Portfolio Monitoring and Compliance

The Portfolio Management Group analyzes client portfolios on a daily basis. While the Dynamic Alpha stock selection model drives the investment process, the Portfolio Managers provide an integral link between research, implementation and operations. They monitor all aspects of the investment process and communicate findings to the Portfolio Review Committee. The PRC convenes monthly to discuss each portfolio’s risk profile and performance and to report compliance with client-mandated guidelines. 

The Portfolio Management group works in coordination with Research, the Director of Implementation, and the Director of Trading to review and identify potential changes in optimization parameters. Additionally, the Portfolio Managers work with the operations team to ensure compliance by engaging in a monthly review of each portfolio’s respective guidelines.  Both optimization parameter changes and guideline compliance confirmations are kept historically in a Guideline Compliance Checklist that is unique to each account. Guideline violations or changes to implementation guidelines are documented in the checklists. Recommended changes to optimization parameters must be approved by two members of the Investment Committee.