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Alternative Investment Fund Managers DirectiveReporting Template – A1: External Authorised AIFMsIF REPORTING FOR AN AIF STRUCTURED AS AN UMBRELLA PLEASE COMPLETE THIS FORM FOR EACH INVESTMENT COMPARTMENT/SUB-FUND/ CELL OF THE AIFVersion 2.0Reporting Template: AIFMAIFM-SPECIFIC INFORMATION TO BE REPORTED(Article 3(3)(d) and Article 24(1) of the AIFM Directive 2011/61/EU)Identification of the AIFM1AIFM name (Legal name)Click here to enter text.2AIFM National identification code (or LEI, IEI or BIC)Click here to enter text.3Jurisdiction of the AIFMClick here to enter text.Most important market/instrumentSecond most important market/instrumentThird most important market/instrumentFourth most important market/instrumentFifth most important market/instrument4Principal markets inwhich it trades on behalfof the AIFs it managesClick here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.5Principal instruments inwhich it trades on behalfof the AIFs it managesClick here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.6Values of assets undermanagement for all AIFsmanaged, calculated asset out in Article 2In base currency (if the same for all AIFs)In EURClick here to enter text.Click here to enter text.Please provide official name, location and jurisdiction of markets Click here to enter text.DETAILED LIST OF ALL AIFS WHICH THE AIFM MANAGESto be provided on request for the end of each quarter (Article 24(3) of Directive 2011/61/EU)Name of the AIFFund identification codeInceptiondateAIF type(Hedge Fund. Private Equity. Real Estate. Fund of Funds. Other*)NAVEU AIF:Yes/NoClick here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.*If Other please indicate the strategy that best describes the AIF type. Monetary values should be reported in the base currency of the AIF.Reporting Templates: AIF(Article 3 (3)(d) and Article 24 of the AIFM Directive 2011/61/EU)AIF-SPECIFIC INFORMATION TO BE PROVIDED(Article 3(3 )(d) and Article 24(1) of Directive 2011/61 EU)Data TypeReported DataIdentification of the AIF1AIF nameClick here to enter text.EU AIF: Click here to enter text.2Fund manager(Legal name and standard code, where available)Click here to enter text.EU AIFM: Click here to enter text.3Fund identification codes,as applicableClick here to enter teClick here to enter text.4Inception date of the AIFClick here to enter text.Click here to enter text.5Domicile and registered address of the AIFClick here to enter text.Click here to enter text.6Identification of prime broker(s) of the AIF(Legal name and standard code, where available)Click here to enter text.Click here to enter text.7Base currency of the AIF according to ISO 4217 and assets under management calculated as set out in Article 2CurrencyClick here to enter text.Total AuMClick here to enter text.8Jurisdictions of the three main funding sources (excluding units or shares of the AIF bought by investors)Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.9Predominant AIF type (select one)Hedge FundPrivate Equity FundReal Estate FundFund of FundsOtherNoneClick here to enter text.10Breakdown of investment strategies(Provide a breakdown of the investment strategies of the AIF depending on the predominant AIF type selected in question 1. See guidance notes for further information on how to complete this question.)Indicate the strategy that best describe the AIF's strategyShare in NAV(%)a) Hedge Fund Strategies(Complete this question if you selected 'Hedge Fund' as the predominant AIF type in question 1.)Click here to enter text.Click here to enter text.Indicate the hedge fund strategies that best describe the AIF’s strategiesEquity: Long BiasEquity: Long ShortEquity: Market NeutralEquity: Short BiasRelative Value: Fixed Income ArbitrageRelative Value: Convertible Bond ArbitrageRelative Value: Volatility ArbitrageEvent Driven: Distressed / RestructuringEvent Driven: Risk Arbitrage / Merger ArbitrageEvent Driven: Equity Special SituationsCredit Long / ShortCredit Asset Based LendingMacroManaged Futures / CTA: FundamentalManaged Futures / CTA: QuantitativeMulti-strategy hedge fundOther hedge fund strategyClick here to enter text.Click here to enter text.b) Private Equity Strategies(Complete this question if you selected 'Private Equity' as the predominant AIF type in question 1.)Indicate the private equity strategies that best describe the AIF’s strategiesVenture CapitalGrowth CapitalMezzanine CapitalMulti-strategy private equity fundOther private equity fund strategyClick here to enter text.Click here to enter text.c) Real Estate Strategies(Complete this question if you selected 'Real Estate' as the predominant AIF type in question 1.)Indicate the real estate strategies that best describe the AIF’s strategies Residential real estate Commercial real estate Industrial real estateMulti-strategy real estate fundOther real estate strategyClick here to enter text.Click here to enter text.d) Fund of Fund Strategies(Complete this question if you selected 'Fund of Funds' as the predominant AIF type in question 1.)Indicate the 'fund of fund' strategy that best describe