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Commission Delegated Regulation (EU) No 231/2013 of 19 December 2012 supplementing Directive 2011/61/EU of the European Parliament and of the Council with regard to exemptions, general operating conditions, depositaries, leverage, transparency and supervision Text with EEA relevance

Type Delegated Regulation

Publication 2013-03-22

Last updated 2024-02-12

State In force

Department European Commission

Source EUR-Lex

articles 117

Reform history JSON API

	Data Type	Data Type	Data Type	Data Type	Data Type	Data Type	Data Type	Data Type	Reported Data	Reported Data
Identification of the AIF	Identification of the AIF	Identification of the AIF	Identification of the AIF	Identification of the AIF	Identification of the AIF	Identification of the AIF	Identification of the AIF	Identification of the AIF	Identification of the AIF	Identification of the AIF
1	AIF name	AIF name							EU AIF: yes/no	EU AIF: yes/no
2	Fund manager	Fund manager							EU AIFM: yes/no	EU AIFM: yes/no
1	AIF name	AIF name	AIF name	AIF name	AIF name
2	Fund manager	Fund manager	Fund manager	Fund manager	Fund manager
3	Fund identification codes, as applicable	Fund identification codes, as applicable	Fund identification codes, as applicable	Fund identification codes, as applicable	Fund identification codes, as applicable
4	Inception date of the AIF	Inception date of the AIF	Inception date of the AIF	Inception date of the AIF	Inception date of the AIF
5	Base currency of the AIF according to ISO 4217 and assets under management calculated as set out in Article 2	Base currency of the AIF according to ISO 4217 and assets under management calculated as set out in Article 2	Base currency of the AIF according to ISO 4217 and assets under management calculated as set out in Article 2	Base currency of the AIF according to ISO 4217 and assets under management calculated as set out in Article 2	Base currency of the AIF according to ISO 4217 and assets under management calculated as set out in Article 2	Base currency of the AIF according to ISO 4217 and assets under management calculated as set out in Article 2	Base currency of the AIF according to ISO 4217 and assets under management calculated as set out in Article 2	Base currency of the AIF according to ISO 4217 and assets under management calculated as set out in Article 2	Currency	Total AuM
6	Identification of prime broker(s) of the AIF	Identification of prime broker(s) of the AIF	Identification of prime broker(s) of the AIF	Identification of prime broker(s) of the AIF	Identification of prime broker(s) of the AIF
7	Jurisdictions of the three main funding sources	Jurisdictions of the three main funding sources	Jurisdictions of the three main funding sources	Jurisdictions of the three main funding sources	Jurisdictions of the three main funding sources
Instruments Traded and Individual Exposures	Instruments Traded and Individual Exposures	Instruments Traded and Individual Exposures	Instruments Traded and Individual Exposures	Instruments Traded and Individual Exposures	Instruments Traded and Individual Exposures	Instruments Traded and Individual Exposures	Instruments Traded and Individual Exposures	Instruments Traded and Individual Exposures	Instruments Traded and Individual Exposures	Instruments Traded and Individual Exposures
8	Individual Exposures in which it is trading and the main categories of assets in which the AIF invested as at the reporting date:	Individual Exposures in which it is trading and the main categories of assets in which the AIF invested as at the reporting date:	Individual Exposures in which it is trading and the main categories of assets in which the AIF invested as at the reporting date:	Individual Exposures in which it is trading and the main categories of assets in which the AIF invested as at the reporting date:	Individual Exposures in which it is trading and the main categories of assets in which the AIF invested as at the reporting date:	Individual Exposures in which it is trading and the main categories of assets in which the AIF invested as at the reporting date:	Individual Exposures in which it is trading and the main categories of assets in which the AIF invested as at the reporting date:	Individual Exposures in which it is trading and the main categories of assets in which the AIF invested as at the reporting date:	Individual Exposures in which it is trading and the main categories of assets in which the AIF invested as at the reporting date:	Individual Exposures in which it is trading and the main categories of assets in which the AIF invested as at the reporting date:
	a) Securities	a) Securities	a) Securities	a) Securities	a) Securities				Long Value	Short Value
	Cash and cash equivalents	Cash and cash equivalents	Cash and cash equivalents	Cash and cash equivalents	Cash and cash equivalents	Cash and cash equivalents	Cash and cash equivalents	Cash and cash equivalents
	Of which are:	Of which are:	Of which are:	Of which are:	Of which are:	Certificates of deposit	Certificates of deposit	Certificates of deposit
						Commercial papers	Commercial papers	Commercial papers
						Other deposits	Other deposits	Other deposits
						Other cash and cash equivalents (excluding government securities)	Other cash and cash equivalents (excluding government securities)	Other cash and cash equivalents (excluding government securities)
	Listed equities	Listed equities	Listed equities	Listed equities	Listed equities	Listed equities	Listed equities	Listed equities
	Of which are:	Of which are:	Of which are:	Of which are:	Of which are:	Issued by financial institutions	Issued by financial institutions	Issued by financial institutions
						Other listed equity	Other listed equity	Other listed equity
	Unlisted equities	Unlisted equities	Unlisted equities	Unlisted equities	Unlisted equities	Unlisted equities	Unlisted equities	Unlisted equities
	Corporate bonds not issued by financial institutions	Corporate bonds not issued by financial institutions	Corporate bonds not issued by financial institutions	Corporate bonds not issued by financial institutions	Corporate bonds not issued by financial institutions	Corporate bonds not issued by financial institutions	Corporate bonds not issued by financial institutions	Corporate bonds not issued by financial institutions
	Of which are:	Of which are:	Of which are:	Of which are:	Of which are:	Investment grade	Investment grade	Investment grade
						Non-investment grade	Non-investment grade	Non-investment grade
	Corporate bonds issued by financial institutions	Corporate bonds issued by financial institutions	Corporate bonds issued by financial institutions	Corporate bonds issued by financial institutions	Corporate bonds issued by financial institutions	Corporate bonds issued by financial institutions	Corporate bonds issued by financial institutions	Corporate bonds issued by financial institutions
	Of which are:	Of which are:	Of which are:	Of which are:	Of which are:	Investment grade	Investment grade	Investment grade
						Non-investment grade	Non-investment grade	Non-investment grade
	Sovereign bonds	Sovereign bonds	Sovereign bonds	Sovereign bonds	Sovereign bonds	Sovereign bonds	Sovereign bonds	Sovereign bonds
	Of which are:	Of which are:	Of which are:	Of which are:	Of which are:	EU bonds with a 0-1 year term to maturity	EU bonds with a 0-1 year term to maturity	EU bonds with a 0-1 year term to maturity
						EU bonds with a 1 + year term to maturity	EU bonds with a 1 + year term to maturity	EU bonds with a 1 + year term to maturity
						Non-G10 bonds with a 0-1 year term to maturity	Non-G10 bonds with a 0-1 year term to maturity	Non-G10 bonds with a 0-1 year term to maturity
						Non-G10 bonds with a 1 + year term to maturity	Non-G10 bonds with a 1 + year term to maturity	Non-G10 bonds with a 1 + year term to maturity
	Convertible bonds not issued by financial institutions	Convertible bonds not issued by financial institutions	Convertible bonds not issued by financial institutions	Convertible bonds not issued by financial institutions	Convertible bonds not issued by financial institutions	Convertible bonds not issued by financial institutions	Convertible bonds not issued by financial institutions	Convertible bonds not issued by financial institutions
	Of which are:	Of which are:	Of which are:	Of which are:	Of which are:	Investment grade	Investment grade	Investment grade
						Non-investment grade	Non-investment grade	Non-investment grade
	Convertible bonds issued by financial institutions	Convertible bonds issued by financial institutions	Convertible bonds issued by financial institutions	Convertible bonds issued by financial institutions	Convertible bonds issued by financial institutions	Convertible bonds issued by financial institutions	Convertible bonds issued by financial institutions	Convertible bonds issued by financial institutions
	Of which are:	Of which are:	Of which are:	Of which are:	Of which are:	Investment grade	Investment grade	Investment grade
						Non-investment grade	Non-investment grade	Non-investment grade
	Loans	Loans	Loans	Loans	Loans	Loans	Loans	Loans
	Of which are:	Of which are:	Of which are:	Of which are:	Of which are:	Leveraged loans	Leveraged loans	Leveraged loans
						Other loans	Other loans	Other loans
	Structured/securitised products	Structured/securitised products	Structured/securitised products	Structured/securitised products	Structured/securitised products	Structured/securitised products	Structured/securitised products	Structured/securitised products
	Of which are:	Of which are:	Of which are:	Of which are:	Of which are:	ABS	ABS	ABS
						RMBS	RMBS	RMBS
						CMBS	CMBS	CMBS
						Agency MBS	Agency MBS	Agency MBS
						ABCP	ABCP	ABCP
						CDO/CLO	CDO/CLO	CDO/CLO
						Structured certificates	Structured certificates	Structured certificates
						ETP	ETP	ETP
						Other	Other	Other
	b) Derivatives	b) Derivatives	b) Derivatives	b) Derivatives	b) Derivatives	b) Derivatives	b) Derivatives	b) Derivatives	Long Value	Short Value
	Equity derivatives	Equity derivatives	Equity derivatives	Equity derivatives	Equity derivatives	Equity derivatives	Equity derivatives	Equity derivatives
	Of which are:	Of which are:	Of which are:	Of which are:	Of which are:	Related to financial institutions	Related to financial institutions	Related to financial institutions
						Other equity derivatives	Other equity derivatives	Other equity derivatives
	Fixed income derivatives	Fixed income derivatives	Fixed income derivatives	Fixed income derivatives	Fixed income derivatives	Fixed income derivatives	Fixed income derivatives	Fixed income derivatives
	CDS	CDS	CDS	CDS	CDS	CDS	CDS	CDS
	Of which are:	Of which are:	Of which are:	Of which are:	Of which are:	Single name financial CDS	Single name financial CDS	Single name financial CDS
						Single name sovereign CDS	Single name sovereign CDS	Single name sovereign CDS
						Single name other CDS	Single name other CDS	Single name other CDS
						Index CDS	Index CDS	Index CDS
						Exotic (incl. credit default tranche)	Exotic (incl. credit default tranche)	Exotic (incl. credit default tranche)
									Gross Value
	Foreign exchange (for investment purposes)	Foreign exchange (for investment purposes)	Foreign exchange (for investment purposes)	Foreign exchange (for investment purposes)	Foreign exchange (for investment purposes)	Foreign exchange (for investment purposes)	Foreign exchange (for investment purposes)	Foreign exchange (for investment purposes)
	Interest rate derivatives	Interest rate derivatives	Interest rate derivatives	Interest rate derivatives	Interest rate derivatives	Interest rate derivatives	Interest rate derivatives	Interest rate derivatives
									Long Value	Short Value
	Commodity derivatives	Commodity derivatives	Commodity derivatives	Commodity derivatives	Commodity derivatives	Commodity derivatives	Commodity derivatives	Commodity derivatives
	Of which are:	Of which are:	Of which are:	Of which are:	Of which are:	Energy	Energy	Energy
						Of which:	Of which:	Of which:
						— Crude oil	— Crude oil	— Crude oil
						— Natural gas	— Natural gas	— Natural gas
						— Power	— Power	— Power
						Precious metals	Precious metals	Precious metals
