1 NAVPS and performance returns for Multi-Strategy Notes, Series 3 are net of all fees and are updated monthly since inception on March 31, 2004.
2 NAVPS and performance returns for Multi-Strategy Notes, Series 4 are net of all fees and are updated monthly since inception on June 30, 2004.
3 NAVPS and performance returns for Multi-Strategy Notes, Series 5 are net of all fees and are updated monthly since inception on October 31, 2004.
4 NAVPS and performance returns for Multi-Strategy Notes, Series 6 and for Global Long/Short Equity Notes, Series 1 are net of all fees and are updated monthly since inception on March 31, 2005.
5 NAVPS and performance returns for Multi-Strategy Notes, Series 7 are net of all fees and are updated monthly since inception on September 1, 2005.
6 NAVPS and performance returns for Multi-Strategy Notes, Series 8 are net of all fees and are updated monthly since inception on May 31, 2006.
* Returns for one year or less are the simple rates of return for the indicated periods. Returns for greater than one year are the compound rates of return. Please note that past performance is not indicative of future results. Mutual fund values will fluctuate. Please refer to the Offering Memorandum of the Funds.