Advent. Geneva for Asset Managers Sample Reports

Transcription

1 Advent Geneva for Asset Managers Sample Reports

2 Geneva Offers a Breadth of Reporting Choices Geneva s unique data and processing model, combined with a powerful report definition language, gives you the information you need, when you need it. Whether your managers want the most recent profit and loss statement by investment strategy or your operations group needs to research a data entry error or your accounting staff requires a closedperiod trial balance, Geneva can quickly deliver the data in multiple ways. All Geneva reports use the same unified set of accounting data for your investment ledger, general ledger and performance results to ensure consistency of information and to eliminate the reconciliation burden that often occurs with separate systems. Geneva s reporting function has a number of unique features. First, reports can be run as-of any date and also as-on any date. The latter means that you can reproduce any report at any time, even if the data has changed. This allows you to monitor changes to your data and track their impact on financial results, saving enormous time in fulfilling both client and management reporting requests as well as audit and compliance requirements. And since you can virtually reproduce the database for any point in time, there s never a need to restore database back-ups. Second, all Geneva reports can be run in three modes: Dynamic, Closed Period, and Incremental. Dynamic reports show the most recent data as-of a specified date and inclusive of any adjustments up until (as-on) a specified date. In contrast, Closed Period reports show data up to the closed accounting period date, with any adjustments automatically pushed into the subsequent period. And finally, Incremental reports compare data from two points in time. With these three reporting modes, a single set of data can effectively meet the needs of the front, middle, and back offices. Geneva features a report library that includes portfolio appraisals, holdings reports, performance measurement, cash projections, transaction and activity reports, and portfolio risk. You can also use Geneva s query language (Geneva SQL) to produce your own reports or enlist the Advent Custom Engineering Services team to create custom Geneva reports. Reports are available in print or professional, presentation-quality Adobe Portable Document Format (PDF) format for your firm and clients or as data extracts in multiple formats, including XML, for export to other systems. You can run reports or queries directly through the Geneva Client or through several utilities, which offer command line access, scripting, and a callable API. Geneva s supported web services APIs also allow you to access data in Geneva. When used in conjunction with the Geneva Workflow Manager, you can create a fully automated reporting process, complete with scheduling, monitoring, and exception processing. This booklet contains a representative sampling of Geneva reports, which show only a few of the many reporting options that are available with Geneva s extensive reporting functionality. Be sure to read the section at the back to learn about the broad range of custom reporting options available to you from Advent Software.

3 Contents Cash & Transactions Activity Purchases and Sales Cash Projection Maturities and Expirations Journal Entries by Accounting Date Dividends Receivable and Payable Dividend Income and Expense Interest Income Detail Realized Gain / Loss Investment Position Appraisal Tax Lot Appraisal with Accruals Investment Position Appraisal with Swaps Credit Facility Contract Detail Fixed Income Distribution Portfolio Risk Periodic TWR 2 Level Cumulative Daily TWR 2 Level Advent Custom Engineering Services Creates Customized Geneva Reports