						Of which: Gold	Of which: Gold	Of which: Gold
						Other commodities	Other commodities	Other commodities
						Of which:	Of which:	Of which:
						— Industrial metals	— Industrial metals	— Industrial metals
						— Livestock	— Livestock	— Livestock
						— Agricultural products	— Agricultural products	— Agricultural products
	Other derivatives	Other derivatives	Other derivatives	Other derivatives	Other derivatives	Other derivatives	Other derivatives	Other derivatives
	c) Physical (Real/Tangible) Assets	c) Physical (Real/Tangible) Assets	c) Physical (Real/Tangible) Assets	c) Physical (Real/Tangible) Assets	c) Physical (Real/Tangible) Assets	c) Physical (Real/Tangible) Assets	c) Physical (Real/Tangible) Assets	c) Physical (Real/Tangible) Assets	Long Value
	Physical: Real estate	Physical: Real estate	Physical: Real estate	Physical: Real estate	Physical: Real estate	Physical: Real estate	Physical: Real estate	Physical: Real estate
	Of which are:	Of which are:	Of which are:	Of which are:	Of which are:	Residential real estate	Residential real estate	Residential real estate
						Commercial real estate	Commercial real estate	Commercial real estate
	Physical: Commodities	Physical: Commodities	Physical: Commodities	Physical: Commodities	Physical: Commodities	Physical: Commodities	Physical: Commodities	Physical: Commodities
	Physical: Timber	Physical: Timber	Physical: Timber	Physical: Timber	Physical: Timber	Physical: Timber	Physical: Timber	Physical: Timber
	Physical: Art and collectables	Physical: Art and collectables	Physical: Art and collectables	Physical: Art and collectables	Physical: Art and collectables	Physical: Art and collectables	Physical: Art and collectables	Physical: Art and collectables
	Physical: Transportation assets	Physical: Transportation assets	Physical: Transportation assets	Physical: Transportation assets	Physical: Transportation assets	Physical: Transportation assets	Physical: Transportation assets	Physical: Transportation assets
	Physical: Other	Physical: Other	Physical: Other	Physical: Other	Physical: Other	Physical: Other	Physical: Other	Physical: Other
	d) Collective Investment Undertakings	d) Collective Investment Undertakings	d) Collective Investment Undertakings	d) Collective Investment Undertakings	d) Collective Investment Undertakings	d) Collective Investment Undertakings	d) Collective Investment Undertakings	d) Collective Investment Undertakings	Long Value
	Investments in CIU operated/managed by the AIFM	Investments in CIU operated/managed by the AIFM	Investments in CIU operated/managed by the AIFM	Investments in CIU operated/managed by the AIFM	Investments in CIU operated/managed by the AIFM	Investments in CIU operated/managed by the AIFM	Investments in CIU operated/managed by the AIFM	Investments in CIU operated/managed by the AIFM
	Of which are:	Of which are:	Of which are:	Of which are:	Of which are:	Money Market Funds and Cash management CIU	Money Market Funds and Cash management CIU	Money Market Funds and Cash management CIU
						ETF	ETF	ETF
						Other CIU	Other CIU	Other CIU
	Investments in CIU not operated/managed by the AIFM	Investments in CIU not operated/managed by the AIFM	Investments in CIU not operated/managed by the AIFM	Investments in CIU not operated/managed by the AIFM	Investments in CIU not operated/managed by the AIFM	Investments in CIU not operated/managed by the AIFM	Investments in CIU not operated/managed by the AIFM	Investments in CIU not operated/managed by the AIFM
	Of which are:	Of which are:	Of which are:	Of which are:	Of which are:	Money Market Funds and Cash management CIU	Money Market Funds and Cash management CIU	Money Market Funds and Cash management CIU
						ETF	ETF	ETF
						Other CIU	Other CIU	Other CIU
	e) Investments in other asset classes	e) Investments in other asset classes	e) Investments in other asset classes	e) Investments in other asset classes	e) Investments in other asset classes				Long Value	Short Value
	Total Other	Total Other	Total Other	Total Other	Total Other
9	Value of turnover in each asset class over the reporting months	Value of turnover in each asset class over the reporting months	Value of turnover in each asset class over the reporting months	Value of turnover in each asset class over the reporting months	Value of turnover in each asset class over the reporting months
	a) Securities	a) Securities	a) Securities	a) Securities	a) Securities				Market Value
	Cash and cash equivalents	Cash and cash equivalents	Cash and cash equivalents	Cash and cash equivalents	Cash and cash equivalents
	Listed equities	Listed equities	Listed equities	Listed equities	Listed equities
	Unlisted equities	Unlisted equities	Unlisted equities	Unlisted equities	Unlisted equities
	Corporate bonds not issued by financial institutions	Corporate bonds not issued by financial institutions	Corporate bonds not issued by financial institutions	Corporate bonds not issued by financial institutions	Corporate bonds not issued by financial institutions
	Of which are:	Of which are:	Of which are:	Of which are:	Of which are:	Investment grade	Investment grade	Investment grade
						Non-investment grade	Non-investment grade	Non-investment grade
	Corporate bonds issued by financial institutions	Corporate bonds issued by financial institutions	Corporate bonds issued by financial institutions	Corporate bonds issued by financial institutions	Corporate bonds issued by financial institutions
	Sovereign bonds	Sovereign bonds	Sovereign bonds	Sovereign bonds	Sovereign bonds
	Of which are:	Of which are:	Of which are:	Of which are:	Of which are:	EU Member State bonds	EU Member State bonds	EU Member State bonds
						Non-EU Member State bonds	Non-EU Member State bonds	Non-EU Member State bonds
	Convertible bonds	Convertible bonds	Convertible bonds	Convertible bonds	Convertible bonds
	Loans	Loans	Loans	Loans	Loans
	Structured/securitised products	Structured/securitised products	Structured/securitised products	Structured/securitised products	Structured/securitised products
	b) Derivatives	b) Derivatives	b) Derivatives	b) Derivatives	b) Derivatives				Notional Value	Market Value
	Equity derivatives	Equity derivatives	Equity derivatives	Equity derivatives	Equity derivatives
	Fixed income derivatives	Fixed income derivatives	Fixed income derivatives	Fixed income derivatives	Fixed income derivatives
	CDS	CDS	CDS	CDS	CDS
	Foreign exchange (for investment purposes)	Foreign exchange (for investment purposes)	Foreign exchange (for investment purposes)	Foreign exchange (for investment purposes)	Foreign exchange (for investment purposes)
	Interest rate derivatives	Interest rate derivatives	Interest rate derivatives	Interest rate derivatives	Interest rate derivatives
	Commodity derivatives	Commodity derivatives	Commodity derivatives	Commodity derivatives	Commodity derivatives
	Other derivatives	Other derivatives	Other derivatives	Other derivatives	Other derivatives
	c) Physical (Real/Tangible) Assets	c) Physical (Real/Tangible) Assets	c) Physical (Real/Tangible) Assets	c) Physical (Real/Tangible) Assets	c) Physical (Real/Tangible) Assets				Market Value
	Physical: Commodities	Physical: Commodities	Physical: Commodities	Physical: Commodities	Physical: Commodities
	Physical: Real estate	Physical: Real estate	Physical: Real estate	Physical: Real estate	Physical: Real estate
	Physical: Timber	Physical: Timber	Physical: Timber	Physical: Timber	Physical: Timber
	Physical: Art and collectables	Physical: Art and collectables	Physical: Art and collectables	Physical: Art and collectables	Physical: Art and collectables
	Physical: Transportation assets	Physical: Transportation assets	Physical: Transportation assets	Physical: Transportation assets	Physical: Transportation assets
	Physical: Other	Physical: Other	Physical: Other	Physical: Other	Physical: Other
	d) Collective investment undertakings	d) Collective investment undertakings	d) Collective investment undertakings	d) Collective investment undertakings	d) Collective investment undertakings
	e) Other asset classes	e) Other asset classes	e) Other asset classes	e) Other asset classes	e) Other asset classes
	Currency of Exposures	Currency of Exposures	Currency of Exposures	Currency of Exposures	Currency of Exposures
10	Total long and short value of exposures (before currency hedging) by the following currency groups:	Total long and short value of exposures (before currency hedging) by the following currency groups:	Total long and short value of exposures (before currency hedging) by the following currency groups:	Total long and short value of exposures (before currency hedging) by the following currency groups:	Total long and short value of exposures (before currency hedging) by the following currency groups:	Total long and short value of exposures (before currency hedging) by the following currency groups:	Total long and short value of exposures (before currency hedging) by the following currency groups:	Total long and short value of exposures (before currency hedging) by the following currency groups:	Long Value	Short Value
	AUD	AUD	AUD	AUD	AUD
	CAD	CAD	CAD	CAD	CAD
	CHF	CHF	CHF	CHF	CHF
	EUR	EUR	EUR	EUR	EUR
	GBP	GBP	GBP	GBP	GBP
	HKD	HKD	HKD	HKD	HKD
	JPY	JPY	JPY	JPY	JPY
	USD	USD	USD	USD	USD
	Other	Other	Other	Other	Other
11	Typical deal/position size (Complete this question if you selected as your predominant AIF type ‘private equity fund’ above)	Typical deal/position size (Complete this question if you selected as your predominant AIF type ‘private equity fund’ above)	Typical deal/position size (Complete this question if you selected as your predominant AIF type ‘private equity fund’ above)	Typical deal/position size (Complete this question if you selected as your predominant AIF type ‘private equity fund’ above)	Typical deal/position size (Complete this question if you selected as your predominant AIF type ‘private equity fund’ above)	Typical deal/position size (Complete this question if you selected as your predominant AIF type ‘private equity fund’ above)	Typical deal/position size (Complete this question if you selected as your predominant AIF type ‘private equity fund’ above)	Typical deal/position size (Complete this question if you selected as your predominant AIF type ‘private equity fund’ above)	[Select one] Very small (< EUR 5 m) Small (EUR 5 m to < EUR 25 m) Low/mid market (EUR 25 m to < EUR 150 m) Upper mid market (EUR 150 m to EUR 500 m) Large cap (EUR 500 m to EUR 1 bn) Mega cap (EUR 1 bn and greater)
12	Dominant Influence (see Article 1 of Council Directive 83/349/EEC (OJ L 193, 18.7.1983, p. 1)) (Complete this question if you selected as your predominant AIF type ‘private equity fund’ above; please complete for each company over which the AIF has a dominant influence (leave blank if none) as defined in Article 1 of Directive 83/349/EEC)	Dominant Influence (see Article 1 of Council Directive 83/349/EEC (OJ L 193, 18.7.1983, p. 1)) (Complete this question if you selected as your predominant AIF type ‘private equity fund’ above; please complete for each company over which the AIF has a dominant influence (leave blank if none) as defined in Article 1 of Directive 83/349/EEC)	Dominant Influence (see Article 1 of Council Directive 83/349/EEC (OJ L 193, 18.7.1983, p. 1)) (Complete this question if you selected as your predominant AIF type ‘private equity fund’ above; please complete for each company over which the AIF has a dominant influence (leave blank if none) as defined in Article 1 of Directive 83/349/EEC)	Dominant Influence (see Article 1 of Council Directive 83/349/EEC (OJ L 193, 18.7.1983, p. 1)) (Complete this question if you selected as your predominant AIF type ‘private equity fund’ above; please complete for each company over which the AIF has a dominant influence (leave blank if none) as defined in Article 1 of Directive 83/349/EEC)	Dominant Influence (see Article 1 of Council Directive 83/349/EEC (OJ L 193, 18.7.1983, p. 1)) (Complete this question if you selected as your predominant AIF type ‘private equity fund’ above; please complete for each company over which the AIF has a dominant influence (leave blank if none) as defined in Article 1 of Directive 83/349/EEC)	Name	Name	Name	% Voting Rights	Transaction Type