the AIF’s strategies Fund of hedge funds Fund of private equity Other fund of fundsClick here to enter text.Click here to enter text.e) Other Strategies(Complete this question if you selected 'Other' as the predominant AIF type in question 1.)Indicate the 'other' strategy that best describe the AIF’s strategiesCommodity fundEquity fundFixed income fundInfrastructure fundOther fundClick here to enter text.Click here to enter text.Principal exposures and most important concentration11Main instruments in which the AIF is tradingType of instrument/instrument codeValue (as calculated under Article 3 AIFMD)Long / short positionMost important instrumentClick here to enter text.Click here to enter text.Click here to enter text.2nd most important instrumentClick here to enter text.Click here to enter text.Click here to enter text.3rd most important instrumentClick here to enter text.Click here to enter text.Click here to enter text.4th most important instrumentClick here to enter text.Click here to enter text.Click here to enter text.5th most important instrumentClick here to enter text.Click here to enter text.Click here to enter text.12Geographical focusProvide a geographical breakdown of the investments held by the AIF by percentage of the total net asset value of the AIF% of NAVAfricaClick here to enter text.Asia and Pacific (other than Middle East)Click here to enter text.Europe (EEA)Click here to enter text.Europe (other than EEA)Click here to enter text.Middle EastClick here to enter text.North AmericaClick here to enter text.South AmericaClick here to enter text.Supranational / multiple regionClick here to enter text.Click here to enter text.1310 principal exposures of the AIF at the reporting date (most valuable in absolute terms):Type of asset/liabilityName/description of the asset/liabilityValue (as calculated under Article 3)% of grossmarket valueLong/short positionCounterparty (where relevant)1st Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.2nd Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.3rd Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.4th Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.5th Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.6th Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.7th Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.8th Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.9th Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.10th Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.145 most important portfolio concentrations:Type of asset/liabilityName/description of the marketValue of aggregate exposure (as calculated under Article 3)% of grossmarket valueLong/short positionCounterparty (where relevant)1stClick here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.2nd Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.3rd Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.4th Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.5th Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.15Typical deal/position size(Complete this question if you selected as your predominant AIF type ‘private equity fund’ in question 1)[Select one]Very smallSmallLower mid-marketUpper mid-marketLarge CapMega CapClick here to enter text.16Principal markets in which AIF tradesPlease enter name and identifier (e.g. MIC code) where available, of market with greatest exposureClick here to enter text.Please enter name and identifier (e.g. MIC code) where available, of marker with second greatest exposureClick here to enter text.Please enter name and identifier (e.g. MIC code) where available, of marker with third greatest exposureClick here to enter text.17Investor ConcentrationSpecify the approximate percentage of the AIF’s equity that is beneficially owned by the five beneficial owners that have the largest equity interest in the AIF (as a percentage of outstanding units/shares of the AIF; look-through to the beneficial owners where known or possible)Click here to enter text.Breakdown of investor concentration by status of investors (estimate if no precise information available):%- Professional clients (as defined in Directive 2004/39/EC (MiFID):- Retail investors:Click here to enter text.AIF-specific information to be provided to competent authorities(Article 24(2) of Directive 2011/61/EU)Data TypeReported DataIdentification of the AIF1AIF nameClick here to enter text.EU AIF: Click here to enter text.2Fund managerClick here to enter text.EU AIFM: Click here to enter text.1AIF nameClick here to enter text.Click here to enter text.2Fund managerClick here to enter text.Click here to enter text.3Fund identification codes, as applicableClick here to enter text.Click here to enter text.4Inception date of the AIFClick here to enter text.Click here to enter text.5Base currency of the AIF according to ISO 4217 and assets under management calculated as set out in Article 2CurrencyClick here to enter text.Total AuM Click here to enter text.6Identification of prime broker(s) of the AIFClick here to enter text.Click here to enter text.7Jurisdictions of the three main funding sourcesClick here to enter