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AN
NEX
IV
Rep
ortin
g Te
mpl
ates
: AIF
M
(Art
icle
s 3(
3)(d
) an
d 24
of
Dire
ctiv
e 20
11/6
1/EU
)
AIF
M-s
peci
fic i
nfor
mat
ion
to b
e re
port
ed
(Art
icle
s 3(
3)(d
) an
d 24
(1)
of D
irect
ive
2011
/61/
EU)
Mos
t im
port
ant
mar
ket/i
nst
rum
ent
Seco
nd m
ost
impo
rtan
t m
arke
t/ins
trum
ent
Third
mos
t im
port
ant
mar
ket/i
nstr
umen
t Fo
urth
mos
t im
port
ant
mar
ket/i
nstr
umen
t Fi
fth m
ost
impo
rtan
t m
arke
t/ins
trum
ent
1 Pr
inci
pal
mar
kets
in
w
hich
it
tr
ades
on
be
half
of t
he A
IFs
it m
anag
es
2 Pr
inci
pal
inst
rum
ents
in
whi
ch i
t tr
ades
on
beha
lf of
the
AIF
s it
man
ages
3 V
alue
s of
ass
ets
unde
r m
anag
emen
t fo
r al
l A
IFs
man
aged
, ca
lcul
ated
as
se
t ou
t in
A
rtic
le 2
In b
ase
curr
ency
(if
the
sam
e fo
r al
l A
IFs)
In
EU
R
Plea
se p
rovi
de o
ffici
al n
ame,
loc
atio
n an
d ju
risdi
ctio
n of
mar
kets
Det
aile
d lis
t of
all
AIF
s w
hich
the
AIF
M m
anag
es
to b
e pr
ovid
ed o
n re
ques
t fo
r th
e en
d of
eac
h qu
arte
r
(Art
icle
24(
3) o
f D
irect
ive
2011
/61/
EU)
Nam
e of
the
AIF
Fu
nd i
dent
ifica
tion
code
In
cept
ion
date
AIF
typ
e (H
edge
Fun
d, P
rivat
e Eq
uity
, Re
al E
stat
e,
Fund
of
Fund
s, O
ther
(*))
NA
V EU
AIF
: Ye
s/N
o
(*)
If O
ther
ple
ase
indi
cate
the
str
ateg
y th
at b
est
desc
ribes
the
AIF
typ
e.
Mon
etar
y va
lues
sho
uld
be r
epor
ted
in t
he b
ase
curr
ency
of
the
AIF
.
EN 22.3.2013 Official Journal of the European Union L 83/71
Rep
ortin
g Te
mpl
ates
: AIF
(Art
icle
s 3(
3)(d
) an
d 24
of
Dire
ctiv
e 20
11/6
1/EU
)
AIF
-spe
cific
inf
orm
atio
n to
be
prov
ided
(Art
icle
s 3(
3)(d
) an
d 24
(1)
of D
irect
ive
2011
/61/
EU)
Dat
a Ty
pe
Repo
rted
Dat
a
Iden
tific
atio
n of
the
AIF
1 A
IF n
ame
EU A
IF: y
es/n
o
2 Fu
nd m
anag
er
(Leg
al n
ame
and
stand
ard
code
, wh
ere
avai
labl
e)
EU A
IFM
: yes
/no
3 Fu
nd i
dent
ifica
tion
cod
es,
as a
pplic
able
4 In
cept
ion
date
of
the
AIF
5 D
omic
ile o
f th
e A
IF
6 Id
enti
ficat
ion
of p
rim
e br
oker
(s)
of t
he A
IF
(Leg
al n
ame
and
stand
ard
code
, wh
ere
avai
labl
e)
7 Ba
se c
urre
ncy
of t
he A
IF a
ccor
ding
to
ISO
421
7 an
d as
sets
und
er m
anag
emen
t ca
lcul
ated
as
set
out
in A
rtic
le 2
Cu
rren
cy
Tota
l A
uM
8 Ju
risd
ictio
ns o
f th
e th
ree
mai
n fu
ndin
g so
urce
s (e
xclu
ding
uni
ts o
r sh
ares
of
the
AIF
bou
ght
by i
nves
tors
)
9 Pr
edom
inan
t A
IF t
ype
(selec
t on
e) H
edge
Fun
d
Priv
ate
Equi
ty F
und
Real
Est
ate
Fund
Fund
of
Fund
s
Oth
er
Non
e
10
Brea
kdow
n of
inv
estm
ent
stra
tegi
es
(Pro
vide
a br
eakd
own
of t
he i
nves
tmen
t str
ateg
ies o
f th
e A
IF d
epen
ding
on
the
pred
omin
ant
AIF
typ
e se
lecte
d in
que
stion
1.
See
guid
ance
not
es f
or f
urth
er i
nfor
mat
ion
on h
ow t
o co
mpl
ete
this
ques
tion.
)
EN L 83/72 Official Journal of the European Union 22.3.2013
Dat
a Ty
pe
Repo
rted
Dat
a
Indi
cate
the
str
ateg
y th
at b
est
desc
ribe
the
AIF
’s st
rate
gy
Shar
e in
NA
V
(%)
a) H
edge
Fun
d St
rate
gies
(Com
plet
e th
is qu
estio
n if
you
selec
ted
‘Hed
ge F
und’
as t
he p
redo
min
ant
AIF
typ
e in
que
stion
1.)