Risk Profile of the AIF	Risk Profile of the AIF	Risk Profile of the AIF	Risk Profile of the AIF	Risk Profile of the AIF	Risk Profile of the AIF	Risk Profile of the AIF	Risk Profile of the AIF	Risk Profile of the AIF	Risk Profile of the AIF	Risk Profile of the AIF
1. Market Risk Profile	1. Market Risk Profile	1. Market Risk Profile	1. Market Risk Profile	1. Market Risk Profile	1. Market Risk Profile	1. Market Risk Profile	1. Market Risk Profile	1. Market Risk Profile	1. Market Risk Profile	1. Market Risk Profile
13	Expected annual investment return/IRR in normal market conditions (in %)	Expected annual investment return/IRR in normal market conditions (in %)	Expected annual investment return/IRR in normal market conditions (in %)	Expected annual investment return/IRR in normal market conditions (in %)	Expected annual investment return/IRR in normal market conditions (in %)	Expected annual investment return/IRR in normal market conditions (in %)	Expected annual investment return/IRR in normal market conditions (in %)	Expected annual investment return/IRR in normal market conditions (in %)
	Net Equity Delta	Net Equity Delta	Net Equity Delta	Net Equity Delta	Net Equity Delta
	Net DV01:	Net DV01:	Net DV01:	Net DV01:	Net DV01:
	Net CS01:	Net CS01:	Net CS01:	Net CS01:	Net CS01:
2. Counterparty Risk Profile	2. Counterparty Risk Profile	2. Counterparty Risk Profile	2. Counterparty Risk Profile	2. Counterparty Risk Profile	2. Counterparty Risk Profile	2. Counterparty Risk Profile	2. Counterparty Risk Profile	2. Counterparty Risk Profile	2. Counterparty Risk Profile	2. Counterparty Risk Profile
14	Trading and clearing mechanisms	Trading and clearing mechanisms	Trading and clearing mechanisms	Trading and clearing mechanisms	Trading and clearing mechanisms
	a) Estimated % (in terms of market value) of securities traded: (leave blank if no securities traded)	a) Estimated % (in terms of market value) of securities traded: (leave blank if no securities traded)	a) Estimated % (in terms of market value) of securities traded: (leave blank if no securities traded)	a) Estimated % (in terms of market value) of securities traded: (leave blank if no securities traded)	a) Estimated % (in terms of market value) of securities traded: (leave blank if no securities traded)	a) Estimated % (in terms of market value) of securities traded: (leave blank if no securities traded)	a) Estimated % (in terms of market value) of securities traded: (leave blank if no securities traded)	a) Estimated % (in terms of market value) of securities traded: (leave blank if no securities traded)	%
	On a regulated exchange	On a regulated exchange	On a regulated exchange	On a regulated exchange	On a regulated exchange
	OTC	OTC	OTC	OTC	OTC
	b) Estimated % (in terms of trade volumes) of derivatives that are traded: (leave blank if no derivatives traded)	b) Estimated % (in terms of trade volumes) of derivatives that are traded: (leave blank if no derivatives traded)	b) Estimated % (in terms of trade volumes) of derivatives that are traded: (leave blank if no derivatives traded)	b) Estimated % (in terms of trade volumes) of derivatives that are traded: (leave blank if no derivatives traded)	b) Estimated % (in terms of trade volumes) of derivatives that are traded: (leave blank if no derivatives traded)	b) Estimated % (in terms of trade volumes) of derivatives that are traded: (leave blank if no derivatives traded)	b) Estimated % (in terms of trade volumes) of derivatives that are traded: (leave blank if no derivatives traded)	b) Estimated % (in terms of trade volumes) of derivatives that are traded: (leave blank if no derivatives traded)	%
	On a regulated exchange	On a regulated exchange	On a regulated exchange	On a regulated exchange	On a regulated exchange
	OTC	OTC	OTC	OTC	OTC
	c) Estimated % (in terms of trade volumes) of derivatives transactions cleared: (leave blank if no derivatives traded)	c) Estimated % (in terms of trade volumes) of derivatives transactions cleared: (leave blank if no derivatives traded)	c) Estimated % (in terms of trade volumes) of derivatives transactions cleared: (leave blank if no derivatives traded)	c) Estimated % (in terms of trade volumes) of derivatives transactions cleared: (leave blank if no derivatives traded)	c) Estimated % (in terms of trade volumes) of derivatives transactions cleared: (leave blank if no derivatives traded)	c) Estimated % (in terms of trade volumes) of derivatives transactions cleared: (leave blank if no derivatives traded)	c) Estimated % (in terms of trade volumes) of derivatives transactions cleared: (leave blank if no derivatives traded)	c) Estimated % (in terms of trade volumes) of derivatives transactions cleared: (leave blank if no derivatives traded)	%
	By a CCP	By a CCP	By a CCP	By a CCP	By a CCP
	Bilaterally	Bilaterally	Bilaterally	Bilaterally	Bilaterally
	d) Estimated % (in terms of market value) of repo trades cleared: (leave blank if no repos traded)	d) Estimated % (in terms of market value) of repo trades cleared: (leave blank if no repos traded)	d) Estimated % (in terms of market value) of repo trades cleared: (leave blank if no repos traded)	d) Estimated % (in terms of market value) of repo trades cleared: (leave blank if no repos traded)	d) Estimated % (in terms of market value) of repo trades cleared: (leave blank if no repos traded)	d) Estimated % (in terms of market value) of repo trades cleared: (leave blank if no repos traded)	d) Estimated % (in terms of market value) of repo trades cleared: (leave blank if no repos traded)	d) Estimated % (in terms of market value) of repo trades cleared: (leave blank if no repos traded)	%
	By a CCP	By a CCP	By a CCP	By a CCP	By a CCP
	Bilaterally	Bilaterally	Bilaterally	Bilaterally	Bilaterally
	Tri-party	Tri-party	Tri-party	Tri-party	Tri-party
15	Value of collateral and other credit support that the AIF has posted to all counterparties	Value of collateral and other credit support that the AIF has posted to all counterparties	Value of collateral and other credit support that the AIF has posted to all counterparties	Value of collateral and other credit support that the AIF has posted to all counterparties	Value of collateral and other credit support that the AIF has posted to all counterparties	Value of collateral and other credit support that the AIF has posted to all counterparties	Value of collateral and other credit support that the AIF has posted to all counterparties	Value of collateral and other credit support that the AIF has posted to all counterparties
	a) Value of collateral posited in the form of cash and cash equivalents	a) Value of collateral posited in the form of cash and cash equivalents	a) Value of collateral posited in the form of cash and cash equivalents	a) Value of collateral posited in the form of cash and cash equivalents	a) Value of collateral posited in the form of cash and cash equivalents	a) Value of collateral posited in the form of cash and cash equivalents	a) Value of collateral posited in the form of cash and cash equivalents	a) Value of collateral posited in the form of cash and cash equivalents
	b) Value of collateral posited in the form of other securities (excluding cash and cash equivalents)	b) Value of collateral posited in the form of other securities (excluding cash and cash equivalents)	b) Value of collateral posited in the form of other securities (excluding cash and cash equivalents)	b) Value of collateral posited in the form of other securities (excluding cash and cash equivalents)	b) Value of collateral posited in the form of other securities (excluding cash and cash equivalents)	b) Value of collateral posited in the form of other securities (excluding cash and cash equivalents)	b) Value of collateral posited in the form of other securities (excluding cash and cash equivalents)	b) Value of collateral posited in the form of other securities (excluding cash and cash equivalents)
	c) Value of other collateral and credit support posted (including face amount of letters of credit and similar third party credit support)	c) Value of other collateral and credit support posted (including face amount of letters of credit and similar third party credit support)	c) Value of other collateral and credit support posted (including face amount of letters of credit and similar third party credit support)	c) Value of other collateral and credit support posted (including face amount of letters of credit and similar third party credit support)	c) Value of other collateral and credit support posted (including face amount of letters of credit and similar third party credit support)	c) Value of other collateral and credit support posted (including face amount of letters of credit and similar third party credit support)	c) Value of other collateral and credit support posted (including face amount of letters of credit and similar third party credit support)	c) Value of other collateral and credit support posted (including face amount of letters of credit and similar third party credit support)
