You must complete the following procedures before configuring look through in Data Mart.

Map Securities

Map all securitized funds to entities that hold their contents according to the data load described in the section How Does Look Through Work?

To do this, load two fields in the SECURITYDBO.SECURITY_MASTER_DETAILS table for each securitized fund:

• LOOK_THRU_IND. Set to P.

• LOOK_THRU_VALUE. Set to the ENTITY_ID of the entity that owns the contents of the securitized fund.

Load Data to POSITION_DETAIL Table

There is an internal field attribute, i Look Thru Field for Value, where the system looks for a field to use in computing weights for all securitized funds. By default this mapped field is market value (in base currency), but you may choose another field if appropriate. For any securitized fund, the system takes what is loaded to this field and uses it to compute weights by summing all values and dividing each value by the sum. If the securitized fund's weights are not based upon a loadable value like market value or market capitalization, you should load official weights themselves, since they are not changed in the weight computation part of the calculation.

Set Up Holdings Field Attributes with Look through Property

The presence of a securitized fund in a portfolio holdings OLAP report or Data Mart does not start look-through processing. Enumeration of direct plus indirect holdings and calculation of all their values requires the presence of special holdings field attributes with a look through property. Refer to the Pace Reporting User Guide for additional information.