One such development was the introduction of the SEC's 'ETF Rule' in 2019, streamlining the process for launching ETFs and reducing the regulatory burdens for issuers. Additionally, advancements in the authorized participant (AP) model have made it easier for active managers to create and redeem ETF shares in response to investor demand, ensuring efficient portfolio management.

In this context, our client, a prominent player in active, socially responsible investment management, was committed to expanding its investment offerings by adding ETFs to its portfolio. The client's decision to enter the ETF market was primarily driven by customer demand with their customers increasingly seeking ETF options.

However, the client did not intend to build a large passive ETF franchise comparable to industry giants like iShares or Vanguard. They recognized that this sector had already become saturated, making it difficult to differentiate themselves effectively. Instead, the asset manager aimed to develop a unique approach by offering differentiated, active investment strategies.

The Situation

Organizationally, the initiative was to be spearheaded by a small team with expertise in ETF operations which would be hired specifically for the role. They were tasked with collaborating with the portfolio management and operations teams already in place to build the new ETF workflows with minimal additional load on those other teams. From product conception through launch to operation, the ETF business was to be additive and collaborative, rather than a new business within a business.

Perhaps the most impactful problems this team would face would be developing ETF capital markets operations that would scale well and provide a platform for future ETF products regardless of their style. The requirement list included:

  • Managing APs and the regular create/redeem process.
  • Permitting customization of baskets (CIBs).
  • Regulatory compliance with the 6c-11 rule.
  • Taking advantage of ETFs’ potentially tax-efficient structure.
  • Managing ‘heartbeat’ trades.
  • Communicating ETF-related activity to the fund administrator.
  • Giving portfolio managers full transparency into real-time portfolio positions.

Despite the client having a mature fabric of IT systems, including CRD and Bloomberg AIM, these workflows proved very difficult to accommodate straightforwardly. Consideration was given to using systems already in place with a combination of promised enhancements and in-house augmentation. However, using spreadsheets for such critical workflows was not an attractive option. A more robust solution was required and it should work alongside the existing IT infrastructure rather than replacing it.

The Solution

The Ryedale Platform meets the functional requirements of ETF capital markets. It is unusual, perhaps unique, to find all these functions in a commercially available software product. The ETF-specialized functions can be used either as part of Ryedale’s full suite of portfolio management functions or, as in this case, side by side with investment systems from other vendors.

Selection of Ryedale followed two phases of proof-of-concept. The first was to establish functional suitability as a standalone system and the second to was prove itself in an integrated, model-office test of the new workflows, working in conjunction with other systems. As part of the proof-of-concept, Ryedale addressed several integration issues and was responsive to functional enhancement requests and the operational needs of the model-office.

The Outcome

The client successfully launched its first ETFs and has subsequently launched more. The partnership with Ryedale significantly expedited the client's build-out of its ETF platform. The client manages all its basket activities using Ryedale. The time between receiving a create/redeem request and accepting the basket into the portfolio is measured in minutes. PMs are confident they know the true position of their portfolios at all times.

About Ryedale

Ryedale delivers a modern, cloud-based, full-service IT platform for serious investment businesses. Its software provides industry-leading support for model-driven and quantitative investment strategies, embracing index investments, smart-beta, custom indices, asset allocation, overlays and hedging. Ryedale's customers include several globally recognized asset management firms and institutions. For more information about Ryedale investment management solutions, please visit ryedale.com