text.Click here to enter text.Click here to enter text.Click here to enter text.Instruments Traded and Individual Exposures8Individual Exposures in which it is trading and the main categories of assets in which the AIF invested as at the reporting date:a) SecuritiesLong ValueShort ValueCash and cash equivalentsClick here to enter text.Click here to enter text.Of which are:Certificates of depositClick here to enter text.Click here to enter mercial papersClick here to enter text.Click here to enter text.Other depositsClick here to enter text.Click here to enter text.Other cash and cash equivalents (excluding government securities)Click here to enter text.Click here to enter text.Listed equitiesClick here to enter text.Click here to enter text.Of which are:Issued by financial institutionsClick here to enter text.Click here to enter text.Other listed equityClick here to enter text.Click here to enter text.Unlisted equitiesClick here to enter text.Click here to enter text.Corporate bonds not issued by financial institutionsClick here to enter text.Click here to enter text.Of which are:Investment gradeClick here to enter text.Click here to enter text.Non-investment gradeClick here to enter text.Click here to enter text.Corporate bonds issued by financial institutionsClick here to enter text.Click here to enter text.Of which are:Investment gradeClick here to enter text.Click here to enter text.Non-investment gradeClick here to enter text.Click here to enter text.Sovereign bondsOf which are:EU bonds with a 0-1year term to maturityClick here to enter text.Click here to enter text.EU bonds with a 1+year term to maturityClick here to enter text.Click here to enter text.Non-G10 bonds with a 0-1year term to maturityClick here to enter text.Click here to enter text.Non-G10 bonds with a 1+year term to maturityClick here to enter text.Click here to enter text.Convertible bonds not issued by financial institutionsClick here to enter text.Click here to enter text.Of which are: Investment gradeClick here to enter text.Click here to enter text.Non-investment gradeClick here to enter text.Click here to enter text.Convertible bonds issued by financial institutionsClick here to enter text.Click here to enter text.Of which are: Investment gradeClick here to enter text.Click here to enter text.Non-investment gradeClick here to enter text.Click here to enter text.LoansClick here to enter text.Click here to enter text.Of which are: Leveraged loansClick here to enter text.Click here to enter text.Other loansClick here to enter text.Click here to enter text.Structured/securitised productsClick here to enter text.Click here to enter text.Of which are: ABSClick here to enter text.Click here to enter text.RMBSClick here to enter text.Click here to enter text.CMBSClick here to enter text.Click here to enter text.Agency MBSClick here to enter text.Click here to enter text.ABCPClick here to enter text.Click here to enter text.CDO/CLOClick here to enter text.Click here to enter text.Structured certificatesClick here to enter text.Click here to enter text.ETPClick here to enter text.Click here to enter text.OtherClick here to enter text.Click here to enter text.b) DerivativesLong ValueShort ValueEquity derivativesClick here to enter text.Click here to enter text.Of which are: Related to financial institutionsClick here to enter text.Click here to enter text.Other equity derivativesClick here to enter text.Click here to enter text.Fixed income derivativesClick here to enter text.Click here to enter text.CDSClick here to enter text.Click here to enter text.Of which are: Single name financial CDSClick here to enter text.Click here to enter text.Single name sovereign CDSClick here to enter text.Click here to enter text.Single name other CDSClick here to enter text.Click here to enter text.Index CDSClick here to enter text.Click here to enter text.Exotic (incl. credit default tranche)Click here to enter text.Click here to enter text.Gross ValueForeign exchange (for investment purposes)Click here to enter text.Click here to enter text.Interest rate derivativesClick here to enter text.Click here to enter text.Long ValueShort ValueCommodity derivativesClick here to enter text.Click here to enter text.Of which are: EnergyClick here to enter text.Click here to enter text.Of which: - Crude oilClick here to enter text.Click here to enter text.- Natural gasClick here to enter text.Click here to enter text.- PowerClick here to enter text.Click here to enter text.Precious metalsClick here to enter text.Click here to enter text.Of which: GoldClick here to enter text.Click here to enter text.Other commoditiesClick here to enter text.Click here to enter text.Of which: -Industrial metalsClick here to enter text.Click here to enter text.- LivestockClick here to enter text.Click here to enter text.