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Ch. 4

Investment Rules by Fund Regime

UCITS vs Part II vs SIF vs RAIF — diversification limits, leverage, asset eligibility

CriterionUCITSPart II (TS)Part II (Real Estate)SIFRAIF
Single Issuer Limit10% of NAV (5/10/40 rule)10% per issuer20% per property~30% principle (Circ. 07/309)No hard limit — AIFM framework
Aggregate Cap40% for all >5% positionsNone specifiedNone specifiedNone specifiedNone specified
Sovereign/Gov ExceptionUp to 35% (100% with CSSF auth)OECD derogationN/AOECD exception appliesPer AIFM policy
Deposit ConcentrationMax 20% per credit institutionN/AN/APrinciple-basedPer AIFM policy
OTC Derivative Counterparty10% (bank) / 5% (others)N/AN/APrinciple-basedPer AIFM policy
Borrowing Limit10% temp; 15% combined25% net assets50% of all property valuesNo hard limitPer AIFM policy
Short SellingPhysical: no. Synthetic via derivatives: yesHedge-fund style: allowed with limitsNot applicableSynthetic allowed within 30% logicPer AIF strategy
Virtual AssetsProhibited (CSSF confirmed)Well-informed investor AIFs onlyN/AAllowed with governance requirementsAllowed if AIFM framework permits
Loan OriginationNot permittedHedge strategy variants possibleNot typicallyAllowedAllowed (LOAIF rules from Apr 2026)
EPM TechniquesYes — securities lending/repos; strict collateral rulesStrategy-dependentN/AAllowedAllowed
Eligible Assets ListStrict statutory list; 10% trash ratioCSSF circular frameworks per strategyBroad real estate definitionAny asset class — principle-basedAny AIF-eligible asset
Regulatory FrameworkUCITS Dir. Art. 50–57; 2010 LawIML 91/75 / CSSF 02/802010 Law Part IICSSF Circular 07/309RAIF Law + AIFM mandate
📌 Data sourced from Lux Investment Funds 2025, Chapters 4. Verify current requirements with CSSF at cssf.lu.