[Federal Register Volume 64, Number 114 (Tuesday, June 15, 1999)]
[Notices]
[Pages 32073-32074]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 99-15094]



[[Page 32073]]

=======================================================================
-----------------------------------------------------------------------

SECURITIES AND EXCHANGE COMMISSION

[Investment Company Act Release No. 23867; 812-11528]


Mercury Asset Management International Ltd. and Mercury Asset 
Management V.I. Funds, Inc.; Notice of Application

June 9, 1999.
AGENCY: Securities and Exchange Commission (``SEC'').

ACTION: Notice of application for an order under (a) sections 6(c), 
17(b) and 10(f) of the Investment Company Act of 1940 (the ``Act'') 
granting relief from sections 17(a), 17(e) and 10(f) of the Act, and 
rules 17e-1 and 10f-3 under the Act; and (b) under section 6(c) of the 
Act granting relief from sections 9(a), 13(a), 15(a) and 15(b) of the 
Act, and rules 6e-2(b)(15) and 6e-3(T)(b)(15) under the Act.

-----------------------------------------------------------------------

    Summary of the Application: Applicants seek to amend two existing 
orders to permit additional entities to rely on the orders.\1\
---------------------------------------------------------------------------

    \1\ Merrill Lynch Asset Management, L.P., et al., Investment 
Company Act Release Nos. 22616 (April 14, 1997) (notice) and 22659 
(May 12, 1997) (order); Hotchkis and Wiley Variable Trust, et al., 
Investment Company Act Release Nos. 22749 (July 14, 1997) (notice) 
and 22786 (August 13, 1997) (order).
---------------------------------------------------------------------------

    Applicants: Mercury Asset Management International Ltd. (``MAM'') 
and Mercury Asset Management V.I. Funds, Inc. (``Mercury V.I. Fund'').
    Filing Dates: The application was filed on March 3, 1999. 
Applicants have agreed to file an amendment during the notice period, 
the substance of which is reflected in this notice.
    Hearing or Notification of Hearing: An order granting the 
application will be issued unless the SEC orders a hearing. Interested 
persons may request a hearing by writing to the SEC's Secretary and 
serving applicants with a copy of the request, personally or by mail. 
Hearing requests should be received by the SEC by 5:30 p.m. on June 30, 
1999, and should be accompanied by proof of service on applicants, in 
the form of an affidavit, or, for lawyers, a certificate of service. 
Hearing requests should state the nature of the writer's interest, the 
reason for the request, and the issues contested. Persons may request 
notification of a hearing by writing to the SEC's Secretary.

ADDRESSES: Secretary, SEC 450 Fifth Street, N.W., Washington, D.C. 
20549-0609. Applicants, 800 Scudders Mill Road, Plainsboro, New Jersey 
08536.

FOR FURTHER INFORMATION CONTACT: Susan K. Pascocello, Senior Counsel, 
at (202) 942-0674, Michael W. Mundt, Branch Chief, at (202) 942-0564 
(Division of Investment Management, Office of Investment Company 
Regulation), or Kevin Kirchoff, Branch Chief, at (202) 942-0670 
(Division of Investment Management, Office of Insurance Products).

SUPPLEMENTARY INFORMATION: The following is a summary of the 
application. The complete application may be obtained for a fee from 
the SEC's Public Reference Branch, 450 Fifth Street, NW, Washington, DC 
20549-0102 (tel. (202) 942-8090).

