INTERACTIVE DEMO · SYNTHETIC DATAIllustrative figures · not real positions
TREASURY & RISK · FIRM MONITOR
Multi-strategy · synthetic sample · 41 pods
LIVE
initializing feed…
Gross Market Value
$125.97B
4.34x gross leverage
Net Market Value
$3.89B
Cash on Hand
$7.39B
5.9% of GMV
Liquidity Buffer
$11.59B
cash + $4.20B facility
Margin Req (all PBs)
$34.19B
saves $28.80B vs Reg T
1-Day VaR (99%)
$1743M
1.4% of GMV
P&L MTD
$393M
Gross Leverage · trailing
0.96x now · limit 5.80x
Firm Cash · trailing
$1.82B
Max CP Utilization · trailing
63.7%
Capital & Liquidity by Strategy
| Strategy | GMV | Net | Cash | Margin | Gross Lev | W.Avg DTL |
|---|---|---|---|---|---|---|
| Equity L/S | $25.60B | $2.13B | $2080M | $4558M | 4.76x | 8.8d |
| Fixed Income & Macro | $27.21B | $2.45B | $1193M | $5157M | 4.16x | 8.8d |
| Commodities | $22.68B | $0.03B | $1595M | $3313M | 5.76x | 9.0d |
| Multi-Asset Arb | $31.15B | $0.67B | $1452M | $4050M | 4.91x | 9.0d |
| Systematic | $19.34B | $-1.38B | $1072M | $2500M | 3.63x | 10.1d |
Treasury Alerts (9 active)
highJ.P. Morgan financing utilization 83%
medBofA financing utilization 76%
medBofA counterparty health on watch — 5Y CDS 54bps / LCR 116%
medFixed Income & Macro cash buffer below 4.5% of GMV
medCAT is 8.2% of firm GMV (> 5%)
medXOM is 6.9% of firm GMV (> 5%)
medPFE is 6.7% of firm GMV (> 5%)
highStress "Vol spike (VIX 40)" breaches min buffer — forced deleveraging risk
highStress "2x margin call" breaches min buffer — forced deleveraging risk
SYNTHETIC DATA · FOR ILLUSTRATION ONLY · NOT REAL POSITIONS