Reuben AI

    Separately Managed Accounts in Luxembourg

    A separately managed account is a single-investor mandate. One institution gives the manager capital under bespoke terms, and the assets are held for that investor alone rather than pooled with anyone else's.

    Single-LP separately managed accounts with bespoke mandate parameters, dedicated reporting and side-letter-native operating workflows.

    Luxembourg private funds are typically RAIFs, SIFs or SICAVs wrapped as SCSp partnerships, managed by an authorised or registered AIFM subject to CSSF supervision, with UCITS available for regulated cross-border retail distribution.

    How separately managed accounts are actually run

    SMAs are how large allocators buy access without accepting standard fund terms. The investor sets its own exclusions, concentration limits, reporting cadence and often its own valuation and data requirements. Each mandate is effectively a bespoke product the manager must operate exactly as written.

    The cost is duplication. Every SMA adds a distinct set of rules to apply and a distinct report to produce, and doing that manually is what caps how many mandates a firm can carry. Reuben AI holds mandate parameters as structured constraints, so eligibility, limits and reporting follow the mandate automatically instead of being remembered.

    Regulatory framework

    Jurisdiction: Luxembourg (LU) · EUR
    Common local fund structures: SICAV investment company with variable capital under the Law of 17 December 2010 or the Law of 13 February 2007, Special Limited Partnership (SCSp) under the Law of 10 August 1915, Reserved Alternative Investment Fund (RAIF) under the Law of 23 July 2016, Specialised Investment Fund (SIF) under the Law of 13 February 2007, UCITS Fund under Part I of the Law of 17 December 2010

    Local structuring, tax and regulatory advice is the responsibility of the fund's counsel and administrator. Reuben AI does not provide legal or tax advice.

    How Reuben AI supports Separately Managed Accounts in Luxembourg

    What the manager has to keep straight

    Mandate parameters

    Exclusions, limits and eligibility rules held as data and checked against every candidate position.

    Bespoke reporting

    Reports produced in the investor's required format and cadence from the same underlying record.

    Segregation

    Assets, cash and performance kept distinct from pooled vehicles at every level of the record.

    Breach detection

    Limit and exclusion breaches surfaced as they occur rather than discovered at quarter end.

    Lifecycle of a sma in Luxembourg

    StageWorkRecord produced
    Mandate agreedTerms, exclusions and limits captured as structured parameters.Mandate specification
    DeploymentCandidate positions tested against the mandate before commitment.Eligibility check record
    MonitoringLimits evaluated continuously as positions and valuations move.Compliance history
    ReportingInvestor-specific reporting generated on the agreed cadence.Mandate report
    ReviewMandate performance assessed against its own terms, not a pooled benchmark.Mandate review pack
    Governance and auditApprovals, conflicts, valuation policy and investor consents recorded as they happen rather than reconstructed at audit.Immutable decision log and evidence pack

    Stages describe the operating workflow. Statutory filings and local registration requirements are set by CSSF (Commission de Surveillance du Secteur Financier) and the fund's counsel.

    Often confused with

    Feeder funds in Luxembourg →

    A feeder routes an investor into a pooled master fund on the master's terms. An SMA holds assets for that investor alone on the investor's terms.

    Co-investment vehicles in Luxembourg →

    Co-invest is deal-specific and sits alongside a fund. An SMA is a standing mandate that spans many deals.

    Common questions

    What makes SMAs expensive to run?

    Duplication. Each mandate has its own rules and its own report, so manual operation scales linearly with the number of mandates rather than staying flat.

    Can mandate breaches be caught before reporting?

    Yes, when limits are held as structured constraints and evaluated as positions and valuations change, rather than checked in a periodic review.

    Can one team run SMAs and pooled funds together?

    Yes. Both sit on the same operating layer, with segregation enforced at the record level and reporting driven separately.

    Primary sources

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