0001752724-20-048571.txt : 20200312 0001752724-20-048571.hdr.sgml : 20200312 20200312114811 ACCESSION NUMBER: 0001752724-20-048571 CONFORMED SUBMISSION TYPE: N-CEN PUBLIC DOCUMENT COUNT: 3 CONFORMED PERIOD OF REPORT: 20191231 FILED AS OF DATE: 20200312 DATE AS OF CHANGE: 20200312 EFFECTIVENESS DATE: 20200312 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AIP Macro Registered Fund A CENTRAL INDEX KEY: 0001544317 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-CEN SEC ACT: 1940 Act SEC FILE NUMBER: 811-22682 FILM NUMBER: 20707703 BUSINESS ADDRESS: STREET 1: 100 FRONT STREET STREET 2: SUITE 400 CITY: WEST CONSHOHOCKEN STATE: PA ZIP: 19428-2881 BUSINESS PHONE: (610) 260-7600 MAIL ADDRESS: STREET 1: 100 FRONT STREET STREET 2: SUITE 400 CITY: WEST CONSHOHOCKEN STATE: PA ZIP: 19428-2881 N-CEN 1 primary_doc.xml X0201 N-CEN LIVE 0001544317 XXXXXXXX 811-22682 false false false N-2 AIP Macro Registered Fund A 811-22682 0001544317 549300R6EOF10X47EJ18 100 FRONT STREET SUITE 400 WEST CONSHOHOCKEN 19428-2881 US-PA US 610-260-7600 State Street Bank and Trust Company 1 Lincoln Street Boston 02111 617-786-3000 Custody and Accounting Records. N Y N-2 Y Dr. Manuel H. Johnson 000000000 N Nancy C. Everett 000000000 N Joseph J. Kearns 000000000 N Patricia Maleski 000000000 N Frank L. Bowman 000000000 N Jakki L. Haussler 000000000 N W. Allen Reed 000000000 N Michael E. Nugent 000000000 N Michael F. Klein 000000000 N Kathleen A. Dennis 000000000 N Timothy J. Knierim 000000000 522 Fifth Avenue New York 10036 XXXXXX N N N N N N N Morgan Stanley Distribution, Inc. 008-44766 000030344 54930020DF0S7EF78K71 Y N Ernst & Young LLP 42 00000000000000000000 N N N N N N N AIP Macro Registered Fund A 549300R6EOF10X47EJ18 N 0 0 0 Fund of Funds Y N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 23c-1 (17 CFR 270.23c-1) Y Y N N Morgan Stanley AIP GP LP 801-60699 000117050 549300KSRL5W75JNE398 N Morgan Stanley Investment Management Limited 801-26847 000105922 BFRUOW7W8D392UIUAW55 GB 2019-06-30 UMB Fund Services, Inc. 084-05792 00000000000000000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N UMB Fund Services, Inc. 084-05792 SEC File Number N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BIDS Trading L.P. 008-67376 000141296 254900J9JVL76SF70898 0.00000000 Prime Dealer Services Corp. N/A 000000000 549300U1ZGT51W4F9866 0.00000000 Morgan Stanley Asia (Singapore) Pte. N/A 000000000 S7TFLKD0ZWWBHLSCAD37 SG 0.00000000 UnionBanc Investment Services LLC 8-30706 000014455 254900Y9HI2TG6D79N41 0.00000000 Mitsubishi UFJ Trust and Banking Corporation N/A 000000000 JBONEPAGQXF4QP29B387 JP 0.00000000 Morgan Stanley Canada Limited N/A 000000000 54930065FO7CXEUTGL76 CA 0.00000000 Morgan Stanley Distribution, Inc. N/A 000030344 54930020DF0S7EF78K71 0.00000000 Morgan Stanley Gateway Securities JSC N/A 000000000 5493007LT7NGWGYW4E84 VN 0.00000000 MUFG Securities EMEA PLC N/A 000000000 U7M81AY481YLIOR75625 GB 0.00000000 Morgan Stanley India Company Private Limited N/A 000000000 OYO6KC46QF54MHNL5D43 IN 0.00000000 MUFG Securities Americas Inc. 8-43026 000019685 K5HU16E3LMSVCCJJJ255 0.00000000 Morgan Stanley Smith Barney LLC 8-68191 000149777 7PDDXEMZ0ZV0CEDU4D16 0.00000000 Tradeweb Markets LLC 8-49994 000042759 5493000G5QHJUY9ZWQ91 0.00000000 Tokyo Credit Services, Ltd. 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N/A 000000000 549300OB5SQ53A8BTO30 JP 0.00000000 OOO Morgan Stanley Bank N/A 000000000 KXR3XGBYJIDK7XYBRF48 RU 0.00000000 PT Morgan Stanley Sekuritas Indonesia N/A 000000000 549300JVGZMY503T1I56 ID 0.00000000 Morgan Stanley Taiwan Limited N/A 000000000 549300UX7BN34UFIPA91 TW 0.00000000 Morgan Stanley Saudi Arabia Company N/A 000000000 549300JYPS6Z0I1BVB86 SA 0.00000000 MorganStanley Menkul Degerler Anonim Sirketi N/A 000000000 549300VJZV93UIORC566 TR 0.00000000 MUFG Securities Asia Limited N/A 000000000 2138005ZEOWWBQI5ZU43 HK 0.00000000 Morgan Stanley, S.V., S.A. N/A 000000000 549300GSKN0B8BOS5L68 ES 0.00000000 Morgan Stanley Mexico, Casa de Bolsa, S.A. de C.V. N/A 000000000 FHYNAGT8UJJJOGL0BI58 MX 0.00000000 Morgan Stanley & Co. International PLC N/A 000000000 4PQUHN3JPFGFNF3BB653 GB 0.00000000 MUFG Americas Holdings Corporation N/A 000000000 5493004K1ECE43Q0BX47 0.00000000 Morgan Stanley Wealth Management Australia Pty Ltd N/A 000000000 549300VR74G9RZHCCE31 AU 0.00000000 MUFG Securities Asia (Singapore) Limited N/A 000000000 213800L9NL7KKFRKQL84 SG 0.00000000 RMB Morgan Stanley Pty Ltd N/A 000000000 54930026T33G80GFU737 ZA 0.00000000 Morgan Stanley Bank Asia Limited N/A 000000000 549300OX8NDYIQ4DB571 HK 0.00000000 Mitsubishi UFJ Morgan Stanley Securities Co., Ltd. N/A 000000000 O7YCEUWQXFIO1CHULC69 JP 0.00000000 Morgan Stanley Capital Services LLC N/A 000000000 I7331LVCZKQKX5T7XV54 