Indi
cate
the
hedg
e fu
nd s
trateg
ies t
hat
best
desc
ribe
the
AIF
s str
ateg
ies
Equi
ty: L
ong
Bias
Equi
ty: L
ong/
Shor
t
Equi
ty: M
arke
t N
eutr
al
Equi
ty: S
hort
Bia
s
Rela
tive
Valu
e: F
ixed
Inc
ome
Arb
itrag
e
Rela
tive
Valu
e: C
onve
rtib
le B
ond
Arb
itrag
e
Rela
tive
Valu
e: V
olat
ility
Arb
itrag
e
Even
t D
riven
: Dis
tres
sed/
Rest
ruct
urin
g
Even
t D
riven
: Risk
Arb
itrag
e/M
erge
r A
rbitr
age
Even
t D
riven
: Equ
ity S
peci
al S
ituat
ions
Cred
it Lo
ng/S
hort
Cred
it A
sset
Bas
ed L
endi
ng
Mac
ro
Man
aged
Fut
ures
/CTA
: Fun
dam
enta
l
Man
aged
Fut
ures
/CTA
: Qua
ntita
tive
Mul
ti-st
rate
gy h
edge
fun
d
Oth
er h
edge
fun
d st
rate
gy
b) P
riva
te E
quity
Str
ateg
ies
(Com
plet
e th
is qu
estio
n if
you
selec
ted
‘Priv
ate
Equi
ty’ a
s th
e pr
edom
inan
t A
IF t
ype
in q
uesti
on 1
.)
Indi
cate
the
priva
te e
quity
stra
tegies
tha
t be
st de
scrib
e th
e A
IFs
strat
egies
Ven
ture
Cap
ital
Gro
wth
Cap
ital
Mez
zani
ne C
apita
l
Mul
ti-st
rate
gy p
rivat
e eq
uity
fun
d
Oth
er p
rivat
e eq
uity
fun
d st
rate
gy
EN 22.3.2013 Official Journal of the European Union L 83/73
Dat
a Ty
pe
Repo
rted
Dat
a
c) R
eal
Esta
te S
trat
egie
s (C
ompl
ete
this
ques
tion
if yo
u se
lecte
d ‘R
eal
Esta
te’ a
s th
e pr
edom
inan
t A
IF t
ype
in q
uesti
on 1
.)
Indi
cate
the
real
esta
te s
trateg
ies t
hat
best
desc
ribe
the
AIF
s str
ateg
ies
Resid
entia
l re
al e
stat
e
Com
mer
cial
rea
l es
tate
Indu
stria
l re
al e
stat
e
Mul
ti-st
rate
gy r
eal
esta
te f
und
Oth
er r
eal
esta
te s
trat
egy
d) F
und
of F
und
Stra
tegi
es
(Com
plet
e th
is qu
estio
n if
you
selec
ted
‘Fun
d of
Fun
ds’ a
s th
e pr
edom
inan
t A
IF t
ype
in q
uesti
on 1
.)
Indi
cate
the
‘fund
of
fund
’ stra
tegy
tha
t be
st de
scrib
e th
e A
IFs
strat
egies
Fund
of
hedg
e fu
nds
Fund
of
priv
ate
equi
ty
Oth
er f
und
of f
unds
e) O
ther
Str
ateg
ies
(Com
plet
e th
is qu
estio
n if
you
selec
ted
‘Oth
er’ a
s th
e pr
edom
inan
t A
IF t
ype
in q
uesti
on 1
.)
Indi
cate
the
‘othe
r’ str
ateg
y th
at b
est
desc
ribe
the
AIF
s’ str
ateg
ies
Com
mod
ity f
und
Equi
ty f
und
Fixe
d in
com
e fu
nd
Infr
astr
uctu
re f
und
Oth
er f
und
EN L 83/74 Official Journal of the European Union 22.3.2013
Dat
a Ty
pe
Repo
rted
Dat
a
Prin
cipa
l ex
posu
res
and
mos
t im
port
ant
conc
entr
atio
n
11
Mai
n in
stru
men
ts i
n w
hich
the
AIF
is
trad
ing
Type
of
inst
rum
ent/i
nstr
umen
t co
de
Val
ue (
as c
alcu
late
d un
der
Art
icle
3 A
IFM
D)
Long
/sho
rt p
ositi
on
Mos
t im
port
ant
inst
rum
ent
2nd
mos
t im
port
ant
inst
rum
ent
3rd
mos
t im
port
ant
inst
rum
ent
4th
mos
t im
port
ant
inst
rum
ent
5th
mos
t im
port
ant
inst
rum
ent
12
Geo
grap
hica
l fo
cus
Prov
ide
a ge
ogra
phic
al b
reak
dow
n of
the
inv
estm
ents
hel
d by
the
AIF
by
perc
enta
ge o
f th
e to
tal
net
asse
t va
lue
of t
he A
IF
% o
f N
AV
Afr
ica
Asia
and
Pac
ific
(oth
er t
han
Mid
dle
East
)
Euro
pe (
EEA
)
Euro
pe (
othe
r th
an E
EA)
Mid
dle
East
Nor
th A
mer
ica
Sout
h A
mer
ica
Supr
anat
iona
l/mul
tiple
reg
ion
EN 22.3.2013 Official Journal of the European Union L 83/75
Dat
a Ty
pe
Repo
rted
Dat
a
13
10 p
rinc
ipal
exp
osur
es o
f th
e A
IF a
t th
e re
port
ing
date
(m
ost
valu
able
in
abso
lute
ter
ms)
:
Type
of
asse
t/lia
bilit
y N
ame/
desc
riptio
n of
the
ass
et/li
abili
ty
Val
ue
(as
calc
ulat
ed u
nder
Art
icle
3)
% o
f gr
oss
mar
ket
valu
e
Long
/sho
rt p
ositi
on
Coun
terp
arty
(w
here
rel
evan
t)
1st
2nd
3rd
4th
5th
6th
7th
8th
9th
10th
14
5 m
ost
impo
rtan
t po
rtfo
lio c
once
ntra
tions
:
Type
of
asse
t/lia
bilit
y N
ame/
desc
riptio
n of
the
mar
ket
Valu
e of
agg
rega
te e
xpos
ure
(as
calc
ulat
ed u
nder
Art
icle
3)
% o
f gr
oss
mar
ket
valu
e
Long
/sho
rt p
ositi
on
Coun
terp
arty
(w
here
rel
evan
t)
1st
2nd
3rd
4th
5th
EN L 83/76 Official Journal of the European Union 22.3.2013
Dat
a Ty
pe
Repo
rted
Dat
a
15
Typi
cal
deal
/pos
ition
siz
e (C
ompl
ete
this
ques
tion
if yo
u se
lecte
d as
you
r pr
edom
inan
t A
IF t
ype
‘priv
ate
equi
ty f
und’
in q
uesti
on 1
)
[Sele
ct on
e]
Ver
y sm
all
Smal
l Lo
wer
mid
mar
ket
Upp
er m
id m
arke
t La
rge
cap
Meg
a ca
p
16
Prin
cipa
l m
arke
ts i
n w
hich
AIF
tra
des
Plea
se e
nter
nam
e an
d id
entif
ier (
e.g.
