Published in: CU Business
Timely and accurate management reporting is key to a successful investment management process. There are four reports that are critical to a manager’s success and should be produced periodically: a Portfolio Holdings report, an MDRA or Multi-Dimensional Risk Analysis report, a Partial or Key Rate Duration report, and an Ex-Post Total Return report. Each of these reports provides critical information to a portfolio manager and should be utilized to develop a successful portfolio management framework.
A Portfolio Holdings report is a complete list of securities held in a portfolio at a certain point in time. The baseline of sound reporting and management decisions is based on complete and accurate representation of a portfolio at a certain time. When managers decide to make trade decisions, they will look at a holdings report for inventory. The holdings report will also show other pertinent information such as maturity date, current par, and market price, as well as analytics such as duration, average life and Conditional Prepayment Rate (CPR). Exhibit 1 shows an example of a typical holdings report entry.