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5 Cash & Transactions Activity: The Cash & Transaction Activity report provides a detailed listing of transaction activity within a specified date range. This report is available with several different sorting options, including by currency or custodian account. Cash & Transactions Ledger Advent Test Fund 20 - Reporting Activity Period Start Date 04/01/2006:00:00:00 Period End Date 05/15/2006:23:59:59 Knowledge Date 05/10/2006:11:01:38 Trade Date Settle Date Tran ID Internal ID Tran Description Investment Quantity Price Net Amount Local Balance European Monetary Currency Opening European Monetary Currency Balance /04/ /07/ Buy EuroBond % Maturity 04/15/2014 2,500, ,601, ,601, /05/ /07/ SpotFX Buy EUR / Sell ,650, ,650, , /15/ /15/ Interest EuroBond % Maturity 04/15/ , , /17/ /17/ SpotFX Buy USD / Sell , , , European Monetary Currency Closing European Monetary Currency Balance 8, Japanese Yen Opening Japanese Yen Balance /11/ /12/ Buy Honda Motor Corp. 50, ,000, ,000, /11/ /12/ SpotFX Buy JPY / Sell ,000, ,000, Japanese Yen Closing Japanese Yen Balance 0.00 Opening Balance 1,000, /03/ /04/ Deposit 5,000, ,000, ,000, /03/ /04/ Withdraw -575, , ,424, /03/ /05/ Buy Advent Software, Inc. 2, , ,354, /04/ /05/ Deposit 7,500, ,500, ,855, /05/ /07/ Buy FHHLC Generic Bond 4.625% Maturity 06/01/ ,549, ,305, /05/ /07/ SpotFX Buy EUR / Sell ,650, ,133, ,171, /10/ /11/ Deposit 5,000, ,000, ,171, /10/ /13/ Buy U.S. Treasury Bond % Maturity 06/15/2006 3,575, ,655, ,516, /11/ /12/ SpotFX Buy JPY / Sell ,000, , ,327, /13/ /17/ Deposit 3,125, ,125, ,452, /17/ /17/ SpotFX Buy USD / Sell , , ,598, /24/ /25/ Withdraw -2,000, ,000, ,598, /27/ /27/ Buy Stock Options \Exp 50\Strike Test , ,498, /01/ /15/ Paydown FHHLC Generic Bond 4.625% Maturity 06/01/ , ,523, /02/ /03/ Deposit 1,250, ,250, ,774, /03/ /10/ Buy IBM 50, ,750, ,024, /03/ /06/ Buy California Pollution CTL Fing Auth Res Recovery 2,500, ,469, ,554, % Mat 09/01/ /03/ /06/ Buy Certificate of Deposit ABN Amro Bank Due 06/05/ , , ,054, /03/ /06/ Buy Metlife Discount CP 1,000, , ,069, /03/ /06/ Buy CountryWide Financial 4.5% 1,000, ,020, , /03/ /06/ Buy CountryWide Financial 4.5% 1,000, ,032, , /04/ /05/ Deposit 525, , , /08/ /11/ Buy Exxon Mobil 25, ,262, ,720, /10/ /11/ Withdraw -3,500, ,500, ,220, /10/ /11/ Deposit 3,500, ,500, ,720, /01/ /15/ Interest FHHLC Generic Bond 4.625% Maturity 06/01/ , ,703, Closing Balance -1,703,

6 Purchases and Sales: The Purchases and Sales report provides a detailed listing of all purchase and sale transactions within a specified date range. This report is sorted by trade date, settle date, and then investment. The Advent Test Management Firm Purchases and Sales Advent Test 10 Period Start Date 09/01/2005:00:00:00 Period End Date 05/22/2006:23:59:59 Knowledge Date 05/22/2006:09:47:39 Trade Date Settle Date Transaction Tran ID Investment Custodian Account Broker Trader Quantity Price Commission SEC Fee Expenses Local Amount Local Currency 12/15/ /20/2005 Buy British Telecommunications PLC ORD GBP.25 JP Morgan Custodian Account 12/26/ /29/2005 Buy Attwoods PLC ORD Goldman Other GBP0.05 Account 02/01/ /06/2006 Buy All American JP Morgan Custodian Communications Account 02/02/ /07/2006 Buy All American JP Morgan Custodian Communications Account 02/03/ /08/2006 Buy All American JP Morgan Custodian Communications Account 02/22/ /27/2006 Buy Amgen JP Morgan Custodian Account 03/01/ /06/2006 Buy Commercial Paper Goldman Money Market Account 03/15/ /15/2006 Buy MP Test Bond Goldman Other Account 03/15/ /20/2006 Sell Amgen JP Morgan Custodian Account 03/15/ /30/2006 Buy Advent Software, Goldman Other Inc. Account 03/15/ /31/2006 Buy Allergan Inc. Goldman Other Account 03/20/ /21/2006 Buy Advent Software, Goldman Other Inc. Account 03/21/ /22/2006 Buy IBM Goldman Other Account 03/22/ /23/2006 Sell Advent Software, Goldman Other Inc. Account 04/27/ /02/2006 SellShort Advent Software, Goldman Other Inc. Account Goldman Mike Henderson , GBP JP Morgan John Smith , GBP JP Morgan Trading Assist - JBR , USD Merill John Smith , USD JP Morgan John Smith , USD Goldman John Smith , USD DLJ John Smith 1,000, , USD Smith Barney Trading Assist - JBR 1,000, , USD DLJ Mike Henderson USD Goldman John Smith , USD Goldman John Smith , USD JP Morgan Trading Assist - JBR , USD Soloman Trading Assist - JBR 2, , USD JP Morgan John Smith , USD Goldman Mike Henderson , USD 4