MIC
cod
e) w
here
ava
ilabl
e, of
mar
ket
with
gre
ates
t ex
posu
re
Plea
se e
nter
nam
e an
d id
entif
ier (
e.g.
MIC
cod
e) w
here
ava
ilabl
e, of
mar
ket
with
sec
ond
grea
test
expo
sure
Plea
se e
nter
nam
e an
d id
entif
ier (
e.g.
MIC
cod
e) w
here
ava
ilabl
e, of
mar
ket
with
thi
rd g
reat
est
expo
sure
17
Inve
stor
Con
cent
ratio
n
Spec
ify t
he a
ppro
xim
ate
perc
enta
ge o
f th
e A
IF’s
equi
ty t
hat
is be
nefic
ially
ow
ned
by t
he f
ive
bene
ficia
l ow
ners
tha
t ha
ve t
he l
arge
st e
quity
inte
rest
in
the
AIF
(as
a p
erce
ntag
e of
out
stan
ding
uni
ts/s
hare
s of
the
AIF
; loo
k-th
roug
h to
the
ben
efic
ial
owne
rs w
here
kno
wn
or p
ossi
ble)
Brea
kdow
n of
inv
esto
r co
ncen
trat
ion
by s
tatu
s of
inv
esto
rs (
estim
ate
if no
pre
cise
inf
orm
atio
n av
aila
ble)
: %
— P
rofe
ssio
nal
clie
nts
(as
defin
ed i
n D
irect
ive
2004
/39/
EC (
MiF
ID):
— R
etai
l in
vest
ors:
Mon
etar
y va
lues
sho
uld
be r
epor
ted
in t
he b
ase
curr
ency
of
the
AIF
.
EN 22.3.2013 Official Journal of the European Union L 83/77
AIF
-spe
cific
inf
orm
atio
n to
be
prov
ided
to
com
pete
nt a
utho
ritie
s
(Art
icle
24(
2) o
f D
irect
ive
2011
/61/
EU)
Dat
a Ty
pe
Repo
rted
Dat
a
Iden
tific
atio
n of
the
AIF
1 A
IF n
ame
EU A
IF: y
es/n
o
2 Fu
nd m
anag
er
EU A
IFM
: yes
/no
1 A
IF n
ame
2 Fu
nd m
anag
er
3 Fu
nd i
dent
ifica
tion
code
s, as
app
licab
le
4 In
cept
ion
date
of
the
AIF
5 Ba
se c
urre
ncy
of t
he A
IF a
ccor
ding
to
ISO
421
7 an
d as
sets
und
er m
anag
emen
t ca
lcul
ated
as
set
out
in A
rtic
le 2
Cu
rren
cy
Tota
l A
uM
6 Id
entif
icat
ion
of p
rime
brok
er(s
) of
the
AIF
7 Ju
risdi
ctio
ns o
f th
e th
ree
mai
n fu
ndin
g so
urce
s
Inst
rum
ents
Tra
ded
and
Indi
vidu
al E
xpos
ures
8 In
divi
dual
Exp
osur
es i
n w
hich
it
is t
radi
ng a
nd t
he m
ain
cate
gori
es o
f as
sets
in
whi
ch t
he A
IF i
nves
ted
as a
t th
e re
port
ing
date
:
a) S
ecur
ities
Lo
ng V
alue
Sh
ort
Val
ue
Cash
and
cas
h eq
uiva
lent
s
Of
which
are
: Ce
rtific
ates
of
depo
sit
Com
mer
cial
pape
rs
Oth
er d
epos
its
Oth
er c
ash
and
cash
equ
ivalen
ts (e
xclu
ding
go
vern
men
t se
curit
ies)
List
ed e
quiti
es
Of
which
are
: Iss
ued
by f
inan
cial
insti
tutio
ns
Oth
er l
isted
equ
ity
Unl
iste
d eq
uitie
s
Corp
orat
e bo
nds
not
issu
ed b
y fin
anci
al i
nstit
utio
ns
Of
which
are
: In
vestm
ent
grad
e
EN L 83/78 Official Journal of the European Union 22.3.2013
Dat
a Ty
pe
Repo
rted
Dat
a
Non
-inve
stmen
t gr
ade
Corp
orat
e bo
nds
issu
ed b
y fin
anci
al i
nstit
utio
ns
Of
which
are
: In
vestm
ent
grad
e
Non
-inve
stmen
t gr
ade
Sove
reig
n bo
nds
Of
which
are
: EU
bon
ds w
ith a
0-1
yea
r ter
m t
o m
atur
ity
EU b
onds
with
a 1
+ y
ear
term
to
mat
urity
Non
-G10
bon
ds w
ith a
0-1
yea
r ter
m to
mat
urity
Non
-G10
bon
ds w
ith a
1 +
yea
r te
rm to
mat
urity
Conv
ertib
le b
onds
not
iss
ued
by f
inan
cial
ins
titut
ions
Of
which
are
: In
vestm
ent
grad
e
Non
-inve
stmen
t gr
ade
Conv
ertib
le b
onds
iss
ued
by f
inan
cial
ins
titut
ions
Of
which
are
: In
vestm
ent
grad
e
Non
-inve
stmen
t gr
ade
EN 22.3.2013 Official Journal of the European Union L 83/79
