FactSet's Portfolio Analysis offers the ability to analyze fixed income portfolios across all asset classes (including the group, sub-group, and bond level) and in portfolios invested according to three different strategies: high yield, investment grade, or balanced funds.

Fixed Income Portfolio Analysis is a highly functional, simple-to-use tool that gives you the ability to set up reports that match your investment process:

• Use any grouping or combination of groupings such as benchmark sector classifications, credit quality, spread range, duration range, and issuer
• Customize your analysis further by choosing from multiple attribution models, expanding options to examine constituent data, and creating composite portfolios and benchmarks
• Create reports to analyze the fundamental risk of a portfolio or benchmark, or multiple portfolios and benchmarks

Key Features:

• Bond analytics: Generate option-adjusted spread calculations for any bond in your portfolio using FactSet’s bond calculation server. Your calculations may include durations, convexities, spreads, yields, and hundreds of other factors.
• Strategy-specific analysis: Assess portfolios invested in investment, high yield, municipal, and international markets with FactSet’s powerful tool, Fixed Income Portfolio Analysis. You can also analyze balanced accounts that include both equity and fixed income positions, all in the same report.
• Data integration: Maintain your portfolio constituents by interfacing with your accounting system or custodial bank to upload all your data nightly. You can choose to include any of your proprietary data as well. Leverage FactSet’s set of terms and conditions collected from leading providers to ensure full coverage of your bonds.