Interest Income Panel Options

A definition of the options on the Interest Income panel follows.

Search Criteria

• Entity ID. Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by the entity ID of the entity.
• Entity Name. Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by name of the entity.
• Accounting Basis. Specifies the entity accounting basis. For example, USTAX, GAAP, or IFRS.
• Detail Selection. Specifies the level of the holdings.
  Options include:
  –  Position Level (Default)
  –  Lot level

• Report Type. Specifies the type of date for controlling your report results.
  Options include:
  –  Accounting Date (Default)
  –  Month End Date
• Report Period. Specifies the time period, date range, or particular date for your report. The time period may be entity specific or security specific, such as fiscal year.
  Options include:
  –  Daily Activity
  –  Date Range
  –  Fiscal Year to Date (Default)
  –  Life to Date
  –  Calendar Year to Date
  –  Month to Date
  –  Inception to Date
• Report Start Date. Specifies the start date for your report results. To use this option, you must select Date Range as your report period.
• Report End Date. Specifies the ending date for your report results. The default is today's date.

Selection Criteria

• Report Filters. Allows you to show/hide additional report and security filters, including state-wise income reporting. The default is No.
• Advanced Report Options. Allows you to show/hide advanced report, group, sort, and format options. The default is No.
• Filter Security By. Allows you to show/hide additional report filters.
  Options include:
  –  Security Cross Reference (Default). If you select this option the panel unhides the Xref Type and Xref Security ID fields for data entry.
  –  Issue Name. If you select this option, the panel unhides the Issue Name field for data entry.
  –  Primary Asset ID. If you select this option, the panel unhides the Primary Asset ID field for data entry.
• Other Filters. You can filter results using other filters.
  Options include:
  –  Asset Currency
  –  Long Short
  –  Investment Type
  –  Security Type
  –  Processing Security Type
  –  State-wise Income Reporting (Default is No)

Income by State Report

The Income by State report displays tax-related income earned on bonds and categorizes the reported earnings by state, government obligation, and income subject to the alternative minimum tax. 

To create the Income by State report:

1. From the Accounting Center window, click Reporting in the left navigation.
2. Double click Investment Accounting, Income, and Income by State.
   You see the Income by State panel.
3. Complete the fields on the Income by State panel.
4. Click Submit and then click Advanced Report or Classic Grid Report.
   The report results appear on your desktop for the view selected.

Income by State Panel Options

A definition of the options on the Income by State panel follows.

Search Criteria

• Entity ID. Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by the entity ID of the entity.
• Entity Name. Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by name of the entity.
• Accounting Basis. Specifies the entity accounting basis. For example, USTAX, GAAP, or IFRS.
• Detail Selection. Specifies the level of the holdings.
  Options include:
  – Position Level (Default)
  – Lot level
• Report Type. Specifies the type of date for controlling your report results.
  Options include:
  –  Accounting Date (Default)
  –  Month End Date
• Report Period. Specifies the time period, date range, or particular date for your report. The time period may be entity specific or security specific, such as fiscal year.
  Options include:
  –  Daily Activity
  –  Date Range
  –  Fiscal Year to Date (Default)
  –  Life to Date
  –  Calendar Year to Date
  –  Month to Date
  –  Inception to Date
• Report Start Date. Specifies the start date for your report results. To use this option, you must select Date Range as your report period.
• Report End Date. Specifies the ending date for your report results. The default is today's date.

Selection Criteria

• Report Filters. Allows you to show/hide additional report and security filters, including state-wise income reporting. The default is No.
• Advanced Report Options. Allows you to show/hide advanced report, group, sort, and format options. The default is No.
• Filter Security By. Allows you to show/hide additional report filters.
  Options include:
  –  Security Cross Reference (Default). If you select this option the panel unhides the Xref Type and Xref Security ID fields for data entry.
  –  Issue Name. If you select this option, the panel unhides the Issue Name field for data entry.
  –  Primary Asset ID. If you select this option, the panel unhides the Primary Asset ID field for data entry.
• Other Filters. You can filter results using other filters.
  Options include:
  –  Asset Currency
  –  Long Short
  –  Investment Type
  –  Security Type
  –  Processing Security Type
  –  State-wise Income Reporting (Default is No)

Daily Interest Accrued Report

The Daily Interest Accrued report displays the accrual amount that is posted as of a given accounting date and compares it to the accruals that are posted on the previous business day. The report allows the daily fund operations team to verify the Eagle Accounting daily income accrual process and the posted accrual amount.

