MFA Comment Letters

Topic: absolute return strategies

Comment Letter on Joint Release Regarding Reporting by Investment Advisors to Private Funds and Certain Commodity Pool Operators and Commodity Trading Advisors on Form PF04.08.11


MFA filed a comment letter with the SEC and CFTC in response to their joint proposal to require private fund […]

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Topics: absolute return strategies aggregate borrowings, aggregate gross asset value, alternative methodology, asset-backed securities, assets under management, audited financial statements, balance sheet value, beneficial owners, bespoke contracts, Bloomberg, borrowing arrangements, CCPs, CDS, CDX, central clearing counterparties, CFTC, clause (iii), collateral, collateral practices, commodity pool operators, commodity trading advisors, confidentiality of information, confidentiality protections, corporate bonds, Council and Office of Financial Research, counterparty exposures, CR01, creditor, currency rates, CUSIP number, DCMs, de minimis, debt securities, default rates, delta adjusted, direct clearing members, direct investments, distressed debt, Dodd-Frank Act, duration, DV01, equity derivatives, equity exposure, equity prices, FCMs, Federal Reserve System, Financial Accounting Standards Board, Financial Stability Oversight Council, five-year option, fixed advisory fees, foreign currency contracts, foreign exchange derivatives, Form 10-K, Form 10-Q, Form 13F, Form ADV, Form CPO, Form CTA-PR, Form PF, Form PF question 36, form PF questions 28 and 35, Form PQR, FSA, funds of funds, futures commission merchants, futures contracts, GAAP, generally accepted accounting principles, global regulators, GMV, gross asset value, hedge fund assets under management, hedge fund defaults, illiquid assets, inadvertent disclosure, inception class, individual certification, interconnectedness, interest rates, interpretive guidance, Investment Adviser Registration Depository, investment advisers, investment expenses, large private fund manager, lending institutions, Level 2 inputs, Level 3 inputs, leverage, liquidity management, liquidity risk, LMV, loan commitments, long positions, managed futures, margin requirements, market noise, market participants, market value, master agreement, master-feeder, maturity brackets, maturity mismatch, NAV, net asset value, net assets under management, net borrowings, non-bank financial companies, non-rated issues, notional amount, notional value of derivatives, offsetting exposure, OFR, operational capabilities, operational efficiency, other quantitative strategies, overcounting, parallel funds, parallel managed accounts, performance fees, portfolio management, prime brokers, private equity, private fund managers, private funds, privately issued convertible bonds, proposed reporting thresholds, proprietary information, proprietary methodology, public companies, qualifying fund, record owners, recordkeeping requirements, regulatory assets under management, regulatory scrutiny, rehypothecated initial margin, reporting period, repos, risk capital allocation, risk methodology, Schedule 13G, SEC, section 404, semi-annual reporting, sensitivity analyses, short borrowing, short positions, short term high quality corporate debt, short-term interest rate, short-term market fluctuations, side pocket arrangement, SMV, statistical arbitrage-equity, strategy exposure, swap contracts, synthetic borrowing, systemic risk, systemically significant, targeted requests, ten-year option, the Fed, threshold, threshold for enhanced performance, tiered reporting system, trading and investment strategies, tri-party collateral accounts, turnover rate, UK Financial Services Authority, unaffiliated third party sources, uncommitted lines of credit, undercounting, valuation methodology, Value at Risk, VaR, variation margin,

MFA Response to CESR Consultation Paper on a Proposal for a Pan-European Short Selling Disclosure Regime10.01.09


MFA submitted a letter to the Committee of European Securities Regulators (CESR) today in response to its Consultation Paper on a […]

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Topics: 130/30 funds absolute return strategies, abusive behavior, abusive practices, abusive short selling practices, academics, aggregated anonymised data, aggregation, alternative investment classes, alternative investment industry, alternative investment managers, alternative investment vehicles, asset management company, basket trade, bid-ask spread, capital formation, capital markets, capital raising, CESR, CESR Proposal for a Pan-European Short Selling Disclosure Regime, chilling effect, Committee of European Securities Regulators, competent authorities, confidentiality, convertible arbitrage, convertible bonds, convertible securities, Credit Suisse, cumulative compliance costs, de minimis, delta adjusted, derivative positions, derivatives, disclosure thresholds, disproportionate costs, EEA equities, EEA stock, endowments, enhanced transparency, equity markets, EU, EU Member State, European markets, European Union, exchanges, exposures, extraterritoriality, extreme market conditions, financial institutions, Financial Regulatory Authority, financial services sector, financial stocks, FINRA, flagging regime, flagging short sales, foundations, free flow of information, freedom of information regimes, FSA, fund of funds, global capital markets, global equity markets, harmonization, hedge, hedge funds, hedging strategies, herding, hybrid funds, index trading, industry service providers, institutional investors, investment managers, investors, Issuer, Journal of Finance, large-scale short selling, liquidity, long equity positions, managed futures funds, manipulative conduct, Market Confidence, market efficiency, market maker, market making, market participants, market stability, market testing, market volatility, materially negative impacts, meaningful data, Member State competent authorities, MiFID, naked short selling, negative returns, net economic short position, net economic short positions, over-the-counter transactions, Pension Funds, physical short sales transactions, price amplification, price declines, price discovery, pricing efficiency, private reporting, professional secrecy, prudential regulators, public disclosure of short positions, real time information, reporting regimes, retail investors, Reverse Engineered, risk management, risk management function, securities prices, settlement, share issues, short equity position, short positions, short selling, short selling bans, short selling disclosure regime, short selling prohibitions, short squeeze, significant adverse effect, stability, T+1 reporting, timeframe for reporting, trading platform, trading strategies, traditional bond issuance, transaction costs, transitory short position, transparency directive, two-tier disclosure model, UK Financial Services Authority, Unwind,

