Annex IV - Reporting Templates: AIFM

Most important market/instrument

Second most important market/instrument

Third most important market/instrument

Fourth most important market/instrument

Fifth most important market/instrument

1

Principal markets in which it trades on behalf of the AIFs it manages

2

Principal instruments in which it trades on behalf of the AIFs it manages

3

Values of assets under management for all AIFs managed, calculated as set out in Article 2

In base currency (if the same for all AIFs)

In EUR

Please provide official name, location and jurisdiction of markets

Name of the AIF

Fund identification code

Inception date

AIF type (Hedge Fund, Private Equity, Real Estate, Fund of Funds, Other (^*1))

NAV

EU AIF: Yes/No

(^*1) If Other please indicate the strategy that best describes the AIF type.

Data Type

Reported Data

Identification of the AIF

1

AIF name

EU AIF: yes/no

2

Fund manager (Legal name and standard code, where available)

EU AIFM: yes/no

3

Fund identification codes, as applicable

4

Inception date of the AIF

5

Domicile of the AIF

6

Identification of prime broker(s) of the AIF (Legal name and standard code, where available)

7

Base currency of the AIF according to ISO 4217 and assets under management calculated as set out in Article 2

Currency

Total AuM

8

Jurisdictions of the three main funding sources (excluding units or shares of the AIF bought by investors)

9

Predominant AIF type (select one)

Hedge Fund Private Equity Fund Real Estate Fund Fund of Funds Other None

10

Breakdown 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 strategy

Share in NAV (%)

a) Hedge Fund Strategies (Complete this question if you selected ‘Hedge Fund’ as the predominant AIF type in question 1.)

Indicate the hedge fund strategies that best describe the AIFs strategies Equity: Long Bias Equity: Long/Short Equity: Market Neutral Equity: Short Bias Relative Value: Fixed Income Arbitrage Relative Value: Convertible Bond Arbitrage Relative Value: Volatility Arbitrage Event Driven: Distressed/Restructuring Event Driven: Risk Arbitrage/Merger Arbitrage Event Driven: Equity Special Situations Credit Long/Short Credit Asset Based Lending Macro Managed Futures/CTA: Fundamental Managed Futures/CTA: Quantitative Multi-strategy hedge fund Other hedge fund strategy

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 AIFs strategies Venture Capital Growth Capital Mezzanine Capital Multi-strategy private equity fund Other private equity fund strategy

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 AIFs strategies Residential real estate Commercial real estate Industrial real estate Multi-strategy real estate fund Other real estate strategy

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 AIFs strategies Fund of hedge funds Fund of private equity Other fund of funds

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 AIFs’ strategies Commodity fund Equity fund Fixed income fund Infrastructure fund Other fund

Principal exposures and most important concentration

11

Main instruments in which the AIF is trading

Type of instrument/instrument code

Value (as calculated under Article 3 AIFMD)

Long/short position

Most important instrument

2nd most important instrument

3rd most important instrument

4th most important instrument

5th most important instrument

12

Geographical focus

Provide a geographical breakdown of the investments held by the AIF by percentage of the total net asset value of the AIF

% of NAV

Africa

Asia and Pacific (other than Middle East)

Europe (EEA)

Europe (other than EEA)

Middle East

North America

South America

Supranational/multiple region

13

10 principal exposures of the AIF at the reporting date (most valuable in absolute terms):

Type of asset/liability

Name/description of the asset/liability

Value (as calculated under Article 3)

% of gross market value

Long/short position

Counterparty (where relevant)

1st

2nd

3rd

4th

5th

6th

7th

8th

9th

10th

14

5 most important portfolio concentrations:

Type of asset/liability

Name/description of the market

Value of aggregate exposure (as calculated under Article 3)

% of gross market value

Long/short position

Counterparty (where relevant)

1st

2nd

3rd

4th

5th

15

Typical deal/position size (Complete this question if you selected as your predominant AIF type ‘private equity fund’ in question 1)

