Portfolio Management
$10B AUM across 4 strategies | 42 positions
MTD Return
+4.20%
YTD Return
+28.40%
Sharpe Ratio
2.12
Max Drawdown
-12.3%
Beta
1.35
Alpha
+8.20%
Info Ratio
1.45
VaR (95%)
$52.0M
Risk Alerts
VaR Breach Warning
Tech Growth VaR at 92% of limit ($52M / $56M)
Concentration Note
NVDA + AVGO combined weight approaching 4% limit
Liquidity OK
73% of portfolio liquid within 5 days
FX Hedge Review
JPY hedge expires in 14 days - renewal recommended
Tech Growth Holdings
10 positions | $4.20B AUM
0.89 corr6.8% TE
| Ticker | Name | Shares | Market Value | Weight | Cost Basis | Unrealized P&L | Day Change | Conviction |
|---|---|---|---|---|---|---|---|---|
| NVDA | NVIDIA Corp | 450,000 | $64.1M | 1.53% | $53.3M | $10.8M | +2.30% | 92/100 |
| MSFT | Microsoft Corp | 280,000 | $119.9M | 2.86% | $98.0M | $21.9M | +0.80% | 88/100 |
| GOOGL | Alphabet Inc | 520,000 | $92.7M | 2.21% | $78.0M | $14.7M | +1.10% | 85/100 |
| AMZN | Amazon.com Inc | 380,000 | $75.0M | 1.79% | $62.0M | $13.0M | +1.50% | 82/100 |
| META | Meta Platforms | 145,000 | $87.4M | 2.08% | $71.0M | $16.4M | +0.40% | 79/100 |
| AAPL | Apple Inc | 520,000 | $121.7M | 2.90% | $104.0M | $17.7M | -0.30% | 76/100 |
| TSM | Taiwan Semiconductor | 310,000 | $58.6M | 1.40% | $48.0M | $10.6M | +1.80% | 84/100 |
| AVGO | Broadcom Inc | 95,000 | $95.5M | 2.28% | $78.0M | $17.5M | +2.10% | 81/100 |
| CRM | Salesforce Inc | 180,000 | $54.5M | 1.30% | $45.0M | $9.5M | +0.60% | 74/100 |
| NOW | ServiceNow Inc | 62,000 | $55.8M | 1.33% | $46.0M | $9.8M | +1.20% | 77/100 |
Factor Exposures
Market
1.12
+8.40%
Size
-0.24
-0.60%
Value
0.18
+0.80%
Momentum
0.42
+2.10%
Quality
0.35
+1.40%
Volatility
-0.28
+1.20%
Concentration
Top 5 Weight
14.8%
Top 10 Weight
24.2%
Active Share
78.4%
HHI Index
425
Position Count
42
Avg Position
$238.1M
Liquidity Profile
< 1 day
42%
$4.20B
1-5 days
31%
$3.10B
5-20 days
18%
$1.80B
20+ days
9%
$900.0M
Sector Breakdown
Technology
90.9%
$750.2M
Consumer
9.1%
$75.0M
Geographic Exposure
North America
68%
+2.40%
Europe
12%
-1.20%
Asia Pacific
14%
+0.80%
Emerging Markets
4%
-0.60%
Other
2%
+0.10%
Currency Exposure
USD
72%
unhedged
EUR
11%
65% hedged
JPY
8%
80% hedged
GBP
5%
50% hedged
Other
4%
40% hedged
Recent Trades
Last 48 hours across all strategies
| Time | Ticker | Side | Shares | Price | Value | Strategy | Rationale |
|---|---|---|---|---|---|---|---|
| 2025-01-23 14:32:18 | NVDA | BUY | 15,000 | $142.50 | $2.1M | tech growth | Blackwell ramp conviction increase |
| 2025-01-23 13:45:22 | AVGO | BUY | 8,500 | $1005.25 | $8.5M | tech growth | AI ASIC revenue beat |
| 2025-01-23 11:28:45 | TLT | SELL | 45,000 | $95.00 | $4.3M | macro | Duration reduction - rate path reassessment |
| 2025-01-23 10:15:33 | JPM | BUY | 22,000 | $240.00 | $5.3M | value | NII guidance raise |
| 2025-01-22 15:58:41 | XOM | SELL | 35,000 | $110.00 | $3.9M | value | Trimming energy overweight |
| 2025-01-22 14:22:17 | SPY Puts | BUY | 200 | $12500.00 | $2.5M | options | Tail hedge refresh |
| 2025-01-22 11:45:09 | GOOGL | BUY | 18,000 | $178.20 | $3.2M | tech growth | AI monetization thesis |
| 2025-01-22 09:32:55 | GLD | BUY | 12,000 | $240.00 | $2.9M | macro | Geopolitical hedge |