Dat
a Ty
pe
Repo
rted
Dat
a
Loan
s
Of
which
are
: Le
vera
ged
loan
s
Oth
er l
oans
Stru
ctur
ed/s
ecur
itise
d pr
oduc
ts
Of
which
are
: A
BS
RMBS
CMBS
Age
ncy
MBS
ABC
P
CDO
/CLO
Stru
cture
d ce
rtific
ates
ETP
Oth
er
b) D
eriv
ativ
es
Long
Val
ue
Shor
t V
alue
Equi
ty d
eriv
ativ
es
Of
which
are
: Re
late
d to
fin
ancia
l in
stitu
tions
Oth
er e
quity
der
ivat
ives
EN L 83/80 Official Journal of the European Union 22.3.2013
Dat
a Ty
pe
Repo
rted
Dat
a
Fixe
d in
com
e de
rivat
ives
CDS
Of
which
are
: Si
ngle
nam
e fin
ancia
l CD
S
Sing
le na
me
sove
reig
n CD
S
Sing
le na
me
othe
r CD
S
Inde
x CD
S
Exot
ic (in
cl. c
redi
t de
faul
t tra
nche
)
Gro
ss V
alue
Fore
ign
exch
ange
(fo
r in
vest
men
t pu
rpos
es)
Inte
rest
rat
e de
rivat
ives
Long
Val
ue
Shor
t V
alue
Com
mod
ity d
eriv
ativ
es
Of
which
are
: En
ergy
Of
which
:
— C
rude
oil
— N
atur
al g
as
— P
ower
Prec
ious
met
als
Of
which
: G
old
Oth
er c
omm
oditi
es
Of
which
:
— I
ndus
trial
met
als
— L
ives
tock
EN 22.3.2013 Official Journal of the European Union L 83/81
Dat
a Ty
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Dat
a
— A
gricu
ltura
l pro
ducts
Oth
er d
eriv
ativ
es
c) P
hysi
cal
(Rea
l/Tan
gibl
e) A
sset
s Lo
ng V
alue
Phys
ical
: Rea
l es
tate
Of
which
are
: Re
siden
tial
real
esta
te
Com
mer
cial
real
esta
te
Phys
ical
: Com
mod
ities
Phys
ical
: Tim
ber
Phys
ical
: Art
and
col
lect
able
s
Phys
ical
: Tra
nspo
rtat
ion
asse
ts
Phys
ical
: Oth
er
d) C
olle
ctiv
e In
vest
men
t U
nder
taki
ngs
Long
Val
ue
Inve
stm
ents
in
CIU
ope
rate
d/m
anag
ed b
y th
e A
IFM
Of
which
are
: M
oney
Mar
ket
Fund
s an
d Ca
sh m
anag
emen
t CI
U
ETF
Oth
er C
IU
Inve
stm
ents
in
CIU
not
ope
rate
d/m
anag
ed b
y th
e A
IFM
Of
which
are
: M
oney
Mar
ket
Fund
s an
d Ca
sh m
anag
emen
t CI
U
ETF
EN L 83/82 Official Journal of the European Union 22.3.2013
Dat
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Dat
a
Oth
er C
IU
e) I
nves
tmen
ts i
n ot
her
asse
t cl
asse
s Lo
ng V
alue
Sh
ort
Val
ue
Tota
l O
ther
9 V
alue
of
turn
over
in
each
ass
et c
lass
ove
r th
e re
port
ing
mon
ths
a) S
ecur
ities
M
arke
t V
alue
Cash
and
cas
h eq
uiva
lent
s
List
ed e
quiti
es
Unl
iste
d eq
uitie
s
Corp
orat
e bo
nds
not
issu
ed b
y fin
anci
al i
nstit
utio
ns
Of
which
are
: In
vestm
ent
grad
e
Non
-inve
stmen
t gr
ade
Corp
orat
e bo
nds
issu
ed b
y fin
anci
al i
nstit
utio
ns
Sove
reig
n bo
nds
Of
which
are
: EU
Mem
ber
Stat
e bo
nds
Non
-EU
Mem
ber
Stat
e bo
nds
Conv
ertib
le b
onds
Loan
s
Stru
ctur
ed/s
ecur
itise
d pr
oduc
ts
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Dat
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Dat
a
b) D
eriv
ativ
es
Not
iona
l V
alue
M
arke
t V
alue
Equi
ty d
eriv
ativ
es
Fixe
d in
com
e de
rivat
ives
CDS
Fore
ign
exch
ange
(fo
r in
vest
men
t pu
rpos
es)
Inte
rest
rat
e de
rivat
ives
Com
mod
ity d
eriv
ativ
es
Oth
er d
eriv
ativ
es
c) P
hysi
cal
(Rea
l/Tan
gibl
e) A
sset
s M
arke
t V
alue
Phys
ical
: Com
mod
ities
Phys
ical
: Rea
l es
tate
Phys
ical
: Tim
ber
Phys
ical
: Art
and
col
lect
able
s
Phys
ical
: Tra
nspo
