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Reminder regarding the communication means applicable for AIFM reporting from 1 July 2024

Published on 13 June 2024 Email this Share this on LinkedIn Share this on Facebook Communiqué Reminder regarding the communication means applicable for AIFM reporting from 1 July 2024 For the attentio

Article 24(1) of the AIFMD apply.

2 - Luxembourg domiciled registered AIFM.

Article 3(3) (d) of the AIFMD apply.

3 - Non-EU AIFM that markets AIFs under Article 42 of the AIFMD.

Article 24(1) of the AIFMD apply.

CSSF005 AIFM-file with inconsistent reporting period in comparison to an AIFM-file already submitted. <ReportingPeriodT ype> /AIFMReportingInfo/ AIFMRecordInfo The AIFM should not send AIFM-reporting files that cover periods that are overlapping. The only acceptable combinations of reporting periods are: - Q1, Q2, Q3, Q4 - Q1, Q2, H2 - Q1, X2 - H1, H2 - H1, Q3, Q4 AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 16/95 - Y1 - X1, Q4 CSSF006 The reporting period year must be the same as the year in the reporting period start date and the reporting period end date. <ReportingPeriodY ear> /AIFMReportingInfo/ AIFMRecordInfo The year contained in the field <ReportingPeriodYear> has to be the same as the one contained in the fields <ReportingPeriodStartDate> and <ReportingPeriodEndDate>. CSSF009 Report to be cancelled not known by the CSSF. CSSF011 The <AIFMJurisdiction> indicated in the report is not identical to the jurisdiction recorded in the database of the CSSF. Please check and confirm the correct jurisdiction by mail to aifm_reporting@cssf.lu. <AIFMJurisdiction> /AIFMReportingInfo/ AIFMRecordInfo This is a warning message. The <AIFMJurisdiction> has to correspond to the jursidiction in the database of the CSSF. CSSF013 The field <CancelledReportFlag> must be filled with "C". <CancelledReportFl ag> /AIFMReportingInfo/ CancellationAIFMRec ordInfo In the case of a cancellation by an AIFM, the field <CancelledReportFlag> must be filled with "C". FOR007 The reporting start date is not correct. <ReportingPeriodSt artDate> /AIFMReportingInfo/ AIFMRecordInfo The reporting start date does not respect the ISO 8601 format. FOR008 The reporting end date is not correct <ReportingPeriodE ndDate> /AIFMReportingInfo/ AIFMRecordInfo The reporting end date does not respect the ISO 8601 format. In the case of a cancellation, a previous report must have been sent. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 17/95 CSSF031 If the BaseCurrency is EUR, the field <AUMAmountInBaseCurr ency> has to be equal to <AUMAmountInEuro>. <AUMAmountInBas eCurrency> /AIFMReportingInfo/ AIFMRecordInfo/AIF MCompleteDescriptio n If the BaseCurrency is EUR, the field <AUMAmountInBaseCurrency> has to be equal to <AUMAmountInEuro>. CSSF032 The field <AIFMReportingCode> is not consistent with the supervision status of the AIFM. <AIFMReportingCo de> /AIFMReportingInfo/ AIFMRecordInfo For a registered AIFM the reporting code should be

  1. For an authorised AIFM the reporting code should be between 2 and 5 (included). For an A42 AIFM the reporting code should be between 6 and 9 (included). 5 Consistency controls on the content of the AIFM-files CAM001 The AIF record with "INIT" filing type has been already provided and will not be recorded twice. <FilingType> /AIFMReportingInfo/ AIFMRecordInfo M If for one report, the filing type is equal to "INIT" and that this report has been previously received without errors, the whole report will not be accepted. If you resubmit a reporting file that refers to the same <AIFMContentType>, the same <ReportingPeriodType>, the same <ReportingPeriodYear> and the same <AIFMNationalCode>, the filing type has to be equal to "AMND". CAM002 The reporting period start date is not allowed. <ReportingPeriodSt artDate> /AIFMReportingInfo/ AIFMRecordInfo M - For quarterly reporting (Q1, Q2, Q3, Q4) the reporting start date is the beginning of a quarter, i.e. allowed values are YYYY01-01 (for Q1), YYYY-04-01 (for Q2), YYYY-07-01 (for Q3) and YYYY-10-01 (for Q4). - For half-yearly reporting (H1, H2) the reporting start date is the beginning of a half-yearly period (H1, H2), i.e. allowed values are YYYY-01-01 (for H1) and YYYY-07-01 (for H2). - For three-quarterly reporting (X1), the reporting start date must be equal to YYYY-01-01 and for three-quarterly reporting (X2), the reporting start date must equal YYYY-04-
  2. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 18/95 - For yearly reporting (Y1), the reporting start date is the beginning of the calendar year (Y1), i.e. the only allowed value is YYYY-01-
  3. CAM003 The reporting period end date is not allowed. <ReportingPeriodE ndDate> /AIFMReportingInfo/ AIFMRecordInfo M If the “Last Reporting Flag” is equal to “true”, then - For quarterly reporting (Q1, Q2, Q3, Q4) the reporting end date is less or equal to YYYY-03-31 for Q1, YYYY-06-30 for Q2, YYYY-09-30 for Q3, YYYY-12-31 for Q
  4. - For half-yearly reporting (H1, H2) the reporting end date is less or equal to YYYY-06-30 for H1, YYYY-12-31 for H
  5. - For three-quarterly reporting (X1, X2) the reporting end date is less or equal to YYYY-09-30 for X1, YYYY-12-31 for X
  6. - For yearly reporting (Y1) the reporting end date is less or equal to YYYY-12-31 for Y
  7. If the “Last Reporting Flag” is equal to “false”, then - For quarterly reporting (Q1, Q2, Q3, Q4), the reporting end date is the end of a quarter, i.e. allowed values are YYYY-03-31 for Q1, YYYY-06-30 for Q2, YYYY-09-30 for Q3, YYYY-12-31 for Q
  8. - For half-yearly reporting (H1, H2), the reporting end date is the end of a 6-month period (H1, H2), i.e. allowed values are YYYY-06-30 for H1, YYYY-12-31 for H
  9. - For three-quarterly reporting (X1, X2) the reporting end date is is the end of a 9-month period (X1, X2), i.e. allowed values are YYYY-09-30 for X1, YYYY-12-31 for X
  10. - For yearly reporting (Y1); the reporting end date is the end of the calendar year (Y1), i.e. the only allowed value is YYYY-1231 for Y
  11. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 19/95 CAM004 The quarter for the AIMF reporting obligation change should be reported. <AIFMReportingObl igationChangeQuar ter> /AIFMReportingInfo/ AIFMRecordInfo C M for <AIFMReportingOblig ationChangeFrequenc yCode> or <AIFMReportingOblig ationChangeContents Code> filled in F otherwise Code indicating the quarter during which the frequency and/or contents reporting obligation on the AIFM change. The codes for the reporting obligation change quarter are: - Q1: for 1st quarter of the calendar year - Q2: for 2nd quarter of the calendar year - Q3: for 3rd quarter of the calendar year - Q4: for 4th quarter of the calendar year The field is mandatory for <AIFMReportingObligationChangeFrequencyCode> or <AIFMReportingObligationChangeContentsCode> filled in and forbidden otherwise. CAM005 The jurisdiction of the AIF is not correct. <AIFMJurisdiction> /AIFMReportingInfo/ AIFMRecordInfo M The nationality of the AIFM must be the same as in the CSSF register, i.e. for Luxembourg-domiciled AIFMs "LU" and for nonEU AIFMs the correct country code as requested by standard ISO-3166-
  12. CAM006 The AIFM national code does not exist in the ESMA Register. <AIFMNationalCod e> /AIFMReportingInfo/ AIFMRecordInfo M This is only a warning This control is currently not active. Please resend the file. The AIFM national code for Luxembourg domiciled AIFMS and non-EU AIFMs that market AIFs in Luxembourg must have the format ANNNNNNN (where A is a fix letter and NNNNNNN an 8digit number). CAM007 Verify the correctness of the LEI code format rules following the calculation methodology of the 2last check digits. <AIFMIdentifierLEI > /AIFMReportingInfo/ AIFMRecordInfo/AIF MCompleteDescriptio n/AIFMIdentifier O The CSSF verifies the correctness of the LEI code format and performs the 2-last digits check. (ISO 17442 standard) AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 20/95 CAM008 The country code exists in the reference table of countries. <ReportingMember State> /AIFMReportingInfo/ AIFMRecordInfo/AIF MCompleteDescriptio n/AIFMIdentifier/Old AIFMIdentifierNCA M Country code standard ISO-3166-1 of the reporting Member State which have allocated the former national identification code (AIFM national code) to provide when the national identification code changes (for the first reporting following the change of the national code and any subsequent reporting). The reporting member state must be "LU". CAM009 The field is mandatory when the old AIFM national identifier Reporting Member State is filled in. <AIFMNationalCod e> /AIFMReportingInfo/ AIFMRecordInfo/AIF MCompleteDescriptio n/AIFMIdentifier/Old AIFMIdentifierNCA M The former national identification code (<AIFMNationalCode>) has to be filled in, when the national identification code of the AIFM changes (for the first reporting following the change of the national code and any subsequent reporting). This field is mandatory when the field <ReportingMemberState> of the <OldAIFMIndentifierNCA> is filled in. CAM010 The MIC code is not correct. <MarketCode> /AIFMReportingInfo/ AIFMRecordInfo/AIF MCompleteDescriptio n/AIFMPrincipalMark ets/AIFMFivePrincipal Market/MarketIdentif ication C M for Code type of principal market in which AIFM trades equal to "MIC" If the code type of the principal market in which the AIFM trades equals "MIC", the field "MIC Code (ISO 10383) of the principal market in which the AIFM trades" is mandatory. Otherwise, this field has to be empty. If the field is not empty, the MIC Code must exist in the table of the markets. CAM011 The field is mandatory for market code type different from “NOT”. <AggregatedValue Amount> /AIFMReportingInfo/ AIFMRecordInfo/AIF MCompleteDescriptio n/AIFMPrincipalMark ets/AIFMFivePrincipal Market C M for market code type different from "NOT" Aggregated value of the instruments at the level of the five most important markets in which it trades on behalf of the AIF it manages. This aggregated value is expressed in euro filled in without decimal places. The field is mandatory for market code type different from "NOT". AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 21/95 CAM012 The reported value is not consistent with the rank. <AggregatedValue Amount> /AIFMReportingInfo/ AIFMRecordInfo/AIF MCompleteDescriptio n/AIFMPrincipalMark ets/AIFMFivePrincipal Market C M for market code type different from "NOT" The ranks that are assigned to the reported values should be consistent in relation to each other. First rank value is above or equal to the second rank value and so on. CAM013 The aggregated value is not consistent with the sub-asset type. <AggregatedValue Amount> /AIFMReportingInfo/ AIFMRecordInfo/AIF MCompleteDescriptio n/AIFMPrincipalInstr uments/AIFMPrincipa lInstrument C M for market code type different from "NOT" Aggregated value of the instruments at the level of the five most important markets in which it trades on behalf of the AIF it manages. This aggregated