# US 8,788,393 B2 · System and method for rebalancing portfolios > Agents: this data is available as JSON from the patentgrep API and MCP server — see https://patentgrep.com/llms.txt - Number: US 8,788,393 B2 - Document ID: US8788393B2 - Status: Granted - Kind: B2 - Application number: 13/676,713 - Filed: 2012-11-14 - Published: 2013-05-30 - Granted: 2014-07-22 - Earliest claimed: 2011-11-14 - Assignees: Ordex Systems, Inc. - Applicants: Bijan Monassebian - Inventors: Bijan Monassebian - Web page: https://patentgrep.com/patent/US8788393B2 ## CPC - G06Q 40/06: Asset management; Financial planning or analysis - G06Q 40/04: Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange - G06Q: INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR ## Abstract A method, computer program product, and computer system for identifying, by a computing device, one or more portfolio assets in a portfolio. One or more asset characteristics are associated with at least a portion of the one or more portfolio assets. A group that includes at least the portion of the one or more portfolio assets and one or more corresponding model components is generated based upon, at least in part, the one or more asset characteristics. The group is rebalanced based upon, at least in part, one or more values of at least the portion of the one or more portfolio assets and one or more values of the one or more corresponding model components. ## Claims ### Claim 1 A computer-implemented method comprising: identifying, by a computing device, one or more portfolio assets in a portfolio; associating, by the computing device, one or more asset characteristics with at least a portion of the one or more portfolio assets; generating, by the computing device, a group that includes at least the portion of the one or more portfolio assets and one or more corresponding model components based upon, at least in part, the one or more asset characteristics, wherein each portfolio asset in the group has the one or more asset characteristics and wherein the group is generated as a portfolio synthetic asset of the one or more portfolio assets in the portfolio; and rebalancing, by the computing device, the group based upon, at least in part, comparing one or more values of at least the portion of the one or more portfolio assets in the group and one or more values of the one or more corresponding model components. ### Claim 2 (depends on 1) The computer-implemented method of claim 1 wherein at least one of the one or more asset characteristics includes at least one of an asset type, an industry segment, an asset group, an asset risk investment objective, and a customized asset characteristic. ### Claim 3 (depends on 1) The computer-implemented method of claim 1 wherein rebalancing includes: aggregating the one or more values of at least the portion of the one or more portfolio assets and the one or more values of one or more corresponding model components; comparing the one or more values of at least the portion of the one or more portfolio assets with the one or more values of the one or more corresponding model components; and determining that a threshold is reached between the one or more values of at least the portion of the one or more portfolio assets and the one or more values of the one or more corresponding model components. ### Claim 4 (depends on 3) The computer-implemented method of claim 3 wherein rebalancing further includes generating at least one of a buy order and a sell order associated with the group based upon, at least in part, determining that the threshold is reached. ### Claim 5 (depends on 3) The computer-implemented method of claim 3 wherein rebalancing further includes: determining whether a first asset is present in at least the portion of the one or more portfolio assets and the one or more corresponding model components; and if the first asset is absent in at least the portion of the one or more portfolio assets and present in the one or more corresponding model components, generating a buy order associated with the first asset, and if the first asset is present in at least the portion of the one or more portfolio assets and absent in the one or more corresponding model components, generating a sell order associated with the first asset. ### Claim 6 (depends on 1) The computer-implemented method of claim 1 further comprising defining a compliance guideline associated with the portfolio based upon, at least in part, the one or more asset characteristics. ### Claim 7 (depends on 6) The computer-implemented method of claim 6 further comprising: determining that the portfolio is non-compliant with the compliance guideline; and providing an alert based upon, at least in part, determining that the portfolio is non-compliant with the compliance guideline. ### Claim 8 A computing system including a processor and a memory configured to perform operations comprising: identifying, by a computing device, one or more portfolio assets in a portfolio; associating one or more asset characteristics with at least a portion of the one or more portfolio assets; generating a group that includes at least the portion of the one or more portfolio assets and one or more corresponding model components based upon, at least in part, the one or more asset characteristics, wherein each portfolio asset in the group has the one or more asset characteristics and wherein the group is generated as a portfolio synthetic asset of the one or more portfolio assets in the portfolio; and rebalancing, by the computing device, the group based upon, at least in part, comparing one or more values of at least the portion of the one or more portfolio assets in the group and one or more values of the one or more corresponding model components. ### Claim 9 (depends on 8) The