Applicants' Representations

    1. MAM is registered as an investment adviser under the Investment 
Advisers Act of 1940 and is a wholly owned subsidiary of Mercury Asset 
Management Group plc (``Mercury''), which was acquired by Merrill Lynch 
& Co. Inc. (``Merrill Lynch'') in January, 1998. MAM serves as 
subadviser to a portfolio of TIFF International Equity Fund, a series 
of TIFF Investment Program, an open-end investment company registered 
under the Act.\2\ MAM also will serve as investment adviser to Mercury 
V.I. Fund, an open-end investment company registered under the Act and 
currently consisting of two series. Mercury V.I. Fund would offer 
shares representing interests in its current and future series to 
separate accounts of affiliated and unaffiliated insurance companies to 
serve as the investment vehicle for variable annuity contracts and 
variable life insurance contracts, as well as directly to qualified 
pension and retirement plans (``Qualified Plans'') outside of the 
separate account context. Mercury V.I. Fund has not yet commenced 
operations.
---------------------------------------------------------------------------

    \2\ Such portfolio together with any other portfolio advised by 
MAM and at least one other investment adviser that has no 
affiliation with Merrill Lynch is referred to as a ``Multi-Managed 
Portfolio.'' The potion of a Multi-Managed Portfolio advised by an 
investment adviser that has no affiliation with Merrill Lynch is an 
``Unaffiliated Portion.''
---------------------------------------------------------------------------

    2. Merrill Lynch Asset Management, L.P. (``MLAM''), on behalf of 
its separate operating division Hotchkis and Wiley (``H&W''), and 
Merrill Lynch, Pierce, Fenner & Smith Incorporated (``MLPF&S'') 
previously obtained an order to permit certain principal and brokerage 
transactions with ``multi-manager'' investment companies advised by H&W 
and at least one other investment adviser that has no affiliation with 
Merrill Lynch (``Brokerage Order''). The transactions are between 
MLPF&S and those portions of the Multi-Managed Portfolios that are not 
subadvised by H&W.
    3. The requested order would amend the Brokerage Order so that it 
would apply to both the Unaffiliated Portion of the portfolio of TIFF 
International Equity Fund for which MAM currently serves as subadviser, 
as well as to any other Multi-Managed Portfolios to which MAM or other 
entities that are controlled by, in control of, or under common control 
with MLPF&S (each an ``Affiliate'') may in the future provide 
investment advisory services (MAM and the Affiliates each an 
``Affiliated Subadviser'') and which is operated in a manner consistent 
with the terms and conditions of the application relating to the 
Brokerage Order (the ``Brokerage Application''). Specifically, the 
order sought would exempt MAM, MLPF&S and Affiliates from certain 
provisions of the Act in order to permit, subject to the conditions set 
forth below, (i) MLPF&S and Affiliates to engage in principal 
transactions with the Unaffiliated Portion of each of the Multi-Managed 
Portfolios; (ii) MLPF&S and Affiliates to provide brokerage services to 
the Unaffiliated Portion of each of the Multi-Managed Portfolios, and 
the Unaffiliated Portion of each of the Multi-Managed Portfolios to 
utilize such brokerage services; and (iii) the Unaffiliated Portion of 
each of the Multi-Managed Portfolios to purchase securities during the 
existence of an underwriting syndicate, a principal underwriter of 
which is MLPF&S or an Affiliate. In addition, the amended Brokerage 
Order would permit a portion of a Multi-Managed Portfolio advised by an 
Affiliated Subadviser to make purchases from certain underwritings in 
reliance on rule 10f-3 without aggregating the purchases with purchases 
made by an Unaffiliated Portion for purposes of determining compliance 
with rule 10f-3(b)(7) under the Act. MAM states that , under the 
amended Brokerage Order, an Affiliated Subadviser will be subject to 
all of the terms and conditions of the Brokerage Application applicable 
to H&W.
    4. MLAM and MLPF&S previously obtained an order to allow shares of 
Hotchkis and Wiley Variable Trust and any investment company or 
portfolio designed to fund insurance products and for which H&W may 
serve as investment adviser, administrator, manager, principal 
underwriter, or sponsor to be sold to and held by variable annuity and 
variable life insurance separate accounts (``Separate Accounts'') of 
both affiliated and unaffiliated life insurance companies 
(``Participating Insurance Companies'') and by Qualified Plans outside 
of the