- Agricultural productsClick here to enter text.Click here to enter text.Other derivativesClick here to enter text.Click here to enter text.c) Physical (Real / Tangible) AssetsLong ValuePhysical: Real estateClick here to enter text.Of which are: Residential real estateClick here to enter mercial real estateClick here to enter text.Physical: CommoditiesClick here to enter text.Physical: TimberClick here to enter text.Physical: Art and collectablesClick here to enter text.Physical: Transportation assetsClick here to enter text.Physical: OtherClick here to enter text.d) Collective Investment UndertakingsLong ValueInvestments in CIU operated/managed by the AIFMClick here to enter text.Of which are: Money Market Funds and Cash management CIUClick here to enter text.ETFClick here to enter text.Other CIUClick here to enter text.Investments in CIU not operated/managed by the AIFMClick here to enter text.Of which are: Money Market Funds and Cash management CIUClick here to enter text.ETFClick here to enter text.Other CIUClick here to enter text.e) Investments in other asset classesLong ValueShort ValueTotal OtherClick here to enter text.Click here to enter text.9Value of turnover in each asset class over the reporting monthsa) SecuritiesMarket ValueCash and cash equivalentsClick here to enter text.Listed equitiesClick here to enter text.Unlisted equitiesClick here to enter text.Corporate bonds not issued by financial institutionsClick here to enter text.Of which are: Investment gradeClick here to enter text.Non-investment gradeClick here to enter text.Corporate bonds issued by financial institutionsClick here to enter text.Sovereign bondsClick here to enter text.Of which are: EU Member State bondsClick here to enter text.Non EU Member State bondsClick here to enter text.Convertible bondsClick here to enter text.LoansClick here to enter text.Structured/securitised productsClick here to enter text.b) DerivativesNotional ValueMarket ValueEquity derivativesClick here to enter text.Click here to enter text. Fixed income derivativesClick here to enter text.Click here to enter text.CDSClick here to enter text.Click here to enter text.Foreign exchange (for investment purposes)Click here to enter text.Click here to enter text.Interest rate derivativesClick here to enter text.Click here to enter modity derivativesClick here to enter text.Click here to enter text.Other derivativesClick here to enter text.Click here to enter text.c) Physical (Real / Tangible) AssetsMarket ValuePhysical: CommoditiesClick here to enter text.Physical: Real estateClick here to enter text.Physical: TimberClick here to enter text.Physical: Art and collectablesClick here to enter text.Physical: Transportation assetsClick here to enter text.Physical: OtherClick here to enter text.d) Collective investment undertakingsClick here to enter text.e) Other asset classesClick here to enter text.Currency of ExposuresClick here to enter text.10Total long and short value of exposures (before currency hedging) by the following currency groups:Long ValueShort ValueAUDClick here to enter text.Click here to enter text.CADClick here to enter text.Click here to enter text.CHFClick here to enter text.Click here to enter text.EURClick here to enter text.Click here to enter text.GBPClick here to enter text.Click here to enter text.HKDClick here to enter text.Click here to enter text.JPYClick here to enter text.Click here to enter text.USDClick here to enter text.Click here to enter text.OtherClick here to enter text.Click here to enter text.11Typical deal/position size(Complete this question if you selected as your predominant AIF type ’private equity fund’ above)[Select one]Very small(<€5m)Small(€5m to< €25m)Low / mid market(€25m to < €150m)Upper mid market(€150m to €500m)Large cap (€500m to €1bn)Mega cap (€1bn and greater)12Dominant Influence [see Article 1 of Directive 83/349/EEC](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% Voting RightsTransaction TypeClick here to enter text.Click here to enter text.Click here to enter text.Risk Profile of the AIF1. Market Risk Profile13Expected annual investment return/IRR in normal market conditions (in %)Net Equity DeltaClick here to enter DV01:Click here to enter CS01 :Click here to enter text.2. Counterparty Risk Profile14Trading and clearing mechanismsa) Estimated % (in terms of market value) of securities traded:(leave blank if no securities traded)%On a regulated exchangeClick here to enter text.OTCClick here to enter text.b) Estimated % (in terms of trade volumes) of derivatives that are traded:(leave blank if no derivatives traded)%On a regulated exchangeClick here to enter text.OTCClick here to enter text.c) Estimated % (in terms of trade volumes) of derivatives transactions cleared:(leave blank if no derivatives traded)%By a CCPClick here to enter text.BilaterallyClick here to enter text.d) Estimated % (in terms of market value) of repo trades cleared:(leave blank if no repos traded)%By a CCPClick here to enter text.BilaterallyClick here to enter text.Tri-partyClick here to enter text.15Value of collateral and other credit support that the AIF has posted to all counterpartiesa) Value of collateral posited in the form of cash and cash equivalentsClick here to enter text.b) Value of collateral posited in the form of other securities (excluding cash and cash equivalents)Click here to enter text.c) Value of other collateral and credit support posted (including face amount of letters of credit and similar third party credit support)Click here to enter text.16Of the amount of collateral and other credit support that the reporting Fund has posted to counterparties: what percentage has been re-hypothecated by counterparties?Click here to enter text.17Top 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 AIFNameTotal ExposureCounterparty 1Click here to enter text.Click here to enter text.Counterparty 2Click here to enter text.Click here to enter text.Counterparty 3Click here to enter text.Click here to enter text.Counterparty 4Click here to enter text.Click here to enter text.Counterparty 5Click here to enter text.Click here to enter text.