- Facility Size
- — The total market value of assets currently held in the Vault.
- Current Loan Balance
- — Outstanding principal amount of the loan.
- LTV
- — (Current Loan Balance + Accrued Interest) ÷ Collateral Market Value × 100%.
- Utilization
- — Total Current Loan Balance ÷ Vault TVL × 100%.
- TVL (Total Value Locked)
- — The total market value of assets currently held in the Vault. At the fund level, equals Facility Size.
- Facility + First-Loss Protection
- — The Vault facility size plus contractual first-loss protection, providing an additional layer of protection for LPs.
- Collateral Amount
- — The total market value of assets pledged as collateral for the facility.
- Collateral Type
- — The asset type(s) pledged as collateral by the counterparty.
- Leverage
- — Total Position Market Value ÷ (Counterparty's Own Capital + Borrowed Principal).
- Fund Proportion
- — Current Loan Balance ÷ Vault TVL × 100%.
- Multi Strategy
- — A multi-strategy portfolio architecture that dynamically allocates across low-correlation sub-strategies — arbitrage, trend, and market-making — aiming to maximize risk-adjusted returns across varying market cycles.
- Delta Neutral
- — A delta-neutral hedged portfolio that neutralizes directional market exposure by keeping delta near zero, deriving returns predominantly from basis, funding rates, and volatility structures — suited for low-volatility, absolute-return-oriented allocations.
- Short Term Liquidity Mgmt
- — A high-liquidity deployment solution for short-term idle capital, allocating into low-risk exchange-based yield options, enhancing cash management returns while safeguarding redemption flexibility and capital preservation.
- USDT Deposit Benchmark
- — Average Aave USDT Deposit APY, used as the on-chain USDT deposit yield benchmark.