Fixed Income Analytics Service

If you have a large, complex fixed income portfolio, we can provide in-depth analysis of your investments to help you maximize return potential while managing both risk and tax obligations.

Fixed Income Analytics Report

We’ll look at every holding in your individual fixed income portfolio, and develop a comprehensive report that can help you make more informed investment decisions. Our Fixed Income Analytics Report includes the following categories.

A credit ratings view identifies potential credit risk based on your holdings by showing the percentage of each rating for the portfolio.

  • Product type assessments examine your exposure to specific sectors, markets, or geographical regions and can be used to help you make informed reallocation decisions.
  • Interest rate sensitivity is captured by two measures:
    • Duration measures the sensitivity of a bond’s price to a change in interest rates.
    • Convexity is the sensitivity of a bond’s duration to changes in interest rates.

Annual and monthly cash-flow presentations help you evaluate reinvestment opportunities or consider future investments over a specific time horizon.

  • Yield analyses look at your overall portfolio, examine your situation on a taxable vs. tax-exempt standpoint, or evaluate securities on a position-by-position basis to help you maximize return potential.
  • A coupon assessment shows the average coupon rate for the overall portfolio.
  • Cost-basis calculations of each position account for both Original Issue Discount (OID) and non-OID instruments.
  • Gain/Loss figures are shown from a positional, taxable and non-taxable, and overall portfolio perspective.
  • A breakdown of alternative minimum tax (AMT) vs. non-AMT securities helps reveal the potential AMT exposure in your portfolio.

Who qualifies for this service?

Normally, this service is available to Fidelity customers who are covered by the High Net Worth Bond Desk, which requires fixed income assets of at least $3 million domiciled at Fidelity. If you keep a portion of your assets at another institution, we can work with you to transfer those assets. For questions about the Fixed Income Analytics Report, contact your Fidelity Private Client Group financial consultant, who can establish your relationship with the High Net Worth Bond Desk.