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Credit Suisse/Tremont completes semi-annual rebalancing of the AllHedge Index, the Blue Chip Index and the LEA Index

Thursday, April 08, 2010
Opalesque Industry Updates - Credit Suisse Index Co., Inc announced that as of April 1, 2010, the Credit Suisse/Tremont AllHedge Index ("SECTAH"), the Credit Suisse/Tremont Blue Chip Index ("INVX") and the Credit Suisse/Tremont Specialty Indices ("LEA") completed their routine semi-annual rebalancing of funds.

The Credit Suisse/Tremont family of hedge fund indices includes four separate indices. The indices are constructed on an objective, rules-based methodology, which includes the following criteria:

-- Funds for SECTAH and INVX are selected from the Broad Index.

-- Funds for SECTAH generally represent the largest eligible funds in each of the ten sectors weighted according to the sector weights of the Broad Index.

-- Funds for INVX generally represent the six largest eligible open funds in each of the ten sectors.

-- Funds for LEA generally represent the largest eligible funds in each of the three regions in the LEA investable index universe.

-- Funds are determined by application of construction rules.

The 11 funds added in SECTAH were: Advantage Advisers Technology International, Ltd., AllBlue Limited, AM Investment V Fund, Ltd., Forest Global Convertible Fund Ltd., GLC Diversified Fund Ltd., GLG Emerging Markets Fund, Highbridge Statistical Arbitrage, Krom River Commodity Fund Inc., O'Connor Currency and Rates Portfolio II Ltd., Value Partners Classic Fund, Waterstone Market Neutral Offshore Fund Ltd. As of April 1, SECTAH comprises of 83 constituent hedge funds.

The seven funds added in INVX were: AllBlue Limited, GLG Emerging Markets Fund, Highbridge Statistical Arbitrage, MBS Fund Caspian, QFS Currency Fund Ltd, Value Partners Classic Fund, Waterstone Market Neutral Offshore Fund Ltd. As of April 1, INVX comprises 60 constituent hedge funds.

No funds were added to the LEA Index. As of April 1, LEA comprises 32 constituent hedge funds.


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