value is expressed in euro, filled in without decimal places. The field is mandatory for market code type different from "NOT". CAM014 The reported value is not consistent with the rank. <AggregatedValue Amount> /AIFMReportingInfo/ AIFMRecordInfo/AIF MCompleteDescriptio n/AIFMPrincipalInstr uments/AIFMPrincipa lInstrument C M for market code type different from "NOT" The ranks that are assigned to the reported values should be consistent in relation to each other. First rank value is above or equal to the second rank value and so on. CAM016 The total AuM amount in base currency is not consistent with the total AuM amount in Euro. <AUMAmountInEur o> /AIFMReportingInfo/ AIFMRecordInfo/AIF MCompleteDescriptio n/ M This control is currently not active. Please resend the file. If the mandatory field <AIFMBaseCurrency> equals « EUR », the field <TotalAuMAmountInEuro> must be equal to the mandatory field <TotalAuMAmountInBaseCurrency>. If the mandatory field <AIFMBaseCurrency> is different from «EUR», the field <TotalAuMAmountInEuro> must be equal to the mandatory field <TotalAuMAmountInBaseCurrency> * the mandatory field <EURFXRate>. For example if the AIFMs’ <TotalAuMAmountInBaseCurrency> is "123.456.789 USD" and the "Base currency / EUR FX rate" equals “0,8264” than the AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 22/95 <TotalAuMAmountInEuro> must be equal to “102.024.690 EUR“. The CSSF accepts <TotalAuMAmountInEuro> where the result has been rounded up to the next integer or where the entire part of the result has been computed. CAM017 The currency code exists in the reference table of currencies. <BaseCurrency> /AIFMReportingInfo/ AIFMRecordInfo/AIF MCompleteDescriptio n/AIFMBaseCurrency Description M The base currency code (3-character currency code according to the ISO 4217) of the AIFM must exist in the reference table of currencies. CAM020 The reference rate description is not consistent with the reference rate type. <FXEUROtherRefer enceRateDescriptio n> /AIFMReportingInfo/ AIFMRecordInfo/AIF MCompleteDescriptio n/AIFMBaseCurrency Description C M for Base currency / EUR FX reference rate type equal to "OTH" Name of the source of the euro reference rates used according to the FX EUR conversion reference rate type reported - Free text for "OTH" type when the corresponding euro reference rate is not published by the ECB - Empty for "ECB" type when the corresponding euro reference rate is published by the ECB. The field is mandatory for Base currency / EUR FX reference rate type equal to "OTH" and forbidden otherwise. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 23/95 Annex 2: Description of controls, error codes and error messages received in the return files to an AIF reporting file Note • The "Error" column contains the error code. • The "Error message" column contains the error message transmitted in the feedback file. • The "XML Tag" column contains the exact xml tag where the error has occurred. • The "XML path" column contains the entire path. • The "M/C/O/F" column indicates whether an element is mandatory (M), conditional (C) for elements mandatory in specific cases, forbidden (F) or optional (O). Error • The "Control Description" column contains a detailed description of the expected / authorised values for this field. • All deactivated controls at CSSF are shown in grey. Error message XML TAG XML PATH M/C/O/F Control description 0 Specific control (only available for the method of transmitting reports via API) AUT50 Bucket participant does not match filename participant. The bucket participant must match with filename sender. 1 CSSF controls that apply to the format of the zip-file IMPORTANT - If the AIF-reporting file contains the described error, the processing of the file will be stopped and the sender will receive an FDB-file with the respective error codes and messages. The AIF-reporting file has to be amended and resubmitted. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 24/95 ERR009 The zip file contains more than one XML file which is not accepted as set out in this document. The zip-file must contain only one XML file. FOR000 Invalid or corrupt zip-file. The zip-file must be valid and can be unzipped. FOR002 The report does not contain an XML file. The report must contain an XML file. 2 CSSF controls that apply to the naming convention of the XML-file IMPORTANT - If the AIF-reporting file contains the described error, the processing of the file will be stopped and the sender will receive an FDB-file with the respective error codes and messages. The AIF-reporting file has to be amended and resubmitted. ERR001 The AIFM does not exist in the CSSF register. The AIFM has to exist in the CSSF register. Before sending any AIF-reporting files to the CSSF, the AIFM should check, if the AIFM identifier (ANNNNNNNN, where A is a fix letter and NNNNNNNN a number composed by eight digits) can be found in the following AIFM/AIF identifier list https://www.cssf.lu/en/document/identifiers-of-aifms/. If the identifier cannot be located found in this zip-file and the AIFM has already been authorised or registered with the CSSF, the AIFM should contact the CSSF by using exclusively the email address aifm_reporting@cssf.lu. ERR002 The link between the sender and the AIFM does not exist in the CSSF register. Before sending any AIF-reporting file to the CSSF, the AIFM should inform the CSSF, if the company is the technical sender of the AIF-reporting to the CSSF or if delegates the submission to a third party. In this context, the CSSF requested AIFMs in its press release 15/04 to submit this information exclusively the email address AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 25/95 aifm_reporting@cssf.lu in case the information has not already been submitted during the registration of their certificate with the CSSF. ERR003 A reporting file with the same filename has already been sent. If you want to change the existing data, please submit a new file with a different filename and take care to fulfil all other requirements for amending already submitted data. The AIF-reporting file must not already have been sent with the exactly the same naming convention and timestamp. ERR004 The AIF does not exist in the CSSF register. The AIF has to exist in the CSSF register. Before sending any AIF-reporting files to the CSSF, the AIFM should check, if its AIF identifier (FMMMMMMMM_CCCCCCCC, "F" to be replaced by the constant value "O", "K" or "V" followed by the identification number of the AIF (preceded by zeros when the number has less than 8 digits), " _ " (underscore) and the identification number of the compartment/sub-fund (preceded by zeros when the number has less than 8 digits, or "00000000", if the fund has no compartment/sub-fund) can be found in the AIFM/AIF identifier file https://www.cssf.lu/en/document/identifiers-of-aifms/. If the identifier cannot be found in this zip-file and the AIF has already been registered with the CSSF, the AIFM should contact the CSSF by using exclusively the email address aifm_reporting@cssf.lu. The CSSF also checks if the <AIFNationalCode> is identical to the AIF code of the XML file. The AIF national code has to be AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 26/95 exactly the same as in the XML file, i.e. "FMMMMMMMM_CCCCCCCC" in the AIF-file (Id 17) must equal "FMMMMMMMM-CCCCCCCC" in the corresponding part of the XML-file. ERR005 The link between the AIFM and the AIF does not exist in the CSSF register. The AIFM and the AIF have to be linked in the CSSF register. Before sending any AIF-reporting file to the CSSF, the AIFM should check, if its AIFM and AIF identifier can be found in the same line of the identifier list (https://www.cssf.lu/en/document/identifiers-of-aifms/). If both identifiers cannot be found in the same line of this zip-file, the AIFM should contact the CSSF by using exclusively the email address aifm_reporting@cssf.lu. ERR007 The filename of the zip-file and the filename of the XML-file are not identical. The filename of the zip-file and the filename of the XML-file must be the same. 3 CSSF controls that apply to the format of the XML file IMPORTANT - If the AIF-reporting file contains the described error, the processing of the file will be stopped and the sender will receive an FDB-file with the respective error codes and messages. The AIF-reporting file has to be amended and resubmitted. FOR001 Invalid XML format. The XML format must correspond to the last version published by ESMA. If an AIFM submits an XML format which is not identical to the current version, the AIF-reporting file will be refused. FOR003 The file is not an AIF file The filename corresponds to an AIF-reporting whereas the XML format corresponds to an AIFM-reporting. FOR010 The file contains more than one record. The XML-file contains more than one reporting record (<AIFRecordInfo> or <CancellationAIFRecordInfo>) AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 27/95 4 CSSF controls on the identification aspects of the content of the file FIL009 The reporting member state must be "LU". <ReportingMember State> The reporting member state must be "LU". CSSF001 The AIFM national code in the reporting file is not the same as the AIFM code in the filename of the XML file. <AIFMNationalCod e> CSSF009 Report to be cancelled not known by the CSSF CSSF012 Two strategies should be reported at least when <PredominantAIFType> is equal to "NONE". <PredominantAIFT ype> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion If the field <PredomiantAIFType> is none, at least two stategies must be reported. CSSF013 The field <CancelledReportFlag> must be filled with "C". <CancelledReportF lag> AIFReportingInfo/Can cellationAIFRecordInf o In the case of a cancellation by an AIFM, the field <CancelledReportFlag> must be filled with "C". CSSF015 The sub-fund does not exist in the CSSF register. <AIFNationalCode > AIFReportingInfo/AIF RecordInfo The sub-fund has to exist in the CSSF register. Before sending any AIF-reporting files to the CSSF, the AIFM should check, if the sub-fund (CCCCCCCC, a number composed by eight digits) can be found in the following AIFM/AIF identifier list https://www.cssf.lu/en/document/identifiers-of-aifms/. If the identifier cannot be found in this zip-file, the AIFM should contact the CSSF by using exclusively the email address aifm_reporting@cssf.lu. AIFReportingInfo/AIF RecordInfo The <AIFMNationalCode> in the XML file has to be identical to the AIFM code of the XML filename. The AIFM national code has to be exactly the same as in the XML file, i.e. "ANNNNNNNN". In the case of a cancellation, a previous report must have been sent. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 28/95 CSSF016 The field <AIIExpiryDate> must contain a correct date. <AIIExpiryDate> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MainInstru mentsTraded/MainIn strumentTraded/AIII nstrumentIdentificati on The date in the field <AIIExpiryDate> must be greater than 01.01.