0.00000000 Morgan Stanley Australia Securities Limited N/A 000000000 6NYZXKE9GUP7XNI56S88 AU 0.00000000 AU Kabucom Securities Co., Ltd. N/A 000000000 MB56QSRJ3E5ZE1TK5Y54 JP 0.00000000 Morgan Stanley Hong Kong Securities Limited N/A 000000000 549300SY0QG9QQ09KW20 HK 0.00000000 MUFG Bank, Ltd. N/A 000000000 C3GTMMZIHMY46P4OIX74 JP 0.00000000 0.00000000 Edgestream Nias Fund, Ltd. N/A 000000000 00000000000000000000 1850255.86000000 Western Asset Macro Opportunities Direct Feeder Fund (Offshore), Ltd. N/A 000000000 00000000000000000000 1208969.51000000 Autonomy Global Macro Fund L.P. N/A 000000000 00000000000000000000 1477507.75000000 State Street Institutional Investment Trust - State Street Institutional Liquid Reserves Fund N/A 000000000 5493000HFJPORCLSV250 61793023.66000000 Rokos Global Macro Fund Limited N/A 000000000 00000000000000000000 GB 2171492.79000000 Two Sigma Absolute Return Macro Enhanced Cayman Fund, Ltd. N/A 000000000 00000000000000000000 1957506.77000000 GSA QMS Fund Limited N/A 000000000 00000000000000000000 GB 1289387.14000000 D.E. Shaw Oculus International Fund N/A 000000000 00000000000000000000 1307243.02000000 Teza Offshore Fund, Ltd. N/A 000000000 00000000000000000000 2228967.01000000 Element Capital Feeder Fund Limited N/A 000000000 00000000000000000000 1543644.01000000 91024109.01000000 N 13743067.66000000 Common stock Common Stock N N N N N N 3.72000000 1.76000000 698.16000000 698.16000000 true true INTERNAL CONTROL RPT 2 NCEN_9791184011677236.txt Report of Independent Registered Public Accounting Firm To the Shareholders and Board of Trustees of AIP Macro Registered Fund A In planning and performing our audit of the financial statements of AIP Macro Registered Fund A (the Fund) as of and for the year ended December 31, 2019, in accordance with the standards of the Public Company Accounting Oversight Board (United States), we considered the Fund's internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-CEN, but not for the purpose of expressing an opinion on the effectiveness of the Fund's internal control over financial reporting. Accordingly, we express no such opinion. The management of the Fund is responsible for establishing and maintaining effective internal control over financial reporting. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. A fund's internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with U.S. generally accepted accounting principles. A fund's internal control over financial reporting includes those policies and procedures that (1) pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the fund; (2) provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements in accordance with U.S. generally accepted accounting principles, and that receipts and expenditures of the fund are being made only in accordance with authorizations of management and directors of the fund; and (3) provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use or disposition of a fund's assets that could have a material effect on the financial statements. Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate. A deficiency in internal control over financial reporting exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis. A material weakness is a deficiency, or a combination of deficiencies, in internal control over financial reporting, such that there is a reasonable possibility that a material misstatement of the fund's annual or interim financial statements will not be prevented or detected on a timely basis. Our consideration of the Fund's internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in internal control that might be material weaknesses under standards established by the Public Company Accounting Oversight Board (United States). However, we noted no deficiencies in the Fund's internal control over financial reporting and its operation, including controls over safeguarding securities that we consider to be a material weakness as defined above as of December 31, 2019. This report is intended solely for the information and use of management and the Board of Trustees of AIP Macro Registered Fund A and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties. /s/ Ernst & Young LLP Philadelphia, Pennsylvania February 28, 2020 ITEM 405 REG S-K 3 NCEN_9976745297498244.txt The Fund believes that during fiscal year ended December 31, 2019, its Reporting Persons complied with all Section 16(a) filing requirements, except that each of the initial Form 3's of Eric Stampfel, Eban Cucinotta, Christopher Morser, Gary Chan, and Robert Rafter, portfolio managers of the Fund, were filed untimely following each individual's respective appointment as a portfolio manager of the Fund. All of the referenced filings have now been made.