Features of our Portfolio Management Software

Middle Office

• 1. Trading:
• Trade status: Proposed trade | Committee approved trade | Executed trade       | Reconciled trade
• Equalisation, series and share classes

• 2. Pre-trades compliance:
• Do we have the cash to do that new trade?
• Does it break the strategy rules with this new trade?
• When am I allowed to generate that new redemption due to lockup and redemption period?

• 3. Liquidity:
• Notice period, redemption period, gates at investor and fund levels, soft and hard lockups
• When do we receive the cash when we sell?
• Will the cash be locked for some months (encumbered cash)?
• How much cash will we have in 1 month, 3 months and 12 months for potential redemptions or assets subscriptions?Assets values in $ £ CHF JPY EUR or in %, daily and monthly
• Liquid (unemcumbered cash) and illiquid cash (encumbered cash) in graphical and table formats

• 4. Currency:
• Hedging with forward, profit and loss from hedging, automated forward rollover
• Portfolio converted in a single currency when the assets are in different currencies

• 5. Dividends:
• Linked to stocks and funds
• Ability to define Cash inflows / outflows, Stock Dividends, Additional fees through our trade blotter or using Excel / .xml Imports.

Portfolio Returns and Volatility Attribution

• Return Attribution Analysis: Understand portfolio performance across funds, sectors, and geographies. Identify which fund has contributed the most to year-to-date (YTD) returns.
• Trade Performance Insights: Assess individual trade performance relative to fund size and trade duration. Discover the top-performing trades in your portfolio.
• Brinson Return Attribution Model: Utilize the industry-standard Brinson model to break down portfolio returns and pinpoint sources of outperformance or underperformance.
• Volatility Attribution: Analyze risk contributions across funds. Determine which fund is the most volatile and contributes most to overall portfolio risk.
• Portfolio Liquidity Ladder: Optimize liquidity planning with detailed insights. Identify the most liquid funds and evaluate how quickly 50% of the portfolio can be liquidated over the next 3 months, factoring in lockups, gates, redemption periods, and notice periods.
• Fee Management: Gain transparency into fees charged by administrators and custodians, ensuring cost efficiency and accountability.