{
  "url": "https://openlegislation.uk/eu-regulation-2013-231/annex-IV/division-2",
  "json_url": "https://openlegislation.uk/eu-regulation-2013-231/annex-IV/division-2.json",
  "legislation": "eur/2013/231",
  "legislation_title": "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)",
  "legislation_url": "https://openlegislation.uk/eu-regulation-2013-231",
  "path": "annex/IV/division/2",
  "kind": "division",
  "number": "Reporting Templates: AIF",
  "heading": "(Articles 3(3)(d) and 24 of Directive 2011/61/EU)",
  "text": "AIF-specific information to be provided\n(Articles 3(3)(d) and 24(1) of Directive 2011/61/EU)\nData Type\nReported Data\nIdentification of the AIF\n1\nAIF name\nEU AIF: yes/no\n2\nFund manager\n(Legal name and standard code, where available)\nEU AIFM: yes/no\n3\nFund identification codes,\nas applicable\n4\nInception date of the AIF\n5\nDomicile of the AIF\n6\nIdentification of prime broker(s) of the AIF\n(Legal name and standard code, where available)\n7\nBase currency of the AIF according to ISO 4217 and assets under management calculated as set out in Article 2\nCurrency\nTotal AuM\n8\nJurisdictions of the three main funding sources (excluding units or shares of the AIF bought by investors)\n9\nPredominant AIF type(select one)\nHedge Fund\nPrivate Equity Fund\nReal Estate Fund\nFund of Funds\nOther\nNone\n10\nBreakdown of investment strategies\n(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.)\nIndicate the strategy that best describe the AIF’s strategy\nShare in NAV\n(%)\na)Hedge Fund Strategies(Complete this question if you selected ‘Hedge Fund’ as the predominant AIF type in question 1.)\nIndicate the hedge fund strategies that best describe the AIFs strategies\nEquity: Long Bias\nEquity: Long/Short\nEquity: Market Neutral\nEquity: Short Bias\nRelative Value: Fixed Income Arbitrage\nRelative Value: Convertible Bond Arbitrage\nRelative Value: Volatility Arbitrage\nEvent Driven: Distressed/Restructuring\nEvent Driven: Risk Arbitrage/Merger Arbitrage\nEvent Driven: Equity Special Situations\nCredit Long/Short\nCredit Asset Based Lending\nMacro\nManaged Futures/CTA: Fundamental\nManaged Futures/CTA: Quantitative\nMulti-strategy hedge fund\nOther hedge fund strategy\nb)Private Equity Strategies(Complete this question if you selected ‘Private Equity’ as the predominant AIF type in question 1.)\nIndicate the private equity strategies that best describe the AIFs strategies\nVenture Capital\nGrowth Capital\nMezzanine Capital\nMulti-strategy private equity fund\nOther private equity fund strategy\nc)Real Estate Strategies(Complete this question if you selected ‘Real Estate’ as the predominant AIF type in question 1.)\nIndicate the real estate strategies that best describe the AIFs strategies\nResidential real estate\nCommercial real estate\nIndustrial real estate\nMulti-strategy real estate fund\nOther real estate strategy\nd)Fund of Fund Strategies(Complete this question if you selected ‘Fund of Funds’ as the predominant AIF type in question 1.)\nIndicate the ‘fund of fund’ strategy that best describe the AIFs strategies\nFund of hedge funds\nFund of private equity\nOther fund of funds\ne)Other Strategies(Complete this question if you selected ‘Other’ as the predominant AIF type in question 1.)\nIndicate the ‘other’ strategy that best describe the AIFs’ strategies\nCommodity fund\nEquity fund\nFixed income fund\nInfrastructure fund\nOther fund\nPrincipal exposures and most important concentration\n11\nMain instruments in which the AIF is trading\nType of instrument/instrument code\nValue (as calculated under Article 3 AIFMD)\nLong/short position\nMost important instrument\n2nd most important instrument\n3rd most important instrument\n4th most important instrument\n5th most important instrument\n12\nGeographical focus\nProvide a geographical breakdown of the investments held by the AIF by percentage of the total net asset value of the AIF\n% of NAV\nAfrica\nAsia and Pacific (other than Middle East)\nEurope (EEA)\nEurope (other than EEA)\nMiddle East\nNorth America\nSouth America\nSupranational/multiple region\n13\n10 principal exposures of the AIF at the reporting date (most valuable in absolute terms):\nType of asset/liability\nName/description of the asset/liability\nValue (as calculated under Article 3)\n% of gross market value\nLong/short position\nCounterparty (where relevant)\n1st\n2nd\n3rd\n4th\n5th\n6th\n7th\n8th\n9th\n10th\n14\n5 most important portfolio concentrations:\nType