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---------- Forwarded message ----------
From: Jamil Ismail - IPM <Jamil.Ismail@ipm.se>
Date: Fri, May 20, 2011 at 11:30 AM
Subject: Track & AuM
To: "abusch@rosemontseneca.com" <abusch@rosemontseneca.com>
Cc: "Joan Peugh (jpeugh@rosemontseneca.com)" <jpeugh@rosemontseneca.com>,
Jamil Ismail - IPM <Jamil.Ismail@ipm.se>


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
abusch@rosemontseneca.co