Barclay CTA Indices

Barclay CTA Indices	January ROR†	Percentage of funds reporting†	YTD through January†
Barclay CTA Index	0.24%	95.67%	-3.00%
SUB INDICES
Agricultural Traders Index	-0.39%	95.65%	1.64%
Currency Traders Index	0.29%	94.44%	2.26%
Discretionary Traders Index	0.06%	94.35%	2.87%
Diversified Traders Index	-0.15%	95.89%	-5.62%
Fin./Met. Traders Index	0.16%	92.77%	0.38%
Systematic Traders Index	0.02%	94.60%	-3.78%

†Estimated performance for January 2012, percentage of reporting funds, and YTD calculated with reported data as of February-4-2012 01:05 US CST

†Estimated performance as of February-4-2012 01:05 US CST

Investable Benchmarks	MTD thru Feb-02-2012†	January ROR†	YTD
BTOP50 Index	0.31%	0.56%	-3.41%

†Estimated performance as of February-4-2012 01:05 US CST

Barclay Hedge Fund Indices	January ROR†	Number of funds reporting†	YTD through January†
Barclay Hedge Fund Index	3.09%	378	3.09%
SUB INDICES
Convertible Arbitrage Index	2.32%	2	2.32%
Distressed Securities Index	0.97%	5	0.97%
Emerging Markets Index	3.76%	55	3.76%
Equity Long Bias Index	5.27%	53	5.27%
Equity Long/Short Index	2.00%	95	2.00%
Equity Market Neutral Index	0.78%	24	0.78%
Equity Short Bias Index	-4.54%	1	-4.54%
European Equities Index	0.67%	15	0.67%
Event Driven Index	2.99%	18	2.99%
Fixed Income Arbitrage Index	2.65%	4	2.65%
Fund of Funds Index	3.42%	24	3.42%
Global Macro Index	4.35%	29	4.35%
Healthcare & Biotechnology Index	2.91%	4	2.91%
Merger Arbitrage Index	0.85%	3	0.85%
Multi Strategy Index	1.57%	9	1.57%
Pacific Rim Equities Index	3.40%	10	3.40%
Technology Index	2.14%	3	2.14%

†Estimated performance for January 2012, number of funds included and YTD calculated with reported data as of February-4-2012 01:05 US CST

Daily Indices