rtat
ion
asse
ts
Phys
ical
: Oth
er
d) C
olle
ctiv
e in
vest
men
t un
dert
akin
gs
e) O
ther
ass
et c
lass
es
Cur
renc
y of
Exp
osur
es
EN L 83/84 Official Journal of the European Union 22.3.2013
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Dat
a
10
Tota
l lo
ng a
nd s
hort
val
ue o
f ex
posu
res
(bef
ore
curr
ency
hed
ging
) by
the
fol
low
ing
curr
ency
gro
ups:
Long
Val
ue
Shor
t V
alue
AU
D
CAD
CHF
EUR
GBP
HKD
JPY
USD
Oth
er
11
Typi
cal
deal
/pos
ition
siz
e (C
ompl
ete
this
ques
tion
if yo
u se
lect
ed a
s yo
ur p
redo
min
ant
AIF
typ
e ‘p
rivat
e eq
uity
fun
d’ a
bove
) [S
elect
one]
Ver
y sm
all
(< E
UR
5 m
) Sm
all
(EU
R 5
m t
o <
EUR
25 m
) Lo
w/m
id m
arke
t (E
UR
25 m
to
< EU
R 15
0 m
) U
pper
mid
mar
ket
(EU
R 15
0 m
to
EUR
500
m)
Larg
e ca
p (E
UR
500
m t
o EU
R 1
bn)
Meg
a ca
p (E
UR
1 bn
and
gre
ater
)
EN 22.3.2013 Official Journal of the European Union L 83/85
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Dat
a
12
Dom
inan
t In
fluen
ce (s
ee A
rtic
le 1
of
Cou
ncil
Dir
ectiv
e 83
/349
/EEC
(O
J L
193,
18.
7.19
83, p
. 1))
(Com
plet
e th
is qu
estio
n if
you
selec
ted
as y
our
pred
omin
ant
AIF
typ
e ‘p
rivat
e eq
uity
fund
’ abo
ve; p
lease
com
plet
e fo
r ea
ch c
ompa
ny o
ver
which
the
AIF
has
a d
omin
ant
influ
ence
(lea
ve b
lank
if n
one)
as
defin
ed i
n A
rticle
1 o
f D
irecti
ve 8
3/34
9/EE
C)
Nam
e %
Vot
ing
Righ
ts Tr
ansa
ction
Typ
e
Ris
k Pr
ofile
of
the
AIF
1. M
arke
t R
isk
Prof
ile
13
Expe
cted
ann
ual
inve
stm
ent
retu
rn/IR
R i
n no
rmal
mar
ket
cond
ition
s (in
%)
Net
Equ
ity
Del
ta
Net
DV
01:
Net
CS0
1:
2. C
ount
erpa
rty
Ris
k Pr
ofile
14
Trad
ing
and
clea
ring
mec
hani
sms
a) E
stim
ated
% (
in t
erm
s of
mar
ket
valu
e) o
f se
curi
ties
trad
ed:
(leav
e bl
ank
if no
sec
uriti
es t
rade
d)
%
On
a re
gula
ted
exch
ange
OTC
b) E
stim
ated
% (
in t
erm
s of
tra
de v
olum
es)
of d
eriv
ativ
es t
hat
are
trad
ed:
(leav
e bl
ank
if no
der
ivat
ives
tra
ded)
%
On
a re
gula
ted
exch
ange
OTC
EN L 83/86 Official Journal of the European Union 22.3.2013
Dat
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c) E
stim
ated
% (
in t
erm
s of
tra
de v
olum
es)
of d
eriv
ativ
es t
rans
actio
ns c
lear
ed:
(leav
e bl
ank
if no
der
ivat
ives
tra
ded)
%
By a
CCP
Bila
tera
lly
d) E
stim
ated
% (
in t
erm
s of
mar
ket
valu
e) o
f re
po t
rade
s cl
eare
d:
(leav
e bl
ank
if no
rep
os t
rade
d)
%
By a
CCP
Bila
tera
lly
Tri-p
arty
15
Val
ue o
f co
llate
ral
and
othe
r cr
edit
supp
ort
that
the
AIF
has
pos
ted
to a
ll co
unte
rpar
ties
a) V
alue
of
colla
tera
l po
site
d in
the
for
m o
f ca
sh a
nd c
ash
equi
vale
nts
b) V
alue
of
colla
tera
l po
site
d in
the
for
m o
f ot
her
secu
riti
es (
excl
udin
g ca
sh a
nd c
ash
equi
vale
nts)
c) V
alue
of
othe
r co
llate
ral
and
cred
it su
ppor
t po
sted
(in
clud
ing
face
am
ount
of
lett
ers
of c
redi
t an
d si
mila
r th
ird
part
y cr
edit
supp
ort)
16
Of
the
amou
nt o
f co
llate
ral
and
othe
r cr
edit
sup
port
tha
t th
e re
port
ing
fund
has
pos
ted
to c
ount
erpa
rtie
s: w
hat
perc
enta
ge h
as b
een
re-
hypo
thec
ated
by
coun
terp
arti
es?
