Home > Products > TrustNet > Add-On Modules > Mutual Fund Modeling

 

TrustNet
Add-On Module Overview

Mutual Fund Modeling

Click here to open printable pdf of this page

INTRODUCTION:
 

 

The Mutual Fund Modeling module efficiently manages mutual fund portfolios. You can use it to easily maintain the proper mix for each account’s portfolio to assure compliance with your clients’ investment objectives.

The module analyzes accounts and creates mutual fund trades to bring each account within the parameters of the assigned model.

With Portfolio Modeling you could have more than 1200 models with up to 30 mutual funds in each model. Each account that participates in modeling would be assigned to one of these models.

Even though this module was designed for publicly traded mutual funds, it can easily be used for pooled income funds, common trust funds or other private investment vehicles.

FUNCTION:


  Use Portfolio Modeling for these functions:
 
  • Spread the assets for a new account to fit the model.
  • Spread additional contributions made to an existing account.
  • Raise cash to make a disbursement, where assets are sold based on model allocation percentages. When processing for a single account, you can enter the amount of cash that should be reserved above the standard cash percentage.
  • Reallocate an account after assigning it to a different model.
  • Rebalance all accounts in a model when market changes suggest revisions to the model.
  • Rebalance all accounts on a quarterly basis, or other regular schedule, as needed to fit the model allocation.
  • Raise cash to take trust fees.
  • Sell all mutual fund positions in preparation for closing an account.
  When running the program, you can:
 
  • Rebalance a single account or an entire model group.
  • Specify a threshold amount to prevent small trades.
  • Print a preview report or actually create trades.
  Assets other than mutual funds will automatically be excluded from the modeling analysis. This allows an account to hold other types of assets (such as common stock or real estate) without any additional setup or maintenance.

You can also exclude any mutual fund tax lot from modeling. This will prevent an automated sale of mutual funds that should be held in excess of the model percentages.
   
  Each modeling run includes three programs:
 
  • Generate Reallocations analyzes each account and creates trade transactions. Liquidation transactions are created as shares. Purchases and partial redemptions are created as dollars. These transactions are automatically suspended until they are released.
     
  • Consolidate Trades prints a report of these transactions, with the information you need to place your trades in the real world. This report gives you the option to net sales and purchases or trade them separately. Short-term redemption fee calculations would work the same regardless of how the trade is placed.
     
  • Release Reallocations completes the transactions after the NAV is known the next morning. This program calculates the dollars for liquidation transactions and calculates the shares for purchase and partial redemption transactions. The transactions are then ready to post.

BENEFITS:
 

 

The Mutual Fund Modeling Module adds value to the core system by …

   
 
  • increasing the efficiency of mutual fund portfolio management.
     
  • reducing the potential for calculation errors.
     
  • accomplishing your clients’ investment objectives with ease.

COMPLEMENTARY MODULES:


 
  • Interactive Data Pricing is an easy way to import the NAV for each mutual fund before calculating the modeling trades.
     
  • Matrix Interface will import the NAV for mutual funds in your portfolio, place the trades with the fund companies and receive execution confirmations the following day.
    (This interface is currently in development.)