Hedge fund fees and liquidity: together at last

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Following US$700 million (A$895 million) in redemption requests in
the final quarter of 2008, US hedge fund Blue Mountain introduced a new fee
structure and an optional bidding sys­tem for investors in an attempt to create
a nexus between liquidity and hedge fund fees. In October last year, hedge
fund-of-funds investing in the multi-strategy credit fund asked for hundreds of
millions of invested capital back, an event which threatened the positions of
remaining investors and forced Blue Mountain to carve out part of its port­folio
and create a redeeming share class to pay the requests. “The liquidating share
class bore its own costs for liquidity,” Jay Bryant, managing director of the
hedge fund, said.

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Hedge fund fees and liquidity: together at last

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Following US$700 million (A$895 million) in redemption requests in the final quarter of 2008, US hedge fund Blue Mountain introduced a new fee structure and an optional bidding sys­tem for investors in an attempt to create a nexus between liquidity and hedge fund fees. In October last year, hedge fund-of-funds investing in the multi-strategy credit fund asked for hundreds of millions of invested capital back, an event which threatened the positions of remaining investors and forced Blue Mountain to carve out part of its port­folio and create a redeeming share class to pay the requests. “The liquidating share class bore its own costs for liquidity,” Jay Bryant, managing director of the hedge fund, said.

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Challenger hopes for annuity explosion from Henry review

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The ‘correcting’ and steepening of the yield curve over the last three months, combined with a new aware­ness from the Government and retirees of the market risk to which they have been exposed, will help make annuities “the product for the times”, hopes the chief executive of Challenger’s life busi­ness, Richard Howes. Last month, Challenger bolstered the rates on its annuities, such that a 15-year product with ‘nil residual capital value’ – that is, one where all the initial capital is progressively returned over the term – will pay 6.5 per cent annual interest, plus the return of the principal. Challenger’s annuities are backed by a mix of investment grade corporate debt, infrastructure bonds and property.  


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Challenger hopes for annuity explosion from Henry review

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The ‘correcting’ and steepening of the yield curve over the last three months, combined with a new aware­ness from the Government and retirees of the market risk to which they have been exposed, will help make annuities “the product for the times”, hopes the chief executive of Challenger’s life busi­ness, Richard Howes. Last month, Challenger bolstered the rates on its annuities, such that a 15-year product with ‘nil residual capital value’ – that is, one where all the initial capital is progressively returned over the term – will pay 6.5 per cent annual interest, plus the return of the principal. Challenger’s annuities are backed by a mix of investment grade corporate debt, infrastructure bonds and property.  

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Flawed member data brings TFN headache to Media Super

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Flawed member data created during the formation of Media Super saw some accounts of one of the preceding funds, JUST Super, hold duplicate records without tax file numbers (TFNs), causing some member contributions to be taxed at the full marginal rate in the 2007-08 financial year.  After the creation of Media Super in 2008 from the merger of JUST Su­per and Print Super, the trustee found that some member accounts held dupli­cate records – one with a TFN advised and another without – that resulted in some contributions being taxed an ad­ditional 31.5 per cent.


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Flawed member data brings TFN headache to Media Super

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Flawed member data created during the formation of Media Super saw some accounts of one of the preceding funds, JUST Super, hold duplicate records without tax file numbers (TFNs), causing some member contributions to be taxed at the full marginal rate in the 2007-08 financial year.  After the creation of Media Super in 2008 from the merger of JUST Su­per and Print Super, the trustee found that some member accounts held dupli­cate records – one with a TFN advised and another without – that resulted in some contributions being taxed an ad­ditional 31.5 per cent.

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Frontier fires up debate on ‘cost plus performance’ fees

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A new funds manager fee model being promoted by Frontier Invest­ment Consulting, whereby managers are paid a fixed-dollar base fee plus a performance fee, has merit but must be carefully structured to avoid incentivis­ing managers to take excessive risk, stakeholders have warned.  Sean Henaghan, who runs AMP Capital Investors’ Future Directions multimanager funds, said investors have become less averse to performance fees as the fees become structured more fairly.  One manager gripe towards models dominated by performance fees is that they encourage punting, particularly after a couple of bad years when the prospect of earning a positive perfor­mance fee looks distressingly remote.


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Frontier fires up debate on ‘cost plus performance’ fees

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A new funds manager fee model being promoted by Frontier Invest­ment Consulting, whereby managers are paid a fixed-dollar base fee plus a performance fee, has merit but must be carefully structured to avoid incentivis­ing managers to take excessive risk, stakeholders have warned.  Sean Henaghan, who runs AMP Capital Investors’ Future Directions multimanager funds, said investors have become less averse to performance fees as the fees become structured more fairly.  One manager gripe towards models dominated by performance fees is that they encourage punting, particularly after a couple of bad years when the prospect of earning a positive perfor­mance fee looks distressingly remote.

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GESB gets another internal boost with first quant strategist

For its second major hire in as many weeks, the $8 billion GESB has appointed a former AMP Capital structured product specialist as its first quantitative strategist, to build a risk and analytics capability to cover its full investment portfolio.

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