17
Top
Five
Cou
nter
part
y Ex
posu
res
(exc
ludi
ng C
CPs
)
a) I
dent
ify t
he t
op f
ive
coun
terp
arti
es t
o w
hich
the
AIF
has
the
gre
ates
t m
ark-
to-m
arke
t ne
t co
unte
rpar
ty c
redi
t ex
posu
re, m
easu
red
as a
%
of t
he N
AV
of
the
AIF
N
ame
Tota
l Ex
posu
re
Coun
terp
arty
1
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a
Coun
terp
arty
2
Coun
terp
arty
3
Coun
terp
arty
4
Coun
terp
arty
5
b) I
dent
ify t
he t
op f
ive
coun
terp
arti
es t
hat
have
the
gre
ates
t m
ark-
to-m
arke
t ne
t co
unte
rpar
ty c
redi
t ex
posu
re t
o th
e A
IF,
mea
sure
d as
a
perc
enta
ge o
f th
e N
AV
of
the
AIF
. N
ame
Tota
l Ex
posu
re
Coun
terp
arty
1
Coun
terp
arty
2
Coun
terp
arty
3
Coun
terp
arty
4
Coun
terp
arty
5
18
Dir
ect
clea
ring
thr
ough
cen
tral
cle
arin
g co
unte
rpar
ties
(CC
Ps)
a) D
urin
g th
e re
port
ing
peri
od, d
id t
he A
IF c
lear
any
tra
nsac
tions
dir
ectly
thr
ough
a C
CP?
Ye
s N
o (if
no,
ski
p re
mai
nder
of
the
que
stio
n an
d go
to
ques
tion
21)
b) I
f yo
u an
swer
ed ‘
yes’
in
18(a
), id
enti
fy t
he t
op t
hree
cen
tral
cle
arin
g co
unte
rpar
ties
(CC
Ps)
in t
erm
s of
net
cre
dit
expo
sure
N
ame
Val
ue h
eld
CCP
1 (le
ave
blan
k if
not
appl
icabl
e)
CCP
2 (le
ave
blan
k if
not
appl
icabl
e)
CCP
3 (le
ave
blan
k if
not
appl
icabl
e)
3. L
iqui
dity
Pro
file
Port
folio
Liq
uidi
ty P
rofil
e
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a
19
Inve
stor
Liq
uidi
ty P
rofil
e Pe
rcen
tage
of
port
folio
cap
able
of
bein
g liq
uida
ted
with
in:
1 da
y or
les
s 2-
7 da
ys
8-30
day
s 31
-90
days
91
-180
day
s 18
1-36
5 da
ys
mor
e th
an 3
65 d
ays
20
Val
ue o
f un
encu
mbe
red
cash
Inve
stor
Liq
uidi
ty P
rofil
e
21
Inve
stor
Liq
uidi
ty P
rofil
e Pe
rcen
tage
of
inve
stor
equ
ity t
hat
can
be r
edee
med
with
in (
as %
of
AIF
’s N
AV
)
1 da
y or
les
s 2-
7 da
ys
8-30
day
s 31
-90
days
91
-180
day
s 18
1-36
5 da
ys
mor
e th
an 3
65 d
ays
22
Inve
stor
red
empt
ions
a) D
oes
the
AIF
pro
vide
inv
esto
rs w
ith w
ithd
raw
al/r
edem
ptio
n ri
ghts
in
the
ordi
nary
cou
rse?
Ye
s N
o
b) W
hat
is t
he f
requ
ency
of
inve
stor
red
empt
ions
(if
mul
tiple
cla
sses
of
shar
es o
r un
its, r
epor
t fo
r th
e la
rges
t sh
are
clas
s by
NA
V)
[Sele
ct on
e]
Dai
ly
Wee
kly
Fort
nigh
tly
Mon
thly
Q
uart
erly
H
alf-y
early
A
nnua
l O
ther
N
/A
c) W
hat
is t
he n
otic
e pe
riod
req
uire
d by
inv
esto
rs f
or r
edem
ptio
ns i
n da
ys
(repo
rt as
set
weig
hted
not
ice p
erio
d if
mul
tiple
class
es o
r sh
ares
or
units
)
EN 22.3.2013 Official Journal of the European Union L 83/89
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d) W
hat
is t
he i
nves
tor
‘lock
-up’
per
iod
in d
ays
(rep
ort
asse
t w
eigh
ted
notic
e pe
riod
if
mul
tiple
cla
sses
or
shar
es o
r un
its)
23
Spec
ial
arra
ngem
ents
and
pre
fere
ntia
l tr
eatm
ent
a) A
s at
the
rep
ortin
g da
te, w
hat
perc
enta
ge o
f th
e A
IFs
NA
V i
s su
bjec
t to
the
fol
low
ing
arra
ngem
ents
: %
of
NA
V
Side
poc
kets
Gat
es
Susp
ensi
on o
f de
alin
g
Oth
er a
rran
gem
ents
for
man
agin
g ill
iqui
d as
sets
(pl
ease
spe
cify)
[T
ype]
[%
]
b) I
ndic
ate
the
perc
enta
ge o
f ne
t as
set
valu
e of
AIF
’s a
sset
s th
at a
re c
urre
ntly
sub
ject
to
the
spec
ial a
rran
gem
ents
ari
sing
fro
m t
heir
illiq
uid
natu
re u
nder
Art
icle
23(
4)(a
) of
the
AIF
MD
inc
ludi
ng t
hose
in
ques
tion
25(a
)?
Spec
ial
arra
ngem
ents
as
a %
of
NA
V
c) A
re t
here
any
inv
esto
rs w
ho o
btai
n pr
efer
entia
l tre
atm
ent
or t
he r
ight
to
pref
eren
tial
tre
atm
ent
(e.g
. thr
ough
a s
ide
lett
er)
and
ther
efor
e ar
e su
bjec
t to
dis
clos
ure
to t
he i
nves
tors
in
the
AIF
in
acco
rdan
ce w
ith A
rtic
le 2
3(1)
(j) o
f th
e A
IFM
D?
