EFTA01460067.pdf PDF
Multi Asset Investment Process Portfolio implementation & Research Proces. . The Global Investment Group Selection Process Database Initial Fact On-site Further Final Screening Finding visits analysis Assessment Performance…
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EFTA01364484.pdf PDF
Multi-Asset Risk Premia Portfolio — TV8 Performance Overview Historical Performance vs MSCI World and Barclays Agg Rolling 2 year Correlation MSCI World - Excess Return …
EFTA01376092.pdf PDF
For purposes of the Portfolio Profile Test, unless the context otherwise requires or unless otherwise provided in the Portfolio Profile Test. a Synthetic Security will be deemed to have the characteristics of the related Reference Obligation (except that the Moody…
EFTA01364459.pdf PDF
Multi-Asset Risk Premia Portfolio — TV8 Performance Overview Historical Performance vs MSCI World and Barclays Agg Rolling 2 year Correlation MSCI World - Excess Return …
EFTA01364455.pdf PDF
Cash Equity Risk Premia Portfolio TV5 Option Pricing* • Protection on equity portfolios can expensive relative to the expected return on a long equity position — e.g. a 2-year 90% option on the S&P 500 costs 6.9%, or…
EFTA01351281.pdf PDF
Subject: Re: Fw: Portfolio Review... [I] From: Tazia Smith < Date: Mon, 06 Jan 2014 16:10:53 -0500 To: Paul Morris Classification: For internal use only Yes! Was basing that number on Jeepers cash her and ST cash you…
EFTA01365264.pdf PDF
For purposes of the Portfolio Profile Test, unless the context otherwise requires or unless otherwise provided in the Portfolio Profile Test. a Synthetic Security will be deemed to have the characteristics of the related Reference Obligation (except that the Moody…
EFTA01364485.pdf PDF
Multi-Asset Risk Premia Portfolio Option Pricing* ■ However, a 2-year 90% put on Multi-Asset Risk Premia Portfolio TV5 costs 0.85%, or approx. 0.45% per annum, versus backtested returns of -8% per annum on the index…
EFTA01364454.pdf PDF
Cash Equity Risk Premia Portfolio TV5 Bloomberg: DBGLRP5U Historical Performance Performance …
EFTA01387049.pdf PDF
• Manages a portfolio of short index option spreads (modified iron condors) on the S&P 500 to generate option premium with limited risk: o Market and collateral agnostic. o Maximum potential loss in any given month -5% of notional value…
EFTA01364431.pdf PDF
Multi-Asset Risk Premia Portfolio — TV5 Performance Overview Historical Performance vs MSCI World and Barclays Agg Rolling 2 year Correlation MSCI World - Excess Return …
EFTA01364404.pdf PDF
Multi-Asset Risk Premia Portfolio Option Pricing* ■ However, a 2-year 90% put on Multi-Asset Risk Premia Portfolio TV5 costs 0.85%, or approx. 0.45% per annum, versus backtested returns of -8% per annum on the index…
EFTA01447446.pdf PDF
-- defer investment portfolio gains from current period taxation -- allocate investment portfolio values to any of the registered and non-registered investment funds made available by the insurance company -- avoid required distributions until the owner's age 95 or 100 (at…
EFTA01425642.pdf PDF
Subject: LR/MR portfolio discussion From: Corinna-A Reibchen Date: Mon, 03 Dec 2018 16:38:36 -0500 To: Corinna Reibchen Stewart Oldfield Daphne Cales Emily Craig < Dian Stoianov Dian Stoianov Hello Stewart, As discussed here the invitation for…
EFTA01362941.pdf PDF
CYES ILLUSTRATION ON BALANCED PORTFOLIO* 26.0 24.0 Over lay 22.0 $20mm Overlay SlOmm Overlay …
EFTA01364457.pdf PDF
Multi-Asset Risk Premia Portfolio Portfolio Construction OVERVIEW ■ The Portfolio is a Volatility-Targeted Portfolio with weights to the underlying systematically rebalanced based on an Equal Risk Contribution allocation methodology. RISK-WEIGHTING ■ The weights for the basket of…
EFTA01370097.pdf PDF
RIN I Portfolio Holdings' Moodys Recovery Amount Avg. Market Stated Spread Secto…
EFTA01370112.pdf PDF
Team Biographies Portfolio Management and Investment Team (Cont'd) Cameron Berns, Assistant Vice President Mr. Berns is responsible for sourcing, screening, structuring, executing and monitoring infrastructure debt investments across multiple sub-sectors, including conventional and renewable power generation, utilities, rail…
EFTA01455447.pdf PDF
Hedge fund portfolio leverage Area of expertise: Structured finance and lending Theme: Structural solutions Overview — Portfolio of diversified hedge fund shares serves as collateral for a leverage facility — Additional capital through leverage boosts investor returns and allows for flexibility of…
EFTA01370109.pdf PDF
Investment Process: Investing and Portfolio Monitoring Investment review triggers upon signs of potential credit deterioration' Investing and Portfolio …