Credit Suisse : Hedge Fund Index finished up 0.96% in December

Credit Suisse Asset Management LLC

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USA

Telephone [phone] www.credit-suisse.com

Media Release

The Credit Suisse Hedge Fund Index finished up 0.96% in December

New York, January 17, 2017 The Credit Suisse Hedge Fund Index (the "Broad Index") finished up 0.96% for the month of December

Performance for the Broad Index and its 10 sub-strategies is calculated monthly. November, December and 2016 performance numbers are listed below and are available at www.hedgeindex.com.

Index	December 2016	November 2016	2016
Broad Index	0.96%	0.36%	1.25%
Convertible Arbitrage	0.39%	-0.04%	6.60%
Dedicated Short Bias	0.35%	-2.43%	-16.87%
Emerging Markets	-0.17%	-0.48%	4.47%
Equity Market Neutral	-0.50%	-1.89%	-4.58%
Event Driven	1.23%	1.10%	2.68%
Distressed	1.34%	1.07%	6.38%
Risk Arbitrage	0.60%	0.75%	5.89%
Event Driven Multi-Strategy	1.20%	1.13%	1.25%
Fixed Income Arbitrage	0.91%	0.50%	4.29%
Global Macro	1.08%	1.93%	3.58%
Long/Short Equity	0.86%	-0.13%	-3.43%
Managed Futures	0.20%	-1.74%	-6.84%
Multi-Strategy	1.58%	-0.52%	4.41%

Changes to Index Composition
Funds Added	Funds Removed
TBD	TBD

Additional information about the Credit Suisse Hedge Fund Indexes - including research, fund performance and constituent fund information - can be found at www.hedgeindex.com.

It is not possible to invest directly in an index. Investors pursuing a strategy similar to an index may experience higher or lower returns and will bear the cost of fees and expenses that will reduce returns. Past performance is not a guarantee or indicator of future results.

Credit Suisse Asset Management, LLC is a subsidiary of Credit Suisse and is headquartered at 1 Madison Avenue, New York, NY 10010-3629.

Press Contact

Thomas Baer, Corporate Communications, [phone], [e-mail]

Media Release

January 17, 2017

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