16	Of the amount of collateral and other credit support that the reporting fund has posted to counterparties: what percentage has been re-hypothecated by counterparties?	Of the amount of collateral and other credit support that the reporting fund has posted to counterparties: what percentage has been re-hypothecated by counterparties?	Of the amount of collateral and other credit support that the reporting fund has posted to counterparties: what percentage has been re-hypothecated by counterparties?	Of the amount of collateral and other credit support that the reporting fund has posted to counterparties: what percentage has been re-hypothecated by counterparties?	Of the amount of collateral and other credit support that the reporting fund has posted to counterparties: what percentage has been re-hypothecated by counterparties?	Of the amount of collateral and other credit support that the reporting fund has posted to counterparties: what percentage has been re-hypothecated by counterparties?	Of the amount of collateral and other credit support that the reporting fund has posted to counterparties: what percentage has been re-hypothecated by counterparties?	Of the amount of collateral and other credit support that the reporting fund has posted to counterparties: what percentage has been re-hypothecated by counterparties?
17	Top Five Counterparty Exposures (excluding CCPs)	Top Five Counterparty Exposures (excluding CCPs)	Top Five Counterparty Exposures (excluding CCPs)	Top Five Counterparty Exposures (excluding CCPs)	Top Five Counterparty Exposures (excluding CCPs)	Top Five Counterparty Exposures (excluding CCPs)	Top Five Counterparty Exposures (excluding CCPs)	Top Five Counterparty Exposures (excluding CCPs)
	a) Identify the top five counterparties to which the AIF has the greatest mark-to-market net counterparty credit exposure, measured as a % of the NAV of the AIF	a) Identify the top five counterparties to which the AIF has the greatest mark-to-market net counterparty credit exposure, measured as a % of the NAV of the AIF	a) Identify the top five counterparties to which the AIF has the greatest mark-to-market net counterparty credit exposure, measured as a % of the NAV of the AIF	a) Identify the top five counterparties to which the AIF has the greatest mark-to-market net counterparty credit exposure, measured as a % of the NAV of the AIF	a) Identify the top five counterparties to which the AIF has the greatest mark-to-market net counterparty credit exposure, measured as a % of the NAV of the AIF	a) Identify the top five counterparties to which the AIF has the greatest mark-to-market net counterparty credit exposure, measured as a % of the NAV of the AIF	a) Identify the top five counterparties to which the AIF has the greatest mark-to-market net counterparty credit exposure, measured as a % of the NAV of the AIF	a) Identify the top five counterparties to which the AIF has the greatest mark-to-market net counterparty credit exposure, measured as a % of the NAV of the AIF	Name	Total Exposure
	Counterparty 1	Counterparty 1	Counterparty 1	Counterparty 1	Counterparty 1
	Counterparty 2	Counterparty 2	Counterparty 2	Counterparty 2	Counterparty 2
	Counterparty 3	Counterparty 3	Counterparty 3	Counterparty 3	Counterparty 3
	Counterparty 4	Counterparty 4	Counterparty 4	Counterparty 4	Counterparty 4
	Counterparty 5	Counterparty 5	Counterparty 5	Counterparty 5	Counterparty 5
	b) Identify the top five counterparties that have the greatest mark-to-market net counterparty credit exposure to the AIF, measured as a percentage of the NAV of the AIF.	b) Identify the top five counterparties that have the greatest mark-to-market net counterparty credit exposure to the AIF, measured as a percentage of the NAV of the AIF.	b) Identify the top five counterparties that have the greatest mark-to-market net counterparty credit exposure to the AIF, measured as a percentage of the NAV of the AIF.	b) Identify the top five counterparties that have the greatest mark-to-market net counterparty credit exposure to the AIF, measured as a percentage of the NAV of the AIF.	b) Identify the top five counterparties that have the greatest mark-to-market net counterparty credit exposure to the AIF, measured as a percentage of the NAV of the AIF.	b) Identify the top five counterparties that have the greatest mark-to-market net counterparty credit exposure to the AIF, measured as a percentage of the NAV of the AIF.	b) Identify the top five counterparties that have the greatest mark-to-market net counterparty credit exposure to the AIF, measured as a percentage of the NAV of the AIF.	b) Identify the top five counterparties that have the greatest mark-to-market net counterparty credit exposure to the AIF, measured as a percentage of the NAV of the AIF.	Name	Total Exposure
	Counterparty 1	Counterparty 1	Counterparty 1	Counterparty 1	Counterparty 1
	Counterparty 2	Counterparty 2	Counterparty 2	Counterparty 2	Counterparty 2
	Counterparty 3	Counterparty 3	Counterparty 3	Counterparty 3	Counterparty 3
	Counterparty 4	Counterparty 4	Counterparty 4	Counterparty 4	Counterparty 4
	Counterparty 5	Counterparty 5	Counterparty 5	Counterparty 5	Counterparty 5
18	Direct clearing through central clearing counterparties (CCPs)	Direct clearing through central clearing counterparties (CCPs)	Direct clearing through central clearing counterparties (CCPs)	Direct clearing through central clearing counterparties (CCPs)	Direct clearing through central clearing counterparties (CCPs)	Direct clearing through central clearing counterparties (CCPs)	Direct clearing through central clearing counterparties (CCPs)	Direct clearing through central clearing counterparties (CCPs)
	a) During the reporting period, did the AIF clear any transactions directly through a CCP?	a) During the reporting period, did the AIF clear any transactions directly through a CCP?	a) During the reporting period, did the AIF clear any transactions directly through a CCP?	a) During the reporting period, did the AIF clear any transactions directly through a CCP?	a) During the reporting period, did the AIF clear any transactions directly through a CCP?	a) During the reporting period, did the AIF clear any transactions directly through a CCP?	a) During the reporting period, did the AIF clear any transactions directly through a CCP?	a) During the reporting period, did the AIF clear any transactions directly through a CCP?	Yes No (if no, skip remainder of the question and go to question 21)
	b) If you answered ‘yes’ in 18(a), identify the top three central clearing counterparties (CCPs) in terms of net credit exposure	b) If you answered ‘yes’ in 18(a), identify the top three central clearing counterparties (CCPs) in terms of net credit exposure	b) If you answered ‘yes’ in 18(a), identify the top three central clearing counterparties (CCPs) in terms of net credit exposure	b) If you answered ‘yes’ in 18(a), identify the top three central clearing counterparties (CCPs) in terms of net credit exposure	b) If you answered ‘yes’ in 18(a), identify the top three central clearing counterparties (CCPs) in terms of net credit exposure	b) If you answered ‘yes’ in 18(a), identify the top three central clearing counterparties (CCPs) in terms of net credit exposure	b) If you answered ‘yes’ in 18(a), identify the top three central clearing counterparties (CCPs) in terms of net credit exposure	b) If you answered ‘yes’ in 18(a), identify the top three central clearing counterparties (CCPs) in terms of net credit exposure	Name	Value held
	CCP 1 (leave blank if not applicable)	CCP 1 (leave blank if not applicable)	CCP 1 (leave blank if not applicable)	CCP 1 (leave blank if not applicable)	CCP 1 (leave blank if not applicable)
	CCP 2 (leave blank if not applicable)	CCP 2 (leave blank if not applicable)	CCP 2 (leave blank if not applicable)	CCP 2 (leave blank if not applicable)	CCP 2 (leave blank if not applicable)
	CCP 3 (leave blank if not applicable)	CCP 3 (leave blank if not applicable)	CCP 3 (leave blank if not applicable)	CCP 3 (leave blank if not applicable)	CCP 3 (leave blank if not applicable)
3. Liquidity Profile	3. Liquidity Profile	3. Liquidity Profile	3. Liquidity Profile	3. Liquidity Profile	3. Liquidity Profile	3. Liquidity Profile	3. Liquidity Profile	3. Liquidity Profile	3. Liquidity Profile	3. Liquidity Profile
Portfolio Liquidity Profile	Portfolio Liquidity Profile	Portfolio Liquidity Profile	Portfolio Liquidity Profile	Portfolio Liquidity Profile	Portfolio Liquidity Profile	Portfolio Liquidity Profile	Portfolio Liquidity Profile	Portfolio Liquidity Profile	Portfolio Liquidity Profile	Portfolio Liquidity Profile
19	Investor Liquidity Profile Percentage of portfolio capable of being liquidated within:	Investor Liquidity Profile Percentage of portfolio capable of being liquidated within:	Investor Liquidity Profile Percentage of portfolio capable of being liquidated within:	Investor Liquidity Profile Percentage of portfolio capable of being liquidated within:	Investor Liquidity Profile Percentage of portfolio capable of being liquidated within:	Investor Liquidity Profile Percentage of portfolio capable of being liquidated within:	Investor Liquidity Profile Percentage of portfolio capable of being liquidated within:	Investor Liquidity Profile Percentage of portfolio capable of being liquidated within:	Investor Liquidity Profile Percentage of portfolio capable of being liquidated within:	Investor Liquidity Profile Percentage of portfolio capable of being liquidated within:
	1 day or less	2-7 days	2-7 days	8-30 days	31-90 days	31-90 days	91-180 days	181-365 days	more than 365 days	more than 365 days

