Merlin’s powerful array of prime brokerage, performance attribution, and risk exposure reports offer fund managers unparalleled vision into their business. Previously only cost-effective for the largest funds, they give you the flexibility to do more with your portfolios than ever before.
Create your own categories
Configure your own classifications to track trader/analyst/idea performance, and create categories including Sectors, Industries, Analysts, Market Cap, and Strategies.
Improve transparency
Call up exposure analyses, monthly and yearly return tables, distribution of returns, ITD returns, and more. Focus your views across all portfolios, and let your clients know performance details with greater granularity and timeliness.
Create key customizable reports
Merlin has a number of reports, based on MSCI's Barra multi-factor risk data and models, designed to manage portfolio risk, including delta and beta exposure, options risk exposure, and standard deviation analysis.
Integrate perspectives across portfolios
Our dynamic multi-prime reporting platform lets you consolidate multiple prime relationships into one clear, concise, and actionable picture, and gives your managers, marketers, and investor relations specialists more timely access to deeper information.
Enhance your vision
With historical data stored virtually forever, you have the power to “plug and play” custodian. And with access to real-time reports, you can respond to potential issues and opportunities more quickly.
Save time and reduce effort
Take back office responsibilities away from your managers. Offload the technological challenges inherent in gathering and maintaining reports on multiple custodians, and free-up your IT department.
Merlin’s daily portfolio reports include:
Top Sheet
Top level view of portfolio – exposure, performance vs. benchmarks, P&L
Exposure
Exposure by asset class, sectors, country and issuer and more
Performance
Benchmark performance – gross and net vs. indices
Portfolio Activity
Breakout of P&L by DTD, MTD, QTD, YTD, and Long/Short
P&L Detail
Contribution to performance by position – Absolute Attribution and P&L contributed by position, sector, custom groupings, and more
Position Detail
ROI and Notional exposure by position with unrealized gains, and losses
Liquidity Analysis
Days to liquidate securities based on average volumes (10, 30, 60, 90 Days)
Commission Detail
Commissions by broker, security, agency, options, and syndicate
Transaction Journal
Transactions by trade date, settlement date, or correction date
Money Line Detail
Equity and buying power, SMA, trade date/settlement date
Non-U.S.-based Currency Reporting
Funds with multiple accounts have the flexibility to have different base reporting currencies for each
Enhanced Start-of-Day Positions for Corporate Actions
Layering Reports
Gain/Loss breakdown based on layering and break points
Wash Sale Report
Warning report and deferred loss report
Compliance Reports
Including SEC 13F, Form SH and 13G
Short Rebate Report
Rebate rate, daily and month to date rebate earned