Subject: Fwd: Track & AuM
From: "Arlene Busch" <[email-masked]>
To: "Eric Schwerin" <[email-masked]>, "Hunter Biden" <[email-masked]>
Date: Fri, 20 May 2011 11:40:01 -0400

---------- Forwarded message ----------
From: Jamil Ismail - IPM <[email-masked]>
Date: Fri, May 20, 2011 at 11:30 AM
Subject: Track & AuM
To: "[email-masked]" <[email-masked]>
Cc: "Joan Peugh ([email-masked])" <[email-masked]>,
Jamil Ismail - IPM <[email-masked]>

 Hi Arlene,

As per our call, please find hereby the information we agreed on:

a.       *GTAA (5 years of track)*: systematic global macro (it is a little
bit like a CTA in implementation but really anti-CTA in terms of philosophy
and return, hence an excellent complement to a CTA!)
Worth to know that we started managing the strategy in various managed
accounts since yearly 2000. We have a track record audited since 2003 for
investor who may require longer track than 5 years in the fund.
*Currency (6 years of track)*: is a “carve out” of GTAA and uses an
identical approach.
Strategy AuM for GTAA/FX: $4.8 bn.
GTAA Funds (Cayman + Ireland): $503 mio.
FX fund $181 mio.

b.      *Commodities (1 year track)
*Strategy AuM: $27 mio (all in the fund)

c.       *Multi-Strategy (1 year track)*: allocates 2/3 to GTAA and 1/3 to
an in-house CTA
Strategy AuM: $100 mio (all in the fund)

Please let me know should you require any further information.

Excellent WE,

JI

-- 
Arlene Busch
202-333-1880
[email-masked]