1,081 results for "Nov 15 2014"
Page 32 of 44
EFTA00288255.pdf
...1.36%
(23.47)
9437 JP Equity
252
(7,723)
15.62
15.11
3.30
0.99%
120.00
9983 JP Equity
(229)
2,541
366.07
335.78
-6.37
1.42%
(175.90)
4/11/2014
EFTA00288261
9984 JP Equity
182
410
46.70
67.43
22...
EFTA00293394.pdf
...Names b
APAC Long
28
APAC Short
24
EMEA Long
75
EMEA Short
17
AMER Long
166
AMER Short
51
EquityCom Long
60
EquityCom Short
11
G20 Rates Long
15
G20 Rates Short
9
Total Long
344
Total Short
112
EFTA00293396
Atorus, LLC
2/19/2014
Historical Net Exposure by...
EFTA00617749.pdf
...Names b
APAC Long
28
APAC Short
24
EMEA Long
75
EMEA Short
17
AMER Long
166
AMER Short
51
EquityCom Long
60
EquityCom Short
11
G20 Rates Long
15
G20 Rates Short
9
Total Long
344
Total Short
112
EFTA00617751
Atorus, LLC
2/19/2014
Historical Net Exposure by...
EFTA00293133.pdf
...135.05)
NICE US Equity
1,015
5,145
66.10
79.15
20.39
0.97%
32.13
NOK US Equity
4,169
4,498
3.96
7.64
69.83
1.33%
(66.44)
NOV US Equity
(49)
4,672
75.96
75.16
-1.11
0.95...
EFTA00288351.pdf
...Credit)
EFTA00288354
Atorus, LIC
5/21/2014
Current Gross Notional Risk by Category
246,534
6;8,412
1,517,13
• APAC
• EMEA
• AMER
• EquityCom
• G20 Rates
Performance Vs. MSCI World Index
2.15
1.95
1.75
1.55
1.35
1.15
0.95
0.75
O1ry
O1...
EFTA00288623.pdf
...Credit)
EFTA00288626
Atorus, LIC
7/23/2014
Current Gross Notional Risk by Category
318,490
626,888
.2,173,
PA
P
■ APAC
■ EMEA
■ AMER
■ EquityCom
■ G20 Rates
Performance Vs. MSCI World Index
2.35
2.15
1.95
1.75
1.55
1.35
1.15
0.95
0.75...
EFTA00598573.pdf
...Credit)
EFTA00598576
Atorus, LIC
7/23/2014
Current Gross Notional Risk by Category
318,490
626,888
.2,173,
PA
P
■ APAC
■ EMEA
■ AMER
■ EquityCom
■ G20 Rates
Performance Vs. MSCI World Index
2.35
2.15
1.95
1.75
1.55
1.35
1.15
0.95
0.75...
EFTA00288319.pdf
...MSCI World Index
2.15
1.95
1.75
1.55
1.35
1.15
0.95
0.75 eeeeeeeeeeeee osu
oc.
4Pcif qe," e
4.301•
*—*Series1
—Serial
Rolling 30 Day Realized Volatility -
EFTA00288323
Atorus, LLC
4/23/2014
Percentile Distribution of Current MTM Gains in Vol Days by...
EFTA00292924.pdf
...Names by Category
23
APAC Long
APAC Short
29
EMEA Long
73
EMEA Short
22
AMER Long
165
AMER Short
55
EquityCom Long
55
EquityCom Short
15
Credit Long
15
Credit Short
9
Total Long
331
Total Short
130
EFTA00292926
Atorus, LLC
2/13/2014
Historical Net Exposure by Geography...
EFTA00288159.pdf
Atorus, LLC
4/3/2014
Current Date:
4/3/2014
Change on Day:
.0.22%
Total Return since 1/1/12:
85.28%
MSCI World Change on
712M Return:
44.13%
Day
-0.14%
T90 Day Return:
4.23%
No of Positions
T30 Day Return:
-0.46%
(+MTM) on Day...
EFTA00293149.pdf
...135.05)
NICE US Equity
1,015
5,145
66.10
79.15
20.39
0.97%
32.13
NOK US Equity
4,169
4,498
3.96
7.64
69.83
1.33%
(66.44)
NOV US Equity
(49)
4,672
75.96
75.16
-1.11
0.95...
EFTA00292769.pdf
...000
—
APAC
—
EMEA
--
AMER
EquityCom
-Credit
EFTA00292772
Atorus, LIC
1/31/2014
Current Gross Notional Risk by Category
■ APAC
■ EMEA
■ AMER
■ EquityCom
■ Credit
T24M Performance Vs. MSCI World Index
1.95
1.75
1.55
1.35
1.15
0.95
0.75
.scle ee e et ee eeeee cis...
