Portfolio to Composite Overlap Report

The Portfolio to Composite Overlap report displays entities included in more than one composite for at least one date during the user defined date range or the "As of" date. See the following figure. The report displays only those entities associated with an overlap. The basis of the query is to evaluate whether a particular entity is a member of more than one composite (that is, overlaps composites), and if an overlap condition exists for even one date in the date range, the report shows all of the overlap conditions for the portfolio on the report.
The report includes columns for Entity ID, Entity Name, Composite ID, Composite Name, Start Date, and Start Comments, End Date, End Comments, and allows you to add additional columns. For general information about running and using the report, see Use the Composite Monitor.

The following table describes the report parameters you can select.

Option

Description

Date Range

You can submit the report for a user defined date range or as of a specific date. Options include:

As of. This option allows you to identify the entities that are a member of more than one composite as of a specific effective date.
Between. This option supports any date to any date so you can view the entities that were a member of more than one composite for at least one date during the entire date range. For example, assume you select the date range of 1/1/2008 - 3/31/2008 and PORT1 and PORT2 had the following changes:
PORT1 has a Start Date of 1/31/2008 in ACOM1
PORT1 has a Start Date of 7/31/1980 in ACOM1 and a Stop Date record for 2/28/2008 in ACOM2
PORT2 has a Start Date of 7/31/1980 in ACOM1 and a Stop Date record for 3/15/2008
PORT2 has a Start Date of 3/31/1980 in ACOM2

The report results display PORT1 because an overlap condition exists where it was included in ACOM1 and ACOM2 from 1/31/2008 - 2/28/2008. In contrast, PORT2 illustrates a non-overlap condition. PORT2 was removed from ACOM1 on 3/15/2008 and did not enter ACOM2 until 9/30/2008, so there was not at least one day where PORT2 was in more than one composite for any date in the date range. The distinction is that yes, it was in more than one composite over the date range, but at no point in the date range was it in more than one composite.
From the Date Rule. You can further customize the date by using a Date Range rule.

Entities

The Entity Selector allows you to run the report for specific entities, a list of entities, or all entities (by leaving the selector empty).

Fields

You can use the Field Selection dialog box to add additional fields as report columns and change the order of report columns.
The report can include entity, entity characteristics, entity extension fields, entity range details, performance, and holdings fields for the selected entities. The Field Selection dialog box identifies default fields with a blue field icon.