global Macro	114	5.06%
Equity Market Neutral	107	4.75%
Equity Long Only	89	3.95%
Event Driven Multi Strategy	87	3.86%
Fixed Income	75	3.33%
Single Strategy	67	2.97%
Distressed Securities	56	2.48%
Fixed Income Arbitrage	48	2.13%
Relative Value Multi Strategy	39	1.73%
Convertible Arbitrage	32	1.42%
Fixed Income - MBS	30	1.33%
Option Arbitrage	26	1.15%
Other Relative Value	13	0.58%
Merger Arbitrage	13	0.58%
Short Bias	9	0.4%
Market Timing	3	0.13%
Capital Structure Arbitrage	1	0.04%
Unclassified	24	1.06%
Total	2255	100%

Hedge Funds By Geographical Focus Classification

Global	749	33.22%
United States	311	13.79%
North America	268	11.88%
Western Europe	219	9.71%
Asia/Pacific (excl Japan)	109	4.83%
Asia/Pacific	76	3.37%
Japan	69	3.06%
Eastern Europe	62	2.75%
Latin America	59	2.62%
UK	40	1.77%
North America/Europe	35	1.55%
Middle East/Africa	26	1.15%
Australia/New Zealand	9	0.4%
Unclassified	223	9.89%
Total	2255	100%

Funds of Funds By Strategy Classification

Multi Strategy	1234	71.45%
Single Strategy	331	19.17%
Market Neutral	72	4.17%
Opportunistic	39	2.26%
Invest Funds in Parent Company	28	1.62%
Conservative	15	0.87%
Unclassified	8	0.46%
Total	1727	100%

CTA Funds By Strategy Classification

Systematic	381	79.05%
Discretionary	92	19.09%
Unclassified	9	1.87%
Total	482	100%

CTA FUNDS BY MARKET FOCUS CLASSIFICATION

Diversified	249	51.66%
Physical	65	13.49%
Financial	57	11.83%
Currency	49	10.17%
Stock Index	42	8.71%
Unclassified	20	4.15%
Total	482	100%

CPO Funds By Strategy Classification

Single Strategy	57	44.53%
Multi Strategy	53	41.41%
Invest Funds in Parent Company	2	1.56%
Unclassified	16	12.5%
Total	128	100%


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