7 Cash Projection: The Cash Projection report shows upcoming cash transactions, by currency, that are due to settle during the user-defined reporting period. This report sorts by settle date, trade date, transaction, and investment. Advent Holdings Inc. Cash Projection II - Detail Advent Growth Portfolio Period Start Date 02/01/2005:00:00:00 Period End Date 03/16/2005:00:00:00 Knowledge Date 05/22/2006:08:27:38 Settle Date Trade Date ID Investment Action FxLocal Amount Book Amount 02/04/ /01/ Oracle Corp. Buy -150, , Totals - Buy -150, , Totals - 02/04/ , , /14/ /10/ McDonald's Buy -145, , Totals - Buy -145, , Totals - 02/14/ , , /15/ /15/ Thomas Medical Floater Due 2010 Interest 2, , /15/ /01/ FHHLC Generic Bond 4.625% Maturity 06/01/2029 Interest 3, , Totals - Interest 6, , /15/ /01/ FHHLC Generic Bond 4.625% Maturity 06/01/2029 Paydown 5, , Totals - Paydown 5, , Totals - 02/15/ , , /01/ /01/ Cargill OID Bond 5 % due 2020 Interest 25, , Totals - Interest 25, , Totals - 03/01/ , , /15/ /15/ Thomas Medical Floater Due 2010 Interest 2, , /15/ /01/ FHHLC Generic Bond 4.625% Maturity 06/01/2029 Interest 3, , Totals - Interest 5, , /15/ /01/ FHHLC Generic Bond 4.625% Maturity 06/01/2029 Paydown 35, , Totals - Paydown 35, , Totals - 03/15/ , , Totals , ,

8 Maturities and Expirations: Maturities and Expirations Advent Test Fund 20 - Reporting Activity Period End Date 05/15/2006:23:59:59 Through Date 06/30/2007:00:00:00 Knowledge Date 05/11/2006:08:18:15 Quantity Cost Market Value Maturity Date ID Description Rate or Strike Price Within 1 Months 06/05/ XJW6 Certificate of Deposit ABN Amro Bank Due 5.76% 500, , , /15/ ABC U.S. Treasury Bond % Maturity 06/ 7.63% 3,575, ,570, ,570, Totals: 4,070, ,070, The Maturities and Expirations report displays all expiring investments before a user-defined end date. This report groups the maturity transactions by months and then by years from the report run date until the specified end date. Within 2 Months 06/25/ BG5 Metlife Discount CP 0.00% 1,000, , , /30/2006 S&P500 Future Standard & Poor's Future - Test 0.00 Call , /30/ Exp50 Stock Options \Exp 50\Strike T Call , , Totals: 1,098, ,149, Within 3 Months 08/15/ AC6 CountryWide Financial 4.5% 4.50% 2,000, ,000, ,000, Totals: 2,000, ,000,

9 Journal Entries by Accounting Date: The Journal Entries by Accounting Date report shows detailed debit and credit entries for all portfolio activity within a specified date range. Journal Entries By Accounting Date Advent Test Portfolio 30 Period Start Date 01/01/2005:00:00:00 Period End Date 01/30/2005:23:59:59 Knowledge Date 05/10/2006:12:06:39 Acct Date Trade Date Tran ID Tran Description Investment ID Reference Tran ID Lot ID L/S Financial Account Quantity Debit Credit 01/01/ /01/ Interest MB L InterestReceipt , USD L CouponInterestReceivable 3, , Total Debits and Credits- 3, , Paydown MB L PaydownPayable -10, , USD L Receivable 10, , Total Debits and Credits- 10, , /15/ /01/ Interest-Settlement USD 1 L OnHand 3, , L CouponInterestReceivable -3, , Total Debits and Credits- 3, , Paydown-Settlement MB L OnHand -10, , L PaydownPayable 10, , USD 1 L OnHand 10, , L Receivable -10, , Total Debits and Credits- 20, , /15/ Interest AC L InterestReceipt , USD 1 L OnHand 6, , Total Debits and Credits- 6, , Interest BB L InterestReceipt , USD 1 S OnHand 2, , Total Debits and Credits- 2, , /18/ /18/ Buy ADVS L Receivable 1, , USD S Payable -35, , /21/ /18/ Buy-Settlement ADVS L OnHand 1, , L Receivable -1, , USD 1 L OnHand -35, ,