20	Value of unencumbered cash	Value of unencumbered cash	Value of unencumbered cash	Value of unencumbered cash	Value of unencumbered cash	Value of unencumbered cash	Value of unencumbered cash	Value of unencumbered cash
Investor Liquidity Profile	Investor Liquidity Profile	Investor Liquidity Profile	Investor Liquidity Profile	Investor Liquidity Profile	Investor Liquidity Profile	Investor Liquidity Profile	Investor Liquidity Profile	Investor Liquidity Profile	Investor Liquidity Profile	Investor Liquidity Profile
21	Investor Liquidity Profile Percentage of investor equity that can be redeemed within (as % of AIF’s NAV)	Investor Liquidity Profile Percentage of investor equity that can be redeemed within (as % of AIF’s NAV)	Investor Liquidity Profile Percentage of investor equity that can be redeemed within (as % of AIF’s NAV)	Investor Liquidity Profile Percentage of investor equity that can be redeemed within (as % of AIF’s NAV)	Investor Liquidity Profile Percentage of investor equity that can be redeemed within (as % of AIF’s NAV)	Investor Liquidity Profile Percentage of investor equity that can be redeemed within (as % of AIF’s NAV)	Investor Liquidity Profile Percentage of investor equity that can be redeemed within (as % of AIF’s NAV)	Investor Liquidity Profile Percentage of investor equity that can be redeemed within (as % of AIF’s NAV)
	1 day or less	2-7 days	2-7 days	8-30 days	31-90 days	31-90 days	91-180 days	181-365 days	more than 365 days	more than 365 days

