Composite Entities

Owned by Kavitha Thangaswamy (Unlicensed)
Last updated: Jul 25, 2023 by Pamela Totas (Deactivated)
1 min read

  • Performance clients need to calculate performance for composite (COM) entities without using the entity build process, as cash activity is not summed as positions are summed within the entity build.

  • Data Mart always composites trades and cash data when a detail is processed for a COM entity model containing those field types.

  • If entity build is not used and the Always Composite Holdings setting is selected in the Configuration dialog box, PACE will enumerate holdings and populate the positions of all composite members in the Position Details table. These may then be rolled up to the security level within the reporting tool to create composite level positions.