Creating Portfolios for Reporting using CUSIPS      Back to Previous

 

A Portfolio Filter allows you to translate one or more CUSIPs into a set of deals or pools. The list of deals or pools associated with a CUSIP can then be saved into a Portfolio Filter. The following diagram outlines how the Portfolio Filters are created in Vector Securities when matching CUSIPs to Deals (the same processing applies to matching CUSIPs to pools).

PortfolioFilter_Overview.png

In order to run reports based on one or more CUSIP(s), you must first translate the CUSIP(s) to either deals or pools and save that custom list of deals or pools as a Portfolio filter. A Portfolio filter is simply a specific list of deals or pools that match back to one or more CUSIP(s) that you wish to report on. When you use a Portfolio filter, the output is limited to loans whose deal or pool matches the list included in the Portfolio filter.

·        Creating a Portfolio Filter using a CUSIP

·        Portfolio Filter added to a Report Filter