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Success Stories

Portfolio Management Reporting System

Create and deliver daily, weekly, and monthly reports used by portfolio managers, fund accountants, and compliance officers for evaluating and managing the holdings of several mutual funds.

Project Accomplishments

  • Designed and developed a data warehouse to capture the information needs of the multiple reports.
  • Populated the data warehouse on a nightly basis with information from accounting systems and external data feeds.
  • Calculated and stored fixed income analytics including yields, durations, and convexity on a nightly basis.
  • Provided electronic and paper distribution of reports to all stakeholders.

Project Synopsis

CTS designed and developed a complete management reporting system for domestic equity, international equity, fixed-income, municipal bond and money market funds. This system collected holding information from the fund's accounting system and external data feeds in a custom-designed database and then computed fixed income analytics including yields, duration, convexity, and effective maturity. Several reports were defined and constructed to meet the varied needs of each portfolio manager. Each portfolio manager could subscribe to any desired report that could be delivered via direct online access, email, or print. This project required CTS to work with portfolio managers, security analysts, and fund accountants to capture their information needs. This resulted in the creation of a well-defined data model and technical processes necessary to populate the database from primary sources and then augment the data with calculated yields and other analytics. A Visual Basic application was constructed allowing users to view their reports any time. Additionally, each night a batch application was constructed to create pre-defined report packages that were printed and delivered to each portfolio manager using an external printing vendor.

Technologies

MS SQL Server; Crystal Reports; VB; ErWin; Informatica Powermart; Argent (scheduler); Windows NT; VMS; C-Port