Manage Sub-Portfolios

Select a Policy

In the Create New dialog box, you select a Sub-Portfolio entity type policy to create a sub-portfolio entity.

To select a policy:

1. In Portfolio Data Center, from the left navigation, select Portfolio Desk > All. Or select Portfolio Desk and click Portfolios.
   You can create Sub-portfolio entity from both the workspaces.

2. On the Home tab, in the Manage group, click Create New.
   You see the Create New dialog box. 

3. In the Select Policy list, select a policy for the sub-portfolio entity you want to create. 
   By default, you see the available lists of predefined policies. Note: You need to select a policy, wherein the policy type matches the entity type you want to create.

4. Click OK.
   You see the Details page displaying the selected policy's field groups.

Provide Entity Details

In the Create New Sub-Portfolio wizard's Details page, you can provide the details about the sub-portfolio entity. Based on the policy you select, you need to provide the appropriate information.

To add basic sub-portfolio entity details:

1. In the Effective Date, specify the effective date for the sub-portfolio entity. Or use the Date selector to provide the appropriate date for the sub-portfolio entity.
   This field identifies the date by which the sub-portfolio entity is eligible for processing. You can specify an effective date in the past or future.  
   By default, you see the system date as the effective date.

2. In the Entity ID box, type a unique id for the entity.

3. In the Entity Name box, type a name for the entity.
   You see the Details page with the list of the selected policy's field groups and their corresponding fields.

4. Provide appropriate information for each field, as needed.

5. Click Next. 
   You see the Sub-Portfolio page. 

Provide Sub-Portfolio Details

In the Create New Sub-Portfolio wizard's Sub-Portfolio page, you can provide appropriate information for identifying the underlying constituents, as needed.

To provide sub-portfolio details:

1. In the Entity Build Settings section, click the Source list to select the source interface the system can use for the added entity positions.
   By default, you see the list of all the available sources. If entity cash activity is required, click the Cash Activity Source Rule to select the cash source rule that the system can use for the added entity cash activity. By default, you see the list of all available cash activity source rules.

2. Click the FX Source Rule list to select a FX rule for the FX rate. The FX source rule identifies the original source data to use for the FX rate, in the order of top-down preference. The FX source rule lists only those sources that are assigned to the foreign exchange (FXG) feed type and are available to the user’s business group. The sequence of the sources tells the Entity Build engine the priority.

3. In the FX Date box, specify the number of days the Entity Build engine can go back in time to search for FX rates from the effective date submitted.

   NOTE: Using the effective date and FX source rule, the Entity Build engine attempts to find FX rates by date and then source. In other words, the engine tries to find the FX rates against the first source in the rule in which the effective date equals the build date. If not found, the engine tries to find the rate against the second source in which the effective date equals the build date. If it is still not found, the engine repeats the process using the prior date (effective date – 1). This continues until the engine exhausts all combinations of date and sources as dictated by the FX Date or as configured in the system parameters.

4. In the Constituents section, in the As of Date box, the system displays the given effective date in the Details page.
   This is the date as on which the relationship between the Sub-Portfolio and the underlying entities take effect. 

5. Click the Entity Name label to search the entities based on the selected option. Options include:
   - Entity ID
   - Entity Name
   - Entity Long Name
   - Entity Legal Name
   Based on the selected option, you see the values in the adjacent drop-down list. By default, you see the list of Entity Names.

6. Click the drop-down list and select one or more entities you want to add to the Sub-Portfolio, as needed.
   When you select an entity, the system displays the entity's id, name, long name, and entity type in the Entity section. 

7. Click Define to use the Logic Builder to define the Entity Holding Criteria for the Sub-Portfolio.
   When the build is submitted with a Cash Activity Source Rule value, the Logic Builder also defines the Entity Cash Activity criteria for the sub-portfolio. Entity holding criteria allows you to limit the number of securities that are held within the sub-portfolio based on a criteria. You can define criteria based on summary level position data.

8. Click Next.

Provide Assignment Details

To add assignment details:

1. In the Benchmark page, you assign benchmarks, as needed for the entity.

2. In the Peer Group Association page, you assign peer groups, as needed for the entity.

3. In the Disclosures page, select one or more disclosures as needed for the entity.

4. In the Asset Mix Policy page, select one or more asset mix policies as needed for the entity.

5. In the Fee Schedule page, select a fee schedule for the entity.

6. Click Save to save the Sub-Portfolio entity.
   You see a message stating successful entity creation. The system generates the sub-portfolio entity and lists it in the Portfolios workspace.

Migrate Sub-Portfolio Rules 

You can migrate the SubPortfolio (SUBPORT) criteria from the source to a target environment using the SubPortfolio Rules component in Migration Wizard under Portfolio Data Center. Use the Export option to migrate out of the criteria from the source environment and the Import option to migrate criteria into the target environment.

Open

Open

It is important to note that when migrating SUBPORT Criteria if:

• SUBPORT entity does not exist in the target environment then the criteria will not be migrated.

• SUBPORT entity in the target environment is not base entity type SUBPORT then it cannot be migrated.

• The field attributes used in CRITERIA match a field attribute name, then use field attribute in the target environment and replace/update CRITERIA to include ID for field attribute in the target environment.

• Field attributes used in CRITERIA that do not match a field attribute name then a new field attribute will be inserted into the target environment to support the criteria.

To export sub-portfolio criteria: 

1. In Migration wizard, from the Migration Desk, click Export. 

2. Under Available Components, click Portfolio Data Center and then click Sub-Portfolio.

3. From the list of available Components, select a component.

4. Browse to select an Output File.

5. Select the Migration Rule(s).

6. Click Export. 

To import sub-portfolio criteria: 

1. In Migration wizard, from the Migration Desk, Import. 

2. Browse to select an Import File.

3. Select the Migration Rule(s).

4. Click Import.