(Yes
or
no)
d) I
f ‘y
es’
to l
ette
r c)
the
n pl
ease
ind
icat
e al
l re
leva
nt p
refe
rent
ial
trea
tmen
t:
Conc
erni
ng d
iffer
ent
disc
losu
re/re
port
ing
to i
nves
tors
Conc
erni
ng d
iffer
ent
inve
stor
liq
uidi
ty t
erm
s
Conc
erni
ng d
iffer
ent
fee
term
s fo
r in
vest
ors
Pref
eren
tial
trea
tmen
t ot
her
than
tha
t sp
ecifi
ed a
bove
EN L 83/90 Official Journal of the European Union 22.3.2013
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24
Prov
ide
the
brea
kdow
n of
the
ow
ners
hip
of u
nits
in
the
AIF
by
inve
stor
gro
up (
as %
of
NA
V o
f A
IF a
sset
s; l
ook-
thro
ugh
to t
he b
enef
icia
l ow
ners
whe
re k
now
n or
pos
sibl
e)
25
Fina
ncin
g liq
uidi
ty
a) P
rovi
de t
he a
ggre
gate
am
ount
of
borr
owin
g by
and
cas
h fin
anci
ng a
vaila
ble
to t
he A
IF (
incl
udin
g al
l dra
wn
and
undr
awn,
com
mitt
ed a
nd
unco
mm
itted
lin
es o
f cr
edit
as w
ell
as a
ny t
erm
fin
anci
ng)
b) D
ivid
e th
e am
ount
rep
orte
d in
let
ter
a) a
mon
g th
e pe
riod
s sp
ecifi
ed b
elow
dep
endi
ng o
n th
e lo
nges
t pe
riod
for
whi
ch t
he c
redi
tor
is
cont
ract
ually
com
mitt
ed t
o pr
ovid
e su
ch f
inan
cing
:
1 da
y or
les
s 2-
7 da
ys
8-30
day
s 31
-90
days
91
-180
day
s 18
1-36
5 da
ys
long
er t
han
365
days
4. B
orro
win
g an
d Ex
posu
re R
isk
26
Val
ue o
f bo
rrow
ings
of
cash
or
secu
ritie
s re
pres
ente
d by
:
Uns
ecur
ed c
ash
borr
owin
g:
Colla
tera
lised
/sec
ured
cas
h bo
rrow
ing
— V
ia P
rime
Brok
er:
Colla
tera
lised
/sec
ured
cas
h bo
rrow
ing
— V
ia (
reve
rse)
rep
o:
Colla
tera
lised
/sec
ured
cas
h bo
rrow
ing
— V
ia O
ther
:
27
Val
ue o
f bo
rrow
ing
embe
dded
in
finan
cial
ins
trum
ents
Exch
ange
-trad
ed D
eriv
ativ
es: G
ross
Exp
osur
e le
ss m
argi
n po
sted
OTC
Der
ivat
ives
: Gro
ss E
xpos
ure
less
mar
gin
post
ed
EN 22.3.2013 Official Journal of the European Union L 83/91
Dat
a Ty
pe
Repo
rted
Dat
a
28
Val
ue o
f se
curi
ties
borr
owed
for
sho
rt p
ositi
ons
29
Gro
ss e
xpos
ure
of f
inan
cial
and
, as
the
cas
e m
ay b
e, o
r le
gal
stru
ctur
es c
ontr
olle
d by
the
AIF
as
defin
ed i
n R
ecit
al 7
8 of
the
AIF
MD
Fina
ncia
l an
d, a
s th
e ca
se m
ay b
e, or
leg
al s
tructu
re
Fina
ncia
l an
d, a
s th
e ca
se m
ay b
e, or
leg
al s
tructu
re
Fina
ncia
l an
d, a
s th
e ca
se m
ay b
e, or
leg
al s
tructu
re
…
30
Leve
rage
of
the
AIF
a) a
s ca
lcul
ated
und
er t
he G
ross
Met
hod
b) a
s ca
lcul
ated
und
er t
he C
omm
itm
ent
Met
hod
5. O
pera
tiona
l an
d O
ther
Ris
k A
spec
ts
31
Tota
l nu
mbe
r of
ope
n po
sitio
ns
32
His
tori
cal
risk
pro
file
a) G
ross
Inv
estm
ent
retu
rns
or I
RR
of
the
AIF
ove
r th
e re
port
ing
peri
od (
in %
, gr
oss
of m
anag
emen
t an
d pe
rfor
man
ce f
ees)
1st
Mon
th o
f Re
port
ing
Perio
d
2nd
Mon
th o
f Re
port
ing
Perio
d
…
…
Last
Mon
th o
f Re
port
ing
Perio
d
b) N
et I
nves
tmen
t re
turn
s or
IR
R o
f th
e A
IF o
ver
the
repo
rtin
g pe
riod
(in
%,
net
of m
anag
emen
t an
d pe
rfor
man
ce f
ees)
1st
Mon
th o
f Re
port
ing
Perio
d
EN L 83/92 Official Journal of the European Union 22.3.2013
Dat
a Ty
pe
Repo
rted
Dat
a
2nd
Mon
th o
f Re
port
ing
Perio
d
…
…
Last
Mon
th o
f Re
port
ing
Perio
d
c) C
hang
e in
Net
Ass
et V
alue
of
the
AIF
ove
r th
e re
port
ing
peri
od (
in %
, in
clud
ing
the
impa
ct o
f su
bscr
iptio
ns a
nd r
edem
ptio
ns)
1st
Mon
th o
f Re
port
ing
Perio
d
2nd
Mon
th o
f Re
port
ing
Perio
d
…
…
Last
Mon
th o
f Re
port
ing
Perio
d
d) S
ubsc
ript
ions
ove
r th
e re
port
ing
peri
od
1st
Mon
th o
f Re
port
ing
Perio
d
2nd
Mon
th o
f Re
port
ing
Perio
d
…
…
Last
Mon
th o
f Re
port
ing
Perio
d
e) R
edem
ptio
ns o
ver
the
repo
rted
per
iod
1st
Mon
th o
f Re
port
ing
Perio
d
2nd
Mon
th o
f Re
port
ing
Perio
d
…
…
Last
Mon
th o
f Re
port
ing
Perio
d
Mon
etar
y va
lues
sho
uld
be r
epor
ted
in t
he b
ase
curr
ency
of
the
AIF
.
