EFTA00363461.pdf

From: To: Michael Fowler Subject: Re: Atorus Portfolio Report & UPDATE Date: Fri, 05 Sep 2014 13:46:36 +0000 Will do! And I did LOVe summer. Eeking out the last bit! Hope you are too! Sent from my iPhone On Sep 5, 2014, at 9:40 AM, Michael Fowler < > wrote: Can you please pass along the following to Jeffrey. Hope you had a nice summer. We've been engaging with a large multi strat fund and have updated our risk allocation to optimize scale. I've attached a reporting format (#3) similar to you've been used to. I've also either attached or provided a link to the additional documents we've provided to others. Specifically, slides 14-24 in the Investor Presentation (#2) are new. #4 is the updated risk allocation. #5 is the daily simulation from 1995 till today on position level. #6 allows you to input any security and compare our trade signals/exposure versus its price. 1. Quick Intro (attached) 2. Investor Presentation (attached) 3. August 29th Bi-Weekly Report - report we'll be providing going forward. To the extent it is more beneficial for you to have an increased frequency than bi-weekly, we are happy to provide. (attached) 4. Simulation Documents - includes (i)1RR Analysis, (ii) Global Risk Allocation by Category, and (iii) Key Simulation Characteristics & Assumptions (link to download 5. 20-Year Simulation Day-by-Day Analysis - day by day position level MTM, Exposure, and Realized PL. On tab 'Snapshot Analysis' you have the ability to put in any date and see what the contribution of each individual position was to NAV over the precedin • X amount of da s. (link to download 6. 20-Year Exposure & Price Comparison - ability to visually compare the actual prices of the securities overlayed with our positioning at any time. (link to download The day-by-day analysis is a very large file (166MB). If there is an issue with downloading a file of this size on your corporate network, we're happy to FedEx you a thumb drive. Let me know when you had an opportunity to review, would welcome a chat. Hope all is well. Best Regards, Michael J. Fowler - Direct (Trading Desk) Work Email - EFTA00363461 Trading Desk Email - The information contained in this electronic mail message is confidential information intended only for the use of the individual entity named above, and may be privileged. If the reader of this message is not the intended recipient, you are hereby notified that any dissemination, distribution, or copying of this message is strictly prohibited. If you have received this communication in error, please immediately notify us by telephone, and delete the original message. <Atorus_NAVSimulation_082914.pdf> <Atorus_InvestorPresentation_0829_JE.pdf> <Atorus_QuickIntro_0829_JE.pdf> EFTA00363462