22	Investor redemptions	Investor redemptions	Investor redemptions	Investor redemptions	Investor redemptions
	a) Does the AIF provide investors with withdrawal/redemption rights in the ordinary course?	a) Does the AIF provide investors with withdrawal/redemption rights in the ordinary course?	a) Does the AIF provide investors with withdrawal/redemption rights in the ordinary course?	a) Does the AIF provide investors with withdrawal/redemption rights in the ordinary course?	a) Does the AIF provide investors with withdrawal/redemption rights in the ordinary course?	a) Does the AIF provide investors with withdrawal/redemption rights in the ordinary course?	a) Does the AIF provide investors with withdrawal/redemption rights in the ordinary course?	a) Does the AIF provide investors with withdrawal/redemption rights in the ordinary course?	Yes	No

	b) What is the frequency of investor redemptions (if multiple classes of shares or units, report for the largest share class by NAV)	b) What is the frequency of investor redemptions (if multiple classes of shares or units, report for the largest share class by NAV)	b) What is the frequency of investor redemptions (if multiple classes of shares or units, report for the largest share class by NAV)	b) What is the frequency of investor redemptions (if multiple classes of shares or units, report for the largest share class by NAV)	b) What is the frequency of investor redemptions (if multiple classes of shares or units, report for the largest share class by NAV)	b) What is the frequency of investor redemptions (if multiple classes of shares or units, report for the largest share class by NAV)	b) What is the frequency of investor redemptions (if multiple classes of shares or units, report for the largest share class by NAV)	b) What is the frequency of investor redemptions (if multiple classes of shares or units, report for the largest share class by NAV)	[Select one] Daily Weekly Fortnightly Monthly Quarterly Half-yearly Annual Other N/A
	c) What is the notice period required by investors for redemptions in days (report asset weighted notice period if multiple classes or shares or units)	c) What is the notice period required by investors for redemptions in days (report asset weighted notice period if multiple classes or shares or units)	c) What is the notice period required by investors for redemptions in days (report asset weighted notice period if multiple classes or shares or units)	c) What is the notice period required by investors for redemptions in days (report asset weighted notice period if multiple classes or shares or units)	c) What is the notice period required by investors for redemptions in days (report asset weighted notice period if multiple classes or shares or units)	c) What is the notice period required by investors for redemptions in days (report asset weighted notice period if multiple classes or shares or units)	c) What is the notice period required by investors for redemptions in days (report asset weighted notice period if multiple classes or shares or units)	c) What is the notice period required by investors for redemptions in days (report asset weighted notice period if multiple classes or shares or units)
	d) What is the investor ‘lock-up’ period in days (report asset weighted notice period if multiple classes or shares or units)	d) What is the investor ‘lock-up’ period in days (report asset weighted notice period if multiple classes or shares or units)	d) What is the investor ‘lock-up’ period in days (report asset weighted notice period if multiple classes or shares or units)	d) What is the investor ‘lock-up’ period in days (report asset weighted notice period if multiple classes or shares or units)	d) What is the investor ‘lock-up’ period in days (report asset weighted notice period if multiple classes or shares or units)	d) What is the investor ‘lock-up’ period in days (report asset weighted notice period if multiple classes or shares or units)	d) What is the investor ‘lock-up’ period in days (report asset weighted notice period if multiple classes or shares or units)	d) What is the investor ‘lock-up’ period in days (report asset weighted notice period if multiple classes or shares or units)
23	Special arrangements and preferential treatment	Special arrangements and preferential treatment	Special arrangements and preferential treatment	Special arrangements and preferential treatment	Special arrangements and preferential treatment	Special arrangements and preferential treatment	Special arrangements and preferential treatment	Special arrangements and preferential treatment
	a) As at the reporting date, what percentage of the AIFs NAV is subject to the following arrangements:	a) As at the reporting date, what percentage of the AIFs NAV is subject to the following arrangements:	a) As at the reporting date, what percentage of the AIFs NAV is subject to the following arrangements:	a) As at the reporting date, what percentage of the AIFs NAV is subject to the following arrangements:	a) As at the reporting date, what percentage of the AIFs NAV is subject to the following arrangements:	a) As at the reporting date, what percentage of the AIFs NAV is subject to the following arrangements:	a) As at the reporting date, what percentage of the AIFs NAV is subject to the following arrangements:	a) As at the reporting date, what percentage of the AIFs NAV is subject to the following arrangements:	% of NAV
	Side pockets	Side pockets	Side pockets	Side pockets	Side pockets
	Gates	Gates	Gates	Gates	Gates
	Suspension of dealing	Suspension of dealing	Suspension of dealing	Suspension of dealing	Suspension of dealing
	Other arrangements for managing illiquid assets (please specify)	Other arrangements for managing illiquid assets (please specify)	Other arrangements for managing illiquid assets (please specify)	Other arrangements for managing illiquid assets (please specify)	Other arrangements for managing illiquid assets (please specify)				[Type]	[%]


