For pension funds
Compare managers on the same TWR. See what drove excess return versus the mandate benchmark. Keep portfolios inside investment-policy limits.
Who uses it and why
Several managers, one set of books. TWR, contribution and attribution so the investment committee can compare them on equal terms.
Market and credit risk, duration and concentration on each mandate. Remaining limit capacity before a proposed trade.
A single report: performance versus the policy benchmark, allocation versus selection, and exceptions against the investment policy.
Holdings on a date, cash-flow forecasts and scenario returns without waiting for a custom extract from each manager.
What pension funds run in TrackRecords
Manager comparison, mandate monitoring, risk and a policy benchmark.
Compare the quality of external managers
Each manager's book sits on the same accounting. TWR, contribution and attribution versus the mandate benchmark go to the committee in one report.
- Manager portfolios on one holdings feed
- TWR and contribution
- Benchmark comparison and attribution
- Reports for the board and investment committee
Keep the book inside the investment mandate
Pre-trade and post-trade checks against the investment policy: concentration, credit quality, duration and group limits.
- Pre-trade and post-trade mandate control
- Limit-sheet builder
- Issuer and group limits
- Clear exception reporting
Monitor market and credit risk
VaR, duration and ratings on each mandate, with scenario analysis when the committee asks what happens if rates or spreads move.
- Parametric and historical VaR
- Duration, DV01 and sensitivity
- Consolidated ratings
- Scenario returns and cash flows
Build a benchmark that matches the policy
A mixed pension book needs a blended benchmark with target weights and a rebalancing rule. Excess return splits into allocation and selection.
- Custom blended benchmark
- Target weights and rebalancing rule
- TWR versus the policy benchmark
- Allocation and selection
Calculate on holdings from custody and the managers
Transactions and snapshots come in from accounting or the custodian. Performance, limits and risk metrics go back through the API and into committee packs.
Data and automationSee TrackRecords in a live demo
We'll walk you through the platform and how it fits your investment process.