Module 4

Portfolio Module

RiskSpan Edge Training Program

Learning Objectives

By the end of this module, you will be able to:

  • Create and manage portfolios
  • Navigate the Portfolio Dashboard
  • Load portfolios for analysis
  • Use Portfolio View for analytics
  • Work with grid options and filters
  • Understand attribute color coding

Portfolio Module Overview

Two Main Areas

Area Purpose
Portfolio Dashboard Create, organize, manage portfolios
Portfolio View Analyze portfolios, run calculations

What's in a Portfolio?

  • Securities (RMBS, CMBS, Agency MBS)
  • Loans (whole loans)
  • Bonds and derivatives
  • MSR assets
  • Custom data

Portfolio Dashboard - Main Functions

Top Toolbar Buttons

Button Function
New Portfolio Create a blank portfolio
New Folder Create organizational folder
Load Portfolio Open portfolio for analysis
Load w/ Indics Load with indicative details
Delete Portfolio Remove selected portfolio
Refresh Update dashboard display

Creating a New Portfolio

Step-by-Step

  1. Click "New Portfolio" button
  2. Enter Portfolio Name
  3. (Optional) Enter Folder Name
  4. Add Description
  5. Click Create

Naming Rules - Allowed

  • Letters: a-z, A-Z
  • Numbers: 0-9
  • Underscore: _
  • Hyphen: -

Not Allowed

  • Cannot start with a dot (.)
  • No spaces or special characters

Folder Structure

Creating Subfolders

Use periods (.) to create folder hierarchy:

Folder Name Result
2024 Single folder named "2024"
2024.Q1 Folder "2024" with subfolder "Q1"
2024.Q1.January Three-level hierarchy

Leave Blank

If folder name is left blank, portfolio saves directly under root "MY PORTFOLIOS" folder.

Dashboard Views

Two Display Options

Grid View

  • Table format with sortable columns
  • Shows: Portfolio Name, Description, Folder, Owner, Modified Date
  • Click "Go to Tree View" to switch

Tree View

  • Hierarchical folder structure
  • Expandable/collapsible folders
  • Shows: Portfolio, Description, Type, Owner, Modified Date
  • Click "Go to Grid View" to switch

Tree View Structure

Folder Organization

MY PORTFOLIOS (Root)
├── My Favorites (starred)
├── Archives (older files)
├── Batch Folders (automated)
└── User Created Folders

PERMISSIONED PORTFOLIOS
└── (Portfolios shared by others)

My Favorites

Click the star icon next to any portfolio to add it to favorites for quick access.

Loading a Portfolio

Standard Load

  1. Select checkbox next to portfolio name
  2. Click "Load Portfolio"
  3. Portfolio opens in Portfolio View tab

Load with Indicatives

Click "Load w/ Indics" to include:

  • Grey-colored Terms & Conditions attributes
  • Factor Date, WAC, WAM, WALA, etc.

Note: Takes longer for large portfolios

Important

Cannot load multiple portfolios simultaneously - you'll receive an error message.

Portfolio View Workflow

Four-Step Process

1. ASSET INPUTS

  • Load Securities or Loans
  • Assign Trade Date
  • Select a Layout

2. SCENARIO

  • Assign Scenarios/KRD/Group Scenarios
  • Select Calc Spec
  • OAS Paths (optional)
  • OAS Basis (optional)

3. REPORT OPTIONS

  • Cashflow Options (optional)

4. RUN OPTIONS

  • Run Indicatives
  • Run Analytics
  • Download Cashflow Report

Grid Options - Hamburger Menu

Column Management

Click the hamburger icon on any column header:

Option Function
Pin Columns Move column to far left/right
Autosize This Column Fit width to content
Autosize All Columns Fit all columns
Group by [Attribute] Group rows by unique values
Reset Columns Restore default layout

Right-Click Features

Right-Click on Blank Space

  • Manage Data Columns - Open Data Field Chooser
  • Yield Table View - Run multiple scenarios
  • Import Clipboard Data - Add from Excel
  • Clear and Import - Replace with Excel data

Right-Click on Data

  • Cut/Copy/Paste - Standard operations
  • Copy with Headers - Include column names
  • Export - CSV or Excel download
  • Fill Down/Up/All - Propagate values
  • Delete Selected - Remove items

Yield Table View

Running Multiple Scenarios

Purpose: Analyze one security under multiple scenarios simultaneously

How to Access

  1. Right-click in blank area
  2. Select "Yield Table View"

Features

  • Security selector
  • Layout dropdown
  • Scenario Group selection
  • OAS Paths (1-250)
  • OAS Basis (Treasury, SOFR, LIBOR)
  • Download (XLS, PDF, CSV)

Pivot Mode

Creating Pivot Tables

Similar to Excel Pivot Tables!

Steps

  1. Load securities and run analytics
  2. Toggle Pivot Mode ON
  3. Drag non-numeric attribute to Row Group
  4. Drag numeric attribute to Values
  5. View aggregated results

Aggregation Options

  • Sum
  • Min
  • Max
  • Average
  • Count
  • First / Last

Attribute Color Coding

Understanding the Colors

Color Meaning Examples
Grey Terms & Conditions (indicatives) Factor Date, WAC, WAM, WALA
Blue User Inputs Anchor, AnchorVal, PrepayType
Yellow Output Attributes Price, Yield, Duration, Convexity

Why This Matters

  • Grey: Read-only data from security
  • Blue: Values YOU enter
  • Yellow: Calculated results

Module 4 Summary

Key Takeaways

  1. Dashboard for creating/managing portfolios; View for analysis
  2. Naming rules: Letters, numbers, underscore, hyphen only
  3. Folders created using periods (e.g., "2024.Q1")
  4. Cannot load multiple portfolios at once
  5. Workflow: Asset Inputs -> Scenario -> Report Options -> Run
  6. Color coding: Grey=T&C, Blue=Inputs, Yellow=Outputs
  7. Pivot Mode creates Excel-like pivot tables

Next Module

Module 5: Scenario Library - Create and manage analysis scenarios

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