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.NameTotal ExposureCounterparty 1Click here to enter text.Click here to enter text.Counterparty 2Click here to enter text.Click here to enter text.Counterparty 3Click here to enter text.Click here to enter text.Counterparty 4Click here to enter text.Click here to enter text.Counterparty 5Click here to enter text.Click here to enter text.18Direct clearing through central clearing counterparties (CCPs)a) During the reporting period, did the AIF clear any transactions directly through a CCP?Yes /No (if no, skipremainder of thequestion and go toquestion 21)Click here to enter text.b) If you answered ‘yes’ in 18(a), identify the top three central clearing counterparties (CCPs) in terms of net credit exposureNameValue heldCCP 1 (leave blank if not applicable)Click here to enter text.Click here to enter P 2 (leave blank if not applicable)Click here to enter text.Click here to enter P 3 (leave blank if not applicable)Click here to enter text.Click here to enter text.3. Liquidity ProfilePortfolio Liquidity Profile19Portfolio Liquidity ProfilePercentage of portfolio capable of being liquidated within:1 day or less 2 - 7days 8 – 30 days 31 - 90 days 91 - 180 days 181 – 365 daysmore than 365 daysClick here to enter text.Click here to enter text.20Value of unencumbered cashClick here to enter text.Investor Liquidity Profile21Investor Liquidity ProfilePercentage of investor equity that can be redeemed within (as % of AIF’s NAV)1 day or less 2 - 7days 8 – 30 days 31 - 90 days 91 - 180 days 181 – 365 daysmore than 365 daysClick here to enter text.22Investor redemptionsa) Does the AIF provide investors with withdrawal / redemption rights in the ordinary course?YesNob) What is the frequency of investor redemptions (if multiple classes of shares or units, report for the largest share class by NAV)[Select one]DailyWeeklyFortnightlyMonthlyQuarterlyHalf-yearlyAnnualOtherN/AClick here to enter text.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)Click here to enter text.d) What is the investor ‘lock-up’ period in days (report asset weighted notice period if multiple classes or shares or units)Click here to enter text.23Special arrangements and preferential treatmenta) As at the reporting date, what percentage of the AIFs NAV is subject to the following arrangements :% of NAVSide pocketsClick here to enter text.GatesClick here to enter text.Suspension of dealingClick here to enter text.Other arrangements for managing illiquid assets (please specify)[Type][%]Click here to enter text.Click here to enter text.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 NAVClick here to enter text.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)Click here to enter text.d) If ’yes’ to letter c) then please indicate all relevant preferential treatment:Concerning different disclosure/reporting to investorsClick here to enter text.Concerning different investor liquidity termsClick here to enter text.Concerning different fee terms for investorsClick here to enter text.Preferential treatment other than that specified aboveClick here to enter text.24Provide 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)Click here to enter text.Click here to enter text.25Financing liquiditya) 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)Click here to enter text.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:Click here to enter text.1 day or less 2 - 7days 8 – 30 days 31 - 90 days 91 - 180 days 181 – 365 dayslonger than 365 daysClick here to enter text.Click here to enter text.4. Borrowing and Exposure Risk26Value of borrowings of cash or securities represented by:Unsecured cash borrowing:Click here to enter text.Collateralised/secured cash borrowing — Via Prime Broker:Click here to enter text.Collateralised/secured cash borrowing — Via (reverse) repo:Click here to enter text.Collateralised/secured cash borrowing — Via Other:Click here to enter text.27Value of borrowing embedded in financial instrumentsExchange-traded Derivatives: Gross Exposure less margin postedClick here to enter text.OTC Derivatives: Gross Exposure less margin postedClick here to enter text.28Value of securities borrowed for short positionsClick here to enter text.29Gross exposure of financial and, as the case may be, or legal structures controlled by the AIF as defined in Recital 78 of the AIFMDFinancial and, as the case may be,or legal structureClick here to enter text.Financial