EFTA00621353.pdf
...000
—
APAC
—
EMEA
--
AMER
EquityCom
-Credit
EFTA00621356
Atorus, LIC
1/31/2014
Current Gross Notional Risk by Category
■ APAC
■ EMEA
■ AMER
■ EquityCom
■ Credit
T24M Performance Vs. MSCI World Index
1.95
1.75
1.55
1.35
1.15
0.95
0.75
.scle ee e et ee eeeee cis...
EFTA00293117.pdf
...12/2014
Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles)
70X0
60.00
SOAP
40X0
30X0
20X0
10.00
OAD
to.oir
te s
Percentile
No. Vol Days
0.004
24.29
5.00%
-2.65
10.00%
.1.59
15.00...
EFTA00288832.pdf
...Credit)
EFTA00288835
Atorus, LIC
5/16/2014
Current Gross Notional Risk by Category
254,199
600,003
1,461,32
1
4
1
1
■ APAC
■ EMEA
■ AMER
■ EquityCom
■ G20 Rates
Performance Vs. MSCI World Index
115
1.95
1.75
1.55
1.35
1.15
0.95
0.75...
EFTA00288511.pdf
...Price
(in USD)
Days
Vol
(in USD)
6/12/2014
000270 KS Equity
8
(1,846)
55.57
55.34
0.46
0.90%
8.98
005380 KS Equity
(47)
3,149
224.34
221.01
-1.58
0.96%
15.49
005490 KS Equity
83
(3,177)
294.09...
EFTA00293005.pdf
...97
28.05
0.65%
NKE US Equity
939
3,822
62.73
78.15
26.99
0.91%
NOK US Equity
4,195
4,498
3.96
7.66
60.75
1.54%
NOV US Equity
(81)
3,696
76.17
74.53
•2.61
0.84%
NOVN VX...
EFTA00610624.pdf
...80
Ireland
€75
€70
Greece
•
€65
•
€60
2012 2013 2014 2015 2016
Source: Bloomberg.
2017 2018 2019 2020
Europe cheap to US: price to earnings
Europe10-yr trailing PE divided by US 10-yr trailing PE
1.25
1.15
1.05
0$5
0.85
am
ass
Jan-98...
EFTA00288463.pdf
...4 4 A\
,
4 5
A\
,
5
41'
EFTA00288466
Atorus, LIC
6/6/2014
Current Gross Notional Risk by Category
1,600,82
262,730
pr
649,528
VI
/
• APAC
• EMEA
• AMER
• EquityCom
• G20 Rates
Performance Vs. MCI World Index
2.15
1.95
1.75
1.55
1.35...
EFTA00293069.pdf
...1.71%
(152.99)
9437 JP Equity
(215)
(5,749)
15.71
16.30
-3.48
1.08%
19.45
9983 JP Equity
15
3,177
369.08
370.82
0.30
1.56%
58.46
3/7/2014
EFTA00293075
9984 JP Equity
1,351
1,678
42.69
77...
EFTA00293037.pdf
Atorus, LLC
3/5/2014
Current Date:
3/5/2014
Change on Day:
0.53%
Total Return since 1/1/12:
87.72%
MSCI World Change on
712M Return:
45.81%
Day
0.07%
790 Day Return:
15.51%
No of Positions
T3O Day Return:
16.41%
(+MTM) on Day...
EFTA00292876.pdf
...Names b
APAC Long
18
APAC Short
34
EMEA Long
65
EMEA Short
27
AMER Long
146
AMER Short
71
EquityCom Long
50
EquityCom Short
20
Credit Long
15
Credit Short
9
Total Long
294
Total Short
161
EFTA00292878
Atorus, LLC
2/10/2014
Historical Net Exposure by Geography (Listed...
EFTA00422126.pdf
...Real Estate -0.15%, Healthcare -0.01%, Travel/Leisure +0.05%
Key Events in January
MI verdict on 15 Eurozone countries due sometime in January (likely sooner rather than later)
It will be a busy Jan/Q1 for European sovereign debt issuance & refinancing (€740 billion for 2012 of which — €82...
EFTA00293426.pdf
...912
4,704
65.15
77.79
21.88
0.89%
(60.62)
NOK US Equity
4,193
4,498
3.96
7.66
63.81
1.46%
21.96
NOV US Equity
(59)
3,707
75.77
74.57
-1.94
0.83%
15.55
NOVN VX Equity
5...
EFTA00288495.pdf
...6/11/2014
Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex-
MTM)
Largest MTM Gains Current Posi ions (90th
Percentile MTM Gains % NAV)
Security
Notional
22 Positions
DUK US Equity
(7,783)
TGT US Equity
(8,574)
CO1 Comdty
(9,568)
SPGSCITR Index
(15,778)
XAG...
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