EN 22.3.2013 Official Journal of the European Union L 83/93
Res
ults
of
stre
ss t
ests
Plea
se p
rovi
de th
e re
sults
of
the
stre
ss t
ests
per
form
ed in
acc
orda
nce
with
poi
nt (b
) of
Art
icle
15(
3) o
f D
irec
tive
2011
/61/
EU [
risks
ass
ocia
ted w
ith e
ach
inve
stmen
t pos
ition
of t
he A
IF a
nd th
eir o
vera
ll eff
ect o
n th
e A
IF’s
portf
olio
can
be
prop
erly
ide
ntifi
ed, m
easu
red,
man
aged
and
mon
itore
d on
an
ongo
ing
basis
, inc
ludi
ng t
hrou
gh t
he u
se o
f ap
prop
riate
stre
ss t
estin
g pr
oced
ures
;] (fr
ee t
ext)
Mon
etar
y va
lues
sho
uld
be r
epor
ted
in t
he b
ase
curr
ency
of
the
AIF
.
Plea
se p
rovi
de t
he r
esul
ts o
f th
e st
ress
tes
ts p
erfo
rmed
in
acco
rdan
ce w
ith t
he s
econ
d su
bpar
agra
ph o
f A
rtic
le 1
6(1)
of
Dir
ecti
ve 2
011/
61/E
U. [
AIF
Ms
shal
l re
gula
rly c
ondu
ct st
ress
tes
ts, u
nder
nor
mal
and
ex
cept
iona
l liq
uidi
ty c
ondi
tions
, wh
ich e
nabl
e th
em t
o as
sess
the
liq
uidi
ty r
isk o
f th
e A
IFs
and
mon
itor
the
liqui
dity
risk
of
the
AIF
s ac
cord
ingl
y.] (
free
text
)
Mon
etar
y va
lues
sho
uld
be r
epor
ted
in t
he b
ase
curr
ency
of
the
AIF
.
AIF
-spe
cific
inf
orm
atio
n to
be
mad
e av
aila
ble
to t
he c
ompe
tent
aut
hori
ties
(Art
icle
24(
4) o
f D
irect
ive
2011
/61/
EU)
Dat
a Ty
pe
Repo
rted
Dat
a
1 O
f th
e am
ount
of
colla
tera
l an
d ot
her
cred
it s
uppo
rt t
hat
the
repo
rtin
g A
IF h
as p
oste
d to
cou
nter
part
ies:
wha
t pe
rcen
tage
has
bee
n re
- hy
poth
ecat
ed b
y co
unte
rpar
ties
?
Borr
owin
g an
d Ex
posu
re R
isk
2 V
alue
of
borr
owin
gs o
f ca
sh o
r se
curi
ties
repr
esen
ted
by:
Uns
ecur
ed c
ash
borr
owin
g:
Colla
tera
lised
/sec
ured
cas
h bo
rrow
ing
— V
ia P
rime
Brok
er:
Colla
tera
lised
/sec
ured
cas
h bo
rrow
ing
— V
ia (
reve
rse)
rep
o:
Colla
tera
lised
/sec
ured
cas
h bo
rrow
ing
— V
ia O
ther
:
3 V
alue
of
borr
owin
g em
bedd
ed i
n fin
anci
al i
nstr
umen
ts
Exch
ange
-trad
ed D
eriv
ativ
es: G
ross
Exp
osur
e le
ss m
argi
n po
sted
EN L 83/94 Official Journal of the European Union 22.3.2013
Dat
a Ty
pe
Repo
rted
Dat
a
OTC
Der
ivat
ives
: Gro
ss E
xpos
ure
less
mar
gin
post
ed
4 Fi
ve l
arge
st s
ourc
es o
f bo
rrow
ed c
ash
or s
ecur
ities
(sh
ort
posi
tions
):
Larg
est:
2nd
larg
est:
3rd
larg
est:
4th
larg
est:
5th
larg
est:
5 V
alue
of
secu
ritie
s bo
rrow
ed f
or s
hort
pos
itio
ns
6 G
ross
exp
osur
e of
fin
anci
al a
nd,
as t
he c
ase
may
be,
or
lega
l st
ruct
ures
con
trol
led
by t
he A
IF a
s de
fined
in
Rec
ital
78
of t
he A
IFM
D
Fina
ncia
l an
d, a
s th
e ca
se m
ay b
e, or
leg
al s
tructu
re
Fina
ncia
l an
d, a
s th
e ca
se m
ay b
e, or
leg
al s
tructu
re
Fina
ncia
l an
d, a
s th
e ca
se m
ay b
e, or
leg
al s
tructu
re
…
7 Le
vera
ge o
f th
e A
IF:
a) G
ross
Met
hod
b) C
omm
itmen
t M
etho
d
Mon
etar
y va
lues
sho
uld
be r
epor
ted
in t
he b
ase
curr
ency
of
the
AIF
.
EN 22.3.2013 Official Journal of the European Union L 83/95
Recommended