	b) Indicate the percentage of net asset value of AIF’s assets that are currently subject to the special arrangements arising from their illiquid nature under Article 23(4)(a) of the AIFMD including those in question 25(a)?	b) Indicate the percentage of net asset value of AIF’s assets that are currently subject to the special arrangements arising from their illiquid nature under Article 23(4)(a) of the AIFMD including those in question 25(a)?	b) Indicate the percentage of net asset value of AIF’s assets that are currently subject to the special arrangements arising from their illiquid nature under Article 23(4)(a) of the AIFMD including those in question 25(a)?	b) Indicate the percentage of net asset value of AIF’s assets that are currently subject to the special arrangements arising from their illiquid nature under Article 23(4)(a) of the AIFMD including those in question 25(a)?	b) Indicate the percentage of net asset value of AIF’s assets that are currently subject to the special arrangements arising from their illiquid nature under Article 23(4)(a) of the AIFMD including those in question 25(a)?	b) Indicate the percentage of net asset value of AIF’s assets that are currently subject to the special arrangements arising from their illiquid nature under Article 23(4)(a) of the AIFMD including those in question 25(a)?	b) Indicate the percentage of net asset value of AIF’s assets that are currently subject to the special arrangements arising from their illiquid nature under Article 23(4)(a) of the AIFMD including those in question 25(a)?	b) Indicate the percentage of net asset value of AIF’s assets that are currently subject to the special arrangements arising from their illiquid nature under Article 23(4)(a) of the AIFMD including those in question 25(a)?
	Special arrangements as a % of NAV	Special arrangements as a % of NAV	Special arrangements as a % of NAV	Special arrangements as a % of NAV	Special arrangements as a % of NAV
	c) Are there any investors who obtain preferential treatment or the right to preferential treatment (e.g. through a side letter) and therefore are subject to disclosure to the investors in the AIF in accordance with Article 23(1)(j) of the AIFMD?	c) Are there any investors who obtain preferential treatment or the right to preferential treatment (e.g. through a side letter) and therefore are subject to disclosure to the investors in the AIF in accordance with Article 23(1)(j) of the AIFMD?	c) Are there any investors who obtain preferential treatment or the right to preferential treatment (e.g. through a side letter) and therefore are subject to disclosure to the investors in the AIF in accordance with Article 23(1)(j) of the AIFMD?	c) Are there any investors who obtain preferential treatment or the right to preferential treatment (e.g. through a side letter) and therefore are subject to disclosure to the investors in the AIF in accordance with Article 23(1)(j) of the AIFMD?	c) Are there any investors who obtain preferential treatment or the right to preferential treatment (e.g. through a side letter) and therefore are subject to disclosure to the investors in the AIF in accordance with Article 23(1)(j) of the AIFMD?	c) Are there any investors who obtain preferential treatment or the right to preferential treatment (e.g. through a side letter) and therefore are subject to disclosure to the investors in the AIF in accordance with Article 23(1)(j) of the AIFMD?	c) Are there any investors who obtain preferential treatment or the right to preferential treatment (e.g. through a side letter) and therefore are subject to disclosure to the investors in the AIF in accordance with Article 23(1)(j) of the AIFMD?	c) Are there any investors who obtain preferential treatment or the right to preferential treatment (e.g. through a side letter) and therefore are subject to disclosure to the investors in the AIF in accordance with Article 23(1)(j) of the AIFMD?	(Yes or no)
	d) If ‘yes’ to letter c) then please indicate all relevant preferential treatment:	d) If ‘yes’ to letter c) then please indicate all relevant preferential treatment:	d) If ‘yes’ to letter c) then please indicate all relevant preferential treatment:	d) If ‘yes’ to letter c) then please indicate all relevant preferential treatment:	d) If ‘yes’ to letter c) then please indicate all relevant preferential treatment:	d) If ‘yes’ to letter c) then please indicate all relevant preferential treatment:	d) If ‘yes’ to letter c) then please indicate all relevant preferential treatment:	d) If ‘yes’ to letter c) then please indicate all relevant preferential treatment:
	Concerning different disclosure/reporting to investors	Concerning different disclosure/reporting to investors	Concerning different disclosure/reporting to investors	Concerning different disclosure/reporting to investors	Concerning different disclosure/reporting to investors
	Concerning different investor liquidity terms	Concerning different investor liquidity terms	Concerning different investor liquidity terms	Concerning different investor liquidity terms	Concerning different investor liquidity terms
	Concerning different fee terms for investors	Concerning different fee terms for investors	Concerning different fee terms for investors	Concerning different fee terms for investors	Concerning different fee terms for investors
	Preferential treatment other than that specified above	Preferential treatment other than that specified above	Preferential treatment other than that specified above	Preferential treatment other than that specified above	Preferential treatment other than that specified above
24	Provide the breakdown of the ownership of units in the AIF by investor group (as % of NAV of AIF assets; look-through to the beneficial owners where known or possible)	Provide the breakdown of the ownership of units in the AIF by investor group (as % of NAV of AIF assets; look-through to the beneficial owners where known or possible)	Provide the breakdown of the ownership of units in the AIF by investor group (as % of NAV of AIF assets; look-through to the beneficial owners where known or possible)	Provide the breakdown of the ownership of units in the AIF by investor group (as % of NAV of AIF assets; look-through to the beneficial owners where known or possible)	Provide the breakdown of the ownership of units in the AIF by investor group (as % of NAV of AIF assets; look-through to the beneficial owners where known or possible)	Provide the breakdown of the ownership of units in the AIF by investor group (as % of NAV of AIF assets; look-through to the beneficial owners where known or possible)	Provide the breakdown of the ownership of units in the AIF by investor group (as % of NAV of AIF assets; look-through to the beneficial owners where known or possible)	Provide the breakdown of the ownership of units in the AIF by investor group (as % of NAV of AIF assets; look-through to the beneficial owners where known or possible)
25	Financing liquidity	Financing liquidity	Financing liquidity	Financing liquidity	Financing liquidity	Financing liquidity	Financing liquidity	Financing liquidity
	a) Provide the aggregate amount of borrowing by and cash financing available to the AIF (including all drawn and undrawn, committed and uncommitted lines of credit as well as any term financing)	a) Provide the aggregate amount of borrowing by and cash financing available to the AIF (including all drawn and undrawn, committed and uncommitted lines of credit as well as any term financing)	a) Provide the aggregate amount of borrowing by and cash financing available to the AIF (including all drawn and undrawn, committed and uncommitted lines of credit as well as any term financing)	a) Provide the aggregate amount of borrowing by and cash financing available to the AIF (including all drawn and undrawn, committed and uncommitted lines of credit as well as any term financing)	a) Provide the aggregate amount of borrowing by and cash financing available to the AIF (including all drawn and undrawn, committed and uncommitted lines of credit as well as any term financing)	a) Provide the aggregate amount of borrowing by and cash financing available to the AIF (including all drawn and undrawn, committed and uncommitted lines of credit as well as any term financing)	a) Provide the aggregate amount of borrowing by and cash financing available to the AIF (including all drawn and undrawn, committed and uncommitted lines of credit as well as any term financing)	a) Provide the aggregate amount of borrowing by and cash financing available to the AIF (including all drawn and undrawn, committed and uncommitted lines of credit as well as any term financing)
	b) Divide the amount reported in letter a) among the periods specified below depending on the longest period for which the creditor is contractually committed to provide such financing:	b) Divide the amount reported in letter a) among the periods specified below depending on the longest period for which the creditor is contractually committed to provide such financing:	b) Divide the amount reported in letter a) among the periods specified below depending on the longest period for which the creditor is contractually committed to provide such financing:	b) Divide the amount reported in letter a) among the periods specified below depending on the longest period for which the creditor is contractually committed to provide such financing:	b) Divide the amount reported in letter a) among the periods specified below depending on the longest period for which the creditor is contractually committed to provide such financing:	b) Divide the amount reported in letter a) among the periods specified below depending on the longest period for which the creditor is contractually committed to provide such financing:	b) Divide the amount reported in letter a) among the periods specified below depending on the longest period for which the creditor is contractually committed to provide such financing:	b) Divide the amount reported in letter a) among the periods specified below depending on the longest period for which the creditor is contractually committed to provide such financing:
	1 day or less	2-7 days	2-7 days	8-30 days	31-90 days	31-90 days	91-180 days	181-365 days	longer than 365 days	longer than 365 days

