Managing Portfolio Statement Footnotes

Intro

You can assign footnotes to portfolio statement line items (i.e., category headers and associated total lines, Total Investments, Other Assets, Net Assets, formulas and column headers) on the “Footnote Preview and Assignment” page (old user interface) or the “Holdings Footnote Assignment” page (new user interface). You can also export a listing of footnote assignments for a given statement in Excel (XLS) format from the page.

Certain Boolean-type fields (e.g., “144A”, “Affiliated”, “Non Income”, “Restricted”, etc.) that are assigned to statement line items by virtue of settings on the “Fund Holdings” and “Footnote Libraries - Holdings” pages can also be viewed and edited on the “Footnote Preview and Assignment” page.

Certain functionality in this application area requires you to have one or more . For more information about any given right (i.e., what functionality it governs, etc.), please see the “Available User Rights” topic.

Tasks

    1. Expand the ArcReporting “Portfolio” .

      1. Click the “Home” button at the top of the application window to return to the landing page.

      2. Select “ArcReporting” from the .
        Landing page components list (ArcReporting)

      3. Click the “Reporting Workspace” at lower-left of the screen.
        “Reporting Workspace” tab

      4. Click the “Portfolio” menu to view available items.

        If the “Account Period”, “Complex” and “Fund” relevant to the data you wish to view are not currently selected, choose them using the either selection button at upper-left of the screen or the selection bar across the top of the window.

        •

          1. Click the “[Select Date]” text or “»” symbol.

            Selection bar: date selection component

          2. Click the “[Select Complex]” text or “»” symbol.

            Selection bar: complex selection component

            If only one complex is available based on the specified date, the complex is automatically chosen.

          3. Click the “[Select Group]” text or “»” symbol.

            Selection bar: fund group selection component

            Alternatively, you can specify “All Fund Groups”, which automatically fills in “All Funds” in the step below. Some pages in Arc Suite (e.g., “Fund Holdings”), allow you to view information for more than one fund simultaneously. If a page does not support multiple fund display, then no information displays when “All Fund Groups » All Funds” is specified.

            Selection bar: “All Fund Groups” selection option

            If only one fund group is available based on the specified complex, the group is automatically chosen.

          4. Click the “[Select Fund]” text or “»” symbol.

            Selection bar: fund selection component

            Alternatively, you can specify “All Funds”.

            Selection bar: “All Funds” selection option

            If only one fund is available based on the specified group, the fund is automatically chosen.

          When all elements of the fund selection bar are specified, you have several options available in terms of viewing different sets of data for open pages.

          Selection bar: selection complete
          • Change the specified date. The list of dates is filtered for active projects for the specified fund. Changing the date refreshes the data for all open pages.
          • Change the complex. Changing the complex resets the group, and you’ll need to return to Step 3 above.
          • Change the group. Changing the group resets the fund, and you’ll need to return to Step 4 above.
          • Change the fund. Changing the fund refreshes the data for all open pages.
          • Reset the fund selection bar. Click the “Reset” button at any time to return to Step 1 above.

        •

          1. Click the selection button at upper-left of the window.

            Selection button

            If an account period has already been specified via the fund selection bar (see above), the list under the fund selection button automatically expands that date.

            Selection button auto-expansion by selected date
          2. Click the arrow at left of the desired account period to display the available complex(es) and associated fund group(s) and fund(s).
          3. Specify the “Complex”, “Fund Group” and “Fund” relevant to the project you wish to view.

    2. Click the “Footnote Libraries - Holdings” item.

      “Footnote Libraries - Holdings” page
    3. Add a new footnote, or edit an existing one, via the “Footnotes” tab at right of the page.

    4. On the “Add/Edit Holdings Footnote Details” dialogue, select the “Link footnote to fund holdings” to stipulate that the footnote be automatically associated with any given holding record based on the value (i.e., “True” or “False”) of the specified Boolean “Linked Field” for that holding.
      “Add/Edit Holdings Footnote Details” dialogue
    5. Specify other settings for the footnote, as appropriate.

    6. Click the “Accept” button at lower-right of the dialogue.

    7. Click the “Save” button at lower-right of the page.

    8. Expand the ArcReporting “Portfolio” .

      1. Click the “Home” button at the top of the application window to return to the landing page.

      2. Select “ArcReporting” from the .
        Landing page components list (ArcReporting)

      3. Click the “Reporting Workspace” at lower-left of the screen.
        “Reporting Workspace” tab

      4. Click the “Portfolio” menu to view available items.

        If the “Account Period”, “Complex” and “Fund” relevant to the data you wish to view are not currently selected, choose them using the either selection button at upper-left of the screen or the selection bar across the top of the window.

        •

          1. Click the “[Select Date]” text or “»” symbol.

            Selection bar: date selection component

          2. Click the “[Select Complex]” text or “»” symbol.

            Selection bar: complex selection component

            If only one complex is available based on the specified date, the complex is automatically chosen.

          3. Click the “[Select Group]” text or “»” symbol.

            Selection bar: fund group selection component

            Alternatively, you can specify “All Fund Groups”, which automatically fills in “All Funds” in the step below. Some pages in Arc Suite (e.g., “Fund Holdings”), allow you to view information for more than one fund simultaneously. If a page does not support multiple fund display, then no information displays when “All Fund Groups » All Funds” is specified.

            Selection bar: “All Fund Groups” selection option

            If only one fund group is available based on the specified complex, the group is automatically chosen.

          4. Click the “[Select Fund]” text or “»” symbol.

            Selection bar: fund selection component

            Alternatively, you can specify “All Funds”.

