AIFMD Annex IV Reporting Software – XML Generator – Fund XP
AIFMD Annex IV · Europe
Annex IV reporting generated as ready XML. You keep the data you already have; Fund XP does the mapping, the ESMA validation and the files — for every regulator you report to.
1 month
After the period end, plus 15 days for funds of funds
2
XML files per submission: the AIFM and the AIF
10
National authorities supported from one data set
43,000
Words of field-by-field guidance, free to read
What AIFMD Annex IV reporting is
Annex IV reporting is the periodic regulatory return that alternative investment fund managers send to their national competent authority under Article 24 of the Alternative Investment Fund Managers Directive (2011/61/EU). The content is set out in Article 110 and the templates of Annex IV of Commission Delegated Regulation (EU) No 231/2013, which is where the name comes from.
Supervisors use the data to monitor systemic risk: leverage, liquidity, concentration, counterparty exposure and investor profiles across the alternative fund market. The reports are XML files built on the schemas published by ESMA. A file that does not match the schema, or breaks an ESMA validation rule, is rejected and has to be corrected and resent.
Frequency and deadlines
How often you report depends on your status as an AIFM and on the assets under management, including assets acquired through leverage.
| AIFM or AIF profile | Reporting frequency |
|---|---|
| Registered, sub-threshold AIFM | Annual |
| Authorised AIFM, total AuM up to €1 billion | Half-yearly |
| Authorised AIFM, total AuM above €1 billion | Quarterly |
| Individual AIF above €500 million, managed by a half-yearly AIFM | Quarterly |
| Unleveraged AIF investing in non-listed companies to acquire control | Annual |
Reporting periods end on 31 March, 30 June, 30 September and 31 December. Reports are due no later than one month after the end of the period, with an extra 15 days for funds of funds. An AIF with nothing to report still files: the report is submitted with the no-reporting flag set.
What goes into the AIFM and AIF files
Every submission is made of two kinds of XML file. Fund XP produces both from the same data set, so the figures in one always match the other.
The AIFM file
One report per manager, on the AIFMD_DATMAN schema: identification of the AIFM and its reporting obligation, principal markets and instruments traded, and total assets under management across all AIFs.
The AIF file
One report per fund, on the AIFMD_DATAIF schema, covering Article 24(1), 24(2) and, where relevant, 24(4): instruments and exposures, portfolio concentration, market, counterparty, liquidity and operational risk, investor and portfolio liquidity, stress test results, and leverage under the gross and commitment methods.
The field-by-field guide
Six reference pages covering every field of the AIFM and AIF schemas, with the code tables. Free, no account, and written from the filing side rather than as a summary of the regulation.
- The complete guideOverview and the five parts
- AIFM, Article 24(1)The manager file, field by field
- AIF, Article 24(1)Instruments, exposures, concentration
- AIF, Article 24(2)Risk profile, liquidity, stress tests
- AIF, Article 24(4)Leverage, gross and commitment
- Code tablesEvery closed list used in the schemas
How Fund XP generates your reports
You keep working with the data you already have. Fund XP does the mapping, the checks and the XML.
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Load your data
Fill in a structured Excel template, or import an export from your accounting and risk systems.
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Check it
Every field is tested against the ESMA XML schema and validation rules. Errors are explained in plain language, with the line to fix.
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Generate the XML
Fund XP builds the AIFM and AIF files with the correct structure and file naming.
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File with your authority
Upload through your usual transmission channel and keep a full record of what was sent.
Why compliance teams move their Annex IV reporting
No XML skills needed
Your team works in a familiar spreadsheet. The XML is produced for you, element by element, as ESMA defines it.
Rejections caught early
Validation runs before submission, so schema errors and broken rules are fixed in your office, not after a feedback file.
Every filing type covered
Initial reports, amendments, cancellations and nil reports, for quarterly, half-yearly and annual periods.
One process for all your funds
SICAVs, SIFs, RAIFs and SCSps managed by the same AIFM are reported from one place.
Ready for AIFMD II
Directive (EU) 2024/927 will revise the Annex IV templates. Fund XP updates the engine as ESMA finalises the new standards.
Built in Luxembourg
Designed by people who file CSSF and BCL reports themselves, for Luxembourg managers and fund administrators.
Multi-jurisdiction reporting across Europe
The Annex IV XML format comes from ESMA, but each national authority has its own submission portal and file naming rules. Fund XP produces the AIFM and AIF files for every regulator you report to, from a single data set.
- LuxembourgCSSF
- BelgiumFSMA
- CyprusCySEC
- FranceAMF
- GermanyBaFin
- IrelandCentral Bank of Ireland
- LiechtensteinFMA
- MaltaMFSA
- NetherlandsAFM
- United KingdomFCA
Reporting to another European regulator? Tell us which one.
Why an Annex IV filing is rejected
In most cases the figures are sound and the file is not.
| Cause | What happens |
|---|---|
| File name off convention | The XML format is ESMA’s, the file name is the authority’s. A correct report under the wrong name is refused at the gate. |
| Period dates against frequency | A quarterly reporting period declared on an annual filer, or dates that do not close on 31 March, 30 June, 30 September or 31 December. |
| AIFM and AIF files that disagree | The AIF file names a manager whose identifier does not match the AIFM file sent for the same period. |
| No-reporting flag missing | An AIF with no activity still files. Omitting the report, or sending it without the flag, both count as a failure to report. |
| Only one leverage method | Article 24(4) expects leverage under the gross method and the commitment method. One without the other breaks the rule. |
| Mixed currencies | Assets under management and exposures reported in different currencies within the same file. |
| Amendment without the original | An amended report that does not reference the submission it replaces is treated as a new one, and both stand. |
Annex IV reporting — frequent questions
Who must submit Annex IV reports in Luxembourg?
Every AIFM authorised or registered with the CSSF reports for itself and for each AIF it manages. Non-EU AIFMs marketing AIFs in Luxembourg under national private placement rules also report to the CSSF for the funds they market there.
What is the deadline?
Reports are due within one month after the end of the reporting period. Funds of funds have 15 additional days.
What is the difference between the AIFM file and the AIF file?
The AIFM file describes the manager: its markets, instruments and total assets under management. The AIF file describes each fund in detail, including exposures, risk profile, liquidity, stress tests and leverage.
Do I need to report for an AIF with no activity?
Yes. An AIF that has no data for the period still files a report, with the no-reporting flag set to true. Fund XP generates these nil reports automatically.
Does Fund XP check the files before submission?
Yes. Each file is validated against the ESMA XML schema and the ESMA validation rules before it is generated, and every error is shown with an explanation of what to correct.
How will AIFMD II change Annex IV reporting?
AIFMD II, Directive (EU) 2024/927, asks ESMA to develop new reporting templates and technical standards. Fund XP will support the new format once ESMA publishes it, with no change to the way you prepare your data.
Also from Fund XP
Get your next Annex IV filing ready
See your own data turned into validated AIFMD XML in a 30-minute demo.
or call +352 621 765 176