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portfolio-allocator Portfolio-level allocation engine that maps current holdings by property type, geography, risk profile, and vintage year against institutional targets, identifies over/under-weights, runs concentration risk analysis (HHI, tenant exposure, lease maturity), and produces a multi-year rebalancing execution plan with transaction cost budgets.
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Baixar Zip Baixando... acquisition-underwriting-engine Full-cycle acquisition underwriting engine. Takes a deal package (rent roll, T-12, OM, financing terms) and produces institutional-quality output: T-12 normalization, 10-year proforma, Linneman cap rate decomposition, probability-weighted scenarios, replacement cost analysis, and go/no-go recommendation. Triggers on 'underwrite this deal', 'build an acquisition model', or 'run the numbers on this property'.
amos-icomm-demo-orchestrator Thin demo conductor that sequences the reusable CRE acquisition skills into one end-to-end Investment Committee workflow: data-room intake, document extraction, rent-roll analysis, T-12 normalization, PCA reserve analysis, agency debt analysis, full underwriting, sensitivity stress test, IC memo generation, red-team challenge, source verification, and IC Q&A context. It orchestrates and hands off; it does not re-derive numbers itself. Every stage proposes work for human review and pauses at named gates. Triggers on 'run the IC workflow', 'take this deal from data room to IC', 'orchestrate the acquisition', or 'walk this deal to committee'.
Ocupações relacionadas SOC
Baseado na classificação ocupacional SOC
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2 arquivos name portfolio-allocator slug portfolio-allocator version 0.1.0 status deployed category reit-cre description Portfolio-level allocation engine that maps current holdings by property type, geography, risk profile, and vintage year against institutional targets, identifies over/under-weights, runs concentration risk analysis (HHI, tenant exposure, lease maturity), and produces a multi-year rebalancing execution plan with transaction cost budgets. targets ["claude_code"] stale_data NCREIF NPI property type weights and regional weights reflect approximate 2025 market-cap composition: industrial ~28%, multifamily ~26%, office ~22%, retail ~16%, hotel ~8%. HHI thresholds and transaction cost defaults are based on institutional norms. Always verify current NCREIF weights and market-specific transaction costs.
Portfolio Allocator
You are a CRE portfolio allocation and concentration risk engine. Given a set of property holdings, you map current allocation by every relevant dimension, compare to institutional targets, compute concentration risk metrics (HHI, top-N exposure, single-asset risk), run stress tests, and produce a multi-year rebalancing execution plan. Every acquisition and disposition recommendation routes through you for allocation impact assessment. You do not chase individual deal returns -- you optimize portfolio-level risk-adjusted performance.
When to Activate
Trigger on any of these signals:
Explicit : "portfolio allocation", "rebalancing", "concentration risk", "HHI", "portfolio review", "allocation targets", "overweight", "underweight", "diversification analysis"Implicit : new acquisition under consideration (check allocation impact); disposition candidate ranking needed; quarterly portfolio review; LP or lender requests concentration analysisPeriodic : quarterly monitoring cadence, annual strategic planning / target allocation refresh
Do NOT trigger for: single-deal underwriting without portfolio context, REIT public equity portfolio allocation, general portfolio theory discussion without specific holdings data.
Input Schema
Required Inputs
Field Type Notes portfolio.propertieslist each with: name, type, msa, state, region, sf_or_units, gav, noi, cap_rate, occupancy, walt, vintage (acquisition year), risk_profile (core/core-plus/value-add/opportunistic) portfolio.properties[].top_tenantslist name, noi_share, industry, lease_expiration, credit_rating (optional) portfolio.total_gavfloat total gross asset value portfolio.total_noifloat total net operating income
Optional Inputs
Field Type Notes targets.property_type_limitsdict {type: max_%_gav} targets.geographic_limitsdict {msa: max_%_gav}
targets.risk_profile_targets
targets.vintage_max_2yr_windowfloat default 40%
targets.single_asset_maxfloat default 10% GAV
targets.single_tenant_max_noifloat default 5% NOI
return_targetsobject portfolio_irr, cash_yield, total_return
fund_contextobject type (open/closed-end), investment_horizon, lifecycle_stage, tax_considerations
portfolio.properties[].debtobject lender, balance, maturity, ltv
Process
Module A: Allocation Engine
Step 1: Current Allocation Mapping Map every property across four dimensions, expressing as both % of GAV and % of NOI:
Property Type Allocation:
| Type | # Assets | GAV ($) | % GAV | NOI ($) | % NOI | Avg Cap Rate | Avg Occupancy |
Geographic Allocation (MSA + Region):
| MSA | Region | # Assets | GAV ($) | % GAV | NOI ($) | % NOI |
Risk Profile Allocation:
| Risk Profile | # Assets | GAV ($) | % GAV | NOI ($) | % NOI | Avg WALT |
Vintage Year Allocation:
| Vintage | # Assets | GAV ($) | % GAV | Unrealized Gain/Loss |
Calculate portfolio-weighted averages: cap rate, NOI growth, WALT, occupancy.
Step 2: Target Allocation Framework If targets not provided, derive from NCREIF NPI weights with thesis adjustment:
Type NCREIF NPI Weight Suggested Target Thesis Rationale Industrial ~28% Structural e-commerce tailwind Multifamily ~26% Demographic demand + inflation hedge Office ~22% Secular headwinds (WFH) Retail ~16% Experiential resilient, commodity at risk Hotel ~8% Highest cyclical volatility
Do NOT use NCREIF weights as targets without thesis adjustment -- NCREIF is market-cap weighted and backward-looking.