of asset/liability\nName/description of the market\nValue of aggregate exposure (as calculated under Article 3)\n% of gross market value\nLong/short position\nCounterparty (where relevant)\n1st\n2nd\n3rd\n4th\n5th\n15\nTypical deal/position size\n(Complete this question if you selected as your predominant AIF type ‘private equity fund’ in question 1)\n[Select one]\nVery small\nSmall\nLower mid market\nUpper mid market\nLarge cap\nMega cap\n16\nPrincipal markets in which AIF trades\nPlease enter name and identifier (e.g. MIC code) where available, of market with greatest exposure\nPlease enter name and identifier (e.g. MIC code) where available, of market with second greatest exposure\nPlease enter name and identifier (e.g. MIC code) where available, of market with third greatest exposure\n17\nInvestor Concentration\nSpecify 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)\nBreakdown of investor concentration by status of investors (estimate if no precise information available):\n%\nProfessional clients (as defined in Directive 2004/39/EC (MiFID):\nRetail investors:\nMonetary values should be reported in the base currency of the AIF.\nAIF-specific information to be provided to the FCA\n(Article 24(2) of Directive 2011/61/EU)\nData Type\nReported Data\nIdentification of the AIF\n1\nAIF name\nEU AIF: yes/no\n2\nFund manager\nEU AIFM: yes/no\n1\nAIF name\n2\nFund manager\n3\nFund identification codes, as applicable\n4\nInception date of the AIF\n5\nBase currency of the AIF according to ISO 4217 and assets under management calculated as set out in Article 2\nCurrency\nTotal AuM\n6\nIdentification of prime broker(s) of the AIF\n7\nJurisdictions of the three main funding sources\nInstruments Traded and Individual Exposures\n8\nIndividual Exposures in which it is trading and the main categories of assets in which the AIF invested as at the reporting date:\na)\nSecurities\nLong Value\nShort Value\nCash and cash equivalents\nOf which are:\nCertificates of deposit\nCommercial papers\nOther deposits\nOther cash and cash equivalents (excluding government securities)\nListed equities\nOf which are:\nIssued by financial institutions\nOther listed equity\nUnlisted equities\nCorporate bonds not issued by financial institutions\nOf which are:\nInvestment grade\nNon-investment grade\nCorporate bonds issued by financial institutions\nOf which are:\nInvestment grade\nNon-investment grade\nSovereign bonds\nOf which are:\nEU bonds with a 0-1 year term to maturity\nEU bonds with a 1 + year term to maturity\nNon-G10 bonds with a 0-1 year term to maturity\nNon-G10 bonds with a 1 + year term to maturity\nConvertible bonds not issued by financial institutions\nOf which are:\nInvestment grade\nNon-investment grade\nConvertible bonds issued by financial institutions\nOf which are:\nInvestment grade\nNon-investment grade\nLoans\nOf which are:\nLeveraged loans\nOther loans\nStructured/securitised products\nOf which are:\nABS\nRMBS\nCMBS\nAgency MBS\nABCP\nCDO/CLO\nStructured certificates\nETP\nOther\nb)\nDerivatives\nLong Value\nShort Value\nEquity derivatives\nOf which are:\nRelated to financial institutions\nOther equity derivatives\nFixed income derivatives\nCDS\nOf which are:\nSingle name financial CDS\nSingle name sovereign CDS\nSingle name other CDS\nIndex CDS\nExotic (incl. credit default tranche)\nGross Value\nForeign exchange (for investment purposes)\nInterest rate derivatives\nLong Value\nShort Value\nCommodity derivatives\nOf which are:\nEnergy\nOf which:\n—\nCrude oil\n—\nNatural gas\n—\nPower\nPrecious metals\nOf which: Gold\nOther commodities\nOf which:\n—\nIndustrial metals\n—\nLivestock\n—\nAgricultural products\nOther derivatives\nc)\nPhysical (Real/Tangible) Assets\nLong Value\nPhysical: Real estate\nOf which are:\nResidential real estate\nCommercial real estate\nPhysical: Commodities\nPhysical: Timber\nPhysical: Art and collectables\nPhysical: Transportation assets\nPhysical: Other\nd)\nCollective Investment Undertakings\nLong Value\nInvestments in CIU operated/managed by the AIFM\nOf which are:\nMoney Market Funds and Cash management CIU\nETF\nOther CIU\nInvestments in CIU not operated/managed by the AIFM\nOf which are:\nMoney Market Funds and Cash management CIU\nETF\nOther CIU\ne)\nInvestments in other asset classes\nLong Value\nShort Value\nTotal Other\n9\nValue of turnover in each asset class over the reporting months\na)\nSecurities\nMarket Value\nCash and cash equivalents\nListed equities\nUnlisted