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The Credit Suisse Long/Short Liquid Index (Net) (the "CS L/S Liquid Index" or the "Index") reflects the return of a dynamic basket of liquid, investable market factors selected and weighted in accordance with an algorithm that aims to track the performance of the Credit Suisse Tremont Long/Short Equity Hedge Fund Index (the "CS Tremont L/S Index") by allocating weights to non-hedge fund, transparent market factors. The algorithm has been determined by an index Committee taking into consideration extensive quantitative research into systematic ways of achieving certain risk return profiles by using alternative investing techniques. The Index is calculated by NYSE Arca, Inc. and benefits from objective and transparent rules-based construction