Database Statistics

As of: September 01, 2008 *

% Reporting within

	Apr-08	May-08	Jun-08	Jul-08	90 Days	60 Days	30 Days
Hedge Funds	2950	2826	2703	2,279	95.80%	91.63%	77.25%
Funds of Funds	2380	2318	2152	1,544	97.39%	90.42%	64.87%
CTAs	515	499	469	415	96.89%	91.07%	80.58%
CPOs	161	156	145	126	96.89%	90.06%	78.26%
Total	6006	5799	5469	4364	96.55%	91.06%	72.66%

* 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	1138	38.58%
Multi Strategy	264	8.95%
Emerging Markets	261	8.85%
Sector	174	5.9%
Equity Market Neutral	149	5.05%
Event Driven Multi Strategy	123	4.17%
Global Macro	118	4%
Equity Long Only	104	3.53%
Fixed Income	95	3.22%
Single Strategy	94	3.19%
Distressed Securities	77	2.61%
Fixed Income Arbitrage	74	2.51%
Convertible Arbitrage	71	2.41%
Relative Value Multi Strategy	57	1.93%
Fixed Income - MBS	44	1.49%
Option Arbitrage	32	1.08%
Merger Arbitrage	23	0.78%
Other Relative Value	20	0.68%
Short Bias	14	0.47%
Capital Structure Arbitrage	7	0.24%
Regulation D	6	0.2%
Market Timing	3	0.1%
Unclassified	2	0.07%
Total	2950	100%

Hedge Funds By Geographical Focus Classification

Global	971	32.92%
United States	380	12.88%
North America	302	10.24%
Western Europe	280	9.49%
Asia/Pacific (excl Japan)	146	4.95%
Japan	133	4.51%
Asia/Pacific	97	3.29%
Eastern Europe	81	2.75%
Latin America	54	1.83%
UK	51	1.73%
North America/Europe	42	1.42%
Middle East/Africa	31	1.05%
Australia/New Zealand	13	0.44%
Unclassified	369	12.51%
Total	2950	100%

Funds of Funds By Strategy Classification

Multi Strategy	1697	71.3%
Single Strategy	443	18.61%
Market Neutral	116	4.87%
Invest Funds in Parent Company	50	2.1%
Opportunistic	41	1.72%
Conservative	21	0.88%
Unclassified	12	0.5%
Total	2380	100%

CTA Funds By Strategy Classification

Systematic	400	77.67%
Discretionary	106	20.58%
Unclassified	9	1.75%
Total	515	100%

CTA FUNDS BY MARKET FOCUS CLASSIFICATION

Diversified	243	47.18%
Financial	74	14.37%
Physical	68	13.2%
Currency	62	12.04%
Stock Index	50	9.71%
Unclassified	18	3.5%
Total	515	100%

CPO Funds By Strategy Classification

Single Strategy	76	47.2%
Multi Strategy	60	37.27%
Invest Funds in Parent Company	2	1.24%
Unclassified	23	14.29%
Total	161	100%


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