[[Page 32074]]

separate account context (``Mixed and Shared Funding Order''). The 
requested order would amend the Mixed and Shared Funding Order to apply 
to MAM and any Affiliate; any investment company or separate series of 
the investment company that is designed to fund insurance products for 
which MAM or any Affiliate serves or may in the future serve as 
investment adviser, administrator, manager, principal underwriter or 
sponsor (each, including Mercury V.I. Fund, a ``Trust''); any insurance 
company and insurance company separate account supporting variable 
annuity or variable life insurance contracts which currently invest or 
may invest in a Trust; and any Qualified Plan to which a Trust may 
offer and sell shares representing interests in its portfolios. 
Specifically, applicants seek an amended order to the extent necessary 
to permit shares of a Trust to be offered and sold to, and held by: (i) 
both variable annuity and variable life insurance separate accounts of 
the same life insurance company or of any affiliated life insurance 
company; (ii) separate accounts of unaffiliated life insurance 
companies (including both variable annuity separate accounts and 
variable life insurance separate accounts); and (iii) trustees of 
Qualified Plans.

Applicants' Legal Analysis

A. Brokerage Order

    1. MAM seeks an exemption, pursuant to Sections 6(c), 17(b) and 
10(f) of the Act, from the provisions of sections 17(a), 17(e) and 
10(f) of the Act and rules 17e-1 and 10f-3 under the Act. MAM states 
that all of the terms and representations of the Brokerage Application 
are equally applicable with respect to this application and are 
incorporated by reference, with the exception of the discussion 
relating to rule 10f-3(d). Rule 10f-3(d) has been deleted since the 
filing of the Brokerage Application and replaced by rule 10f-3(b)(7).
    2. Rule 10f-3(b)(7) generally limits the securities purchased by an 
investment company in reliance on rule 10f-3 to 25% of the principal 
amount of the offering of the class of securities. Applicants seek 
relief from this provision so that investments by an Affiliated 
Subadviser will not be aggregated with investments by Unaffiliated 
Portions. Applicants submit that the legal discussion and analysis in 
the Brokerage Application relating to relief from rule 10f-3(d) are 
equally relevant to rule 10f-3(b)(7).

B. Mixed and Shared Funding Order

    As in the application relating to the Mixed and Shared Funding 
Order (the ``Mixed and Shared Funding Application''), applicants seek 
an exemption, pursuant to section 6(c) of the Act, from the provisions 
of sections 9(a), 13(a), 15(a) and 15(b) of the Act and rules 6e-
2(b)(15) and 63-3(T)(15) under the Act. Applicants state that all of 
the terms and representations of the Mixed and Shared Funding 
Application are equally applicable with respect to this application and 
are incorporated by reference.

Applicants' Conditions

    1. MAM agrees that MAM and any Affiliate relying on the amended 
Brokerage Order will be subject to the terms and conditions contained 
in the Brokerage Application and Brokerage Order.
    2. Applicants agree that: (1) MAM and any Affiliate; (2) any Trust; 
(3) any insurance company and insurance company separate account 
supporting variable annuity or variable life insurance contracts which 
currently invest or may invest in a Trust; and (4) any Qualified Plan 
to which a Trust may offer and sell shares representing interests in 
its portfolios will be subject to the terms and conditions provided in 
the Mixed and Shared Funding Application applicable to H&W, Trusts, 
Participating Insurance Companies and their Separate Accounts, and 
Qualified Plans, respectively.\3\
---------------------------------------------------------------------------

    \3\ The Applicants agree that in the event the Mercury V.I. 
Fund, or any other Trust, operates as a ``feeder'' fund in a 
``master/feeder'' fund structure, such Trust shall ensure that, to 
the extent necessary, the ``master,'' as well as such Trust, will 
comply with the conditions to the application.

    For the SEC, by the Division of Investment Management, pursuant 
to delegated authority.
Margaret H. McFarland,
Deputy Secretary.
[FR Doc. 99-15094 Filed 6-14-99; 8:45 am]
BILLING CODE 8010-01-M