computing system of claim 8 wherein at least one of the one or more asset characteristics includes at least one of an asset type, an industry segment, an asset group, an asset risk investment objective, and a customized asset characteristic. ### Claim 10 (depends on 8) The computing system of claim 8 wherein rebalancing includes: aggregating the one or more values of at least the portion of the one or more portfolio assets and the one or more values of one or more corresponding model components; comparing the one or more values of at least the portion of the one or more portfolio assets with the one or more values of the one or more corresponding model components; and determining that a threshold is reached between the one or more values of at least the portion of the one or more portfolio assets and the one or more values of the one or more corresponding model components. ### Claim 11 (depends on 10) The computing system of claim 10 wherein rebalancing further includes generating at least one of a buy order and a sell order associated with the group based upon, at least in part, determining that the threshold is reached. ### Claim 12 (depends on 10) The computing system of claim 10 wherein rebalancing further includes: determining whether a first asset is present in at least the portion of the one or more portfolio assets and the one or more corresponding model components; and if the first asset is absent in at least the portion of the one or more portfolio assets and present in the one or more corresponding model components, generating a buy order associated with the first asset, and if the first asset is present in at least the portion of the one or more portfolio assets and absent in the one or more corresponding model components, generating a sell order associated with the first asset. ### Claim 13 (depends on 8) The computing system of claim 8 further comprising defining a compliance guideline associated with the portfolio based upon, at least in part, the one or more asset characteristics. ### Claim 14 (depends on 13) The computing system of claim 13 further comprising: determining that the portfolio is non-compliant with the compliance guideline; and providing an alert based upon, at least in part, determining that the portfolio is non-compliant with the compliance guideline. ### Claim 15 A computer program product residing on a computer readable storage medium having a plurality of instructions stored thereon which, when executed by a processor, cause the processor to perform operations comprising: identifying, by a computing device, one or more portfolio assets in a portfolio; associating one or more asset characteristics with at least a portion of the one or more portfolio assets; generating a group that includes at least the portion of the one or more portfolio assets and one or more corresponding model components based upon, at least in part, the one or more asset characteristics, wherein each portfolio asset in the group has the one or more asset characteristics and wherein the group is generated as a portfolio synthetic asset of the one or more portfolio assets in the portfolio; and rebalancing, by the computing device, the group based upon, at least in part, comparing one or more values of at least the portion of the one or more portfolio assets in the group and one or more values of the one or more corresponding model components. ### Claim 16 (depends on 15) The computer program product of claim 15 wherein at least one of the one or more asset characteristics includes at least one of an asset type, an industry segment, an asset group, an asset risk investment objective, and a customized asset characteristic. ### Claim 17 (depends on 15) The computer program product of claim 15 wherein rebalancing includes: aggregating the one or more values of at least the portion of the one or more portfolio assets and the one or more values of one or more corresponding model components; comparing the one or more values of at least the portion of the one or more portfolio assets with the one or more values of the one or more corresponding model components; and determining that a threshold is reached between the one or more values of at least the portion of the one or more portfolio assets and the one or more values of the one or more corresponding model components. ### Claim 18 (depends on 17) The computer program product of claim 17 wherein rebalancing further includes generating at least one of a buy order and a sell order associated with the group based upon, at least in part, determining that the threshold is reached. ### Claim 19 (depends on 17) The computer program product of claim 17 wherein rebalancing further includes: determining whether a first asset is present in at least the portion of the one or more portfolio assets and the one or more corresponding model components; and if the first asset is absent in at least the portion of the one or more portfolio assets and present in the one or more corresponding model components, generating a buy order associated with the first asset, and if the first asset is present in at least the portion of the one or more portfolio assets and absent in the one or more corresponding model components, generating a sell order associated with the first asset. ### Claim 20 (depends on 15) The computer program product of claim 15 further comprising defining a compliance guideline associated with the portfolio based upon, at least in part, the one or more asset characteristics. ### Claim 21 (depends on 20) The computer program product of claim 20 further comprising: determining that the portfolio is non-compliant with the compliance guideline; and providing an alert based upon, at least in part, determining that the portfolio is non-compliant with the compliance guideline.