equities\nCorporate bonds not issued by financial institutions\nOf which are:\nInvestment grade\nNon-investment grade\nCorporate bonds issued by financial institutions\nSovereign bonds\nOf which are:\nEU Member State bonds\nNon-EU Member State bonds\nConvertible bonds\nLoans\nStructured/securitised products\nb)\nDerivatives\nNotional Value\nMarket Value\nEquity derivatives\nFixed income derivatives\nCDS\nForeign exchange (for investment purposes)\nInterest rate derivatives\nCommodity derivatives\nOther derivatives\nc)\nPhysical (Real/Tangible) Assets\nMarket Value\nPhysical: Commodities\nPhysical: Real estate\nPhysical: Timber\nPhysical: Art and collectables\nPhysical: Transportation assets\nPhysical: Other\nd)\nCollective investment undertakings\ne)\nOther asset classes\nCurrency of Exposures\n10\nTotal long and short value of exposures (before currency hedging) by the following currency groups:\nLong Value\nShort Value\nAUD\nCAD\nCHF\nEUR\nGBP\nHKD\nJPY\nUSD\nOther\n11\nTypical deal/position size\n(Complete this question if you selected as your predominant AIF type ‘private equity fund’ above)\n[Select one]\nVery small\n(< EUR 5 m)\nSmall\n(EUR 5 m to < EUR 25 m)\nLow/mid market\n(EUR 25 m to < EUR 150 m)\nUpper mid market (EUR 150 m to EUR 500 m)\nLarge cap\n(EUR 500 m to EUR 1 bn)\nMega cap\n(EUR 1 bn and greater)\n12\nDominant Influence (see Article 1 of Council Directive 83/349/EEC (OJ L 193, 18.7.1983, p. 1))\n(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)\nName\n% Voting Rights\nTransaction Type\nRisk Profile of the AIF\n1.Market Risk Profile\n13\nExpected annual investment return/IRR in normal market conditions (in %)\nNet Equity Delta\nNet DV01:\nNet CS01:\n2.Counterparty Risk Profile\n14\nTrading and clearing mechanisms\na)\nEstimated % (in terms of market value) of securities traded:\n(leave blank if no securities traded)\n%\nOn a regulated exchange\nOTC\nb)\nEstimated % (in terms of trade volumes) of derivatives that are traded:\n(leave blank if no derivatives traded)\n%\nOn a regulated exchange\nOTC\nc)\nEstimated % (in terms of trade volumes) of derivatives transactions cleared:\n(leave blank if no derivatives traded)\n%\nBy a CCP\nBilaterally\nd)\nEstimated % (in terms of market value) of repo trades cleared:\n(leave blank if no repos traded)\n%\nBy a CCP\nBilaterally\nTri-party\n15\nValue of collateral and other credit support that the AIF has posted to all counterparties\na)\nValue of collateral posited in the form of cash and cash equivalents\nb)\nValue of collateral posited in the form of other securities (excluding cash and cash equivalents)\nc)\nValue of other collateral and credit support posted (including face amount of letters of credit and similar third party credit support)\n16\nOf the amount of collateral and other credit support that the reporting fund has posted to counterparties: what percentage has been re-hypothecated by counterparties?\n17\nTop Five Counterparty Exposures (excluding CCPs)\na)\nIdentify 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\nName\nTotal Exposure\nCounterparty 1\nCounterparty 2\nCounterparty 3\nCounterparty 4\nCounterparty 5\nb)\nIdentify 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.\nName\nTotal Exposure\nCounterparty 1\nCounterparty 2\nCounterparty 3\nCounterparty 4\nCounterparty 5\n18\nDirect clearing through central clearing counterparties (CCPs)\na)\nDuring the reporting period, did the AIF clear any transactions directly through a CCP?\nYes\nNo (if no, skip remainder of the question and go to question 21)\nb)\nIf you answered ‘yes’ in 18(a), identify the top three central clearing counterparties (CCPs) in terms of net credit exposure\nName\nValue held\nCCP 1 (leave blank if not applicable)\nCCP 2 (leave blank if not applicable)\nCCP 3 (leave blank if not applicable)\n3.Liquidity Profile\nPortfolio Liquidity Profile\n19\nInvestor Liquidity Profile\nPercentage of portfolio capable of being liquidated within:\n1 day or less\n2-7 days\n8-30 days\n31-90 days\n91-180 days\n181-365 days\nmore than 365 days\n20\nValue of unencumbered cash\nInvestor Liquidity Profile\n21\nInvestor Liquidity Profile\nPercentage of investor equity that can be redeemed within (as % of AIF’s NAV)\n1 day or less\n2-7 days\n8-30 days\n31-90 days\n91-180 days\n181-365 days\nmore than 365 days\n22\nInvestor redemptions\na)\nDoes the AIF provide investors with withdrawal/redemption rights in the ordinary course?