I need to put together a one pager for a client on a number of their fixed income portfolios. It’s high level stuff, and I don’t need to go into any granularity. I was thinking of putting in information on size/movements/yield/duration, performance, industries, top 10 issuers, asset types, ratings, maturities, performance and applicable yield curves. Any of you guys in the fixed income world think I am missing anything?
I did years in FI and have seen more reports that I care to think about from BR, Deutche, Pru, etc…the best were always SHORT and to the point. You’ve got the idea, high level, compare vs bench, why you performed the way you did.
You don’t have software for this? Check out BondEdge if you need something high level. It has duration/convexity, sector breakdowns, cash flow projections, shock reports and more. Not sure how much it is.
Get factset? Load that into factset, you got all the reports you wants. Keep it short and to-the-point.
Just go thru it logically. Start with rates, move to duration, convexity etc… then break it apart by rating. Simple, powerful, easy.