The Building Blocks of Investment Reporting

• Apr 9, 2019
• By Tyler Madden

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. Portfolio Holdings 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 dec...

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