10 Dividends Receivable and Payable: The Dividends Receivable and Payable report provides a breakdown of outstanding dividends as of the report date. This report sorts by currency, investment, and ex-date. The Advent Test Management Firm Dividends Receivable and Payable Advent Test 10 Period End Date 05/12/2006:12:52:53 Knowledge Date 05/12/2006:12:52:35 Tran ID Ex-Date Pay Date Ex-Date Quantity Local Currency Local Gross Dividend Rec/Pay W/H Tax Rate Local W/H Tax Payable Local Net Dividend Rec/Pay Book Gross Dividend Rec/Pay Book W/H Tax Payable Book Net Dividend Rec/Pay Unrealized FX Gain/Loss Local Per Share Amount Local Reclaim Receivable Book Reclaim Receivable Dividends Receivable Goldman Other Account Advent Software, Inc /05/ USD /12/ IBM /29/2006 2, USD 3, , , , /28/ Total 3, , , , Total Goldman Other Account 3, , JP Morgan Custodian Account UK Pounds Sterling British Telecommunications PLC ORD GBP /27/ GBP % /29/ Total Dividends Receivable 3, , Dividends Payable Goldman Other Account Advent Software, Inc /05/ USD /12/ Total Dividends Payable TOTAL DIVIDENDS RECEIVABLE / PAYABLE 3, ,

11 Dividend Income and Expense: The Dividend Income and Expense report provides a detailed listing of a portfolio s accrued dividend income and expenses within a specified date range. This report sorts the activity by long/short positions, payment currency, investment description and ex-date. Dividend Income/Expense Advent Test Portfolio 30 Period Start Date 01/01/1950:00:00:00 Period End Date 05/11/2006:23:59:59 Knowledge Date 05/11/2006:18:02:41 Investment Tran ID Ex-Date Ex-Date Quantity Local Dividend Per Share Amount W/H Tax Rate Local Gross Dividend Inc/Exp Local W/H TaxLocal Net Dividend Inc/Exp Book Gross Dividend Inc/Exp Book W/H TaxBook Net Dividend Inc/Exp Pay Date Local Reclaim Book Reclaim Long Positions (USD) Advent Software, Inc.(ADVS) /15/2005 1, /15/ McDonald's(MCD) /25/2005 5, , , , , /25/ Oracle Corp.(ORCL) /05/ , , , , , /05/ Total 2, , , , UK Pounds Sterling(GBP) British Airways(BAY) /10/ , % 3, , , , /10/ TOTAL Long Positions 7, , Report Totals: 7, ,