  13. ERR008 The AIF national code is not the same as the AIF code in the filename of the XML file. <AIFNationalCode > The <AIFNationalCode> in the XML file has to be identical to the AIF code of XML filename. The AIF national code has to be exactly the same as in the XML file, i.e. "FMMMMMMMM". FOR005 The reporting start date is not correct. <ReportingPeriodS tartDate> The reporting start date does not respect the ISO 8601 format. FOR006 The reporting end date is not correct <ReportingPeriodE ndDate> The reporting end date does not respect the ISO 8601 format. FOR009 The inception date is not correct <InceptionDate> The inception date does not respect the ISO 8601 format. CSSF017 The AIF's name has to be defined. <AIFName> AIFReportingInfo/AIF RecordInfo The field <AIFName> is mandatory. CSSF018 If the field <AIFNoReportingFlag> is equal to "false", the filling of the block <AIFCompleteDescription > is mandatory. <AIFNoReportingFl ag> AIFReportingInfo/AIF RecordInfo If the field <AIFNoReportingFlag> is equal to "false", the filling of the block <AIFCompleteDescription> is mandatory. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 29/95 CSSF020 Duplicate values exist for the field <Ranking> in at least one category. <Ranking> The field <Ranking> cannot contain duplicate values for the same information. The concerned blocks are: MainInstrumentTraded, PrincipalExposure, PortfolioConcentration, AIFPrincipalMarkets, FundToCounterpartyExposure, CounterpartyToFundExposure, CCPExposure, BorrowingSource CSSF021 The field <MainBeneficialOwnersRat e> cannot be equal to
  14. <MainBeneficialOw nersRate> AIFRecordInfo/AIFCo mpleteDescription/AI FPrincipalInfo/MostI mportantConcentrati on/InvestorConcentr ation The field <MainBeneficialOwnersRate> cannot be equal to
  15. CSSF022 The field <SubAssetType> of an individual exposure equal to 'NTA_NTA_NOTA' is forbidden. <SubAssetType> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/Individu alExposure/AssetTyp eExposures/AssetTyp eExposure The field <SubAssetType> of an individual exposure equal to 'NTA_NTA_NOTA' is forbidden. CSSF023 The sum of the percentage of NAV for each typology of investors should be equal to 100%. <InvestorGroupRat e> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/RiskProfi le/LiquidityRiskProfile The sum of the percentage of NAV for each typology of investors should be equal to 100%. Only one percentage per <InvestorGroupType> block is allowed. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 30/95 /InvestorGroups/Inve storGroup CSSF024 The field <PrimaryStrategyFlag> is only allowed once. <PrimaryStrategyF lag> The field <PrimaryStrategyFlag> is allowed only once for the following investment strategy types: HedgeFundStrategyType PrivateEquityFundStrategyType RealEstateFundStrategyType FundOfFundsStrategyType OtherFundStrategyType CSSF033 There is only one <LongPosition> and <ShortPosition> expected per <CurrencyExposure>. <CurrencyExposur e> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/Individu alExposure There is only one <LongPosition> and <ShortPosition> expected per <CurrencyExposure>. CSSF034 The field <AIFReportingCode> is not consistent with the supervision status of the AIFM. <AIFReportingCod e> AIFReportingInfo/AIF RecordInfo For a registered AIFM the reporting code should be
  16. For an authorised AIFM the reporting code should be between 2 and 34 (included). For an A42 AIFM the reporting code should be between 35 and 45 (included). CSSF035 The exchange rate reported cannot be equal to
  17. <FXEURRate> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/AIFBaseCurrenc yDescription The exchange rate in the reporting file cannot be equal to
  18. CSSF036 The exchange rate reported cannot be equal to 1 and be more than 1% <FXEURRate> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri The exchange rate reported cannot be equal to 1 and be more than 1% in absolute terms from ECB. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 31/95 in absolute terms from ECB. ncipalInfo/AIFDescrip tion/AIFBaseCurrenc yDescription CSSF037 The exchange rate reported cannot be null. <FXEURRate> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/AIFBaseCurrenc yDescription The exchange rate in the reporting file cannot be empty. CSSF038 The exchange rate reported cannot be more than 1% in absolute terms from ECB. <FXEURRate> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/AIFBaseCurrenc yDescription The exchange rate reported cannot be more than 1% in absolute terms from ECB. CSSF039 The exchange rate reported is inverted compared to the ECB exchange rate. <FXEURRate> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/AIFBaseCurrenc yDescription The exchange rate reported is inverted compared to the ECB exchange rate. CSSF040 The fund is trading derivatives and should have a LEI under EMIR. <AIFIdentifierLEI> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFIdentifi cation If <ExchangedTradedDerivativesExposureValue> is filled or <OTCDerivativesAmount> is filled, a LEI code is mandatory. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 32/95 CSSF041 The fund is trading under MIFID and should have a LEI. <AIFIdentifierLEI> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFIdentifi cation If the fund is trading under MIFID, the LEI code is mandatory. CSSF042 The sum of the percentages of financing amount is different than 100% (between 99101%). <TotalFinancingIn Days0To1Rate> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/RiskProfi le/LiquidityRiskProfile /FinancingLiquidityPr ofile If the <TotalFinancingInDays0To1Rate> is not empty and the sum of all <TotalFinancingInDaysXToYRate> is not 100 but between 99 and
  19. CSSF043 The sum of the percentages of financing amount is different than 100% (<99% or >101%). <TotalFinancingIn Days0To1Rate> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/RiskProfi le/LiquidityRiskProfile /FinancingLiquidityPr ofile If the <TotalFinancingInDays0To1Rate> is not empty and the sum of all <TotalFinancingInDaysXToYRate> is below 99 or above
  20. If there is no predominant AIF type and all investment strategy NAV percentages are the same, all investment strategies should be set as primary investment strategy. <PrimaryStrategyF lag> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/HedgeFundInves tmentStrategies/Hed geFundStrategy/ If there is no predominant AIF type and all investment strategy NAV percentages are the same, all investment strategies should be set as primary investment strategy. CSSF044 Replaced by CAF-
  21. AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 33/95 ncipalInfo/AIFDescrip tion/PrivateEquityFun dInvestmentStrategi es/PrivateEquityFund InvestmentStrategy/ AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/FundOfFundsInv estmentStrategies/Fu ndOfFundsStrategy/ AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/OtherFundInvest mentStrategies/Othe rFundStrategy/ AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/RealEstateFundI nvestmentStrategies/ RealEstateFundStrate gy CSSF045 Missing or erroneous Leverage under <GrossMethodRate > or AIFReportingInfo/AIF RecordInfo/AIFCompl If the<AIFContentType> is 2, 4 or 5, the tags <GrossMethodRate> and <CommitmentMethodRate> have to AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 34/95 gross/commitment method. <CommitmentMeth odRate> eteDescription/AIFLe verageInfo/AIFLevera geArticle242/LeverageAIF be filled in. If the error CSSF-046 is also raised, please first check the consistency of the <AIFContentType> and <AIFReportingCode>. CSSF046 The AIFContentType and the ReportingCode are not consistent. <AIFContentType> and <AIFReportingCod e> AIFReportingInfo/AIF RecordInfo The tags <AIFContentType> and <AIFReportingCode> have to be consistent following the annex 2 of the Esma guidelines on the reporting obligations: https://www.esma.europa.eu/sites/default/files/library/2015/ 11/2013-1360_tables_8-910_of_annex_2_of_esma_guidelines_on_reporting_obligation _revised.xlsx CSSF047 The AUMAmountInBaseCurrenc y and NetAssetValue cannot be
  22. <AUMAmountInBa seCurrency> or <AIFNetAssetValue > AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/AIFBaseCurrenc yDescription Neither the tag <AUMAmountInBaseCurrency> nor <AIFNetAssetValue> can be
  23. AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion 5 Consistency controls on the content of the AIF-files CAF001 The AIF record with "INIT" filing type has been already provided and will not be recorded twice. <FilingType> AIFReportingInfo/AIF RecordInfo M If for one report, the filing type is equal to "INIT" and that this report has been previously received without errors, the whole report will not be accepted. If you resubmit a reporting file that refers to the same <AIFMContentType>, <ReportingPeriodType>, <ReportingPeriodYear> and AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 35/95 <AIFMNationalCode>, the filing type has to be equal to "AMND". CAF002 CAF003 The reported AIF information does not correspond to the AIF content type. <AIFContentType> The reporting period start date is not allowed. <ReportingPeriodS tartDate> AIFReportingInfo/AIF RecordInfo M This control is currently not active. Please resend the file. Code indicating the contents of the AIF reporting. The AIF content types admitted are: - 1 for "24

(1)reporting obligation" - 2 for "24
(1)+ 24
(2)reporting obligation" - 3 for "3
(3)(d) reporting obligation" - 4 for "24
(1)+ 24
(2)+ 24
(4)reporting obligation" - 5 for "24
(1)+ 24
(4)reporting obligation" When the AIF no reporting flag is false: The block "AIFPrincipalInfo" will be filled in for all AIF content types. The block "AIFIndividualInfo" will be filled in for AIF content types equal to "2" and "4". The block "AIFLeverageArticle24-2" will be filled in for AIF content types equal to "2" and "4". The block "AIFLeverageArticle24-4" will be filled in for AIF content types equal to "4" and "5". AIFReportingInfo/AIF RecordInfo M The start date of the reporting period should begin on the first calendar day of January, April, July or October. (Format "yyyy-mm-dd" - ISO 8601 Date Format) - For quarterly reporting (Q1, Q2, Q3, Q4), the reporting start date is the beginning of a quarter, i.e. allowed values are YYYY-01-01 (for Q1), YYYY-04-01 (for Q2), YYYY-07-01 (for Q3) and YYYY-10-01 (for Q4). - For half-yearly reporting (H1, H2), the reporting start date is the beginning of a half-yearly period (H1, H2), i.e. allowed values are YYYY-01-01 (for H1) and YYYY-07-01 (for H2). AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 36/95 - For half-yearly reporting (X1), the reporting start date must be equal to YYYY-01-01 and for half-yearly reporting (X2), the reporting start date must be YYYY-04-
  1. - For yearly reporting (Y1), the reporting start date is the beginning of the calendar year (Y1), i.e. the only allowed value is YYYY-01-
  2. CAF004 The reporting period end date is not allowed. <ReportingPeriodE ndDate> AIFReportingInfo/AIF RecordInfo M If the <LastReportingFlagLast> is equal to "true", then - For quarterly reporting (Q1, Q2, Q3, Q4), the reporting end date is less or equal to YYYY-03-31 for Q1, YYYY-06-30 for Q2, YYYY-09-30 for Q3, YYYY-12-31 for Q
  3. - For half-yearly reporting (H1, H2), the reporting end date is less or equal to YYYY-06-30 for H1, YYYY-12-31 for H
  4. - For half-yearly reporting (X1, X2), the reporting end date is less or equal to YYYY-09-30 for X1, YYYY-12-31 for X
  5. - For yearly reporting (Y1), the reporting end date is less or equal to YYYY-12-31 for Y
  6. If the <LastReportingFlagLast> is equal to "false", then - For quarterly reporting (Q1, Q2, Q3, Q4), the reporting end date is the end of a quarter, i.e. allowed values are YYYY-0331 for Q1, YYYY-06-30 for Q2, YYYY-09-30 for Q3, YYYY-1231 for Q
  7. - For half-yearly reporting (H1, H2), the reporting end date is the end of a 6-month period (H1, H2), i.e. allowed values are YYYY-06-30 for H1, YYYY-12-31 for H
