Properties required for Form PF

• The only required data is basic setup information about the funds and managers in scope, and their relationships
• Any question in the report can be populated in the UI, or via the "Final Answers" upload
• But the more of the below data you can populate, the more questions can be calculated and answered automatically

For FundApps Monitoring clients, this corresponds to Portfolio & Entity Properties

• Manager and fund names & identifiers
• Master / feeder arrangements
• Fund Types
• Authorised signatories

For FundApps Monitoring clients, we can reuse Asset & Instrument data from the existing Positions file

This covers: Equity and fund holdings; Derivative positions and notional exposures; Borrowings and leverage; Cash positions

• Position quantity, notional, values, etc
• Market for each position (or indication that the position is OTC)
• Sub-asset class for each instrument (or underlying properties to allow FundApps to calculate this using GICS, listing information, etc)
• Instrument currency, country of risk exposure, etc

• GAV and NAV
• Strategy-level NAV breakdowns
• Performance metrics
• Subscriptions & Redemptions

• Holdings of top investors
• Investor group classifications

• Relevant exposures to each counterparty, covering all breakdowns required
• Counterparty identifiers

Needed if FundApps is to calculate answers for trading-related questions

• Security traded, and value
• Exchange/off-exchange and clearing mechanism

• Risk measures relevant to the strategy
• Stress or sensitivity indicators (where applicable)
• Stress test results (where applicable)

Any question can be provided as a final answer

Questions often provided as a final answer include:

• Answers to specific questions about investor rights
• Details of specific investment strategies