12 Interest Income Detail: The Interest Income Detail report shows the income payments received and currency period interest accruals for all fixed income securities within the portfolio. Portfolio Interest Income Detail Advent Test Portfolio 30 Period Start Date 01/01/2005:00:00:00 Period End Date 03/01/2005:23:59:59 Knowledge Date 05/15/2006:11:07:31 Investment Security ID Day Count Maturity Pay Freq Trade Date Settle Date Local Amount Book Amount Revenues Bond Cargill Leasing 6.5 % due 2015 Interest-InterestReceipt AC1 30/360 01/15/ /15/ /15/2005 6, , Change In AI And Amortization-ChangeInAc 12/31/ /01/1901-4, , , , Cargill OID Bond 5 % due 2020 Interest-InterestReceipt AC3 30/360 03/01/ /01/ /01/ , , Change In AI And Amortization-ChangeInAc 12/31/ /01/ , , , , FHHLC Generic Bond 4.625% Maturity 06/01/20 Interest-InterestReceipt MB2 30/360 06/01/ /01/ /15/2005 3, , Interest-InterestReceipt 12 02/01/ /15/2005 3, , Interest-InterestReceipt 12 03/01/ /15/2005 3, , Change In AI And Amortization-ChangeInAc 12/31/ /01/1901-3, , , , Thomas Medical Floater Due 2010 Interest-InterestReceipt BB4 Actual/Act 04/15/ /15/ /15/2005 2, , Interest-InterestReceipt 12 02/15/ /15/2005 2, , Change In AI And Amortization-ChangeInAc 12/31/ /01/ , , Total 22, , Total Bond 22, Total Revenues 22, TOTAL INTEREST INCOME 22,

13 Realized Gain / Loss: The Realized Gain / Loss report provides a detailed listing of transaction activity and investments that generate realized gain/loss within a specified date range. The report also bifurcates price and fx gain/loss. Realized Gain Loss Report Advent Test Fund 25 - Reporting Activity Period Start Date 01/01/1950:00:00:00 Period End Date 04/19/2006:00:00:00 Knowledge Date 05/10/2006:12:59:30 InvestmentType Excluded Cash Investment Tran Date Tran ID Tran Type Quantity Net Proceeds Book Cost Book Price G/L Book FX Gain/Loss ST Capital G/L Ordinary Income Total G/L Book Security ID Open Date Lot ID Closing Price Net Proceeds Local Cost Local Price G/L Local LT Capital G/L Equity Advent Software, Inc. 12/03/ Sell 15, , , , , , ADVS 10/17/ , , , Advent Software, Inc. 09/23/ Sell 16, , , , , ADVS 10/17/ , , , , Advent Software, Inc. 02/07/ Sell 2, , , , , ADVS 10/17/ , , , , Exxon Mobil 03/16/ CoverShort -10, , , , , , XOM 10/04/ , , , Totals - 537, , , , , , , , , Totals - Equity 537, , , , , , Fixed European Monetary Currency EuroBond % 04/10/ Sell 50,000, ,692, ,619, ,073, ,073, Maturity 04/15/ /10/ ,000, ,000, EuroBond % 04/10/ Sell 10,000, ,938, ,828, , , Maturity 04/15/ /12/ ,350, ,350, Transaction Total: 71,630, ,447, ,183, ,183, ,350, ,350, Totals - European Monetary Currency 71,630, ,447, ,183, ,183, ,350, ,350, Totals - Fixed 71,630, ,447, ,183, ,183,

14 Investment Position Appraisal: The Investment Position Appraisal report provides a breakdown of position level information between long and short tax lots held as of the period end date. It summarizes this information for a view of positions as a percentage of total investments. Investment Position Appraisal Advent Test Fund 20 - Reporting Activity Period End Date 05/15/2006:00:00:00 Knowledge Date 05/10/2006:12:52:21 Inventory State: AllAssetsAndPayables Description Invest ID Quantity Local Price Cost Local Cost Book Book Unrealized Gain/Loss Accrued Interest Market Value Book % Invest Investments Investments Long Equity Japanese Yen Honda Motor Corp. HONDA 50, ,000, , , , % Advent Software, Inc. ADVS 2, , , , , % Exxon Mobil XOM 25, ,262, ,262, , ,246, % IBM IBM 50, ,750, ,750, , ,174, % Totals - 5,082, , ,498, % Totals - Equity 5,272, , ,736, % Fixed European Monetary Currency EuroBond % Maturity 04/15/ ,500, ,525, ,148, , , ,015, % California Pollution CTL Fing Auth Res Recovery 3.40% Mat 09/01/2020 Certificate of Deposit ABN Amro Bank Due 06/05/ AW7 2,500, ,468, ,468, , , ,478, % 00077XJW6 500, , , , , % CountryWide Financial 4.5% AC6 2,000, ,000, ,000, , ,000, % FHHLC Generic Bond 4.625% Maturity 06/01/ MB2 4,550, ,521, ,521, , , ,498, % Metlife Discount CP BG5 1,000, , , , % U.S. Treasury Bond % Maturity 06/15/ ABC 3,575, ,570, ,570, , ,570, % Totals - 14,059, , , ,045, % Totals - Fixed 16,208, , , ,061, % Futures Standard & Poor's Future - Test S&P500 Future , , % Totals - Futures , , % Options Stock Options \Exp 50\Strike Test Exp , , , , % Totals - Options 100, , , % Totals - Investments Long 21,580, ,367, , ,948, % Total Investments 21,580, ,367, , ,948, % Report Totals 21,580, ,367, , ,948, % 12

