Database Statistics

As of: June 01, 2009 *

% Reporting within

	Jan-09	Feb-09	Mar-09	Apr-09	90 Days	60 Days	30 Days
Hedge Funds	2383	2324	2147	1,841	97.52%	90.10%	77.26%
Funds of Funds	2024	1939	1595	1,056	95.80%	78.80%	52.17%
CTAs	489	474	464	419	96.93%	94.89%	85.69%
CPOs	143	142	137	115	99.30%	95.80%	80.42%
Total	5039	4879	4343	3431	96.82%	86.19%	68.09%

* 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	955	40.08%
Emerging Markets	232	9.74%
Multi Strategy	184	7.72%
Sector	155	6.5%
Equity Market Neutral	106	4.45%
Global Macro	103	4.32%
Equity Long Only	100	4.2%
Event Driven Multi Strategy	99	4.15%
Single Strategy	78	3.27%
Fixed Income	74	3.11%
Distressed Securities	53	2.22%
Fixed Income Arbitrage	52	2.18%
Relative Value Multi Strategy	42	1.76%
Convertible Arbitrage	34	1.43%
Fixed Income - MBS	26	1.09%
Option Arbitrage	21	0.88%
Merger Arbitrage	12	0.5%
Short Bias	10	0.42%
Other Relative Value	9	0.38%
Market Timing	2	0.08%
Capital Structure Arbitrage	1	0.04%
Unclassified	35	1.47%
Total	2383	100%

Hedge Funds By Geographical Focus Classification

Global	807	33.86%
United States	289	12.13%
North America	247	10.37%
Western Europe	238	9.99%
Asia/Pacific (excl Japan)	113	4.74%
Japan	90	3.78%
Asia/Pacific	79	3.32%
Eastern Europe	75	3.15%
Latin America	62	2.6%
UK	51	2.14%
North America/Europe	33	1.38%
Middle East/Africa	32	1.34%
Australia/New Zealand	9	0.38%
Unclassified	258	10.83%
Total	2383	100%

Funds of Funds By Strategy Classification

Multi Strategy	1453	71.79%
Single Strategy	379	18.73%
Market Neutral	90	4.45%
Invest Funds in Parent Company	37	1.83%
Opportunistic	37	1.83%
Conservative	26	1.28%
Unclassified	2	0.1%
Total	2024	100%

CTA Funds By Strategy Classification

Systematic	395	80.78%
Discretionary	89	18.2%
Unclassified	5	1.02%
Total	489	100%

CTA FUNDS BY MARKET FOCUS CLASSIFICATION

Diversified	256	52.35%
Physical	67	13.7%
Financial	61	12.47%
Currency	55	11.25%
Stock Index	35	7.16%
Unclassified	15	3.07%
Total	489	100%

CPO Funds By Strategy Classification

Single Strategy	65	45.45%
Multi Strategy	57	39.86%
Invest Funds in Parent Company	2	1.4%
Unclassified	19	13.29%
Total	143	100%


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