Port Analytics & Reporting

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  • Published on Dec 2, 2025
  • 4 minute(s) read
  • Stephanie Schmidt
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Portfolio Analytics & Reporting Overview

This section provides credit unions with powerful tools to analyze, manage, and report on their investment portfolios. It supports strategic planning, regulatory compliance, and performance benchmarking through interactive dashboards and downloadable reports.

 Investment Management

Investment Management enables users to analyze individual securities and entire portfolios using market-based data and performance metrics. It supports both manual uploads and automated data feeds (e.g., Bloomberg API).

Key Benefits

  • Provides detailed analytics on portfolio composition, yield, duration, trends, cashflow and risk.
  • Supports regulatory and internal reporting requirements.
  • Enables sector-level analysis (ex. Treasuries, Agencies, MBS, CMOs, Corporates, CDs, SBAs, Munis).
  • Integrates with performance attribution for strategic planning 

How to Use Investment Management 

  1. Navigate to Port Analytics & Reporting > Investment Management
  2. Choose one of the subsections listed below including: Securities, Investment Performance Report, Investment Portfolio and Performance Attribution


Subsections Breakdown

Securities: View and analyze individual bond holdings.

Key Benefits:

  • Provides quick and easy transparency into portfolio composition.
  • Supports compliance and investment committee reviews. 

How to Use:

  1. Access the Securities tab within Investment Management
  2. Review bond-level details including par, CUSIP, terms, pricing, and analytics
  3. Use filters to sort by sector, maturity, rating, or issuer


Investment Performance Report (IPR): Generate a comprehensive report on portfolio performance.

Key Benefits:

  • Offers a complete view of portfolio health and performance.
  • Supports ALCO and board-level reporting.
  • Helps identify areas for rebalancing or strategic adjustment.

How to Use:

  1. Navigate to the Investment Performance Report section
  2. Select the evaluation cycle
  3. Review sections including:
    1. Portfolio Overview
    2. Portfolio Trends
    3. Peer Review
    4. Cash Flow Analysis
    5. 10-Year Book Value Sensitivity
    6. Sector Analysis (Treasury, Agency, Corporates, CD, Securitized, CMO, CMBS, SBA, Exempt Muni, Taxable Muni) 


Investment Portfolio: Upload, manage, and analyze entire investment portfolios.

Key Benefits:

  • Streamlines portfolio management.
  • Enables consolidated analysis across multiple portfolios.
  • Supports scenario modeling and stress testing. 

How to Use:

  1. Navigate to the Investment Portfolio tab
  2. Upload portfolios using THC’s PATH format
  3. Run analytics to view performance metrics and sector breakdowns


Performance Attribution: Decompose portfolio returns to understand drivers of performance. 

Performance Attribution is a quantitative period over period comparison showing the Total Return between two points along with the key drivers of performance, such as the absolute level of interest rates, a change in the shape of the yield curve, a change in volatility, a change in spreads, etc.

Key Benefits:

  • Explains why a portfolio outperformed or underperformed.
  • Supports regulatory backtesting and strategic feedback.
  • Enhances transparency for stakeholders and auditors.

How to Use:

  1. Access Performance Attribution from the Investment Management or Simulation sections
  2. Run attribution analysis for selected portfolios and time periods
  3. Review breakdowns of:
    1. Market movements
    2. Total Return
    3. OAS shifts
    4. Yield curve changes
    5. Convexity and volatility effects 


Portfolio Management

Portfolio Management serves as the central hub for managing all portfolios within the platform, including loans and investments.

Key Benefits

  • Streamlines portfolio creation, aggregation, and reporting.
  • Supports scenario analysis and performance tracking.
  • Enables consolidated views across multiple portfolios.
  • Facilitates report generation and download in Excel or PDF formats 

How to Use Portfolio Management

  1. Navigate to Port Analytics & Reporting > Portfolio Management
  2. Upload portfolios manually or via batch import
  3. Select portfolios and reporting cycles
  4. Generate reports and monitor status
  5. Download results for internal review or external reporting


View ALM Reports Section

Provides access to a wide range of ALM reports that support strategic planning, risk management, and board-level reporting.

🔹 Report Types

EVE/NEV Report

Measures a credit union's long-term interest rate risk by calculating the difference between the present values of assets and liabilities, or the Net Present Value (NPV) of cash flows

EaR/NII Report

Measures the potential change in a credit union's net interest income (NII) due to interest rate fluctuations over a specific

Cash Flow

This report shows a detailed breakdown of Cash Flows between assets and liabilities projected forward in a 36 month time horizon

Key Rate Duration

Shows your Credit Union's overall sensitivity to interest rate changes at specific maturities. This report allows you to pinpoint risk by breaking down average duration to help optimize balance sheet strategies

Repricing Gap

Repricing Gap measures the difference between a Credit Union's interest-sensitive assets and liabilities that will be repriced within a specific time period. By categorizing these assets and liabilities into "repricing buckets" or time frames, the report reveals whether the institution is asset-sensitive (more assets repricing) or liability-sensitive (more liabilities repricing), indicating its exposure to interest rate risk. This analysis helps predict how changes in interest rates could affect the institution's net interest income and overall profitability

Two Cycles Comparison

The Two Cycle Comparison report compares ALM results over the current and past quarter for NII, EVE, Investment MNV and ROE

Management Summary

Management Summary reviews credit union performance vs peer, Investment Allocation, Yield Curve Projection, Volume Projection, Financial Projection, Interest Rate Risk Exposure, Historical Loan Production Trend, Concentration Risk and Loan Rate Profitability and DuPont Analysis

Director Dashboard

Director's Dashboard Report summarizes all the key risk measures that enable senior management to discuss strategic and tactical actions. The Dashboard reviews: Bank's Performances, Business Lines, Variance Analysis, Interest Rate Risk, Credit Risk, Liquidity Risk, Deposit Rate Repricing, Sources and Uses of Funds

Assumption Report

This report provides an overview of the modle assumptions used for valuation and cash flow projcections. Assumptions can be Institutional Specific or Market. Included are Discounts Rates, Prepayment Behavior, Deposit Account Models, Reinvestment Rates, Credit Assumptions, Budget Assumptions, Modeling Methods and Benchark Curves


How to Use View ALM Reports

  1. Navigate to Port Analytics & Reporting > View ALM Reports
  2. Select the report type
  3. Download reports in Excel or PDF format or view online within the model
  4. Use reports for ALCO packages, board presentations, and strategic reviews


Generate/View Reports

Allows users to generate new reports or view previously created ones based on selected portfolios and assumptions.

Key Benefits

  • Streamlines reporting workflows.
  • Ensures consistency across financial and risk reports.
  • Supports recurring and ad hoc reporting needs.

How to Use Generate/View Reports

  1. Navigate to Port Analytics & Reporting > Generate/View Reports
  2. Choose the report(s) you want to run
  3. Click Generate to run the report
  4. Access the report status and download options