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For these S2P cash activity calculations:
"From side" cash activity records reflect a decrease in the security's value.
"To side" cash activity records reflect the increase in the security's value.
There is no net cash flow effect on the total portfolio level. The two "sides" offset each other. The overall effect is that accurate performance cash flow information exists at the security level to support the calculation of security-level returns. For this reason, the ESTAR_TRADED_CASH_ACTIVITY table and the Eagle PACE CASH_ACTIVITY table do not contain identical information.
The following table lists the type of cash activity stored for each table.
Database | Table | Type of Cash Activity |
|---|---|---|
ESTAR | ESTAR_TRADED_ CASH_ACTIVITY | Cash activity only for transactions that generate real cash movement. |
CASH | CASH_ACTIVITY | Cash activity for transactions that generate real cash movement plus "memo cash" – cash activity for transactions such as complex corporate actions that do not generate real cash movement. |