  8. - For half-yearly reporting (X1, X2), the reporting end date is is the end of a 6-month period (X1, X2), i.e. allowed values are YYYY-09-30 for X1, YYYY-12-31 for X
  9. - For yearly reporting (Y1), the reporting end date is the end of the calendar year (Y1), i.e. the only allowed value is YYYY12-31 for Y
  10. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 37/95 CAF005 Data have been reported twice for the same reporting period. <ReportingPeriodT ype> AIFReportingInfo/AIF RecordInfo M For one specific calendar year and AIF, it is not possible to have reporting overlap. The reporting period types admitted are: when reporting frequency is quarterly: - Q1: for 1st quarter of the calendar year - Q2: for 2nd quarter of the calendar year - Q3: for 3rd quarter of the calendar year - Q4: for 4th quarter of the calendar year when reporting frequency is half-yearly: - H1: for 1st half of the calendar year - H2: for 2nd half of the calendar year when reporting frequency is yearly: - Y1: for the calendar year when the specific reporting period is from 1st quarter to 3rd quarter due to change in the reporting obligation: - X1: for period from 1st quarter to 3rd quarter when the specific reporting period is from 2nd quarter to 4th quarter due to change in the reporting obligation: - X2: for period from 2nd quarter to 4th quarter CAF006 The quarter for the AIF reporting obligation change should be reported. <AIFReportingObli gationChangeQuart er> AIFReportingInfo/AIF RecordInfo C M for <AIFReportingObliga tionChangeFrequenc yCode> or <AIFReportingObliga tionChangeContents Code> filled in F otherwise Code indicating the quarter during which the frequency and/or contents reporting obligation on the AIF changes. The codes for the reporting obligation change quarter are: - Q1: for 1st quarter of the calendar year - Q2: for 2nd quarter of the calendar year - Q3: for 3rd quarter of the calendar year - Q4: for 4th quarter of the calendar year The field is mandatoty for <AIFReportingObligationChangeFrequencyCode> or <AIFReportingObligationChangeContentsCode> filled in and forbidden otherwise. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 38/95 CAF007 The AIFM national code does not exist in the AIFM reference table. <AIFMNationalCod e> AIFReportingInfo/AIF RecordInfo M This control is currently not active. Please resend the file. CAF008 The AIF national code does not exist in the AIF reference table. <AIFNationalCode > AIFReportingInfo/AIF RecordInfo M The CSSF checks if the <AIFNationalCode> is identical to the AIF code of the XML filename. The AIF national code has to be exactly the same as in the XML file, i.e. "FMMMMMMMM_CCCCCCCC". CAF009 The EEA flag is not correct. <AIFEEAFlag> AIFReportingInfo/AIF RecordInfo M This flag indicates whether the AIF is domiciled in the EEA or the EU. If the field <AIFEEAFlag> is equal to "true", the value of the field <AIFDomicile> must be the country code standard ISO3166-1 of a country that belongs to the EAA, else it must be a country code of a non-EEA or EU AIF. CAF010 The domicile of the AIF is not correct. <AIFDomicile> AIFReportingInfo/AIF RecordInfo M For EU AIF, the domicile of the AIF should be understood as the home Member State of the AIF as defined in Article 4
(1)(
  1. p)of the AIFMD. For non-EU AIF, the domicile of the AIF should be the country where the AIF is authorised or registered or where it has its registered office. The Country code standard ISO-3166-1 has to be used to fill in this field. The domicile of the AIF must be the same as the one in the CSSF register. The AIFM national code for Luxembourg-domiciled AIFMs and non-EU AIFMs that market AIFs in Luxembourg must have the format ANNNNNNN (where A is a fix letter and NNNNNNN an 8-digit number). AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 39/95 CAF011 The inception date is not allowed as it should be before the reporting start date. <InceptionDate> AIFReportingInfo/AIF RecordInfo M The date the AIF started business (Format "yyyy-mm-dd" ISO 8601 Date Format). The inception date should not be after the start date of the reporting period. CAF012 The AIF no reporting flag is not consistent with the reported information. <AIFNoReportingFl ag> AIFReportingInfo/AIF RecordInfo M The whole <AIFCompleteDescription> block is forbidden if the <AIFNoreportingFlag> is equal to "true" (empty file, this means that no information is reported for the reporting period). CAF013 The check digits of the LEI code are not correct. <AIFIdentifierLEI> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFIdentifi cation O The CSSF verifies the correctness of the LEI code format and performs the 2-last digits check (ISO 17442 standard). CAF014 The check digit of the ISIN code is not correct. <AIFIdentifierISIN > AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFIdentifi cation O The CSSF verifies the correctness of the ISIN code format rules following the calculation methodology of the "last check digit" (ISO 6166 standard). CAF015 The country of the old AIF national code is not correct and should be an EEA or EU country. <ReportingMember State> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFIdentifi cation/OldAIFIdentifi erNCA M Country code standard ISO-3166-1 of the reporting Member State which have allocated the former national identification code (AIFM national code) to provide when the national identification code changes (for the first reporting following the change of the national code and any subsequent reporting). CAF016 The share class national code is not consistent with the share class flag. <ShareClassNation alCode> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/ShareClass C F for AIF share class This field is forbidden if the field <ShareClassFlag> of the AIF equals to "false" and optional otherwise. Where available, AIFMs have to fill in the unique reference AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 40/95 Identification/ShareC lassIdentifier flag false O otherwise allocated by the national competent authority to which the AIFM reports under AIFMD identifying each share class. CAF017 The check digit of the ISIN code is not correct. <ShareClassIdentif ierISIN> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/ShareClass Identification/ShareC lassIdentifier C F for AIF share class flag false O otherwise The CSSF verifies the correctness of the ISIN code format rules following the calculation methodology of the "last check digit» (ISO 6166 standard). The field is forbidden for AIF share class equal to false and optional otherwise. CAF018 The share class ISIN code is not consistent with the share class flag. <ShareClassIdentif ierISIN> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/ShareClass Identification/ShareC lassIdentifier C F for AIF share class flag false O otherwise Where available, the ISIN code (ISO 6166 standard) identifying each share class. The field is forbidden for <ShareClassFlag> of the AIF equal to "false" and optional otherwise. CAF019 The share class SEDOL code is not consistent with the share class flag. <ShareClassIdentif ierSEDOL> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/ShareClass Identification/ShareC lassIdentifier C F for AIF share class flag false O otherwise Where available, the SEDOL code identifying each share class. The field is forbidden for <ShareClassFlag> of the AIF equal to "false" and optional otherwise. CAF020 The share class CUSIP code is not consistent with the share class flag. <ShareClassIdentif ierCUSIP> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/ShareClass Identification/ShareC lassIdentifier C F for AIF share class flag false O otherwise Where available, the CUSIP code identifying each share class. The field is forbidden for <ShareClassFlag> of the AIF equal to "false" and optional otherwise. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 41/95 CAF021 The share class Bloomberg code is not consistent with the share class flag. <ShareClassIdentif ierTicker> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/ShareClass Identification/ShareC lassIdentifier C F for AIF share class flag false O otherwise Where available, the Bloomberg ticker symbol identifying each share class. The field is forbidden for <ShareClassFlag> of the AIF equal to "false" and optional otherwise. CAF022 The share class Reuters code is not consistent with the share class flag. <ShareClassIdentif ierRIC> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/ShareClass Identification/ShareC lassIdentifier C F for AIF share class flag false O otherwise Where available, the Reuters Identifier Code (RIC) identifying each share class. The field is forbidden for <ShareClassFlag> of the AIF equal to "false" and optional otherwise. CAF023 The share class name is not consistent with the share class flag. <ShareClassName > AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/ShareClass Identification/ShareC lassIdentifier C M for AIF share class flag true F otherwise This field is forbidden if the <ShareClassFlag> of the AIF is equal to "false" and mandatory otherwise. CAF024 The master AIF name is not consistent with the master feeder status. <AIFName> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/MasterAIFsIdenti fication/MasterAIFIde ntification C M for Master feeder status equal to "FEEDER" F otherwise The legal name of the AIF (no standard). If the field <AIFMasterFeederStatus> is equal to "FEEDER", the field <AIFName> of the <MasterAIFsIdentification> is mandatory. AIFM is requested to provide the full name as provided by Swift for master AIF(
  2. s)that have one BIC or LEI code. If the field <AIFMasterFeederStatus> is not equal to "FEEDER", the field <AIFName> of the <MasterAIFsIdentification> is forbidden. In the case of umbrella fund, the name of the umbrella fund and the sub-fund(
  3. s)should be reported. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 42/95 CAF025 The country of the master AIF national code is not correct and should be an EEA or EU country. <ReportingMember State> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/MasterAIFsIdenti fication/MasterAIFIde ntification/AIFIdentifi erNCA C O for Master feeder status equal to "FEEDER" F otherwise AIFM is requested to provide the Country code standard ISO3166-1 of the reporting Member State to which the AIFM of the master AIF(
