Form Pf - Reporting Form For Investment Advisers To Private Funds And Certain Commodity Pool Operators And Commodity Trading Advisors Page 63
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64Form PF: Glossary of Terms
Page 9
similar) securities at a later date at an agreed upon price.
Risk limiting
The conditions specified in paragraphs (d) of rule 2a-7.
conditions
Rule 2a-7
Rule 2a-7 promulgated by the SEC under the Investment Company Act of 1940.
SEC
U.S. Securities and Exchange Commission.
Secured borrowing
Obligations for borrowed money in respect of which the borrower has posted
collateral or other credit support. For purposes of this definition, reverse repos
are secured borrowings.
Securities lending
Cash pledged to the reporting fund’s beneficial owners as collateral in respect of
collateral
securities lending arrangements.
Securitized asset
Any private fund whose primary purpose is to issue asset backed securities and
fund
whose investors are primarily debt-holders.
Separately operated
For purposes of this Form, a related person is separately operated if you are not
required to complete Section 7.A. of Schedule D to Form ADV with respect to
that related person.
7-day gross yield
Based on the 7 days ended on the data reporting date, calculate the liquidity
fund’s yield by determining the net change, exclusive of capital changes and
income other than investment income, in the value of a hypothetical pre-existing
account having a balance of one share at the beginning of the period and dividing
the difference by the value of the account at the beginning of the base period to
obtain the base period return, and then multiplying the base period return by
(365/7) with the resulting yield figure carried to the nearest hundredth of one
percent. The 7-day gross yield should not reflect a deduction of shareholders fees
and fund operating expenses.
Single name CDS
CDSs referencing a single entity.
Sovereign bonds
Any notes, bonds and debentures issued by a national government (including
central governments, other governments and central banks but excluding U.S.
state and local governments), whether denominated in a local or foreign currency.
Include bond derivatives, but do not include any positions held via CDS (these
should be recorded in the CDS category).
Structured products
Pre-packaged investment products, typically based on derivatives and including
structured notes.
Sub-asset class
Each sub-asset class identified in Questions 26 and 30.
SV
Value of short positions, measured as specified in Instruction 15.
Unlisted equity
Direct beneficial ownership of equities, including preferred equities, that are not
listed on a regulated exchange.
Do not include synthetic or derivative exposures to equities.
U.S. financial
Any of the following: (i) a financial institution chartered in the United States
institution
(whether federally-chartered or state-chartered); (ii) a financial institution that is
separately incorporated or otherwise organized in the United States but has a
parent that is a financial institution chartered outside the United States; or (iii) a
branch or agency that resides outside the United States but has a parent that is a
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