Regulatory Reporting — Securities and Futures Commission (SFC)

FRR-Annex A reporting is a new form issued by the Securities and Futures Commission of Hong Kong (SFC) requiring Licensed Corporations to provide detailed disclosures on Qualifying Hedge Funds (QHFs) under management, including fund size, leverage, collateral, stress testing, counterparty exposure and illiquid assets. Submission is typically semi-annual coinciding with standard FRR reporting.

Hong Kong Licensed Corporations registered under the Securities and Futures Ordinance (SFO), when one or more QHFs exist six months before the reporting month-end wherein it manages the total global NAV of at least USD 500 million for a single investment strategy.