  4. s)reports under AIFMD. The country code field has to be filled only when the country of the master fund is in EU or EEA, if it is not this case you should not fill this field. CAF026 The master AIF name is not consistent with the master feeder status. <ReportingMember State> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/MasterAIFsIdenti fication/MasterAIFIde ntification/AIFIdentifi erNCA C O for Master feeder status equal to "FEEDER" F otherwise If the field <AIFMasterFeederStatus> equals "FEEDER", the field <ReportingMemberState> of the <AIFIdentifierNCA> of the Master is mandatory. If the field <AIFMasterFeederStatus> is not equal to "FEEDER", the field<ReportingMemberState> of the <AIFIdentifierNCA> of the Master is forbidden. The country code standard ISO-3166-1 of the Member State to which the AIFM reports the AIFMD reporting has to be reported. CAF027 The master AIF national code is not consistent with the master feeder status. <AIFNationalCode > AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/MasterAIFsIdenti fication/MasterAIFIde ntification/AIFIdentifi erNCA C M for Master feeder status equal to "FEEDER" F otherwise Unique reference identifying each AIF allocated by the national competent authority of the reporting Member State of the AIFM to which the AIFM reports under AIFMD. If the field <AIFMasterFeederStatus> equals "FEEDER", the field <AIFNationalCode> of the <AIFIdentifierNCA> of the Master is mandatory. If the field <AIFMasterFeederStatus> is not equal to "FEEDER", the field <AIFNationalCode> of the <AIFIdentifierNCA> of the Master is forbidden. CAF028 The check digits of the LEI code are not correct. <EntityIdentificatio nLEI> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri O The CSSF verifies the correctness of the LEI code format and performs the 2-last digits check (ISO 17442 standard). AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 43/95 ncipalInfo/AIFDescrip tion/PrimeBrokers/Pri meBrokerIdentificatio n CAF029 The currency code is not correct. <BaseCurrency> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/AIFBaseCurrenc yDescription M Currency code (3-character currency code according to the ISO 4217) used for reporting the information. Only one currency should be reported. This means that AIFs with several share classes denominated in different currencies should have only one base currency. AIFM is requested to use the currency of the AIF (i.e. of the fund or of the sub-fund) as it is has been submitted to the CSSF. CAF030 The FX rate is not consistent with the AIF base currency. <FXEURRate> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/AIFBaseCurrenc yDescription C M for AIF base currency different from "EUR" F otherwise Conversion rate filled in with 4 decimal places. The field is mandatory for <AIFBaseCurrency> different from "EUR" and forbidden otherwise, i.e. if <AIFBaseCurrency> is "EUR", this field is forbidden. CAF031 The FX reference rate type is not consistent with the AIF base currency. <FXEURReference RateType> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/AIFBaseCurrenc yDescription C M for AIF base currency different from "EUR" F otherwise 2 types are admitted: - "ECB" when the base currency is one of the currencies for which the exchange rates are euro reference rates published by the ECB - "OTH" in other cases The field is mandatory for <AIFBaseCurrency> different from "EUR" and forbidden otherwise, i.e. if <AIFBaseCurrency> is "EUR", this field is forbidden. The ECB reference rates are published daily when TARGET system is open. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 44/95 CAF032 The reference rate description is not consistent with the FX reference rate type. <FXEUROtherRefer enceRateDescriptio n> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/AIFBaseCurrenc yDescription C M for reference rate type equal "OTH" F otherwise Name of the source of the euro reference rates used according to the FX EUR conversion reference rate type. - Free text for "OTH" type when the corresponding euro reference rate is not published by the ECB - Empty for "ECB" type when the corresponding euro reference rate is published by the ECB. This field is mandatory (free text), if the field <FXEURReferenceRateType> of the <AIFBaseCurrencyDescription> equals "OTH". This field has to be left blank, if the<FXEURReferenceRateType> of the <AIFBaseCurrencyDescription> equals "ECB". CAF033 The first funding country is not correct. <FirstFundingSour ceCountry> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion O AIFMs must use a country code that figures in the reference table of the country codes table of the standard ISO 3661-1. CAF034 The second funding country is not correct. <SecondFundingSo urceCountry> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion O AIFMs must use a country code that figures in the reference table of the country codes table of the standard ISO 3661-1. CAF035 The third funding country is not correct. <ThirdFundingSour ceCountry> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion O AIFMs must use a country code that figures in the reference table of the country codes table of the standard ISO 3661-1. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 45/95 CAF036 The investment strategy code is not consistent with the predominant AIF type. <HedgeFundStrate gyType> <PrivateEquityFun dStrategyType> <FundOfFundsStra tegyType> <OtherFundStrate gyType> <RealEstateFundSt rategyType> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/PredominantAIF Type/ AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/HedgeFundInves tmentStrategies/ AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/PrivateEquityFun dInvestmentStrategi es/ AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/FundOfFundsInv estmentStrategies/ AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/OtherFundInvest mentStrategies/ C M within each strategy block The investment strategy types admitted are listed in Annex II - Table 3. Investment strategies are mutually exclusive, except when AIFMs select "None". Within the <HedgeFundStrategies> block, if the investment strategy code "MULT_HFND" is reported, at least 2 other different hedge fund investment strategy codes should be reported. Within the <PrivateEquityFundStrategies> block, if the investment strategy code "MULT_PEQF" is reported, at least 2 other different Private equity fund investment strategy codes should be reported. Within the <RealEstateFundStrategies> block, if the investment strategy code "MULT_REST" is reported, at least 2 other different Private equity fund investment strategy codes should be reported. If the field <PredominantAIFType> equals "HFND", the block <HedgeFundStrategyType> has to be reported. If the field <PredominantAIFType> equals "PEQF", the block <PrivateEquityFundStrategyType> has to be reported. If the field <PredominantAIFType> equals "REST", the block <RealEstateFundStrategyType> has to be reported. If the field <PredominantAIFType> equals "FOFS", the block <FundOfFundsStrategyType> has to be reported. If the field <PredominantAIFType> equals "OTHR", the block <OtherFundStrategyType> has to be reported. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 46/95 AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/RealEstateFundI nvestmentStrategies CAF037 The investment strategy code is not allowed. <HedgeFundStrate gyType> <PrivateEquityFun dStrategyType> <FundOfFundsStra tegyType> <OtherFundStrate gyType> <RealEstateFundSt rategyType> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/PredominantAIF TypeAIFReportingInf o/AIFRecordInfo/AIF CompleteDescription/ AIFPrincipalInfo/AIF Description/HedgeFu ndInvestmentStrateg ies/HedgeFundStrate gy AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/PrivateEquityFun dInvestmentStrategi es/PrivateEquityFund InvestmentStrategyA IFReportingInfo/AIFR ecordInfo/AIFComple teDescription/AIFPrin C M within each strategy block The investment strategy types admitted are listed in Annex II - Table 3 of the "Guidelines on

Articles 3

(3)(d) and 24
(1),
(2)and
(4)of the AIFMD" (ESMA ESMA/2014/869EN). The CSSF checks that: - Different Investment strategies are not reported when the AIF predominant type is different from "NONE". In that case, only one investment strategy block (HedgeFundInvestmentStrategies, PrivateEquityFundInvestmentStrategies, RealEstateFundInvestmentStrategies, FundOfFundsInvestmentStrategies, OtherFundInvestmentStrategies) can be reported as the investment strategies are mutually exclusive. - Within the <HedgeFundStrategyType> block, if the investment strategy code "MULT_HFND" is reported , at least 2 other different hedge fund investment strategy codes should be reported. - Within the <PrivateEquityFundStrategyType> block, if the investment strategy code "MULT_PEQF" is reported, at least 2 other different Private equity fund investment strategy codes should be reported. - Within the <RealEstateFundStrategyType> block, if the investment strategy code "MULT_REST" is reported, at least 2 AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 47/95 cipalInfo/AIFDescripti on/FundOfFundsInve stmentStrategies/Fun dOfFundsStrategyAIF ReportingInfo/AIFRec ordInfo/AIFComplete Description/AIFPrinci palInfo/AIFDescriptio n/OtherFundInvestm entStrategies/OtherF undStrategyAIFRepor tingInfo/AIFRecordInf o/AIFCompleteDescri ption/AIFPrincipalInfo /AIFDescription/Real EstateFundInvestme ntStrategies/RealEsta teFundStrategy CAF038 Multi strategies investment strategies should be primary strategies. <PrimarystrategyFl ag> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/HedgeFundInves tmentStrategies/Hed geFundStrategy/ AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/PrivateEquityFun other different Real Estate fund investment strategy codes should be reported. C M within each strategy block Flag indicating whether the fund strategy is the primary strategy. There is only one primary investment strategy. This field has to be "true" for primary strategy and "false" otherwise. The flag should be true when the investment strategy code reported is equal to "MULT_PEQF", "MULT_HFND" or "MULT_REST". AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 48/95 dInvestmentStrategi es/PrivateEquityFund InvestmentStrategy/ AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/FundOfFundsInv estmentStrategies/Fu ndOfFundsStrategy/ AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/OtherFundInvest mentStrategies/Othe rFundStrategy/ AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/RealEstateFundI nvestmentStrategies/ RealEstateFundStrate gy CAF039 The sum of the percentages should be equal to 100%. <StrategyNAVRate > AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/HedgeFundInves C M within each strategy block for reported investment strategy code The NAV rate is expressed as a percentage for each reported investment strategy. As there is no NAV percentage reported for multi strategies funds, this element is only mandatory for investment strategy codes different from "MULT_PEQF", "MULT_HFND" or AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 49/95 tmentStrategies/Hed geFundStrategy/Strat egyNAVRateAIFRepor tingInfo/AIFRecordInf o/AIFCompleteDescri ption/AIFPrincipalInfo /AIFDescription/Priva teEquityFundInvestm entStrategies/Private EquityFundInvestme ntStrategy/StrategyN AVRateAIFReportingI nfo/AIFRecordInfo/AI FCompleteDescriptio n/AIFPrincipalInfo/AI FDescription/FundOfF undsInvestmentStrat egies/FundOfFundsSt rategy/StrategyNAVR ateAIFReportingInfo/ AIFRecordInfo/AIFCo mpleteDescription/AI FPrincipalInfo/AIFDes cription/OtherFundIn vestmentStrategies/ OtherFundStrategy/S trategyNAVRateAIFR eportingInfo/AIFReco rdInfo/AIFCompleteD escription/AIFPrincip alInfo/AIFDescription different from "MULT_PEQF", "MULT_HFND" or "MULT_REST". "MULT_REST". The sum of all the percentages should be 100%. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 50/95 /RealEstateFundInve stmentStrategies/Re alEstateFundStrategy /StrategyNAVRate CAF040 There is no NAV percentage to report for multi strategies investment strategies. <StrategyNAVRate > AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/HedgeFundInves tmentStrategies/Hed geFundStrategy/Strat egyTypeOtherDescrip tion/ AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/PrivateEquityFun dInvestmentStrategi es/PrivateEquityFund InvestmentStrategy/ StrategyTypeOtherDe scription/ AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/FundOfFundsInv estmentStrategies/Fu ndOfFundsStrategy/S C M within each strategy block for reported investment strategy code different from "MULT_PEQF", "MULT_HFND" or "MULT_REST". The NAV rate is expressed as a percentage for each reported investment strategy. As there is no Nav percentage reported for multi strategies funds, this element is only mandatory for investment strategy codes different from "MULT_PEQF", "MULT_HFND" or "MULT_REST". The sum of all the percentages should be 100%. