THOUGHTFUL INVESTMENT SOFTWARE

THOUGHTFUL INVESTMENT SOFTWARE

Asset Allocation

Despite Asset Allocation being the most important determinant of overall portfolio performance, many top-down and multi-asset investment portfolios are managed on the most rudimentary systems.  Ryedale’s asset allocation system provides a robust, high-quality, and institutionally-trusted solution for managing portfolios against policy weights.

Our asset allocation software is used extensively at CalPERS where well over $15 billion of public pension assets rely on it for the following functions:

 

  • Maintaining policy weights.
  • Calculating actual weights from holdings and order data.
  • Monitoring that funds adhere to policy within set tolerances.
  • Maintaining a comprehensive book of record for unit holdings in internal and external funds.
  • Serving as a book of record (IBOR) for tracking unit orders through approval, placement and execution.
  • Automated electronic communication of orders to investment managers.
  • Reconciliation of cash and positions with independently calculated IBOR data.