The S&P 500 Index is an unmanaged, broad-based, market-cap weighted index of 500 stocks. The Barclays Capital Aggregate Bond Index represents securities that are U.S. domestic, taxable and dollar denominated. The index covers components for government and corporate securities, mortgage pass-through securities and asset-backed securities. The S&P GSCI Index is calculated primarily on a world production-weighted basis and is comprised of the principal physical commodities that are the subject of active, liquid futures markets. The HFRI Fund Weighted Composite Index is an equal weighted index which includes over 2000 domestic and offshore constituent hedge funds with at least $50 millions under management or which have been actively trading for at least twelve months. The S&P’s Diversified Trends Indicator (“S&P DTI”) is a diversified composite of commodity and financial futures designed to provide exposure to major global market trends. The S&P DTI is a composite of 24 highly liquid futures grouped into 14 sectors, evenly weighted between financials and physical commodities.