MFA Comments to IOSCO’s Call for Views on Issues That Could Be Addressed by IOSCO on Funds of Hedge Funds08.03.07


MFA submits comments in response to IOSCO’s “Call for Views on Issues that Could Be Addressed by IOSCO on Funds […]

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Topics: a 5% annual return absolute return strategies, accredited investors, accrual method of accounting, acquired fund fees, administrators, advertisement, advertising rules, adviser, adviser operations, advisory contract, advisory contracts, affiliated broker, Affiliated Person, agency transactions, an oath or affirmation, annual financial statements, Annual Report, annual self-assessment, asset coverage, assets, audit, audit committee financial expert, audit-related, bank, bank custodians, board members, borrowed funds, borrowings, breaches of fiduciary duty, break-even chart, broker dealers, broker-dealer, business background, capital stock, cash purchase plan fees, CFTC, cherry picking, chief compliance officer, closed-end investment companies, codes of ethics, committee structure, commodities, Commodity Futures Trading Commission, commodity pool operator, Commodity Pools, common shares, Company Act Disclosure Requirements, Company Act FOHFs, Company Act Registration, company obligations, compensation, compliance, compliance examinations, compliance policies and procedures, conflicts of interest, Congress, counsel, counterparty creditworthiness, CPO, custodians, custody, Department of the Treasury, derivative instruments, derivative market practices, directed brokerage arrangements, Disclosure, disclosure documents, disclosure requirements, diversification, dividend reinvestment, dividends, executive session, Exemption, expenses, family of investment companies, Federal Reserve, Federal Securities Laws, fee table, fees, Financial Industry Regulatroy Authority, financial reporting to investors, FINRA, fiscal period, FOHF Report, for cause examinations, Form N-2, Form N-CSR, Form N-SAR, fraudulent or manipulative practices, Full Part 4 CPOs, Full Part 4 Funds, fund of funds, futures brokers, futures professionals, General Solicitation, global alternative investment industry, glossaries, hedge fund industry, hedge funds, high net worth requirements, high risk, independent public accountant, independent registered public accounting firm, initial investment, initial investment requirements, interest payments, interested persons, international advisory and government bodies, investment companies, investment company, Investor Protection, Investor Protection Issues, Investor Suitability, investor's capital contribution, IOSCO, IOSCO Report, IOSCO Technical Committe Standing Committee on Investment Management, IOSCO Technical Committee, legends, leverage, liability, liquidation, liquidity, major dealers, managed futures funds, management agreements, management fees, Manner of Offering, margin obligations, mass mailings, material fact, material pending legal proceedings, MFA's Sound Practices for Hedge Fund Managers, mutual, NASD, National Futures Association, natural person, net asset value, net assets, net worth, New York Stock Exchange, NFA, NFA Notice I-07-25, non-voting interests, offering, offering disclosure regime, offering price, offering prive, open-end investment companies, outstanding voting, ownership of shares, performance fees, periodic statements, periodic tender offers, personal securities transactions, Plain English Principles, Plain English Requirements, policymakers, Portfolio Holdings, portfolio managers, principal executive, principal financial officers, principal transactions, private offering exemption, private sector, private sector initiatives, promotional material, prospective investors, prospectus, proxy voting, Public Offering, public sector, public trading market, qualified clients, rask factors, real estate, record keeping requirements, recordkeeping requirements, registration statements, regulatory regime, retail funds, Retail investment, retail investors, retail investors' increased investment in FOHF's, retail market, risk factors, safe harbor, sales loads, SEC, securities, Securities and Exchange Commission, Securities Exchange Board of India, securities transactions, Senior officer code of ethics, senior securities, share repurchases, shareholder approval, shareholders, shares, soft dollar, state agencies, state securities regulators, statement of additional information, Subscription Agreement, sweep examinations, table of contents, tansferability and redemption rights, tax, tax consequences, tax status, technical terms, total annual expenses, total return, transaction fees, transactions, U.S. Funds of Hedge Funds, U.S. GAAP, U.S. generally acceped accounting principles, unaudited semi-annual reports, underlying fraud, underwriters, undistributed profits, United Kingdom's Financial Services Authority, United States, verbatim risk of loss disclosure statements, volatility, voting,

