Form Pf - Reporting Form For Investment Advisers To Private Funds And Certain Commodity Pool Operators And Commodity Trading Advisors Page 23
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64Page 12 of 43
Form PF
Aggregated information about hedge funds that you advise
(to be completed by large private fund advisers only)
Section 2a
Section 2a: Aggregated information about hedge funds that you advise
Item A. Exposure of hedge fund assets
26.
Aggregate hedge fund exposures.
(Give a dollar value for long and short positions as of the last day in each month of the
reporting period, by sub-asset class, including all exposure whether held physically,
synthetically or through derivatives. Enter “NA” in each space for which there are no
relevant positions.)
(Include any closed out and OTC forward positions that have not yet expired/matured. Do not
net positions within sub-asset classes. Positions held in side-pockets should be included as
positions of the hedge funds. Provide the absolute value of short positions. Each position
should only be included in a single sub-asset class.)
(Where “duration/WAT/10-year eq.” is required, provide at least one of the following with
respect to the position and indicate which measure is being used: bond duration, weighted
average tenor or 10-year bond equivalent. Duration and weighted average tenor should be
entered in terms of years to two decimal places.)
1st Month
2nd Month
3rd Month
LV
SV
LV
SV
LV
SV
Listed equity
Issued by financial institutions ..................
Other listed equity ......................................
Unlisted equity
Issued by financial institutions ..................
Other unlisted equity ..................................
Listed equity derivatives
Related to financial institutions .................
Other listed equity derivatives ...................
Derivative exposures to unlisted equities
Related to financial institutions .................
Other derivative exposures to unlisted
equities .......................................................
Corporate bonds issued by financial
institutions (other than convertible bonds)
Investment grade .......................................
Duration
WAT
10-year eq. .
Non-investment grade ...............................
Duration
WAT
10-year eq. .
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