MFA Comment Letters

Topic: illiquid securities

MFA Submits Letter to IRS on Proposed Rules on Dividend Equivalent Payments04.06.12


MFA submitted a comment letter to the Internal Revenue Service on the IRS proposed rules under Section 871(m) of the […]

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Topics: 30 day liquidity 90-Day Rule, abusive practices, ADTV, anti-abuse rule, average daily trading volume, Bloomberg, broad-based indices, cascading witholding taxes, common stock, compliance restrictions, contractual representations, credit, crossing, crossing transactions, customized index, delta, delta one instrument, delta-one, delta-one instruments, Department of the Treasury, derivatives, derivatives transactions, direct or indirect "cross", dividend equivalent, dividend equivalent payments, dividend payment, dividend swaps, equity linked derivatives markets, equity-linked swaps, extraordinary dividend, FATCA, full notional amount, future dividend flow, futures, gross witholding, hedge, high-frequency trading, illiquid securities, in connection with standard, in the market, individual trade determinations, Internal Revenue Service, internal tax review system, International Swaps and Dealers Association, investment algorithms, investment fund, IRS, ISDA, leverage, long equity swap, long-party, market forces, market participants, market sector, multi-strategy fund, non-delta one instrument, non-U.S. persons, OCC, offsetting position, options, Options Clearing Corporation, options contracts, options market, ordinary divident, OTC option, out-of-the-money, outstanding positions, overwitholding, preferred stock, private funds, proprietary index, public float, public float test, real-time identification of offsetting positions, recognized independent index publisher, retested, short-party, short-term trades, single strategy fund, SNPC, special dividend, special dividends, specified notional principal contracts, strike price, swaps, synthetic exposure, tax avoidance, trading strategies, underlying security, undue market disruption, witholding agent,

MFA Comments to the U.K. Hedge Fund Working Group’s Consultation Paper12.14.07


Today, MFA submitted the following response letter to the U.K. Hedge Fund Working Group on its Consultation Paper. The overall […]

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Topics: AIMA Alternative Investment Management Association, AML, audited annual accounts, board of directors, board of trustees, Borrowed Stock, bright line test, Chartered Financial Analyst Institute, cherry picking, client confidentiality, collateral agreements, collateral calls/two way collateral posting, commercial terms, compliance, compliance procedures, Comply or Explain, conflicts of interest, consultation paper, counterparties, counterparty risk, cross-market particpant working group, Derivative posistions, Difficult-to-Value Assets, Disclosure, disclosure thresholds, exchange traded posistions, exposure, Fair Value, Federal Reserve Bank of New York for OTC equity derivatives, fire sale, fund governing bodies, Fund Governing Body, funds of funds, global alternative investment industry, Global Investment Performance Standards, global relevance, Governance of Operational Risk, Hedge Fund Working Group, hedge funds, HFWG, illiquid securities, independent in-house functions, independent third parties, independent valuation services providers, inside information, Insider Dealing, Investment Policy, investor groups, investors, Irish Stock Exchange, jurisdictional requirements, Key man risk, Key Performance indicators (KPis) Fund Governance Disclosure, legal risks, Lenders/Prime Brokers/Dealers, Luxembourg Stock Exchange, managed futures funds, managers, Market Abuse, market price, market risk, marketable securities, Model Risk, net asset value, netting agreements, non-marketable, non-U.S. exchanges, offshore, one-stop shop, OTC derivatives transactions, OTC electronic transaction posistions, OTC market particpants, Outsourcing Risk, performance fee, Performance Measurement Disclosure, portfolio, portfolio management, potential conflicts, potential liability, President's Working Group on Private Pools of Capital (PWG), price sources, prime brokers, proxy voting policy, reconciliation errors, Regulators, regulatory implicationsm Websites, regulatory risks, Risk Disclosure, scenario analyses, Securities and Exchange Commission (SEC), segregation, service legal agreement, side letters, side pocket, soft limits, Sound Practices for Hedge Fund Managers, spectrum, stock lender, stress testing, third parties, Third Party Administrators, trade association, U.S. based funds, U.S. securities law, UK, uncertainity, United Kingdom, valuation, valuation determinations,
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