4. Borrowing and Exposure Risk	4. Borrowing and Exposure Risk	4. Borrowing and Exposure Risk	4. Borrowing and Exposure Risk	4. Borrowing and Exposure Risk	4. Borrowing and Exposure Risk	4. Borrowing and Exposure Risk	4. Borrowing and Exposure Risk	4. Borrowing and Exposure Risk	4. Borrowing and Exposure Risk	4. Borrowing and Exposure Risk
26	Value of borrowings of cash or securities represented by:	Value of borrowings of cash or securities represented by:	Value of borrowings of cash or securities represented by:	Value of borrowings of cash or securities represented by:	Value of borrowings of cash or securities represented by:	Value of borrowings of cash or securities represented by:	Value of borrowings of cash or securities represented by:	Value of borrowings of cash or securities represented by:
	Unsecured cash borrowing:	Unsecured cash borrowing:	Unsecured cash borrowing:	Unsecured cash borrowing:	Unsecured cash borrowing:
	Collateralised/secured cash borrowing — Via Prime Broker:	Collateralised/secured cash borrowing — Via Prime Broker:	Collateralised/secured cash borrowing — Via Prime Broker:	Collateralised/secured cash borrowing — Via Prime Broker:	Collateralised/secured cash borrowing — Via Prime Broker:
	Collateralised/secured cash borrowing — Via (reverse) repo:	Collateralised/secured cash borrowing — Via (reverse) repo:	Collateralised/secured cash borrowing — Via (reverse) repo:	Collateralised/secured cash borrowing — Via (reverse) repo:	Collateralised/secured cash borrowing — Via (reverse) repo:
	Collateralised/secured cash borrowing — Via Other:	Collateralised/secured cash borrowing — Via Other:	Collateralised/secured cash borrowing — Via Other:	Collateralised/secured cash borrowing — Via Other:	Collateralised/secured cash borrowing — Via Other:
27	Value of borrowing embedded in financial instruments	Value of borrowing embedded in financial instruments	Value of borrowing embedded in financial instruments	Value of borrowing embedded in financial instruments	Value of borrowing embedded in financial instruments	Value of borrowing embedded in financial instruments	Value of borrowing embedded in financial instruments	Value of borrowing embedded in financial instruments
	Exchange-traded Derivatives: Gross Exposure less margin posted	Exchange-traded Derivatives: Gross Exposure less margin posted	Exchange-traded Derivatives: Gross Exposure less margin posted	Exchange-traded Derivatives: Gross Exposure less margin posted	Exchange-traded Derivatives: Gross Exposure less margin posted
	OTC Derivatives: Gross Exposure less margin posted	OTC Derivatives: Gross Exposure less margin posted	OTC Derivatives: Gross Exposure less margin posted	OTC Derivatives: Gross Exposure less margin posted	OTC Derivatives: Gross Exposure less margin posted
28	Value of securities borrowed for short positions	Value of securities borrowed for short positions	Value of securities borrowed for short positions	Value of securities borrowed for short positions	Value of securities borrowed for short positions
29	Gross exposure of financial and, as the case may be, or legal structures controlled by the AIF as defined in Recital 78 of the AIFMD	Gross exposure of financial and, as the case may be, or legal structures controlled by the AIF as defined in Recital 78 of the AIFMD	Gross exposure of financial and, as the case may be, or legal structures controlled by the AIF as defined in Recital 78 of the AIFMD	Gross exposure of financial and, as the case may be, or legal structures controlled by the AIF as defined in Recital 78 of the AIFMD	Gross exposure of financial and, as the case may be, or legal structures controlled by the AIF as defined in Recital 78 of the AIFMD	Gross exposure of financial and, as the case may be, or legal structures controlled by the AIF as defined in Recital 78 of the AIFMD	Gross exposure of financial and, as the case may be, or legal structures controlled by the AIF as defined in Recital 78 of the AIFMD	Gross exposure of financial and, as the case may be, or legal structures controlled by the AIF as defined in Recital 78 of the AIFMD
	Financial and, as the case may be, or legal structure	Financial and, as the case may be, or legal structure	Financial and, as the case may be, or legal structure	Financial and, as the case may be, or legal structure	Financial and, as the case may be, or legal structure
	Financial and, as the case may be, or legal structure	Financial and, as the case may be, or legal structure	Financial and, as the case may be, or legal structure	Financial and, as the case may be, or legal structure	Financial and, as the case may be, or legal structure
	Financial and, as the case may be, or legal structure	Financial and, as the case may be, or legal structure	Financial and, as the case may be, or legal structure	Financial and, as the case may be, or legal structure	Financial and, as the case may be, or legal structure
	…	…	…	…	…
30	Leverage of the AIF	Leverage of the AIF	Leverage of the AIF	Leverage of the AIF	Leverage of the AIF
	a) as calculated under the Gross Method	a) as calculated under the Gross Method	a) as calculated under the Gross Method	a) as calculated under the Gross Method	a) as calculated under the Gross Method
	b) as calculated under the Commitment Method	b) as calculated under the Commitment Method	b) as calculated under the Commitment Method	b) as calculated under the Commitment Method	b) as calculated under the Commitment Method
5. Operational and Other Risk Aspects	5. Operational and Other Risk Aspects	5. Operational and Other Risk Aspects	5. Operational and Other Risk Aspects	5. Operational and Other Risk Aspects	5. Operational and Other Risk Aspects	5. Operational and Other Risk Aspects	5. Operational and Other Risk Aspects	5. Operational and Other Risk Aspects	5. Operational and Other Risk Aspects	5. Operational and Other Risk Aspects
31	Total number of open positions	Total number of open positions	Total number of open positions	Total number of open positions	Total number of open positions
32	Historical risk profile	Historical risk profile	Historical risk profile	Historical risk profile	Historical risk profile	Historical risk profile	Historical risk profile	Historical risk profile	Historical risk profile	Historical risk profile
	a) Gross Investment returns or IRR of the AIF over the reporting period (in %, gross of management and performance fees)	a) Gross Investment returns or IRR of the AIF over the reporting period (in %, gross of management and performance fees)	a) Gross Investment returns or IRR of the AIF over the reporting period (in %, gross of management and performance fees)	a) Gross Investment returns or IRR of the AIF over the reporting period (in %, gross of management and performance fees)	a) Gross Investment returns or IRR of the AIF over the reporting period (in %, gross of management and performance fees)	a) Gross Investment returns or IRR of the AIF over the reporting period (in %, gross of management and performance fees)	a) Gross Investment returns or IRR of the AIF over the reporting period (in %, gross of management and performance fees)	a) Gross Investment returns or IRR of the AIF over the reporting period (in %, gross of management and performance fees)
	1st Month of Reporting Period	1st Month of Reporting Period	1st Month of Reporting Period	1st Month of Reporting Period	1st Month of Reporting Period
	2nd Month of Reporting Period	2nd Month of Reporting Period	2nd Month of Reporting Period	2nd Month of Reporting Period	2nd Month of Reporting Period
	…	…	…	…	…
	…	…	…	…	…
	Last Month of Reporting Period	Last Month of Reporting Period	Last Month of Reporting Period	Last Month of Reporting Period	Last Month of Reporting Period
	b) Net Investment returns or IRR of the AIF over the reporting period (in %, net of management and performance fees)	b) Net Investment returns or IRR of the AIF over the reporting period (in %, net of management and performance fees)	b) Net Investment returns or IRR of the AIF over the reporting period (in %, net of management and performance fees)	b) Net Investment returns or IRR of the AIF over the reporting period (in %, net of management and performance fees)	b) Net Investment returns or IRR of the AIF over the reporting period (in %, net of management and performance fees)	b) Net Investment returns or IRR of the AIF over the reporting period (in %, net of management and performance fees)	b) Net Investment returns or IRR of the AIF over the reporting period (in %, net of management and performance fees)	b) Net Investment returns or IRR of the AIF over the reporting period (in %, net of management and performance fees)
	1st Month of Reporting Period	1st Month of Reporting Period	1st Month of Reporting Period	1st Month of Reporting Period	1st Month of Reporting Period
	2nd Month of Reporting Period	2nd Month of Reporting Period	2nd Month of Reporting Period	2nd Month of Reporting Period	2nd Month of Reporting Period
	…	…	…	…	…
	…	…	…	…	…
	Last Month of Reporting Period	Last Month of Reporting Period	Last Month of Reporting Period	Last Month of Reporting Period	Last Month of Reporting Period
	c) Change in Net Asset Value of the AIF over the reporting period (in %, including the impact of subscriptions and redemptions)	c) Change in Net Asset Value of the AIF over the reporting period (in %, including the impact of subscriptions and redemptions)	c) Change in Net Asset Value of the AIF over the reporting period (in %, including the impact of subscriptions and redemptions)	c) Change in Net Asset Value of the AIF over the reporting period (in %, including the impact of subscriptions and redemptions)	c) Change in Net Asset Value of the AIF over the reporting period (in %, including the impact of subscriptions and redemptions)	c) Change in Net Asset Value of the AIF over the reporting period (in %, including the impact of subscriptions and redemptions)	c) Change in Net Asset Value of the AIF over the reporting period (in %, including the impact of subscriptions and redemptions)	c) Change in Net Asset Value of the AIF over the reporting period (in %, including the impact of subscriptions and redemptions)
	1st Month of Reporting Period	1st Month of Reporting Period	1st Month of Reporting Period	1st Month of Reporting Period	1st Month of Reporting Period
	2nd Month of Reporting Period	2nd Month of Reporting Period	2nd Month of Reporting Period	2nd Month of Reporting Period	2nd Month of Reporting Period
	…	…	…	…	…
	…	…	…	…	…
	Last Month of Reporting Period	Last Month of Reporting Period	Last Month of Reporting Period	Last Month of Reporting Period	Last Month of Reporting Period
	d) Subscriptions over the reporting period	d) Subscriptions over the reporting period	d) Subscriptions over the reporting period	d) Subscriptions over the reporting period	d) Subscriptions over the reporting period	d) Subscriptions over the reporting period	d) Subscriptions over the reporting period	d) Subscriptions over the reporting period
	1st Month of Reporting Period	1st Month of Reporting Period	1st Month of Reporting Period	1st Month of Reporting Period	1st Month of Reporting Period
	2nd Month of Reporting Period	2nd Month of Reporting Period	2nd Month of Reporting Period	2nd Month of Reporting Period	2nd Month of Reporting Period
	…	…	…	…	…
	…	…	…	…	…
	Last Month of Reporting Period	Last Month of Reporting Period	Last Month of Reporting Period	Last Month of Reporting Period	Last Month of Reporting Period
	e) Redemptions over the reported period	e) Redemptions over the reported period	e) Redemptions over the reported period	e) Redemptions over the reported period	e) Redemptions over the reported period	e) Redemptions over the reported period	e) Redemptions over the reported period	e) Redemptions over the reported period
	1st Month of Reporting Period	1st Month of Reporting Period	1st Month of Reporting Period	1st Month of Reporting Period	1st Month of Reporting Period
	2nd Month of Reporting Period	2nd Month of Reporting Period	2nd Month of Reporting Period	2nd Month of Reporting Period	2nd Month of Reporting Period
	…	…	…	…	…
	…	…	…	…	…
	Last Month of Reporting Period	Last Month of Reporting Period	Last Month of Reporting Period	Last Month of Reporting Period	Last Month of Reporting Period

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