MFA Comment Letters

Topic: equity exposure

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,

Supplementary Letter to the SEC in Response to its Proposed Antifraud Rule with Respect to Security-Based Swaps03.29.11


MFA submitted a letter to supplement our December 23, 2010 letter to the SEC in response to its proposed antifraud […]

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Topics: anti-fraud rule assignment, assignments, automatic stay provisions, Bank of International Settlements, Bankruptcy Code, bankruptcy proceedings, bilateral contracts, BIS, capital formation, CDS market, clearing agreement, collateral, competition, context, conveyance of rights/obligations, corporate actions, corporate loans, cost-benefit analysis, counterparty defaults, credit default swaps, credit events, credit exposure, Deception, definitions, derivatives market, disruption events, equity exposure, equity linked forwards, equity-linked swaps, exchange, execution, extinguishment of rights/obligations, fair dealing, FCIC, financial crisis, Financial Crisis Inquiry Commission, Financial Stability Board, Fraud, high yield bonds, honest markets, institutional leveraged loans, interim payments, International Swaps and Derivatives Association Inc, investment grade bonds, investment grade loans, investor confidence, ISDA master agreement, LBO-related loans, legitimate market activity, legitimate market participation, leveraged loans, Loan market Review, Manipulation, material dislocation, material non-public information, maturity date, non-index multi-name credit default swaps, novations, premium payments, price discovery, price discovery process, price efficiency, primary debt issuance, primary participant, purchase, Reuters, sale, SEC, SEC v. Rotech, secondary participant, Securities and Exchange Commission, Securities Industry and Financial Markets Association, security based swap anti-fraud rule, security based swaps market, security-based swaps, single name credit default swaps, spread payments, statutory authorization, swap market, swaps market, systemic risk, termination, termination events, The Loan Syndications and Trading Association, total return swaps, transfer of rights/obligations, transferor, unallocated swaps, underlying shares, unwinds, US OTC derivatives market,
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