\nYes\nNo\nb)\nWhat is the frequency of investor redemptions (if multiple classes of shares or units, report for the largest share class by NAV)\n[Select one]\nDaily\nWeekly\nFortnightly\nMonthly\nQuarterly\nHalf-yearly\nAnnual\nOther\nN/A\nc)\nWhat is the notice period required by investors for redemptions in days\n(report asset weighted notice period if multiple classes or shares or units)\nd)\nWhat is the investor ‘lock-up’ period in days (report asset weighted notice period if multiple classes or shares or units)\n23\nSpecial arrangements and preferential treatment\na)\nAs at the reporting date, what percentage of the AIFs NAV is subject to the following arrangements:\n% of NAV\nSide pockets\nGates\nSuspension of dealing\nOther arrangements for managing illiquid assets (please specify)\n[Type]\n[%]\nb)\nIndicate 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)?\nSpecial arrangements as a % of NAV\nc)\nAre 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?\n(Yes or no)\nd)\nIf ‘yes’ to letter c) then please indicate all relevant preferential treatment:\nConcerning different disclosure/reporting to investors\nConcerning different investor liquidity terms\nConcerning different fee terms for investors\nPreferential treatment other than that specified above\n24\nProvide 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)\n25\nFinancing liquidity\na)\nProvide 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)\nb)\nDivide 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:\n1 day or less\n2-7 days\n8-30 days\n31-90 days\n91-180 days\n181-365 days\nlonger than 365 days\n4.Borrowing and Exposure Risk\n26\nValue of borrowings of cash or securities represented by:\nUnsecured cash borrowing:\nCollateralised/secured cash borrowing — Via Prime Broker:\nCollateralised/secured cash borrowing — Via (reverse) repo:\nCollateralised/secured cash borrowing — Via Other:\n27\nValue of borrowing embedded in financial instruments\nExchange-traded Derivatives: Gross Exposure less margin posted\nOTC Derivatives: Gross Exposure less margin posted\n28\nValue of securities borrowed for short positions\n29\nGross exposure of financial and, as the case may be, or legal structures controlled by the AIF as defined in Recital 78 of the AIFMD\nFinancial and, as the case may be, or legal structure\nFinancial and, as the case may be, or legal structure\nFinancial and, as the case may be, or legal structure\n…\n30\nLeverage of the AIF\na)\nas calculated under the Gross Method\nb)\nas calculated under the Commitment Method\n5.Operational and Other Risk Aspects\n31\nTotal number of open positions\n32\nHistorical risk profile\na)\nGross Investment returns or IRR of the AIF over the reporting period (in %, gross of management and performance fees)\n1st Month of Reporting Period\n2nd Month of Reporting Period\n…\n…\nLast Month of Reporting Period\nb)\nNet Investment returns or IRR of the AIF over the reporting period (in %, net of management and performance fees)\n1st Month of Reporting Period\n2nd Month of Reporting Period\n…\n…\nLast Month of Reporting Period\nc)\nChange in Net Asset Value of the AIF over the reporting period (in %, including the impact of subscriptions and redemptions)\n1st Month of Reporting Period\n2nd Month of Reporting Period\n…\n…\nLast Month of Reporting Period\nd)\nSubscriptions over the reporting period\n1st Month of Reporting Period\n2nd Month of Reporting Period\n…\n…\nLast Month of Reporting Period\ne)\nRedemptions over the reported period\n1st Month of Reporting Period\n2nd Month of Reporting Period\n…\n…\nLast Month of Reporting Period\nMonetary values should be reported in the base currency of the AIF.",
  "extent": "E+W+S+N.I.",
  "status": null,
  "version": "current",
  "annotations": [
    {
      "type": "F",
      "label": "F1",
      "text": "Words in Annex 4 table heading substituted (31.12.2020) by The Alternative Investment Fund Managers (Amendment etc.) (EU Exit) Regulations 2019 (S.I. 2019/328), regs. 1(3), 40(2) (as amended by S.I. 2019/325, regs. 1(3) , 58); 2020 c. 1, Sch. 5 para. 1(1)"
    }
  ],
  "outstanding_effects": [],
  "provenance": {
    "source": "legislation.gov.uk",
    "source_url": "https://www.legislation.gov.uk/eur/2013/231/annex/IV/division/2",
    "retrieved_at": "2026-11-01T14:48:47.465765+00:00"
  },
  "licence": "Open Government Licence v3.0",
  "licence_url": "https://www.nationalarchives.gov.uk/doc/open-government-licence/version/3/",
  "attribution": "Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives."
}