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 51/95 trategyTypeOtherDes cription/ AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/OtherFundInvest mentStrategies/Othe rFundStrategy/Strate gyTypeOtherDescripti on/ AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/RealEstateFundI nvestmentStrategies/ RealEstateFundStrate gy/StrategyTypeOthe rDescription CAF041 The investment strategy code description is not consistent with the reported investment strategy code. <StrategyTypeOth erDescription> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AIFDescrip tion/HedgeFundInves tmentStrategies/Hed geFundStrategy/Strat egyNAVRateAIFRepor tingInfo/AIFRecordInf o/AIFCompleteDescri C M for strategy codes equal to "OTHR_HFND", "OTHR_PEQF", "OTHR_REST", "OTHR_FOFS", "OTHR_OTHF" F otherwise This field is mandatory for strategy types equal to: - "OTHR_HFND" (Other hedge fund strategy) - "OTHR_PEQF" (Other private equity fund strategy) - "OTHR_REST" (Other real estate strategy) - "OTHR_FOFS" (Other fund of funds) - "OTHR_OTHF" (Other fund). It has to be filled in, but there is no standard (predefined list of values). AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 52/95 ption/AIFPrincipalInfo /AIFDescription/Priva teEquityFundInvestm entStrategies/Private EquityFundInvestme ntStrategy/StrategyN AVRateAIFReportingI nfo/AIFRecordInfo/AI FCompleteDescriptio n/AIFPrincipalInfo/AI FDescription/FundOfF undsInvestmentStrat egies/FundOfFundsSt rategy/StrategyNAVR ateAIFReportingInfo/ AIFRecordInfo/AIFCo mpleteDescription/AI FPrincipalInfo/AIFDes cription/OtherFundIn vestmentStrategies/ OtherFundStrategy/S trategyNAVRateAIFR eportingInfo/AIFReco rdInfo/AIFCompleteD escription/AIFPrincip alInfo/AIFDescription /RealEstateFundInve stmentStrategies/Re alEstateFundStrategy /StrategyNAVRate AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 53/95 CAF042 The instrument code type is not consistent with the sub-asset type. <InstrumentCodeT ype> AIFRecordInfo/AIFCo mpleteDescription/AI FPrincipalInfo/MainIn strumentsTraded/Mai nInstrumentTraded C M for Sub-asset type different from "NTA_NTA_NOTA" F otherwise This field is mandatory for <SubAssetType> code different from "NTA_NTA_NOTA" and forbidden otherwise. The instrument code type admitted are: - "NONE" for instrument without codes - "ISIN" for instruments with ISIN codes - "AII" for instruments with AII codes CAF043 The instrument name is not consistent with the sub-asset type. <InstrumentName > AIFRecordInfo/AIFCo mpleteDescription/AI FPrincipalInfo/MainIn strumentsTraded/Mai nInstrumentTraded C M for Sub-asset type different from "NTA_NTA_NOTA" F otherwise This field is mandatory for <SubAssetType> code different from "NTA_NTA_NOTA" and forbidden otherwise. There is no standard for this field, but it is strongly recommended to provide the instrument short name as provided by Swift under ISO18774 when available. CAF044 The check digit of the ISIN code is not correct. <ISINInstrumentId entification> AIFRecordInfo/AIFCo mpleteDescription/AI FPrincipalInfo/MainIn strumentsTraded/Mai nInstrumentTraded C M for Instrument code type equal to "ISIN" F otherwise The ISIN code of the instrument (ISO 6166 standard) when available. The CSSF verifies the correctness of the ISIN code format rules following the calculation methodology of the last check digit. CAF045 The instrument ISIN code is not consistent with the instrument code type. <ISINInstrumentId entification> AIFRecordInfo/AIFCo mpleteDescription/AI FPrincipalInfo/MainIn strumentsTraded/Mai nInstrumentTraded C M for Instrument code type equal to "ISIN" F otherwise The ISIN code of the instrument (ISO 6166 standard) when available. The field is mandatory for <InstrumentCodeType> equal to "ISIN" and forbidden otherwise. CAF046 The MIC code is not correct. <AIIExchangeCode > AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MainInstru mentsTraded/MainIn strumentTraded/AIII C M for Instrument code type equal to "AII" F otherwise Four-character MIC of the market that admits the derivative to trading. The field is mandatory for <InstrumentCodeType> equal to "AII" and forbidden otherwise. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 54/95 nstrumentIdentificati on CAF047 The instrument <AIIExchangeCode> is not consistent with the instrument code type. <AIIExchangeCode > AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MainInstru mentsTraded/MainIn strumentTraded/AIII nstrumentIdentificati on C M for Instrument code type equal to "AII" F otherwise Four-character MIC of the market that admits the derivative to trading. The field is mandatory for <InstrumentCodeType> equal to "AII" and forbidden otherwise. CAF048 The instrument <AIIProductCode> is not consistent with the instrument code type. <AIIProductCode> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MainInstru mentsTraded/MainIn strumentTraded/AIII nstrumentIdentificati on C M for Instrument code type equal to "AII" F otherwise This code that is uniquely associated with a particular underlying instrument and settlement type and other characteristics of the contract. It is between one and 12 characters in length. The field is mandatory for <InstrumentCodeType> equal to "AII" and forbidden otherwise. CAF049 The instrument <AIIDerivativeType> is not consistent with the instrument code type. <AIIDerivativeTyp e> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MainInstru mentsTraded/MainIn strumentTraded/AIII nstrumentIdentificati on C M for Instrument code type equal to "AII" F otherwise This is a single character field identifying whether the instrument is an option (O) or a future (F). The field is mandatory for <InstrumentCodeType> equal to "AII" and forbidden otherwise. CAF050 The instrument put/call identifier is not consistent <AIIPutCallIdentifi er> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri C M for Instrument code type equal to This is a single character field identifying whether the option (if it is an option) is a put (P) or a call (C). F in case of a future. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 55/95 with the instrument code type. ncipalInfo/MainInstru mentsTraded/MainIn strumentTraded/AIII nstrumentIdentificati on "AII" F otherwise The field is mandatory for <InstrumentCodeType> equal to "AII" and forbidden otherwise. CAF051 The instrument <AIIExpiryDate> is not consistent with the instrument code type. <AIIExpiryDate> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MainInstru mentsTraded/MainIn strumentTraded/AIII nstrumentIdentificati on C M for Instrument code type equal to "AII" F otherwise Exercise date/ maturity date of a derivative contract. The field is mandatory for <InstrumentCodeType> equal to "AII" and forbidden otherwise. CAF052 The instrument <AIIStrikePrice> is not consistent with the instrument code type. <AIIStrikePrice> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MainInstru mentsTraded/MainIn strumentTraded/AIII nstrumentIdentificati on C M for Instrument code type equal to "AII" F otherwise The strike price of an option or other financial instrument. In case of a future the strike should contain the value "0". The field is mandatory for <InstrumentCodeType> equal to "AII" and forbidden otherwise. CAF053 The position type is not consistent with the subasset type. <PositionType> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MainInstru mentsTraded/MainIn strumentTraded C M for Sub-asset type different from "NTA_NTA_NOTA" F otherwise The long/short position flag admitted are: - "L" for long - "S" for short The field is mandatory for <SubAssetType> code different from "NTA_NTA_NOTA" and forbidden otherwise. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 56/95 CAF054 The position value is not consistent with the subasset type. <PositionValue> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MainInstru mentsTraded/MainIn strumentTraded/Posit ionType C M for Sub-asset type different from "NTA_NTA_NOTA" F otherwise The <PositionValue> of the <MainInstrumentTraded> has to be expressed in base currency filled in without decimal places. The field is mandatory for <SubAssetType> code different from "NTA_NTA_NOTA" and forbidden otherwise. CAF055 The reported value is not consistent with the rank. <PositionValue> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MainInstru mentsTraded/MainIn strumentTraded/Posit ionType C M for Sub-asset type different from "NTA_NTA_NOTA" F otherwise The ranks that are assigned to the reported values should be consistent in relation to each other. First rank value is above or equal to the second rank values and so on. CAF056 The position value is not consistent with the position type. <ShortPositionHed gingRate> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MainInstru mentsTraded/MainIn strumentTraded C O* for PositionType equal to "S" F otherwise For short positions, indication of whether the position is used to hedge a position with a similar economic exposure. The field is optional for <PositionType> equal to "S" and forbidden otherwise. CAF057 The sum of the percentages should be equal to 100%. <AfricaNAVRate> <AsiaPacificNAVRa te> <EuropeNAVRate> <EEANAVRate> <MiddleEastNAVRa te> <NorthAmericaNA VRate> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/NAVGeogr aphicalFocus M NAV rate expressed as a percentage for each geographical area. Certain regions may have negative values whereas other regions may have values above 100%. The sum of all the region percentages should be 100%, i.e. <AfricaAUMRate> + <AsiaPacificAUMRate> + <EuropeAUMRate> + <EEAAUMRate> + <MiddleEastAUMRate> + <NorthAmericaAUMRate> + <SouthAmericaAUMRate> + AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 57/95 <SouthAmericaNA VRate> <SupraNationalNA VRate> <SupraNationalAUMRate> = 100 (%). A maximum of 8 regions can be reported. CAF058 The sum of the percentages should be equal to 100%. <AfricaAUMRate> <AsiaPacificAUMRa te> <EuropeAUMRate> <EEAAUMRate> <MiddleEastAUMRa te> <NorthAmericaAU MRate> <SouthAmericaAU MRate> <SupraNationalAU MRate> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/AUMGeogr aphicalFocus O The AuM rate is expressed as a percentage for each geographical area. Certain regions may have negative values whereas other regions may have values above 100%. The sum of all the region percentages should be 100%. A maximum of 8 regions can be reported. CAF059 The sub-asset type is not consistent with the macroasset type. <SubAssetType> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/PrincipalEx posures/PrincipalExp osure M The ten sub-asset types of the ten principal exposures. The sub-asset types admitted are listed in Annex II - Table 1 of the "Guidelines on

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(3)(d) and 24
(1),
(2)and
(4)of the AIFMD" (ESMA/2014/869EN), i.e. highest level of detail available. This field is mandatory for <AssetMacroType> code different from "NTA" and forbidden otherwise. CAF060 The position type is not consistent with the macroasset type. <PositionType> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/PrincipalEx C M for Sub-asset type different from "NTA_NTA_NOTA" F otherwise The long/short position flag admitted are: - "L" for long - "S" for short The field is mandatory for <AssetMacroType> code different from "NTA" and forbidden otherwise. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 58/95 posures/PrincipalExp osure CAF061 The aggregated value is not consistent with the macro-asset type. <AggregatedValue Amount> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/PrincipalEx posures/PrincipalExp osure C M for macro asset type different from "NTA" F otherwise The aggregated value for each sub-asset type has to be expressed in the base currency of the AIF and has to be filled in without decimal places. This field is mandatory for <AssetMacroType> code different from "NTA" and forbidden otherwise CAF062 The reported value is not consistent with the rank. <AggregatedValue Amount> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/PrincipalEx posures/PrincipalExp osure C M for macro asset type different from "NTA" F otherwise The ranks that are assigned to the reported values should be consistent in relation to each other. First rank value is above or equal to the second rank value and so on. CAF063 The aggregated value percentage is not consistent with the macroasset type. <AggregatedValue Rate> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/PrincipalEx posures/PrincipalExp osure C M for macro asset type different from "NTA" F otherwise Aggregated value rate expressed as a percentage for each sub-asset type. This field is mandatory for <AssetMacroType> code different from "NTA" and forbidden otherwise. CAF064 The LEI code is not consistent with the counterparty name. <EntityIdentificatio nLEI> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/PrincipalEx posures/PrincipalExp osure/CounterpartyId entification O The LEI code cannot be filled if the <EntityName> of the counterparty is not filled in. