Abria Note Performance

Abria Alternative Strategies Notes Performance as of May 31, 2010

	Price	1 Month Change	3 Month  Change	YTD Change	Since Inception	Maturity Date
Series 2 due 3/31/12 ABR 400	$PDG					3/31/12
Series 3 due 8/31/12 ABR 402	$PDG					8/31/12
Series 3 due 8/31/12 ABR 403	$PDG					8/31/12
Series 4 due 12/31/12 ABR 404	$PDG					12/31/12
Series 4 due 12/31/12 ABR 405	$PDG					12/31/12