Grid and advanced report views available for this report include:

• Daily Interest Accrual
• Daily TIP Income Accrual
• Daily OID Accrual
• Daily Amortization Accrual

To create the Daily Interest Accrued report:

1. From the Accounting Center window, click Reporting in the left navigation.
2. Double click Investment Accounting, Income, and Daily Interest Accrued.
   You see the Daily Interest Accrued panel.
3. Complete the fields on the Daily Interest Accrued panel.
4. Click Submit and then click Advanced Report or ClassicGrid Report.
   The report results appear on your desktop for the view selected.

Daily Interest Accrued Panel Options

A definition of the options on the Daily Interest Accrued panel follows.

Consolidated Earned Income Report

The Consolidated Earned Income report displays earned income for lot level and position level holdings for all investment types for the reporting period, including beginning and ending receivables/payables, settled cash, amortization/accretion, and total earned income.

Consolidated Earned Income Panel Options

A definition of the options on the Consolidated Earned Income panel follows.

Search Criteria

• Entity ID. Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by the entity ID of the entity.
• Entity Name. Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by name of the entity.
• Accounting Basis. Specifies the entity accounting basis. For example, USTAX, GAAP, or IFRS.
• Roll-up Indicator. Specifies how to roll up positions.
  Options include:
  –  Roll-up Positions for Composites
  –  Display Positions for Entities (Default)
• Detail Selection. Specifies the level of the holdings.
  Options include:
  –  Position Level (Default)
  –  Lot level
• Unrealized Gain/Loss on Recpay. Indicates to include unrealized G/L on receivables and payables. Options include Yes (Default) and No.
• Report Type. Specifies the type of date for controlling your report results.
  Options include:
  –  Accounting Date (Default)
  –  Month End Date
• Report Period. Specifies the time period, date range, or particular date for your report. The time period may be entity specific or security specific, such as fiscal year.
  Options include:
  –  Daily Activity
  –  Date Range
  –  Fiscal Year to Date (Default)
  –  Calendar Year to Date
  –  Month to Date
• Report Start Date. Specifies the start date for your report results. To use this option, you must select Date Range as your report period.
• Report End Date. Specifies the ending date for your report results. The default is today's date.

Selection Criteria

• Report Filters. Allows you to show/hide additional report and security filters. The default is No.
• Advanced Report Options. Allows you to show/hide advanced report, group, sort, and format options. The default is No.
• Filter Security By. Allows you to show/hide additional report filters.
  Options include:
  –  Security Cross Reference (Default). If you select this option the panel unhides the Xref Type and Xref Security ID fields for data entry.
  –  Issue Name. If you select this option, the panel unhides the Issue Name field for data entry.
  –  Primary Asset ID. If you select this option, the panel unhides the Primary Asset ID field for data entry.
• Other Filters. You can filter results using other filters.
  Options include:
  –  Asset Currency
  –  Long Short
  –  Investment Type
  –  Security Type
  –  Processing Security Type
  –  Issue Country
  –  Federal Taxable Indicator
  –  Govern/Non-Government Indicator

Variation Margin Report

The Unapproved Variation Margin report displays the total unapproved margin associated with futures positions which accrue variation margin for a given entity and report date. The most recent unapproved variation margin value is shown when Eagle Accounting has not computed the margin for the requested report dates.

Variation Margin Panel Options

A definition of the options on the Unapproved Variation Margin panel follows.

Search Criteria

• Entity ID. Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by the entity ID of the entity.
• Entity Name. Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by name of the entity.
• Accounting Basis. Specifies the entity accounting basis. For example, USTAX, GAAP, or IFRS.
• Portfolio Currency. Specifies the currency to use for the portfolio.
• Report Type. Specifies the type of date for controlling your report results.
  Options include:
  –  Accounting Date (Default)
  –  Month End Date
• Report Date. Specifies the date for your report results.
• Display Zero Unapproved VM. Allows you to include zero unapproved variation margins in your report results.
  Options include:
  –  Yes (Default). Include unapproved variation margins.
  –  No. Do not include unapproved variation margins.

