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Pricing Date December 6, 2005 CSFB/Tremont Sector Invest Indices | | Index Value | Performance | | WTD | MTD | QTD | YTD | ITD | | Convertible Arbitrage | 98.95 | 0.19% | 0.09% | -0.75% | -1.79% | -1.05% | | Dedicated Short Bias | 95.21 | 0.42% | -1.00% | -1.19% | 10.26% | -4.79% | | Emerging Markets | 120.42 | -0.03% | 0.80% | -2.39% | 13.44% | 20.42% | | Equity Market Neutral | 104.22 | 0.04% | -0.01% | 0.93% | 3.37% | 4.22% | | Event Driven | 110.74 | 0.53% | 0.22% | -0.16% | 4.35% | 10.74% | | Fixed Income Arbitrage | 101.66 | 0.15% | 0.09% | -0.17% | 0.24% | 1.66% | | Global Macro | 100.93 | -0.18% | 0.28% | -1.77% | -0.24% | 0.93% | | Long Short Equity | 115.10 | 0.54% | 0.46% | 0.02% | 8.51% | 15.10% | | Managed Futures | 115.61 | 2.58% | 1.61% | 6.21% | 4.53% | 15.61% | | Multi-Strategy | 107.49 | 0.32% | 0.04% | -0.31% | 3.86% | 7.49% | CSFB/Tremont Investable Hedge Fund Index | | Index Value | Performance | | WTD | MTD | QTD | YTD | ITD | | CSFB/Tremont Investable Hedge Fund Index | 113.22 | 0.57% | 0.39% | 0.48% | 3.47% | 13.22% | | Convertible Arbitrage | 105.85 | 0.26% | 0.04% | -0.76% | -2.10% | 5.85% | | Dedicated Short Bias | 81.77 | 0.50% | -1.04% | -1.41% | 8.19% | -18.23% | | Emerging Markets | 155.49 | 0.56% | 1.02% | -0.83% | 20.61% | 55.49% | | Equity Market Neutral | 107.92 | 0.59% | 0.45% | 1.80% | 4.57% | 7.92% | | Event Driven | 120.10 | 0.52% | 0.22% | -0.24% | 3.74% | 20.10% | | Fixed Income Arbitrage | 101.47 | 0.17% | 0.05% | 0.02% | -2.15% | 1.47% | | Global Macro | 107.78 | 0.06% | 0.21% | -1.12% | -0.16% | 7.78% | | Long Short Equity | 123.41 | 0.26% | 0.52% | -0.06% | 3.94% | 23.41% | | Managed Futures | 112.06 | 2.82% | 1.78% | 6.99% | 6.48% | 12.06% | | Multi-Strategy | 111.21 | 0.25% | -0.04% | -0.46% | 4.27% | 11.21% | WTD - weekly performance as of the pricing date
MTD - month-to-date performance as of the pricing date
QTD - quarter-to-date performance as of the pricing date
YTD - year-to-date performance as of the pricing date
ITD - inception-to-date performance as of the pricing date from August 1, 2003 Disclaimer: CSFB/Tremont Sector Invest Indices (the “Indices”) weekly net asset values (“NAVs”) are indicative values published weekly on Tuesday evening (Eastern Time). The indicative values of the weekly NAVs reflect information available to CSFB/Tremont Index LLC, the Index’s manager, (“CSFB/Tremont”) at the time of calculation. Although CSFB/Tremont shall obtain information from the Index’s member funds and from sources which CSFB/Tremont considers reliable, none of CSFB/Tremont, its affiliates or any other party involved in the making or compiling of the information guarantee the accuracy and/or the completeness of any of this information. None of CSFB/Tremont, its affiliates or any other party involved in the making or compiling of the information makes any representation or warranty, express or implied, as to the results to be obtained by any person or entity from any use of this information and disclaims all liability for any errors, omissions or delays in calculation of the weekly NAVs. A user of this information assumes all risk of any use made of this information. Indicative weekly values are not confirmed and will not be restated and as such may not match month end confirmed or estimated NAVs subsequently published by CSFB/Tremont. Weekly returns, as provided with the NAVs, reflect the change in returns relative to previously published weekly NAVs. CSFB/Tremont, in its sole discretion, reserves the right to suspend or discontinue the publication of the weekly NAVs at any time and without notice for any reason, including, but not limited to global holidays or other events impacting the collection of data necessary to make the relevant calculations . Without limiting any of the foregoing, in no event shall CSFB/Tremont, its affiliates or any other party involved in the making or compiling of the information have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) even if notified of the possibility of such damages. CSFB/Tremont Investable Hedge Fund Index (the “Index”) weekly net asset values (“NAVs”) are indicative values published weekly on Tuesday evening (Eastern Time). The indicative values of the weekly NAVs reflect information available to CSFB/Tremont Index LLC, the Index’s manager, (“CSFB/Tremont”) at the time of calculation. Although CSFB/Tremont shall obtain information from the Index’s member funds and from sources which CSFB/Tremont considers reliable, none of CSFB/Tremont, its affiliates or any other party involved in the making or compiling of the information guarantee the accuracy and/or the completeness of any of this information. None of CSFB/Tremont, its affiliates or any other party involved in the making or compiling of the information makes any representation or warranty, express or implied, as to the results to be obtained by any person or entity from any use of this information and disclaims all liability for any errors, omissions or delays in calculation of the weekly NAVs. A user of this information assumes all risk of any use made of this information. Indicative weekly values are not confirmed and will not be restated and as such may not match month end confirmed or estimated NAVs subsequently published by CSFB/Tremont. Weekly returns, as provided with the NAVs, reflect the change in returns relative to previously published weekly NAVs. CSFB/Tremont, in its sole discretion, reserves the right to suspend or discontinue the publication of the weekly NAVs at any time and without notice in the case of global holidays or other events impacting the collection of data necessary to make the relevant calculations. Without limiting any of the foregoing, in no event shall CSFB/Tremont, its affiliates or any other party involved in the making or compiling of the information have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) even if notified of the possibility of such damages.
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