Dynamic Portfolio Look-Through
- Tom Fahey (Unlicensed)
- Pamela Totas (Deactivated)
Owned by Tom Fahey (Unlicensed)
When dynamic grouping is specified in the report rule, the dynamic options are available in the report profile. Selecting the Portfolio Look Through check box, shown in the following figure, allows for true exposure reporting into compound holdings such as exchange traded funds. See the Dynamic Performance section of Performance Analysis and Reporting for detailed information.
The following figure shows a portfolio that contains a swap with a look-through active. The floating leg and fixed leg of the swap are shown within the correct duration exposure buckets.
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