ShiftCurve
Enterprise Intelligence Platform
Charles River IMSAPEX Fund ServicesBloomberg BLPAPI

Total AUM

+2.3%

$0.0B

vs $25.2B prior month

Daily P&L

Live

+$0.0M

As at 09:47 NZST today

Active Positions

6 funds

0

Across all mandates

Risk Score

Moderate

0/100

Portfolio risk index

Data Sources

Connected Systems - Live Status

4 of 4 connected

Charles River IMS

Intraday positions | 847 active | Last sync: 2 min ago

APEX Fund Admin

Daily NAV verified | T+1 reconciliation complete

Bloomberg BLPAPI

Market data streaming | Rate curves loaded

TimescaleDB

1,247 days of history | Backward view ready

Fund Performance

6-Month Returns vs Benchmark

Indexed (base 100)

Sector Exposure

Portfolio vs Benchmark Allocation

OverweightUnderweight

Financials

22.08%

+10.08ppvs BMK

Materials

14.86%

+14.56ppvs BMK

Health Care

14.79%

-8.81ppvs BMK

Industrials

14.03%

-7.57ppvs BMK

Utilities

7.29%

-10.01ppvs BMK

Consumer Staples

5.83%

-2.27ppvs BMK

Real Estate

5.45%

-1.75ppvs BMK

Comms

4.51%

-1.89ppvs BMK

Other

8.4%

+4.9ppvs BMK

Cash

2.76%

+2.76ppvs BMK

Portfolio Holdings

Top 10 NZX Holdings - Trans-Tasman Equity Fund

Updated 09:47 NZST
SecuritySectorWeightDay ChgMTDRisk Contrib

Fisher & Paykel Health

FPH.NZ

Health Care
7.75%
-0.18%-1.6%9.12%

BHP Group

BHP.AX

Materials
5.91%
+0.72%+3.5%6.84%

Infratil

IFT.NZ

Utilities
4.59%
+0.34%+2.5%5.41%

CBA

CBA.AX

Financials
4.22%
+0.15%+3.95%4.88%

Auckland Airport

AIA.NZ

Industrials
4.09%
+0.27%+1.5%4.71%

a2 Milk Company

ATM.NZ

Consumer Staples
3.7%
+1.14%+4%4.17%

NAB

NAB.AX

Financials
3.39%
+0.08%+3.95%3.92%

Contact Energy

CEN.NZ

Utilities
3.08%
+0.22%+2.5%3.61%

ANZ Group

ANZ.AX

Financials
2.49%
-0.09%+3.95%2.88%

Macquarie Group

MQG.AX

Financials
2.05%
+0.31%+3.95%2.37%

Risk Analytics

Portfolio Risk Metrics

VaR (95%, 1-day)

-$182M

Expected Shortfall

-$247M

Portfolio Beta

0.87

Sharpe Ratio

1.42

Risk Contribution by Sector

Performance Attribution

March 2026 - Brinson-Fachler Decomposition

Module 06

Data Trust Layer

Pre-attribution validation

Charles River IMS

847/847 positions matched

Bloomberg Pricing

Real-time feed active

APEX NAV

T+1 NAV verified

Benchmark Data

S&P/NZX 50 rebalance pending review

Portfolio Return

+1.92%

Benchmark Return

+3.16%

Active Return

+-1.24%

Currency Effect

+0%

Attribution by Sector

Natural Language Query

“Why did we underperform by 30bps in March?”

Time-Series Attribution

Weekly Attribution - 6 Month Rolling Window

Module 07

Total Allocation

+0.26%

Total Selection

-1.84%

Total Interaction

+0.73%

Total Currency

-0.35%

Attribution Narrative

Steady positive attribution through Q4 2025 (+0.40% cumulative by year-end) driven by allocation calls in Materials and Financials. The January AI rotation hurt software positions while NZD strength created a -0.23% currency drag. February was the main event: Healthcare selection plunged -1.89% as FPH dropped mid-month while the benchmark Healthcare index surged on defensive flows. March saw allocation turn negative (-0.51%) during the NZX selloff, but the fund's Healthcare underweight partially cushioned the blow via positive selection (+0.24%).

Scenario Engine

What-If Analysis

Engine Ready

Active Scenario

“Impact of +50bps rate rise on fixed income duration”

Ask questions in plain English, get answers in plain English

Ask a scenario... e.g. “What if NZD drops 5% against USD?”

Reconciliation

Daily Reconciliation: APEX vs Charles River

Reconciling...

Position Match

840/847

As at 06:00 NZST

Break Resolution

3 auto-resolved

0 pending breaks

Via T+1 settlement

Cash Reconciliation

$2.4B verified

12 accounts

APEX + Charles River

AI Intelligence Layer

Portfolio Insights - 1 April 2026

AI Active
4 insights generated today - Model: ShiftCurve Portfolio Intelligence v2.1Processing real-time data feeds
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