AIFMD Annex IV Reporting Solution

The AIFMD Annex IV report contains detailed information about the AIFM and the alternative investment funds (AIFs) it manages. This includes information about the AIFM’s operations, and details about the AIFs, such as their investment strategies, portfolio holdings, stress tests, and leverages.

The AIFMD Annex IV report is intended to provide regulators with a comprehensive overview of the AIFM and the AIFs it manages to ensure that they are operating transparently and responsibly.

It is an important tool for regulators to monitor the activities of AIFMs and ensure that they comply with relevant regulations.

What is the frequency of AIFMD reporting?

The AIFMD Annex IV transparency reporting must be submitted annually, semi-annually, or quarterly, depending on various factors such as assets under management (AuM), leverage levels, asset types, and the registration or authorisation status of the AIFM. The initial filing deadline for the AIFMD Annex IV report is set at 30 days following the conclusion of the first reporting period after the authorisation of the AIFM. Fund-of-Funds, however, are granted an additional 15 days to comply with the deadline.

• Yearly reporting: 30 or 45 days after the 31st of December.
• Half-yearly reporting: 30 or 45 days after the 30th of June and the 31st of December.
• Quarterly reporting: 30 or 45 days after the end of March, June, September and December.

Click on the image below to determine your reporting frequency:

Reporting obligation diagrams

What data fields and information need to be reported?

• AIF Information:
  • • Details of each AIF managed, including its name, type, assets under management (AUM), and domicile.
    • Information on the AIF’s investment strategy and objectives.
• Investor Information:
  • • Information about the AIF’s investors, including their categorisation (e.g., professional or retail), and the number of investors in each category.
    • Information on the AIF’s largest investors.

• Asset Information:
  • • Information on the AIF’s assets, including the asset classes in which it invests and their geographical distribution.
    • Information on the use of leverage within the AIF.

• Portfolio Information:
  • • Details of the AIF’s portfolio, including financial instruments and derivatives positions.

• Risk Metrics:
  • • Risk-related data, include value-at-risk (VaR), stress testing results, and concentration risk.

• Liquidity Information:
  • • Information on the liquidity profile of the AIF, including the liquidity of its assets and redemption terms for investors.
• Counterparty Information:
  • • Details of significant counterparties, including prime brokers and custodians.

FCA – UK

Useful links

• ESMA Guidelines
• ESMA FAQ
• AIFMD reporting IT technical guidance (rev 6)
• ESMA Guidelines on Article 25 (Risk / Leverage)
• ESMA Final Report on Guidelines on Article 25
• ESMA Opinion on Risk Metrics
• Guidelines on liquidity stress testing in UCITS and AIFs per jurisdiction
• CSSF AIFM Reporting – Technical Guidance
• CSSF Circular 14/581
• CSSF Circular 23/844
• CSSF AIFMD reporting webpage
• CSSF AIFMD FAQ
• CSSF AIFMD identifiers list

List of competent authorities

• Belgium – FSMA – Autoriteit voor Financiële Diensten en Markten / Autorité des services et marchés financiers
• Bulgaria – FSC – Комисия за финансов надзор
• Czech Republic – CNB – Česká národní banka
• Denmark – Finanstilsynet
• Germany – BaFIN – Bundesanstalt für Finanzdienstleistungsaufsich
• Estonia – FSA – Finantsinspektsioon
• Ireland – CBIE – Central Bank of Ireland
• Greece – HCMC – Επιτροπή Κεφαλαιαγοράς
• Spain – CNMV – Comisión Nacional del Mercado de Valores
• France – AMF ACP – Autorité des Marchés Financiers Autorité de Contrôle Prudentiel
• Croatia – HANFA – Hrvatska agencija za nadzor financijskih usluga
• Italy – CONSOB – Commissione Nazionale per le Società e la Borsa Banca d’Italia
• Cyprus – CySEC – Επιτροπή Κεφαλαιαγοράς
• Latvia – Latvijas Banka
• Lithuania – LB – Lietuvos bankas
• Luxembourg – CSSF – Commission de Surveillance du Secteur Financier
• Hungary – MNB – Magyar Nemzeti Bank
• Malta – MFSA – Awtorita’ ghas-Servizzi Finanzjari ta’ Malta
• Netherlands – AFM DNB – Autoriteit Financiële Markten  De Nederlandsche Bank
• Austria – FMA – Österreichische Finanzmarktaufsicht
• Poland – KNF – Komisja Nadzoru Finansowego
• Portugal – CMVM – Comissão do Mercado de Valores Mobiliários Banco de Portugal
• Romania – ASF – Autoritatea de Supraveghere Financiara
• Slovenia – A-TVP – Agencija za trg Vrednostnih Papirjev
• Slovakia – NBS – Národná Banka Slovenska
• Finland – FIN-FSA – Finanssivalvonta
• Sweden – FI – Finansinspektionen
• Iceland – CBI – Central Bank of Iceland
• Liechtenstein – FMA – Finanzmarktaufsicht Liechtenstein
• Norway – Finanstilsynet

CSSF S3

The CSSF deploys the S3 (Simple Storage Service) solution, an object storage system accessible via a web service interface for secure file exchanges.

In the CSSF S3 system, data is stored as objects organised within buckets. An object represents a file and includes associated metadata.

Fund XP has developed a solution to allow Fund Managers to quickly explore, manage, and optimise their AIFMD reporting filing.

Learn more about our CSSF S3 Bucket Explorer:

CSSF S3