[Select one] Very small Small Lower mid market Upper mid market Large cap Mega cap

16

Principal markets in which AIF trades

Please enter name and identifier (e.g. MIC code) where available, of market with greatest exposure

Please enter name and identifier (e.g. MIC code) where available, of market with second greatest exposure

Please enter name and identifier (e.g. MIC code) where available, of market with third greatest exposure

17

Investor Concentration

Specify 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)

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:

Data Type

Reported Data

Identification of the AIF

1

AIF name

EU AIF: yes/no

2

Fund manager

EU AIFM: yes/no

1

AIF name

2

Fund manager

3

Fund identification codes, as applicable

4

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

Currency

Total AuM

6

Identification of prime broker(s) of the AIF

7

Jurisdictions of the three main funding sources

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:

a) Securities

Long Value

Short Value

Cash and cash equivalents

Of which are:

Certificates of deposit

Commercial papers

Other deposits

Other cash and cash equivalents (excluding government securities)

Listed equities

Of which are:

Issued by financial institutions

Other listed equity

Unlisted equities

Corporate bonds not issued by financial institutions

Of which are:

Investment grade

Non-investment grade

Corporate bonds issued by financial institutions

Of which are:

Investment grade

Non-investment grade

Sovereign bonds

Of which are:

EU bonds with a 0-1 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 1 + year term to maturity

Convertible bonds not issued by financial institutions

Of which are:

Investment grade

Non-investment grade

Convertible bonds issued by financial institutions

Of which are:

Investment grade

Non-investment grade

Loans

Of which are:

Leveraged loans

Other loans

Structured/securitised products

Of which are:

ABS

RMBS

CMBS

Agency MBS

ABCP

CDO/CLO

Structured certificates

ETP

Other

b) Derivatives

Long Value

Short Value

Equity derivatives

Of which are:

Related to financial institutions

Other equity derivatives

Fixed income derivatives

CDS

Of which are:

Single name financial CDS

Single name sovereign CDS

Single name other CDS

Index CDS

Exotic (incl. credit default tranche)

Gross Value

Foreign exchange (for investment purposes)

Interest rate derivatives

Long Value

Short Value

Commodity derivatives

Of which are:

Energy

Of which:

— Crude oil

— Natural gas

— Power

Precious metals

Of which: Gold

Other commodities

Of which:

— Industrial metals

— Livestock

— Agricultural products

Other derivatives

c) Physical (Real/Tangible) Assets

Long Value

Physical: Real estate

Of which are:

Residential real estate

Commercial real estate

Physical: Commodities

Physical: Timber

Physical: Art and collectables

Physical: Transportation assets

Physical: Other

d) Collective Investment Undertakings

Long Value

Investments in CIU operated/managed by the AIFM

Of which are:

Money Market Funds and Cash management CIU

ETF

Other CIU

Investments in CIU not operated/managed by the AIFM

Of which are:

Money Market Funds and Cash management CIU

ETF

Other CIU

Data Type

Reported Data

1

Of the amount of collateral and other credit support that the reporting AIF has posted to counterparties: what percentage has been re-hypothecated by counterparties?

Borrowing and Exposure Risk

2

Value of borrowings of cash or securities represented by:

Unsecured cash borrowing:

Collateralised/secured cash borrowing — Via Prime Broker:

Collateralised/secured cash borrowing — Via (reverse) repo:

Collateralised/secured cash borrowing — Via Other:

3

Value of borrowing embedded in financial instruments

Exchange-traded Derivatives: Gross Exposure less margin posted

OTC Derivatives: Gross Exposure less margin posted

4

Five largest sources of borrowed cash or securities (short positions):

Largest:

2nd largest:

3rd largest:

4th largest:

5th largest:

5

Value of securities borrowed for short positions

6

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

...

7

Leverage of the AIF:

a) Gross Method

b) Commitment Method