15 Tax Lot Appraisal with Accruals: The Tax Lot Appraisal with Accruals report displays all open tax lots within a portfolio and shows the relevant market value and accrual information for each lot. The report also bifurcates price and fx gain/loss. Cash Equity Fixed Tax Lot Appraisal with Accruals Advent Test Fund 20 - Reporting Activity Period End Date 05/15/2006:23:59:59 Knowledge Date 05/11/2006:07:18:56 Inventory State: AllAssetsAndPayables Quantity Tax Lot Description Tax Lot ID Lot Date Unit Cost Market Price Cost Book Market Value Book Unrealized Price Gain/Loss Book Unrealized FX Gain/Loss Book Cash and Equivalents 8, European Monetary Currency-GS_OTHER OnHand , , ,744, GS_OTHER OnHand ,744, ,744, , JPM OnHand , , ,310, SOL OnHand ,310, ,310, ,703, Investment Totals -1,703, ,703, Totals - Cash and Equivalents -1,692, ,692, Totals - Cash -1,692, ,692, International Stock 50, Honda Motor Corp /11/ , , , , Totals - International Stock 190, , , , Stock 2, Advent Software, Inc /03/ , , , , IBM /03/ ,750, ,174, , , Exxon Mobil /08/ ,262, ,246, , Totals - Stock 5,082, ,498, , Totals - Equity 5,272, ,736, , , Bond 1,000, CountryWide Financial 4.5% /03/ ,000, ,000, Accruals - Amortization / Interest 33, ,000, CountryWide Financial 4.5% /03/ ,000, ,000, Accruals - Amortization / Interest 33, ,000, Investment Totals 2,000, ,000,

16 Investment Position Appraisal with Swaps: The Investment Position Appraisal with Swaps report provides a breakdown of position level information, including swaps and the corresponding financing accruals, held as of the period end date. The report also bifurcates price and fx gain/loss. Investment Hedge Position Fund Detail Appraisal Appraisal with Swaps SC Hedge Fund - LP1 Period End Date 05/31/2006:23:59:59 Knowledge Date 06/09/2006:12:05:10 Accounting Calendar SC HF Inventory State: AllAssetsAndPayables Tax Lot Description Quantity Market Price Market Value Book Unrealized Price Gain/Loss Book Unrealized FX Gain/Loss Book Common Stock Advance Auto Parts Inc. -75, ,858, , Axcelis Technologies Inc. -303, ,936, ,223, Advanced Micro Devices Inc. -50, ,546, , Encysive Pharmaceuticals Inc -266, ,158, ,510, Ferro Corp. -10, , , Genesco Inc. -70, ,450, , Intel Corp. -344, ,209, , McDonald's Corporation -500, ,585, , Orbital Sciences Corp -309, ,632, , IMS Health Inc. -40, ,080, , Totals - Common Stock -38,633, ,226, Equity Swaps Basket Swap II - Notional Basket Swap III - Notional McDonald's Corporation 34,000, , , Financing Accruals: -108, Orbital Sciences Corp 5,100, , , Financing Accruals: -16, Investment Totals 39,100, ,433, ,433, , Duke Energy Corp. 250, , , Financing Accruals: International Business Machine 8,000, , , Financing Accruals: -28, McDonald's Corporation 1,750, , , Financing Accruals: -6, Investment Totals 10,000, , , , Totals - Equity Swaps -1,502, ,502, Totals - Financing Accruals -161, Totals - -40,135, ,724, Totals - Financing Accruals -161, Report Totals: -40,135, ,724, Totals - Financing Accruals -161,

