November 30, 2003
CSFB/Tremont Investable Hedge Fund Index Notice Credit Suisse First Boston Tremont Index LLC will make the following changes to the CSFB/Tremont Investable Hedge Fund Index: - The Clinton Group's Trinity Fund will be removed from the CSFB/Tremont Investable Fixed Income Arbitrage Index, effective November 30, 2003.
- The Clinton Multistrategy Fund will be removed from the CSFB/Tremont Multi-Strategy Investable Index, effective December 31, 2003.
This decision was made by the index committee and is based on recent regulatory developments involving the Clinton Group. Implementation will follow the procedures outlined in the CSFB/Tremont Investable Hedge Fund Index rules. The Index is constructed using a strict, rules-based methodology. The replacements for the two Clinton funds will be selected in the routine rebalancing on Dec 15, 2003 (based on Nov 2003 data) and will become effective April 1, 2004. Until the rebalancing, the respective index weight of the two funds will receive a rate of return based on the USD 3 months LIBOR minus 0.20% per annum pro rated as described in the Index Rules. CSFB/Tremont Investable Hedge Fund Index The CSFB/Tremont Investable Hedge Fund Index was launched with 60 funds across 10 style-based sectors and is designed to give investors broad exposure to hedge funds as an asset class. The funds currently included in the index are available on the web site at www.hedgeindex.com. The fund selection rules can be found on www.hedgefundindex.com. Credit Suisse First Boston Tremont Index LLC is the joint venture company of Credit Suisse First Boston Index Co., Inc., a subsidiary of Credit Suisse First Boston Inc., and Tremont Capital Management, Inc. Credit Suisse First Boston Tremont Index LLC is headquartered at 11 Madison Avenue, New York, NY 10010-3629. # # #
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