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Benchmark Performance Summary Index Value Return
  Feb 11 Jan 11 Feb 11 Jan 11 YTD
Credit Suisse/Tremont Hedge Fund Index 471.47 465.04 1.38% 0.69% 2.08%
Convertible Arbitrage 380.85 370.13 2.90% 2.16% 5.12%
Dedicated Short Bias 49.54 51.27 -3.37% -0.83% -4.18%
Emerging Markets 381.17 381.42 -0.07% -0.39% -0.45%
Equity Market Neutral 238.02 236.79 0.52% 1.79% 2.32%
Event Driven 553.81 545.93 1.44% 1.80% 3.27%
Distressed 619.71 614.44 0.86% 1.90% 2.77%
E.D. Multi-Strategy 527.45 517.74 1.88% 1.74% 3.65%
Risk Arbitrage 326.24 323.67 0.79% 0.89% 1.70%
Fixed Income Arbitrage 245.36 243.09 0.93% 1.68% 2.63%
Global Macro 741.28 731.91 1.28% -0.77% 0.50%
Long/Short Equity 535.24 526.19 1.72% 0.27% 1.99%
Managed Futures 303.20 295.53 2.60% -0.82% 1.76%
Multi-Strategy 388.38 383.06 1.39% 1.98% 3.40%

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© 1999 - 2007 Credit Suisse Tremont Index LLC. All rights reserved.
This communication is for informational purposes only. It is not intended as investment advice, or an offer or solicitation for the purchase or sale of any financial instrument. No market data or other information is warranted by Credit Suisse Tremont Index LLC or its subsidiaries and affiliates as to completeness or accuracy, express or implied, and is subject to change without notice. Any comments or statements made herein do not necessarily reflect those of Credit Suisse, Tremont Capital Management, Inc., or their respective subsidiaries, affiliates, officers or employees. Credit Suisse, Tremont Capital Management, Inc., and their respective subsidiaries, affiliates, officers, and employees may have issued other communications that are inconsistent with, and reach different conclusions from, the information presented herein. Those communications reflect the assumptions, views, and analytical methods of the persons that prepared them. (continued...)







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