17 Credit Facility Contract Detail: The Credit Facility Contract Detail report shows detailed information for all bank debt instruments within a portfolio, and includes a breakdown of funded versus unfunded positions against the global credit facility. Credit Facility Contract Detail PTR Partners PTR Master Period End Date 06/09/2006:09:44:22 Knowledge Date 06/09/2006:10:57:27 Accounting Calendar PTR_Monthly Description Global Contract Amount Pro-Rata % Local Quantity FX Rate Book Quantity Start Date End Date Interest Rate From Date Accrual Days Local Accrued Interest Book Accrued Interest 1st American (USD) 1st American Leg 2 (USD) 15,000, , , /01/ /31/ /07/ st American Leg 3 (USD) 10,000, , , /01/ /31/ /07/ Total Total Funded 250, Total UnFunded 750, Total Commitment 1,000,

18 Fixed Income Distribution: The Fixed Income Distribution report has two primary sections; the first being a summary level overview of all fixed income holdings within the portfolio, and the second containing a detailed breakdown of the securities by maturity, coupon rate and duration. Advent Portfolio Trust Fixed Income Distribution Report Advent Test Portfolio Period End Date 04/25/2006:23:59:59 Knowledge Date 05/31/2006:23:59:59 Totals Weighted Averages Fixed Income % Average YTM 1.76 Par Value 159,936, Average Maturity (yrs) 5.62 Market Value 158,046, Average Coupon (%) 2.11 Total Cost 158,153, Average Duration 1.62 Net Gain/Loss -107, Annual Income 3,388, Number of Issues 243 Distribution By Maturity Maturity Number Market Value % Bond Holdings Average YTM Average Coupon Average Duration Under ,729, Yrs 45 18,000, Yrs 24 4,170, Yrs 10 1,479, Over 15 Yrs 62 28,666, Distribution By Coupon Coupon % Number Market Value % Bond Holdings Average YTM Average Coupon Average Duration Under ,682, % - 10% 72 27,363, Distribution By Duration Duration Number Market Value % Bond Holdings Average YTM Average Coupon Average Duration Under ,830, % - 3% 11 5,627, % - 5% 6 1,954, % - 7% 4 693, % - 15% 15 5,380, Over 15% 20 8,560,

19 Portfolio Risk: The Portfolio Risk report provides a detailed breakdown of portfolio exposure by region, instrument, investment type and percentage of the total portfolio as of a given point in time. Advent Investment Management Co. Portfolio Risk Report Advent Portfolio Trust Period Start Date 01/01/1950:00:00:00 Period End Date 05/11/2006:23:59:59 Knowledge Date 05/11/2006:14:33:55 Long Short Gross Net Total Assets Under Management 88,559, Strategy Exposure B_Strategy C_Strategy A_Strategy TOTAL EXPOSURE Regional Breakdown United States of America European Monetary Union Japan Great Britain TOTAL EXPOSURE Industry Exposure Computers Software Transportation Services Industrial TOTAL EXPOSURE Instrument Breakdown Cash Fixed Equity Options Futures TOTAL EXPOSURE Top 5 Positions as a % of Total Capital EuroBond % Maturity 04/15/ FHHLC Generic Bond 4.625% Maturity 06/01/ IBM U.S. Treasury Bond % Maturity 06/15/ TOTAL EXPOSURE