MFA Letter to NASD Regarding Proposed Rule on Member Private Offerings07.20.07


MFA submits comments to the NASD regarding NASD Proposed Rule 2721, Member Private Offerings, requesting that privately offered commodity pools […]

MFA Comments to SEC on Semiannual Regulatory Agenda07.05.07


MFA submits comments to the SEC on its semiannual regulatory agenda, urging the Commission to add to its agenda a […]

MFA Comment Letter to Canadian Securities Administrators on Registration Reform06.29.07


MFA submits comments and attachment to the Canadian Securities Administrators on Canadian registration reform.

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Topics: (NI31-103) absolute return strategies, accredited investors, accredited natural person, Administrative Costs, adviser registration, advisers, Alberta Securities Commission, alternative investment history, alternative investment opportunities, alternative investment vehicles, annual income threshold, assets under management, AUM, Autorite des Marches Financiers, British Columbia Securities Commission, broker-dealer, Canada, Canadian Securities Administrators', capital, capital markets, capital raising, CFTC, commodity futures, Commodity futures act, Commodity Futures Trading Commission, CSA, dealer registration exemption, dealer registration requirements, dealer registrayion exemption, defined term, Department of the Treasury, disclosure obligations, distressed, educational outreach, EU, European Union, exempt market trades, exposure, Federal Reserve Board, financial eligibility, financial institutions, financial markets, financing, flow-through analysis, Fraud, fund of funds, fund units, fund-of-funds, funds, global alternative investment industry, global financial marketplace, grandfather provision, hedge fund consultant, hedge fund industry, hedge funds, hedging, income tests for inflation, international capital markets, international investment fund manager, international portfolio manager, investment company, investment sophistication, Labrador, large activist posistions, leveraged buyout, limited market dealers, liquidity, managed futures funds, Manitoba Securities Commission, market intermediaries, National instrument 45-106, natural persons, net worth threshold, New Brunswick Securities Commission, Non-Canadian Hedge Fund Securities, Non-Ontario Regime, non-resident dealers, non-resident exemptions, Nova Scotia Securities Commission, offering document, offering memorandum, offshore investment vehicles, oil and gas, Ontario Regime, Ontario registered dealer, Ontario Securities Commission, pension plans, policymakers, pooled investment products, President's Working Group on Financial Markets, price efficiency, private equity, private equity funds, private investment vehicles, private placement, private pools of capital, privately offered fund, professional investment management for hedge fund managers, Proposed National Instrument 31-103, Prospects and Registration Exemptions, prospectus exemption, PWG, real estate funds, Register of Securities Northwest Territories, Register of Securities Nunavut, Register of Securities Prince Edward Island, Register of Securities Yukon Territory, registered broker-dealer, registration requirements, regulation, regulatory authorities, Regulatory Authority, regulatory regimes, retirement plans, risk distribution, risk-adjusted performance, Saskatchewan Financial Services Commission, securities, sophisticated investors, standards, Superintendent of Securities Newfoundland and Labrador, U.S. federal securities laws, United Kingdom, venture capital, well-developed capital markets, White Paper,

MFA Comments to IOSCO on Consultation Report on Principles for the Valuation of Hedge Fund Portfolios06.21.07


MFA submits comment letter to IOSCO on its Consultation Report on Principles for the Valuation of Hedge Fund Portfolios.

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Topics: absolute return strategies advisory, advocate, anti-money laundering, business continuity, Business Continutiy and Disaster Recovery, CFTC, Checklist for Code of Ethics, Checklist for Compliance Manuals, Commodity Futures Trading Commision, conflicts of interest, Congress, consistency, data vendors, Department of the Treasury, derivative market practices, disaster recovery, Fair Value, Federal Reserve, financial instruments, financial statement close process, FSA, global alternative investment industry, global capital markets, global set of principles, governing body, government bodies, hedge fund management, hedge fund managers, hedge funds, independence, India, Instrument, internal trading controls, investment portfolio, Investment Portfolios, Investor Protection, investors, IOSCO, IOSCO Report, IOSCO's 2007 32nd Annual Conference, key market soundness, macro-level guidance, major dealers, Management and Internal Trading Controls, market prices, material obstacles, MFA's 2005 Sound Practices, mission-critical, Mumbai., NAV, net asset value, operational framework, organized exchanges, portfolio strategies, President's Working Group on Financial Markets, price validation, pricing poliies and sources, private sector, public, PWG, Regulatory Controls, Responsibilites to Investors, risk management, risk monitoring, SEC, Securities and Exchange Committee, Securities Exchange Board of India, state agencies, third parties, Third Party Service Providers, Transactional Practices, transparency, U.S. regulatory Filings, United Kingdom's Financial Services Authority, United States, valuation, valuation of investments, Valuation Policies and Procedures,
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