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 59/95 CAF065 The check digits of the LEI code are not correct. <EntityIdentificatio nLEI> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/PrincipalEx posures/PrincipalExp osure/CounterpartyId entification O The CSSF verifies the correctness of the LEI code format and performs the 2-last digits check (ISO 17442 standard). CAF066 The BIC code is not consistent with the counterparty name. <EntityIdentificatio nBIC> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/PrincipalEx posures/PrincipalExp osure/CounterpartyId entification O The BIC code (ISO 9362 standard) cannot be filled if the <EntityName> of the counterparty is not filled in. CAF067 The position type is not consistent with the asset type. <PositionType> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MostImpor tantConcentration/Po rtfolioConcentrations/ PortfolioConcentratio n C M for Sub-asset type different from "NTA_NTA_NOTA" F otherwise The long/short position flag admitted are: - "L" for long - "S" for short The field is mandatory for <SubAssetType> code different from "NTA_NTA_NOTA" and forbidden otherwise. CAF068 The market code type is not consistent with the asset type. <MarketCodeType > AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MostImpor tantConcentration/Po rtfolioConcentrations/ PortfolioConcentratio C M for Asset type different from "NTA_NTA" F otherwise The market code types admitted are: - "MIC" for markets with MIC codes - "OTC" for OTC derivatives - "XXX" for no market The field is mandatory for <AssetType> code different from "NTA_NTA" and forbidden otherwise. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 60/95 n/Ma rketIdentification CAF069 The MIC code is not correct. <MarketCode> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MostImpor tantConcentration/Po rtfolioConcentrations/ PortfolioConcentratio n/Ma rketIdentification C M for market code type equal to "MIC" F otherwise The "MIC" code (ISO 10383) for the trading venue where the category of investment is traded has to be filled in. The CSSF checks the existence of the MIC code. The field is mandatory for <MarketCodeType> equal to "MIC" and forbidden otherwise. CAF070 The MIC code is not consistent with the market code type. <MarketCode> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MostImpor tantConcentration/Po rtfolioConcentrations/ PortfolioConcentratio n/Ma rketIdentification C M for market code type equal to "MIC" F otherwise The "MIC" code (ISO 10383) for the trading venue where the category of investment is traded. The field is mandatory for <MarketTypeCode> equal to "MIC" and forbidden otherwise. CAF071 The aggregated value is not consistent with the asset type. <AggregatedValue Amount> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MostImpor tantConcentration/Po rtfolioConcentrations/ PortfolioConcentratio n C M for macro asset type different from "NTA" F otherwise This is the aggregated value for each sub-asset type expressed in Base currency filled in without decimal places. The field is mandatory for <AssetMacroType> code different from "NTA" and forbidden otherwise. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 61/95 CAF072 The reported value is not consistent with the rank. <AggregatedValue Amount> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MostImpor tantConcentration/Po rtfolioConcentrations/ PortfolioConcentratio n C M for macro asset type different from "NTA" F otherwise The ranks that are assigned to the reported values should be consistent in relation to each other. First rank value is above or equal to the second rank values and so on. CAF073 The aggregated value percentage is not consistent with the asset type. <AggregatedValue Rate> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MostImpor tantConcentration/Po rtfolioConcentrations/ PortfolioConcentratio n C M for macro asset type different from "NTA" F otherwise The aggregated value rate expressed as a percentage for each each asset type, market and position type has to be filled in. The field is mandatory for <AssetMarcoType> code different from "NTA” and forbidden otherwise. CAF074 The counterparty name is not consistent with the market code type. <EntityName> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MostImpor tantConcentration/Po rtfolioConcentrations/ PortfolioConcentratio n/CounterpartyIdenti fication C F for market code type different from "OTC" O otherwise The entity name of the counterparty has to be filled in. It is strongly recommended to provide the full name corresponding to the allocated LEI code (or BIC code if any and LEI not available). The counterparty data is not allowed when the reported <MarketType> is different from "OTC". CAF075 The LEI code is not consistent with the counterparty name. <EntityIdentificatio nLEI> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MostImpor C F for counterparty name of the portfolio concentration not The counterparty data in this field is not allowed when reported market type is different from "OTC". The LEI code cannot be filled if the counterparty name is not filled in. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 62/95 tantConcentration/Po rtfolioConcentrations/ PortfolioConcentratio n/CounterpartyIdenti fication filled in or market code type is different from "OTC" O otherwise CAF076 The counterparty LEI code is not consistent with the counterparty name. <EntityIdentificatio nLEI> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MostImpor tantConcentration/Po rtfolioConcentrations/ PortfolioConcentratio n/CounterpartyIdenti fication C F for counterparty name of the portfolio concentration not filled in or market code type is different from "OTC" O otherwise The CSSF verifies the correctness of the LEI code format and performs the 2-last digits check (ISO 17442 standard). CAF077 The BIC code is not consistent with the counterparty name. <EntityIdentificatio nBIC> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MostImpor tantConcentration/Po rtfolioConcentrations/ PortfolioConcentratio n/CounterpartyIdenti fication C F for counterparty name of the portfolio concentration not filled in or market code type is different from "OTC" O otherwise The BIC code (ISO 9362 standard) has to be used for this field. The BIC code cannot be filled in if the counterparty name is not filled in. CAF078 The counterparty BIC code is not consistent with the counterparty name. <EntityIdentificatio nBIC> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MostImpor tantConcentration/Po rtfolioConcentrations/ C F for counterparty name of the portfolio concentration not filled in or market code type is different The counterparty data in this field is not allowed when the reported market type is different from "OTC". AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 63/95 PortfolioConcentratio n/CounterpartyIdenti fication from "OTC" O otherwise CAF079 The position size type is not consistent with the predominant AIF type. <TypicalPositionSiz e> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MostImpor tantConcentration C M for "PEQF" predominant AIF type F otherwise The category of deal/position size that the private equity fund typically invests in. The possible categories are: - V_SMALL for "Very Small" when less than €5m - SMALL for "Small" when between €5m to €25m - LOW_MID_MKT for "Low mid-market" when between €25m to €150m - UP_MID_MKT for "Upper mid-market" when between €150m to €500m - L_CAP for "Large cap" when between €500m to €1bn - M_CAP for "Mega cap" when for €1bn and greater See Annex II - Table 4 of the "Guidelines on

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(3)(d) and 24
(1),
(2)and
(4)of the AIFMD" (ESMA/2014/869 EN). This field is mandatory for AIF predominant type "Private Equity funds" and forbidden otherwise. CAF080 The MIC code is not correct <MarketCode> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MostImpor tantConcentration/AI FPrincipalMarkets/AIF PrincipalMarket/Mark etIdentification C M for market code type equal to "MIC" F otherwise In this field the "MIC" code (ISO 10383) for the trading venue has to be filled in. The CSSF checks the existence of the MIC code. The field is mandatory for <MarketType> code equal to "MIC" and forbidden otherwise. CAF081 The MIC code is not consistent with the market code type. <MarketCode> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri C M for market code The “MIC” code (ISO 10383) for the trading venue where the category of investment is traded. This field is mandatory if the “Code type of principal market in AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 64/95 ncipalInfo/MostImpor tantConcentration/AI FPrincipalMarkets/AIF PrincipalMarket/Mark etIdentification type equal to "MIC" F otherwise which AIF trades” <AIFPrincipalMarkets> is equal to "MIC" and forbidden otherwise. CAF082 The aggregated value is not consistent with the market code type. <AggregatedValue Amount> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MostImpor tantConcentration/AI FPrincipalMarkets/AIF PrincipalMarket C M for macro asset type different from "NTA" F otherwise The aggregated value has to be expressed in base currency of the AIF and has to be filled in without decimal places. The field is mandatory if the “Code type of principal market in which AIF trades” <AIFPrincipalMarkets> is different from "NTA" and forbidden otherwise. CAF083 The reported value is not consistent with the rank. <AggregatedValue Amount> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFPri ncipalInfo/MostImpor tantConcentration/AI FPrincipalMarkets/AIF PrincipalMarket C M for macro asset type different from "NTA" F otherwise The ranks that are assigned to the reported values should be consistent in relation to each other. First rank value is above or equal to the second rank value and so on. CAF084 The sum of the percentages should be equal to 0% or 100%. <ProfessionalInves torConcentrationRa te> <RetailInvestorCon centrationRate> AIFRecordInfo/AIFCo mpleteDescription/AI FPrincipalInfo/MostI mportantConcentrati on/InvestorConcentr ation M The sum of the percentages reported by professional clients and retail investors should be 100% or 0%. The retail investor rate and professional investor rate should be filled in with 0% when there is no information to report. CAF085 The gross value is not consistent with the subasset type. <GrossValue> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/Individu C Forbidden for Subasset type different from For Sub-asset types "DER_FEX_INVT", "DER_FEX_HEDG" and "DER_IRD_INTR" the gross value amount expressed in the base currency of the AIF has to be filled in without decimal places. