Portfolio Optimisation
Last run: today 07:00 · Spreads as of close Apr 9
Scenario:
AUM
£3.2bn
GBP ReturnPlus
Duration
11.4y
Target: 10–13y
Weighted Spread
+96bps
Target: ≥ +85 bps
Holdings
142
Gap trades: 8
Optimised
Today
07:00 · auto-run
ALLOCATION MATRIX · current vs target · GBP ReturnPlus
Underweight
Overweight
Numbers: current% · delta vs target
CONSTRAINT PIPELINE · editable
Target duration
IMA · hard constraint 🔒
Min weighted spread
PM soft constraint
Utilities max
IMA · hard constraint 🔒
Covered bonds min
PM soft constraint
Single issuer max
IMA · hard constraint 🔒
Min rating
IMA · hard constraint 🔒
GAP TRADES · to reach target allocation