Schedule 7 Additional Information to be Included in the Annual Report

Regulation 82(1)

The information to which Regulation 82(1) refers is the following:

1. A statement of the assets and liabilities or the balance sheet of the UCITS showing, separately, the following:

(a) money-market instruments;

(b) investment funds;

(c) deposits with credit institutions;

(d) FDI.

2. An analysis, in accordance with the criteria set out in Schedule 12 of the UCITS Regulations, of the portfolio of the UCITS which distinguishes between -

(a) UCITS and AIFs,

(b) Deposits,

(c) FDI dealt in on a regulated market, and

(d) OTC derivatives;

3. A general description of the use of FDI and of the efficient portfolio management techniques and instruments that have been employed during the reporting period and the resulting amount of commitments, identifying -

(a) the types of FDI concerned, including -

(i) OTC derivatives,

(ii) the underlying exposures, and

(iii) where relevant, the type and amount of collateral received to reduce counterparty exposure;

(b) the purposes underlying

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