and, as the case may be,or legal structureClick here to enter text.Financial and, as the case may be,or legal structureClick here to enter text.30Leverage of the AIFa) as calculated under the Gross MethodClick here to enter text.b) as calculated under the Commitment MethodClick here to enter text.5. Operational and Other Risk Aspects31Total number of open positionsClick here to enter text.32Historical risk profilea) Gross Investment returns or IRR of the AIF over the reporting period (in %, gross of management and performance fees)1st Month of Reporting PeriodClick here to enter text.2nd Month of Reporting PeriodClick here to enter text..Click here to enter text..Click here to enter text.Last Month of Reporting PeriodClick here to enter text.b) Net Investment returns or IRR of the AIF over the reporting period (in %, net of management and performance fees)1st Month of Reporting PeriodClick here to enter text.2nd Month of Reporting PeriodClick here to enter text..Click here to enter text..Click here to enter text.Last Month of Reporting PeriodClick here to enter text.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 PeriodClick here to enter text.2nd Month of Reporting PeriodClick here to enter text..Click here to enter text..Click here to enter text.Last Month of Reporting PeriodClick here to enter text.d) Subscriptions over the reporting period1st Month of Reporting PeriodClick here to enter text.2nd Month of Reporting PeriodClick here to enter text..Click here to enter text..Click here to enter text.Last Month of Reporting PeriodClick here to enter text.e) Redemptions over the reported period1st Month of Reporting PeriodClick here to enter text.2nd Month of Reporting PeriodClick here to enter text..Click here to enter text..Click here to enter text.Last Month of Reporting PeriodClick here to enter text.Monetary values should be reported in the base currency of the AIF.Results of stress testsPlease provide the results of the stress tests performed in accordance with point (b) of Article 15(3) of Directive 2011/61/EU [risks associated with each investment position of the AIF and their overall effect on the AIF’s portfolio can be properly identified, measured, managed and monitored on an on-going basis, including through the use of appropriate stress testing procedures;Click here to enter text.Monetary values should be reported in the base currency of the AIF.Please provide the results of the stress tests performed in accordance with the second subparagraph of Article 16(1) of Directive 2011/61/EU. [AIFMs shall regularly conduct stress tests, under normal and exceptional liquidity conditions, which enable them to assess the liquidity risk of the AIFs and monitor the liquidity risk of the AIFs accordingly.] Click here to enter text.Monetary values should be reported in the base currency of the AIF.AIF-specific information – use of leverage(Article 24(4) of Directive 2011/61/EU)1Of the amount of collateral and other credit support that the reporting AIF has posted to counterparties: what percentage has been re-hypothecated by counterparties?Click here to enter text.Borrowing and Exposure Risk2Value of borrowings of cash or securities represented by:Unsecured cash borrowing:Click here to enter text.Collateralised/secured cash borrowing — Via Prime Broker:Click here to enter text.Collateralised/secured cash borrowing — Via (reverse) repo:Click here to enter text.Collateralised/secured cash borrowing — Via Other:Click here to enter text.3Value of borrowing embedded in financial instrumentsExchange-traded Derivatives: Gross Exposure less margin postedClick here to enter text.OTC Derivatives: Gross Exposure less margin postedClick here to enter text.4Five largest sources of borrowed cash or securities (short positions):Largest:Click here to enter text.2nd largest:Click here to enter text.3rd largest:Click here to enter text.4th largest:Click here to enter text.5th largest:Click here to enter text.5Value of securities borrowed for short positionsClick here to enter text.6Gross exposure of financial and, as the case may be, or legal structures controlled by the AIF as defined in Recital 78 of the AIFMDFinancial and, as the case may be,or legal structureClick here to enter text.Financial and, as the case may be,or legal structureClick here to enter text.Financial and, as the case may be,or legal structureClick here to enter text.…7Leverage of the AIF:a) Gross MethodClick here to enter text.b) Commitment MethodClick here to enter text.Monetary values should be reported in the base currency of the AIFDECLARATIONThis declaration must be signed for and on behalf of the AIFM by two directors.The AIFM warrants and undertakes that it has completed this return truthfully and fully and disclosed any other information which might reasonably be considered relevant for the purpose of this return;SignedName of signatory in BLOCK CAPITALS: Click here to enter text. Position: Click here to enter text.SignedName of signatory in BLOCK CAPITALS: Click here to enter text. Position: Click here to enter text. ................
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