MERIDIAN CAPITAL
MULTI-STRATEGY FUND
14:32:18 ESTLIVE
SPY523.41+0.34%|QQQ448.76+0.51%|AAPL198.11-0.22%|MSFT421.55+0.18%|NVDA875.32+1.42%|AMZN186.49+0.63%|META502.14-0.38%|GOOGL155.72+0.27%|TSLA248.91-1.15%|JPM198.33+0.44%|ES=F5,284.50+0.28%|NQ=F18,412.75+0.46%|GC=F2,341.30-0.12%|CL=F78.42+0.87%|SPY523.41+0.34%|QQQ448.76+0.51%|AAPL198.11-0.22%|MSFT421.55+0.18%|NVDA875.32+1.42%|AMZN186.49+0.63%|META502.14-0.38%|GOOGL155.72+0.27%|TSLA248.91-1.15%|JPM198.33+0.44%|ES=F5,284.50+0.28%|NQ=F18,412.75+0.46%|GC=F2,341.30-0.12%|CL=F78.42+0.87%
NET AUM
$1.24B
Gross $2.1B
DAY P&L
+$3.2M
+26bp
SHARPE (Ann.)
2.14
Since inception
MAX DD
-4.2%
Peak-to-trough
Cumulative Return — NAV vs SPX (YTD)
NAV+28.6%SPX+14.1%
Strategy Allocation
Equities — L/S$558M45%
Vol Arb$310M25%
Macro / Futures$248M20%
Credit$124M10%
Sector Exposure (Net %)
SectorLongShortNet
Technology42.1-3.938.2
Financials18.3-3.614.7
Consumer Disc.15.4-3.312.1
Healthcare12.2-2.49.8
Order Blotter12 fills
TIMESYMBOLSIDEQTYPRICESTATUS
14:32:07NVDABUY2,500$875.32FILLED
14:31:54SPY 525C 0DTESELL150$4.85FILLED
14:31:41AAPLBUY8,000$198.11FILLED
14:31:22ES=F DEC24SELL45$5,284.50PARTIAL
14:30:58MSFTBUY3,200$421.55FILLED
14:30:33QQQ 450P 1WBUY200$3.42FILLED
14:30:11METASELL1,800$502.14FILLED
14:29:47NQ=F MAR25BUY30$18,412.75PENDING
14:29:19TSLASELL4,500$248.91FILLED
14:28:55GC=F FEB25BUY20$2,341.30FILLED
14:28:31GOOGLBUY5,400$155.72FILLED
14:28:08JPMSELL2,100$198.33FILLED
Risk Analytics
VaR (95%, 1d)$18.6M
Expected Shortfall$24.1M
Portfolio Beta0.84
Jensen's Alpha+3.21%
Annualized Vol12.8%
Sortino Ratio2.87
Information Ratio1.42
Correlation (SPX)0.62
Tracking Error4.7%
Max Drawdown-4.2%
Portfolio Greeks
Delta0.42
Net
Gamma0.018
$Γ/1%
Theta-$127K
Daily
Vega+$84K
Per vol pt