Alternative Investments for CFA Level II

Private-market, hedge-fund, and real-asset structures interpreted through Level II analyst judgment.

Alternative Investments at Level II is usually about structure, liquidity, and economic exposure rather than surface labels. The exam asks whether you understand how the investment actually creates or destroys value, where the cash flows come from, and which risks the stated return series may be hiding.

That is why this chapter is grouped into a few substantive lessons instead of one page per LOS. The official curriculum still defines the coverage boundary, but the public structure is organized around how Level II candidates actually solve these problems online: identify the exposure channel, separate asset value from vehicle value, then judge liquidity, leverage, and return decomposition without relying on marketing language.

What This Topic Area Covers

  • commodity exposure, futures-curve economics, and return decomposition
  • private real-estate valuation, cap rates, leverage, and appraisal smoothing
  • publicly traded real-estate securities, NAV logic, and FFO or AFFO interpretation
  • hedge-fund strategy families, factor exposures, liquidity mismatch, and due diligence

Current Lesson Path

LessonOfficial reading coverage boundaryWhat to focus on
Commodities and Commodity DerivativesCommodities and Commodity DerivativesSpot versus futures exposure, cost of carry, roll yield, collateral return, and why producer hedging logic is not the same as allocator logic.
Real Estate InvestmentReal Estate InvestmentNOI, cap rates, DCF versus direct capitalization, leverage, and why private real-estate returns can look smoother than the underlying economics really are.
Publicly Traded Real Estate SecuritiesPublicly Traded Real Estate SecuritiesREIT and listed-real-estate metrics, NAV discounts or premiums, FFO and AFFO interpretation, and how public pricing differs from private appraisal-based valuation.
Hedge Fund StrategiesHedge Fund StrategiesStrategy family identification, hidden factor or liquidity exposure, leverage, and whether a smooth return stream is actually telling a misleading risk story.

In this section

  • Commodities and Commodity Derivatives
    How Level II tests commodity exposure, futures-curve economics, roll yield, collateral return, and producer versus investor use cases.
  • Real Estate Investment
    How Level II tests private real-estate valuation, NOI, cap rates, leverage, appraisal smoothing, and property-level risk drivers.
  • Publicly Traded Real Estate Securities
    How Level II tests REIT and listed real-estate security analysis, NAV logic, FFO and AFFO interpretation, and private-versus-public real-estate comparisons.
  • Hedge Fund Strategies
    How Level II tests hedge-fund strategy families, factor exposures, liquidity mismatch, leverage, and due-diligence interpretation.
Revised on Friday, April 24, 2026