PMS / P&L
Books, holdings, rollups
Base: NZD
Fills update AXO live
Book Hierarchy
Axo Fund- Axo Fund
- Equity Long Short
- Macro
- Rates
- Credit
AXO positions are projected from synthetic fills. FX, bond, and IRS rows are seeded synthetic valuation examples.
Positions
refdata:synthetic-demo-v1| Book | Instrument | Asset | Qty | Avg Cost | Mark | MV | Unrealized | Total P&L | Source |
|---|---|---|---|---|---|---|---|---|---|
| Macro | NZDUSD | FX | 2,000,000 | 0.6121 | 0.6144 | 1,228,800 | 4,600 | 4,600 | Seeded synthetic valuation |
| Rates | IRS-5Y-NZD | IRS | 50,000,000 | 3.91 | 3.86 | 182,100 | 182,100 | 182,100 | Seeded synthetic OTC valuation |
| Credit | NZGB-2035 | Fixed Income | 8,000,000 | 97.62 | 98.12 | 7,849,600 | 40,000 | 42,400 | Seeded synthetic bond valuation |
Book Rollup
child books aggregated to top| Book | Gross MV | Net MV | Realized | Unrealized | Total P&L |
|---|---|---|---|---|---|
| Axo Fund | 9,260,500 | 9,260,500 | 2,400 | 226,700 | 229,100 |
| Credit | 7,849,600 | 7,849,600 | 2,400 | 40,000 | 42,400 |
| Macro | 1,228,800 | 1,228,800 | 0 | 4,600 | 4,600 |
| Rates | 182,100 | 182,100 | 0 | 182,100 | 182,100 |