Prime Risk Requirements
Synthesize a realistic long/short institutional book from any major benchmark index. Position sizing follows non-linear geometric decay. Overlay SPAC longs auto-sized relative to your largest equity position.
Benchmark Index
Diversification
Controls position concentration via an exponential decay curve across 30 longs.
Short Book
Index stocks only. No short SPAC positions.
SPAC Overlay
All SPAC positions are long. Largest SPAC = 2× largest non-SPAC long. Smallest = 25% of largest, geometric in between.
Options Overlay
Per underlying: long 10x 110%-moneyness calls + short 10x 115%-moneyness calls (bull call spread) + long 10x OTM protective puts.
Gross MV ($M)
| # | Ticker / Name | Side | MV | % Gross | % Long | Weight bar |
|---|---|---|---|---|---|---|
| 1 | AAPLApple Inc. | long | $4.7M | 4.7% | 5.9% | |
| 2 | MSFTMicrosoft Corp. | long | $4.5M | 4.5% | 5.6% | |
| 3 | NVDANVIDIA Corp. | long | $4.3M | 4.3% | 5.4% | |
| 4 | AMZNAmazon.com Inc. | long | $4.1M | 4.1% | 5.2% | |
| 5 | METAMeta Platforms | long | $3.9M | 3.9% | 4.9% | |
| 6 | GOOGLAlphabet Inc. | long | $3.8M | 3.8% | 4.7% | |
| 7 | BRK.BBerkshire Hathaway | long | $3.6M | 3.6% | 4.5% | |
| 8 | LLYEli Lilly & Co. | long | $3.5M | 3.5% | 4.3% | |
| 9 | AVGOBroadcom Inc. | long | $3.3M | 3.3% | 4.1% | |
| 10 | JPMJPMorgan Chase | long | $3.2M | 3.2% | 4.0% | |
| 11 | TSLATesla Inc. | long | $3.0M | 3.0% | 3.8% | |
| 12 | VVisa Inc. | long | $2.9M | 2.9% | 3.6% | |
| 13 | UNHUnitedHealth Group | long | $2.8M | 2.8% | 3.5% | |
| 14 | XOMExxon Mobil | long | $2.7M | 2.7% | 3.3% | |
| 15 | MAMastercard Inc. | long | $2.5M | 2.5% | 3.2% | |
| 16 | COSTCostco Wholesale | long | $2.4M | 2.4% | 3.0% | |
| 17 | HDHome Depot | long | $2.3M | 2.3% | 2.9% | |
| 18 | NFLXNetflix Inc. | long | $2.2M | 2.2% | 2.8% | |
| 19 | PGProcter & Gamble | long | $2.1M | 2.1% | 2.7% | |
| 20 | ABBVAbbVie Inc. | long | $2.0M | 2.0% | 2.5% | |
| 21 | JNJJohnson & Johnson | long | $1.9M | 1.9% | 2.4% | |
| 22 | CRMSalesforce Inc. | long | $1.9M | 1.9% | 2.3% | |
| 23 | BACBank of America | long | $1.8M | 1.8% | 2.2% | |
| 24 | AMDAdvanced Micro Devices | long | $1.7M | 1.7% | 2.1% | |
| 25 | WMTWalmart Inc. | long | $1.6M | 1.6% | 2.0% | |
| 26 | ORCLOracle Corp. | long | $1.6M | 1.6% | 2.0% | |
| 27 | KOCoca-Cola Co. | long | $1.5M | 1.5% | 1.9% | |
| 28 | CVXChevron Corp. | long | $1.4M | 1.4% | 1.8% | |
| 29 | MRKMerck & Co. | long | $1.4M | 1.4% | 1.7% | |
| 30 | ADBEAdobe Inc. | long | $1.3M | 1.3% | 1.6% |
This portfolio is illustrative only. All constituents are representative of the selected index; actual index weights and members may differ. SPAC names are samples from the PrimeRisk universe. Position sizes reflect the geometric decay model only and do not constitute investment advice.
Run Risk Report
Fetch live market data and stress-test this portfolio across four scenarios: 200 DMA, Market-Cap %, Vol (1Sd / 3Sd), and SPAC Stress. Produces the same analytics as the full PrimeRisk risk report — largest issuer risk, 5-issuer concentration, sector stress, and portfolio P&L totals.