Selection Criteria

• Report Filters. Allows you to show/hide additional report and security filters. The default is No.
• Advanced Report Options. Allows you to show/hide advanced report, group, sort, and format options. The default is No.
• Filter Security By. Allows you to show/hide additional report filters.
  Options include:
  –  Security Cross Reference (Default). If you select this option the panel unhides the Xref Type and Xref Security ID fields for data entry.
  –  Issue Name. If you select this option, the panel unhides the Issue Name field for data entry.
  –  Primary Asset ID. If you select this option, the panel unhides the Primary Asset ID field for data entry.
• Other Filters. You can filter results by Long Short indicator.

Stale / Missing Variable Rate Report

The Stale / Missing Variable Rate report identifies missing, stale, and incomplete rates for a given report end date. The stale rate is a rate not updated by the next scheduled rate change date and the incomplete rate is a rate without any next scheduled rate change date. For example, a given security has a variable rate in the system for January 1, 2007. The security is purchased and the rate is subsequently deleted. This security appears in the missing rate section of the report.

To create the Stale / Missing Variable Rate report:

Stale / Missing Variable Rate Panel Options

A definition of the options on the Stale / Missing Variable Rate panel follows.

Required Parameters

• View By. Specifies the type of entity search.
  Options include:
  –  Entity ID (Default)
  –  Composite
• Master Fund ID. Specifies the Master Fund by the entity ID of the entity.
• Entity Name. Specifies the Master Fund by name of the entity.
• Entity List. Specifies the entity list ID. To use this option, you must select Entity List as your view by option.
• Accounting Basis. Specifies the entity accounting basis. For example, USTAX, GAAP, or IFRS.
• Report End Date. Specifies the ending date for your report results. The default is today's date.
• Report Type. Specifies the type of date for controlling your report results.
  Options include:
  –  Accounting Date (Default)
  –  Month End Date

Foreign Tax Credit Report

The Foreign Tax Credit report displays the withholding tax based on tax eligibility from cash and earned income methods. This report evaluates income at the lot level and assesses holding period requirements and ledger adjustments. The report considers the future activity that causes lots to fail the holding period.

Grid and advanced report views include:

• Summary income, withholding tax, and failing withholding tax at the issue country level
• Detail income and withholding tax at the transaction level
• Failing lots for the holding period
• Prior exceptions and possible future exceptions

To create the Foreign Tax Credit report:

1. From the Accounting Center window, click Reporting in the left navigation.
2. Double click Investment Accounting, Income, and Foreign Tax Credit.
   You see the Foreign Tax Credit panel.
3. Complete the fields on the Foreign Tax Credit panel.
4. Click Submit and then click Advanced Report or ClassicGrid Report.
   The report results appear on your desktop for the view selected.

Foreign Tax Credit Panel Options

A definition of the options on the Foreign Tax Credit panel follows.

Search Criteria

• Entity ID. Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by the entity ID of the entity.
• Entity Name. Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by name of the entity.
• Accounting Basis. Specifies the entity accounting basis. For example, USTAX, GAAP, or IFRS.
• Report Type. Specifies the type of date for controlling your report results.
  Options include:
  –  Accounting Date (Default)
  –  Month End Date
• Report Period. Specifies the time period, date range, or particular date for your report. The time period may be entity specific or security specific, such as fiscal year.
  Options include:
  –  Daily Activity
  –  Date Range
  –  Fiscal Year to Date (Default)
  –  Calendar Year to Date
  –  Month to Date
• Report Start Date. Specifies the start date for your report results. The default is first day of the current month. To use this option, you must select Date Range as your report period.
• Report End Date. Specifies the ending date for your report results. The default is today's date.

Selection Criteria

• Report Filters. Allows you to show/hide additional report and security filters. The default is No.
• Advanced Report Options. Allows you to show/hide advanced report detail tab selection, group, sort, and format options. The default is No.
• Filter Security By. Allows you to show/hide additional report filters.
  Options include:
  –  Security Cross Reference (Default). If you select this option the panel unhides the Xref Type and Xref Security ID fields for data entry.
  –  Issue Name. If you select this option, the panel unhides the Issue Name field for data entry.
  –  Primary Asset ID. If you select this option, the panel unhides the Primary Asset ID field for data entry.
• Other Filters. You can filter results using other filters.
  Options include:
  –  Asset Currency
  –  Long Short
  –  Investment Type
  –  Security Type
  –  Processing Security Type
  –  Tax Country
• Detail Tab Selection. Allows you to select additional views for your report results.
  Options include:
  –  FTC Summary (Default No)
  –  FTC Detail (Default No)
  –  FTC Failing the Holding Period (Default No)
  –  FTC Exception (Default No)

Open Interest Report

The Open Interest report allows you to reconcile income receivable/payables against ledgers within the daily workflow. This report displays position level open interest income in several report views, such as interest receivable, interest tax payable, interest tax reclaim receivable, and deferred interest information.