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 65/95 alExposure/AssetTyp eExposures/AssetTyp eExposure "DER_FEX_INVT", "DER_FEX_HEDG" and "DER_IRD_INTR" O otherwise This field is forbidden for <SubAssetType> different from "DER_FEX_INVT", "DER_FEX_HEDG" and "DER_IRD_INTR". CAF086 The long value is not consistent with the subasset type. <LongValue> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/Individu alExposure/AssetTyp eExposures/AssetTyp eExposure C Forbidden for Subasset type equal to "DER_FEX_INVT", "DER_FEX_HEDG" and "DER_IRD_INTR" O otherwise For Sub-asset types different from "DER_FEX_INVT", "DER_FEX_HEDG" and "DER_IRD_INTR" the long value amount for each sub-asset expressed in the base currency of the AIF has to be filled in without decimal places. This field is forbidden for <SubAssetType> equal to "DER_FEX_INVT", "DER_FEX_HEDG" and "DER_IRD_INTR". CAF087 The short value is not consistent with the subasset type. <ShortValue> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/Individu alExposure/AssetTyp eExposures/AssetTyp eExposure C Forbidden for Subasset type equal to "DER_FEX_INVT", "DER_FEX_HEDG" and "DER_IRD_INTR" O otherwise The short value amount for each sub-asset type different from "DER_FEX_INVT", "DER_FEX_HEDG" and "DER_IRD_INTR" with short position value expressed in the base currency of the AIF has to be filled in without decimal places. This field is forbidden for <SubAssetType> equal to "DER_FEX_INVT", "DER_FEX_HEDG" and "DER_IRD_INTR". CAF088 The notional value is not consistent with the subasset type. <NotionalValue> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/Individu alExposure/AssetTyp eTurnovers/AssetTyp eTurnover C Forbidden for subasset type different from "DER_EQD_EQD", "DER_FID_FID", "DER_CDS_CDS", "DER_FEX_INV", The notional value of turnover in each relevant sub-asset type over the reporting months expressed in the base currency of the AIF has to be filled in without decimal places. The notional amount should be reported only for derivatives sub-asset types codes of turnover ("DER_EQD_EQD", "DER_FID_FID", "DER_CDS_CDS", "DER_FEX_INV", "DER_FEX_HED", "DER_IRD_IRD", "DER_CTY_CTY", "DER_OTH_OTH"). When no trades took place during the reporting period, "0" AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 66/95 "DER_FEX_HED", "DER_IRD_IRD", "DER_CTY_CTY", "DER_OTH_OTH" should be reported for the sub-asset type code of turnover "OTH_OTH_OTH". CAF089 The currency code is not correct. <ExposureCurrenc y> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/Individu alExposure/Currency Exposures/CurrencyE xposure O Each currency of exposure has to be filled in by respecting the 3-character currency code according to the ISO 4217. The currency must exist in the reference table of currencies. CAF090 The long position value is not consistent with the currency of exposure. <LongPositionValu e> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/Individu alExposure/Currency Exposures/CurrencyE xposure C F for currency of the exposure not filled in O otherwise Long position value amount for each currency exposure must be filled in without decimal places. The field is forbidden for <ExposureCurrency> not filled in and optional otherwise. CAF091 The short position value is not consistent with the currency of exposure. <ShortPositionValu e> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/Individu alExposure/Currency Exposures/CurrencyE xposure C F for currency of the exposure not filled in O otherwise Short position value amount for each currency exposure must be filled in without decimal places. The field is forbidden for <ExposureCurrency> not filled in and optional otherwise. CAF092 The company name is not consistent with the AIF predominant type. <EntityName> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/Individu C M for AIF predominant type “Private Equity Currently not active. Please resend the file. It is strongly recommended to provide the full name AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 67/95 alExposure/Compani esDominantInfluence /CompanyDominantI nfluence/CompanyId entification funds” F otherwise corresponding to the allocated LEI code (or BIC code if any and LEI not available). CAF093 The check digits of the LEI code are not correct. <EntityName> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/Individu alExposure/Compani esDominantInfluence /CompanyDominantI nfluence/CompanyId entification C M for AIF predominant type "Private Equity funds" F otherwise The CSSF verifies the correctness of the LEI code format and performs the 2-last digits check (ISO 17442 standard). CAF094 The LEI code is not consistent with the AIF predominant type. <EntityIdentificatio nLEI> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/Individu alExposure/Compani esDominantInfluence /CompanyDominantI nfluence/CompanyId entification C O for AIF predominant type “Private Equity funds” F otherwise This control is currently not active. Please resend the file. The BIC code is not consistent with the AIF predominant type. <EntityIdentificatio nBIC> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/Individu alExposure/Compani esDominantInfluence C O for AIF predominant type "Private Equity funds" F otherwise The BIC code (ISO 9362 standard) has to be used for this field. The field is forbidden for <PredominantAIFType> different from "Private Equity funds". CAF095 The field is forbidden for <PredominantAIFType> different from "Private Equity funds". AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 68/95 /CompanyDominantI nfluence/CompanyId entification CAF096 The transaction type is not consistent with the AIF predominant type. <TransactionType > AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/Individu alExposure/Compani esDominantInfluence /CompanyDominantI nfluence C M for AIF predominant type "Private Equity funds" F otherwise This control is currently not active. Please resend the file. CAF097 The description for other transaction type is not consistent with the transaction type. <OtherTransaction TypeDescription> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/Individu alExposure/Compani esDominantInfluence /CompanyDominantI nfluence C M for transaction type equal to "OTHR" F otherwise Free text. The field is mandatory for <TransactionType> equal to "OTHR" and forbidden otherwise. CAF098 The percentage of voting rights is not consistent <VotingRightsRate > AIFReportingInfo/AIF RecordInfo/AIFCompl C M for AIF This control is currently not active. Please resend the file. The codes for the transaction type are: - ACAP for "Acquisition capital" - BOUT for "Buyouts" - CONS for "Consolidations (industry roll-ups)" - CDIV for "Corporate Divestitures" - ESOP for "Employee Stock Ownership Plans" - GCAP for "Growth Capital" - RCAP for "Recapitalisation" - SLIQ for "Shareholder Liquidity" - TURN for "Turnarounds" - OTHR for "Other transaction type" See Annex II - Table 5 ("Transaction type") The field is mandatory for <PredominatAIFType> equal to "Private Equity funds" and forbidden otherwise. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 69/95 with the AIF predominant type. eteDescription/AIFIn dividualInfo/Individu alExposure/Compani esDominantInfluence /CompanyDominantI nfluence predominant type "PEQF" F otherwise This rate is expressed as a percentage. The field is mandatory for <PredominantAIFType> equal to "Private Equity funds" and forbidden otherwise. CAF099 The risk measure value is not consistent with the risk measure type. <RiskMeasureValu e> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/RiskProfi le/MarketRiskProfile/ MarketRiskMeasures/ MarketRiskMeasure C O for risk measure type equal to "NET_EQTY_DELTA" and "NET_FX_DELTA" and "NET_CTY_DELTA" F otherwise This field is only authorised for <RiskMeasureType> equal to "NET_EQTY_DELTA" and "NET_FX_DELTA" and "NET_CTY_DELTA" and forbidden otherwise. CAF100 The risk measure value is not consistent with the risk measure type. <LessFiveYearsRis kMeasureValue> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/RiskProfi le/MarketRiskProfile/ MarketRiskMeasures/ MarketRiskMeasure/B ucketRiskMeasureVal ues C O for risk measure type equal to "NET_DV01" and "NET_CS01" F otherwise This field is only authorised for <RiskMeasureType> equal to "NET_DV01" and "NET_CS01" and forbidden otherwise. CAF101 The risk measure value is not consistent with the risk measure type. <FifthteenYearsRis kMeasureValue> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/RiskProfi le/MarketRiskProfile/ C O for risk measure type equal to "NET_DV01" and This field is only authorised for <RiskMeasureType> equal to "NET_DV01" and "NET_CS01" and forbidden otherwise. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 70/95 MarketRiskMeasures/ MarketRiskMeasure/B ucketRiskMeasureVal ues "NET_CS01" F otherwise CAF102 The risk measure value is not consistent with the risk measure type. <MoreFifthteenYea rsRiskMeasureValu e> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/RiskProfi le/MarketRiskProfile/ MarketRiskMeasures/ MarketRiskMeasure/B ucketRiskMeasureVal ues C O for risk measure type equal to "NET_DV01" and "NET_CS01" F otherwise This field is only authorised for <RiskMeasureType> equal to "NET_DV01" and "NET_CS01" and forbidden otherwise. CAF103 The risk measure value is not consistent with the risk measure type. <CurrentMarketRis kMeasureValue> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/RiskProfi le/MarketRiskProfile/ MarketRiskMeasures/ MarketRiskMeasure/V egaRiskMeasureValue s C O * for risk measure type equal to "VEGA_EXPO" F otherwise This field is only authorised for <RiskMeasureType> equal to "VEGA_EXPO" and forbidden otherwise. CAF104 The risk measure value is not consistent with the risk measure type. <LowerMarketRisk MeasureValue> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/RiskProfi le/MarketRiskProfile/ MarketRiskMeasures/ MarketRiskMeasure/V C O * for risk measure type equal to "VEGA_EXPO" F otherwise This field is only authorised for <RiskMeasureType> equal to "VEGA_EXPO" and forbidden otherwise. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 71/95 egaRiskMeasureValue s CAF105 The risk measure value is not consistent with the risk measure type. <HigherMarketRisk MeasureValue> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/RiskProfi le/MarketRiskProfile/ MarketRiskMeasures/ MarketRiskMeasure/V egaRiskMeasureValue s C O * for risk measure type equal to "VEGA_EXPO" F otherwise This field is only authorised for <RiskMeasureType> equal to "VEGA_EXPO" and forbidden otherwise. CAF106 The risk measure value is not consistent with the risk measure type. <VARValue> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/RiskProfi le/MarketRiskProfile/ MarketRiskMeasures/ MarketRiskMeasure/V ARRiskMeasureValue s O* This field is authorised only for risk measure type equal to "VAR" and forbidden otherwise. This value is expressed as a percentage. CAF107 The VAR calculation method is not consistent with the risk measure type. <VARCalculationM ethodCodeType> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/RiskProfi le/MarketRiskProfile/ MarketRiskMeasures/ MarketRiskMeasure/V ARRiskMeasureValue s O* Allowed values are: - "HISTO" for Historical simulation - "CARLO" for Monte Carlo simulation - "PARAM" for Parametric This field is authorised only for <RiskMeasureType> equal to "VAR" and forbidden otherwise. AIFM REPORTING - TECHNICAL GUIDANCE Version 1.6 – March 2024 72/95 CAF108 The risk measure description is not consistent with the risk measure value. <RiskMeasureDesc ription> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/RiskProfi le/MarketRiskProfile/ MarketRiskMeasures/ MarketRiskMeasure C M for risk measure values equal to 0 This control is currently not active. Please resend the file. CAF109 The sum of the percentages should be equal to 100%. <RegulatedMarket Rate> <OTCRate> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/RiskProfi le/CounterpartyRiskP rofile/TradingClearing Mechanism/TradedSe curities M The rate is expressed as a percentage. The sum of the regulated exchange and OTC percentages should be equal to 100%. CAF111 The sum of the percentages should be equal to 100%. <RegulatedMarket Rate> <OTCRate> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/RiskProfi le/CounterpartyRiskP rofile/TradingClearing Mechanism/TradedDe rivatives M The rate is expressed as a percentage. The sum of the percentages reported by regulated exchanges and OTCs should be 100%. CAF113 The counterparty name is not consistent with the counterparty exposure flag. <EntityName> AIFReportingInfo/AIF RecordInfo/AIFCompl eteDescription/AIFIn dividualInfo/RiskProfi le/CounterpartyRiskP rofile/FundToCounter O The name of the company has to be fil

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AI explanation based on the official legal text. Indicative, not a substitute for legal advice.