20 Periodic TWR 2 Level: The Periodic TWR 2 Level report provides Time Weighted Return for each position within the portfolio based upon a user defined key. The report displays this information grouped by two performance key segments that you select, such as by long and short positions within each asset type. Periodic TWR - 2-Level TWR Test Portfolio Period Start Date 04/01/2004:00:00:00 Period End Date 04/30/2004:23:59:59 Knowledge Date 08/03/2005:16:09:59 Prior Knowledge Date 01/28/2005:23:59:59 Accounting Calendar acctcalendar1usa By AssetType then by Long/Short 04/30/ /01/ /01/ /01/ /01/ /01/ /30/ /30/ /30/ /30/ /30/ /30/2004 Segment DTD TWR Book MTD TWR Book QTD TWR Book YTD TWR Book PTD TWR Book ITD TWR Book Cash Long 3.79 % 4.15 % 4.15 % 2.84 % 4.15 % 2.84 % Short 2.52 % % % % % % Totals for Cash 3.99 % 4.46 % 4.46 % 3.22 % 4.46 % 3.22 % Equity Long 4.87 % 5.53 % 5.53 % % 5.53 % % Short 5.40 % % % % % % Totals for Equity % % % % % % Fixed Long % % % % % % Short % % % 2.78 % % 2.78 % Totals for Fixed % % % % % % 18

21 Cumulative Daily TWR 2 Level: The Cumulative Daily TWR by Portfolio report displays the portfolio s cumulative Time Weighted Return from the period start date for all days within the given period, displaying the information grouped by two performance key segments that you select. The report also shows each day s beginning and ending market values (which include accrued interest), cash flows and IRR. Cumulative Daily TWR - 2-Level TWR Test Portfolio Period Start Date 04/01/2004:00:00:00 Period End Date 04/01/2004:23:59:59 Knowledge Date 08/11/2005:17:04:11 Accounting Calendar acctcalendar1usa By AssetType then by Long/Short End Date Beginning Market Value Book Ending Market Value Book Cash Flow Book Opening Flow Book IRR Book TWR Book Cash Long 04/01/ ,643, ,000, , ,618, % 8.21 % Short 04/01/2004-2,191, ,264, , % % Totals for Cash 04/01/ ,451, ,735, , ,536, % 8.49% Equity Long 04/01/2004 1,384, ,442, , % 4.21 % Short 04/01/2004-1,179, ,101, , % 6.58 % Totals for Equity 04/01/ , , , % % Fixed Long 04/01/2004 2,365, ,101, , , % % Short 04/01/ , , , % 1.70 % Totals for Fixed 04/01/2004 1,638, ,386, , , % % 19

22 Advent Custom Engineering Services Creates Customized Geneva Reports Even with the broad array of standard Geneva reports, you are likely to have specialized reporting needs that require custom reports. These can be created with Geneva s report writing language, Geneva SQL with Geneva Functions, either by your firm or by Advent Custom Engineering Services, (CES). The experts in CES will work with your specific ideas, or help pinpoint a solution based on your predetermined business need. Advent Custom Engineering Services can create a large variety of reports from scratch or modify existing reports for a very reasonable price. The Reports You Need If you re converting to Geneva from another portfolio management system, CES can create Geneva reports that are similar to ones you ve been using, so that clients and key staff members can continue to receive their customary reports. Or if you ve been creating reports in Excel, because your old system couldn t produce them, CES can replicate the Excel output and eliminate time-consuming steps in your operation. Modifying Existing Reports Sometimes an existing report meets almost all your needs, but you often might want to communicate a little more or a little less information, or present it in a slightly different way. No matter what your request add and remove columns, change specific calculations, redo sorting features, change column headers, or modify layouts and formats CES can customize a standard Geneva report to fit your exact specifications. Automated Reporting Workflow Your reporting workflow is unique to your firm, so CES is also available to create a customized and automated reporting workflow that will bring new efficiencies to your investment management enterprise. You may need to run the same reports every day and distribute them via or the web. Or you may want to update an external system with changes that have occurred to either persistent or derived data since the last time the extract ran. Or you may want to run and archive an end-of-day audit log, which shows all the changes that have been made to the system in the past 24 hours. All of these processes can be scheduled and scripted using industrystandard tools that operate with the Geneva Workflow Manager. Users can then be alerted to any problems to be fixed in a timely manner. Contact Advent Custom Engineering Services Today For more information about the range of offerings CES delivers, call Advent Customer Engineering Services at or send an to customreports@advent.com. 20

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24 Advent Software, Inc. 301 Brannan Street, San Francisco, CA Third Avenue, New York, NY One Bedford Avenue, London WC1B 3AU, UK Copyright 2006 Advent Software, Inc. All rights reserved. GENAMCAT0706