Form Pf - Reporting Form For Investment Advisers To Private Funds And Certain Commodity Pool Operators And Commodity Trading Advisors Page 58
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64Form PF: Glossary of Terms
Page 4
Government entity
Has the meaning provided in Form ADV.
Gross asset value
Value of gross assets, calculated in accordance with Part 1A, Instruction 6.e(3) of
Form ADV.
Gross notional value The gross nominal or notional value of all transactions that have been entered into
but not yet settled as of the data reporting date. For contracts with variable
nominal or notional principal amounts, the basis for reporting is the nominal or
notional principal amounts as of the data reporting date.
GSE bonds
Notes, bonds and debentures issued by private entities sponsored by the U.S.
federal government but not guaranteed as to principal and interest by the U.S.
federal government.
Include bond derivatives, but do not include any positions held via CDS (these
should be recorded in the CDS category).
Guarantee
For purposes of Question 63, has the meaning provided in paragraph (a)(16)(i) of
rule 2a-7.
Guarantor
For purposes of Question 63, the provider of any guarantee.
Hedge fund
Any private fund (other than a securitized asset fund):
(a)
with respect to which one or more investment advisers (or related persons of
investment advisers) may be paid a performance fee or allocation calculated
by taking into account unrealized gains (other than a fee or allocation the
calculation of which may take into account unrealized gains solely for the
purpose of reducing such fee or allocation to reflect net unrealized losses);
(b) that may borrow an amount in excess of one-half of its net asset value
(including any committed capital) or may have gross notional exposure in
excess of twice its net asset value (including any committed capital); or
(c)
that may sell securities or other assets short or enter into similar transactions
(other than for the purpose of hedging currency exposure or managing
duration).
Solely for purposes of this Form PF, any commodity pool about which you are
reporting or required to report on Form PF is categorized as a hedge fund.
For purposes of this definition, do not net long and short positions. Include any
borrowings or notional exposure of another person that are guaranteed by the
private fund or that the private fund may otherwise be obligated to satisfy.
Hedge fund assets
With respect to any adviser, hedge fund assets under management are the portion
under management
of such adviser’s regulatory assets under management that are attributable to
hedge funds that it advises.
Illiquid security
Has the meaning provided in rule 2a-7.
Index CDS
CDSs referencing a standardized basket of credit entities, including CDS indices
and indices referencing leveraged loans.
Investment grade
A security is investment grade if it is sufficiently liquid that it can be sold at or
near its carrying value within a reasonably short period of time and is subject to
no greater than moderate credit risk.
Interest rate
Any derivative whose underlying asset is the obligation to pay or the right to
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