Fixed Income Portfolio Enhancements for Managed Investment Products

Presented by

Jeff Westergaard, Director of Fixed Income Data and Methodology, Morningstar

About this talk

Morningstar is making upcoming enhancements across Fixed Income Futures and the Fixed Income Style Box. Join Jeff Westergaard, Director of Fixed Income Data and Methodology at Morningstar, as he shares product updates across these topics in addition to gathering client feedback to help inform our fixed-income roadmap. What We'll Cover: - We’ll offer transparency around the ways we’ll be improving the current methodology used for calculated fixed income portfolio-level analytics to minimize the “unknown” portion of a portfolio, drive input data consistency, and improve accuracy between self-reported and calculated average statistics. - We’ll preview the upcoming enhancements to the Fixed-Income Style Box methodology, making the Fixed Income Style Box more intuitive by clarifying how the assignments were derived and how values match investment objectives. To ensure this session is as valuable to you, we encourage you to submit questions during the registration process in advance of the webinar, so we’re able to prepare thorough answers for you to cover during the presentation. About the Speaker: Jeff Westergaard is responsible for all of Morningstar's global efforts to enhance fixed income data assets, fixed income analytic tools and methodologies to better serve our core mission of helping investors make choices that lead to better outcomes. He’s directly engaged in data modeling, analytic design, construction, and implementation of methodologies and product integration across all fixed income markets globally.

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