Regulatory reporting

AIFMD Annex IV, produced from your source data.

Annex IV pulls together fund identifiers, exposures, geography, liquidity, investor concentration, risk measures, turnover and returns, usually from several providers in several formats. Datox automates the assembly and validation, and packages the result for the regulator.

Reporting content

The data areas Datox assembles

Fund identifiers & static data

Fund, sub-fund and manager identification, domicile, structure and reporting attributes held consistently across periods.

Exposures

Position and instrument data translated into the exposure measures the report requires, including gross and net views.

Geographical & counterparty focus

Positions classified by geography and counterparty, mapped from provider classifications into the reporting taxonomy.

Liquidity profile

Portfolio and investor liquidity buckets derived from underlying position and redemption terms data.

Investor concentration

Investor group and concentration disclosures aggregated from register data across share classes.

Risk measures

Risk figures assembled from source calculations and manager-provided inputs, with the evidence retained.

Turnover & trading

Trading activity data consolidated across the period from transactional sources.

Returns, subscriptions & redemptions

Performance and flow data prepared and reconciled against the administrator's records.

The cycle

How an Annex IV period runs

Collect
Administrator, custodian and manager files for each fund arrive by SFTP, upload or API and are matched to the reporting period automatically.
Extract
Extraction agents structure the inputs, including PDF and Word sources, and match them to the fund and period.
Enrich & map
Where holdings arrive as little more than identifiers, ISINs are resolved against an integrated Security Master and reference attributes appended. Configured mappings then place each enriched field into the Annex IV model, with unmatched or ambiguous identifiers raised for review.
Calculate & validate
Exposures, aggregations and derived fields are calculated, then framework validations, reconciliations and tolerance checks run across every fund in the cycle.
Review
Reviewers work an exception queue per fund, with source evidence, prior-period comparison and investigation summaries attached.
Package & deliver
Approved data is packaged into the required submission structure, with a readable PDF and evidence pack retained alongside it.

Reference data

From bare ISINs to Annex IV-ready data

Annex IV asks for instrument categorisation, geography and counterparty detail that position files frequently do not carry. Our system can transform bare ISINs into enriched, categorised, Annex IV-ready data: identifiers are resolved against an integrated third-party Security Master, reference attributes are appended, and Annex IV mapping, taxonomy and validation logic then run on the enriched record.

What enrichment covers

Enrich data by resolving supplied ISINs against an integrated third-party Security Master.
Append instrument type, issuer, currency and classification attributes.
Feed enriched attributes into the Annex IV instrument and exposure taxonomy.
Raise unmatched or ambiguous identifiers as explicit review exceptions.
Keep the source identifier, the enrichment result and the reported field linked for lineage.

Michael C.
Head of Prudential at Centralis Group

Multi-jurisdiction

FCA and ESMA workflows on the same data

Managers reporting into more than one regime should not maintain two separate data preparation processes. Datox holds a single fund data model and packages the output for the jurisdiction being filed.

Supported patterns

One prepared dataset per fund and period, reused across jurisdictions.
Conversion between FCA and ESMA reporting shapes where appropriate.
Jurisdiction-specific validation and packaging applied at the output stage.
Many funds reported in a single cycle with shared logic and per-fund exceptions.
Differences between regimes visible in the workflow rather than in someone's notes.

Working practice

Built for teams filing many funds

Cycle view

Status across every fund in the reporting period, in one place.

Exception focus

Reviewers see what failed, not the thousands of records that passed.

Traceability

Each reported field links back to the source document region it came from.

Collaboration

Comments, ownership and sign-off recorded per fund and per period.

Coverage and implementation scope are confirmed during deployment. Datox produces the reporting output and evidence; submission to the regulator remains under your control unless a specific arrangement is agreed.