Finance
Collecting portfolio company financials without the chase
We identify where AI removes cost and where it quietly adds risk.
Every engagement begins with a scoping conversation. If a smaller package is the right starting point, we will say so.
Overview
Portfolio monitoring depends on data that arrives late, in inconsistent formats, from companies whose finance functions have other priorities. One sends a formatted management pack, another a spreadsheet with changing tab structure, a third a PDF board report. Someone at the fund then rekeys all of it into a monitoring model.
The cost is not only the manual effort. It is the delay between a portfolio company knowing something and the fund knowing it, and the loss of granularity that occurs every time a rich management pack is reduced to eight summary metrics because that is all anyone has time to extract.
The Strategy
AI ingests portfolio reporting in whatever form it arrives, including PDFs, spreadsheets and emailed narrative updates. It extracts the financial and operational metrics, maps them to the fund's standard chart of metrics regardless of the company's own labelling, and normalises for currency, period and accounting basis. Where a figure conflicts with a previously reported number, the change is flagged rather than silently overwritten.
Collection is then managed rather than chased. Outstanding submissions are tracked against the reporting calendar, reminders are issued automatically, and incomplete packs generate a specific query about what is missing. The investment team receives clean, comparable data across the portfolio and retains access to the underlying source document behind every figure.
Results Driven
Portfolio data becomes current and comparable. Deal teams stop spending their first week after each quarter end assembling a data set and start the period with analysis instead, and the fund can report to investors on portfolio performance with far less lag.
The depth of monitoring also increases. Because extraction is no longer the constraint, the fund can track a richer metric set across the whole portfolio rather than a reduced set across the companies someone had time to model.
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Of portfolio reporting extracted and normalised without manual rekeying.
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Reduction in the lag between portfolio period close and fund level visibility.
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Increase in the number of metrics tracked consistently across the portfolio.