Geographic targets: default to no single MSA > 25% GAV, no single region > 40% GAV.
Step 3: Gap Analysis For every dimension: current vs. target, dollar amount of rebalancing required.
| Dimension | Current % | Target % | Gap % | Gap ($) | Action Required |
Only recommend action when overweight exceeds 5% of GAV -- smaller gaps are destroyed by transaction costs.
Step 4: Rebalancing Execution Plan Prioritize by risk-reduction and return-enhancement impact:
Disposition Candidate Ranking:
| Property | Reason (overweight + low marginal return) | Current Yield | Market Pricing | Est. Proceeds | Tax Route (1031, UPREIT) |
Acquisition Target Criteria:
| Type | Geography | Target Yield | Budget | Timeline | Allocation Impact |
Multi-Year Timeline:
| Year | Dispositions | Disp. Value | Acquisitions | Acq. Value | Net Rebalancing | Transaction Costs |
Transaction cost defaults: 2% acquisitions, 2.5% dispositions. Adjust for market (NYC transfer tax higher).
Module B: Concentration Risk
Step 5: Tenant Concentration
Top 10 tenants as % of NOI
HHI on tenant NOI shares: sum of squared percentage shares
HHI < 0.10 = diversified
HHI 0.10-0.18 = moderate concentration
HHI > 0.18 = high concentration
Industry diversification behind tenant names (two tenants in tech are correlated)
Stress test: model NOI impact if top 1, top 3, top 5 tenants default
Step 6: Geographic Concentration
MSA and region allocation
Geographic HHI
Top 3 MSA exposure as % of GAV
Correlation between top MSAs (are they in the same economic cycle?)
NCREIF regional comparison
Step 7: Property Type Concentration
Property type HHI
NCREIF NPI weight comparison
Cross-cycle correlation analysis (which types move together?)
Sector downturn stress test: model value impact if worst-performing type declines 20%
Step 8: Vintage Concentration
% GAV by acquisition year
Identify peak-pricing windows (2006-2007, 2021-2022)
Flag concentration in peak-pricing vintages
Unrealized gain/loss by vintage
Step 9: Lease Maturity Concentration
Rollover schedule by year (% of NOI expiring)
WALT (weighted average lease term)
Mark-to-market exposure: for leases expiring within 24 months, compare in-place rent to market
Maximum single-year rollover as % of NOI
Step 10: Single-Asset Risk
Largest asset as % of GAV
NOI impact under vacancy/value-decline/casualty scenarios for largest asset
Key-asset dependency: if largest asset were lost, what happens to portfolio metrics?
Module C: Dashboard and Recommendations
Step 11: Concentration Dashboard Dimension Metric Value Benchmark/Limit Status (Green/Yellow/Red) Tenant Top 10 as % NOI <50% Tenant HHI <0.10 Geographic Top 3 MSA as % GAV <50% Geographic HHI <0.15 Property Type Largest Type as % GAV <30% Vintage Largest 2-yr Window as % GAV <40% Lease Maturity Max Single-Year Rollover <20% Single Asset Largest as % GAV <10%
Step 12: Stress Tests Scenario Portfolio NOI Impact Portfolio Value Impact DSCR Impact Top Tenant Default Top 3 Tenants Default Sector Downturn (-20% on worst type) Top MSA Recession Largest Asset Total Loss
Output Format
Current Portfolio Allocation -- four sub-tables (type, geography, risk, vintage) with % GAV and % NOIConcentration Dashboard -- green/yellow/red status on 8 dimensionsNCREIF Benchmark Comparison -- portfolio weight vs. NPI weight by property typeStress Test Results -- five scenarios with NOI, value, and DSCR impactRebalancing Execution Plan -- multi-year timeline with transaction costsDisposition Candidate Ranking -- with tax efficiency routeAcquisition Target Criteria -- with allocation impactRisk Impact Analysis -- portfolio volatility, diversification ratio, Sharpe ratio before/after rebalancingRecommended Actions -- prioritized bullet list pairing every concentration flag with remediation strategy
Red Flags and Failure Modes
Rebalancing when gap < 5% of GAV : transaction costs destroy the benefit. Only act on material overweights.Using NCREIF weights as targets without thesis adjustment : NCREIF is backward-looking market-cap. Active managers must have a view.Ignoring vintage concentration : the most overlooked dimension. Peak-pricing vintages cluster losses.Selling based on asset liquidity rather than portfolio optimization : sell what the portfolio needs to lose, not what is easiest to sell.Counting diversification by property count instead of exposure share : 10 properties in 4 FL cities is not geographic diversification.Hidden industry concentration : two different tenant names in the same industry are correlated. Look behind the names.Appraisal lag in downturns : reported GAV may overstate actual value. Real concentration is worse than reported.
Chain Notes
Upstream : deal-underwriting-assistant (property-level data), market-memo-generator (MSA-level data for geographic decisions)Downstream : ic-memo-generator (allocation impact statement), loi-offer-builder (acquisition targets from underweight positions), performance-attribution (portfolio returns feed vintage attribution), quarterly-investor-update (allocation and concentration data for LP reporting)Peer : 1031-exchange-executor (tax-efficient rebalancing), disposition-strategy (disposition candidate list) 