            Selection bar: “All Funds” selection option

            If only one fund is available based on the specified group, the fund is automatically chosen.

          When all elements of the fund selection bar are specified, you have several options available in terms of viewing different sets of data for open pages.

          Selection bar: selection complete
          • Change the specified date. The list of dates is filtered for active projects for the specified fund. Changing the date refreshes the data for all open pages.
          • Change the complex. Changing the complex resets the group, and you’ll need to return to Step 3 above.
          • Change the group. Changing the group resets the fund, and you’ll need to return to Step 4 above.
          • Change the fund. Changing the fund refreshes the data for all open pages.
          • Reset the fund selection bar. Click the “Reset” button at any time to return to Step 1 above.

        •

          1. Click the selection button at upper-left of the window.

            Selection button

            If an account period has already been specified via the fund selection bar (see above), the list under the fund selection button automatically expands that date.

            Selection button auto-expansion by selected date
          2. Click the arrow at left of the desired account period to display the available complex(es) and associated fund group(s) and fund(s).
          3. Specify the “Complex”, “Fund Group” and “Fund” relevant to the project you wish to view.

    9. Click the “Fund Holdings” item.

      “Fund Holdings” page

      You must save information before navigating between tabs.

      • You can filter the holdings that display in the grid by balance type, language and account period using the corresponding controls in the section at the top of the page.

      • The column headers in the grid are , based on the type of data contained in each.
        • Blue - Fields with this coloration (e.g., “Caption”, “Description 1”, “Maturity Date”, etc.) are associated with the security library, and their values are common across the library. Changes can be made to these fields from the “Fund Holdings” or “Security Libraries” pages. Changes to these fields will impact all funds assigned to the same security library.

        • Red - The only field with this coloration is “Item C.1 - Name of the Issuer”“Issuer Caption”. It is common across all funds using the same issuer caption library. The field value can only be changed on the “Issuer Library” page. The “Fund Holdings” page allows you to update the “Issuer” assignment only.

          The “Issuer” assignment syncing is based on the “Security Library” assignment, not the “Issuer Library”.

        • Orange - Fields with this coloration (e.g., “Category of Investment”, “Country”, “Sector”, etc.) are associated with the category library, and their values are common across the library. Changes to “Category” assignment can be made on the “Fund Holdings” page. Changes to the “Category” assignment will impact all funds assigned to that particular category library. Changes to the category captions can be made on the “Category Libraries” page only. Changes made to captions will impact all funds assigned to that library.
        • (shaded) - Fields whose header is shaded with a gray gradient are associated with either the Security/Investment Master library (e.g., “Master Identifier”, etc.) or the Issuer Master library (“Issuer CIK”), and are common across the database. Changes to their values can only be made on the “Security/Investment Master” or “Issuer Master” pages, respectively, or updated during data load. Changes to these fields impact all funds across the database. Columns containing system calculations (e.g., “% of Net Assets”, “% of par”, etc.) are also read-only on the “Fund Holdings” page.
        • (no coloration) - Fields whose header has no shading nor coloration at all (e.g., “Shares”, “Market Value”, “Cost”, etc.) contain security balance data, and are unique to the specified fund, account period and balance instance. Changes made to these fields never impact nor synchronize with any other instance of the security.
      • Click the “Refresh data” button at lower-right of the tab to display the latest holdings data contained in the database.
    10. Click the “View” drop-down list at the top of the page to specify the system or custom view with which you will display existing data in the grid of the “Holdings” tab.
    11. Click the “Search” button at right of the “Search Criteria” section to load existing data in the grid.

    12. On the “Holdings” tab, verify that the check box is (i.e., “True”) for the linked Boolean field you specified for the desired holding(s).
      The “Non Income” Boolean field is selected as an example.

    13. Click the “Footnote Preview and Assignment” link at right of the page.

    14. Note that the footnote is attached to the appropriate holding(s) on the Footnote Preview and Assignment page.

    • Boolean fields for which this functionality is available are :
      • 144A
      • Affiliated
      • Fair Valued
      • Fully Collateralized Repo
      • Has Demand Feature
      • Has Enhancement
      • Has Guarantee
      • Illiquid Security
      • In Default
      • Is Repo Used for Diversification
      • Non Income
      • Perpetual
      • Restricted
      • Short-Term Debt
      • Step-up Bond
      • Strips
      • Variable Rate
      • When-Issued
      • Zero Coupon
    • You can link any number of footnotes in a footnote library to the same Boolean field.
    • Automatic footnote assignment applies a footnote to the line item caption by default; you can edit the field to which the footnote is applied at any time via the “Footnote Preview and Assignment” page.

    • Saving changes regarding footnote associations with Boolean fields has the :
      • Fund holdings Boolean fields are updated if linked footnotes are added/removed from a security on the Footnote Preview and Assignment page.
      • Footnotes are added/removed from securities after edits to the “Fund Holdings” page.

    • Changing a footnote from automated to manual (i.e., removing its association with a Boolean field) has the :
      • Any assignments for the footnote on the Footnote Preview and Assignment page remain unchanged.
      • Boolean field settings on the “Holdings” tab of the “Fund Holdings” page remain unchanged.

    • Changing a footnote from manual to automated (i.e., associating it with a Boolean field) has the :
      • The (manual) assignment of the footnote on the Footnote Preview and Assignment page is removed.
      • Boolean field settings on the “Holdings” tab of the “Fund Holdings” page remain unchanged.
      • You must indicate which Boolean field should be “True” for the corresponding footnote, and the footnote is automatically assigned upon saving the change to the Boolean field.