Grid and advanced report views available for this report include:

• Interest Receivable. This view displays any prior coupon/cash dividend drops open as of the report end date, as well as any current interest accruals that will be receivable in future once the coupon is cut. Also reports any open miscellaneous income/expense activity.
• Interest Tax Payable. This view displays tax payable pertaining to prior open coupon/cash dividend receivables as wells as that pertaining to current interest accruals that will be payable in future once the coupon is cut.
• Interest Tax Reclaim Receivable. This view displays any prior reclaim associated with coupon/cash dividends that are open as of the report end date, as well as any accrued reclaim receivable associated with interest accruals that will be receivable in the future.
• Deferred Interest. Reports any current coupon period related interest accrual that is deferred.
• EX Interest Receivable. This view displays any accrued interest already settled as part of the transaction's proceeds as a result of the security being traded ex of coupon entitlement.

To create the Open Interest report:

1. From the Accounting Center window, click Reporting in the left navigation.
2. Double click Investment Accounting, Income, and Open Interest.
   You see the Open Interest panel.
3. Complete the fields on the Open Interest panel.
4. Click Submit and then click Advanced Report or ClassicGrid Report.
   The report results appear on your desktop for the view selected.

Open Interest Panel Options

A definition of the options on the Open Interest panel follows.

Search Criteria

• Entity ID. Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by the entity ID of the entity.
• Entity Name. Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by name of the entity.
• Accounting Basis. Specifies the entity accounting basis. For example, USTAX, GAAP, or IFRS.
• Report Type. Specifies the type of date for controlling your report results. Options include:
  –  Accounting Date (Default)
  –  Month End Date
• Report End Date. Specifies the ending as of date for your report results. The default is today's date.

Selection Criteria

• Report Filters. Allows you to show/hide additional report and security filters. The default is No.
• Advanced Report Options. Allows you to show/hide advanced report, group, sort, and format options. The default is No.
• Filter Security By. Allows you to show/hide additional report filters.
  Options include:
  –  Security Cross Reference (Default). If you select this option the panel unhides the Xref Type and Xref Security ID fields for data entry.
  –  Issue Name. If you select this option, the panel unhides the Issue Name field for data entry.
  –  Primary Asset ID. If you select this option, the panel unhides the Primary Asset ID field for data entry.
• Other Filters. You can filter results using other filters.
  Options include:
  –  Asset Currency
  –  Long Short
  –  Investment Type
  –  Security Type
  –  Processing Security Type
  –  Issue Country
  –  Federal Taxable Indicator
  –  Government/Non-Government Indicator

Dividend Income Report

The Dividend Income report displays open transactions related to cash dividends and dividend reclaims. You can qualify the report to display dividend reclaims or both cash dividends and dividend reclaims.

To create the Dividend Income report:

1. From the Accounting Center window, click Reporting in the left navigation.
2. Double click Investment Accounting, Income, and Dividend Income.
3. Complete the fields on the Dividend Income panel.
4. Click Submit.
   You see the Submit Query dialog box.
5. Click Advanced Report or Classic Grid Report for the report view you want.
   The report results appear on your desktop for the view selected.

Dividend Income Panel Options

A definition of the options on the Dividend Income panel follows.

Search Criteria

• Entity ID. Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by the entity ID of the entity.
• Entity Name. Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by name of the entity.
• Accounting Basis. Specifies the entity accounting basis. For example, USTAX, GAAP, or IFRS.
• Report Level. Specifies the level of the holdings.
  –  Options include:
  –  Lot level
  –  Position Level (Default)
• Report Type. Specifies the type of date for controlling your report results.
  Options include:
  –  Accounting Date (Default)
  –  Month End Date
  –  Post Date
  –  Settlement Date
  –  Trade Date
• Report Period. Specifies the time period, date range, or particular date for your report. The time period may be entity specific or security specific, such as fiscal year.
  Options include:
  –  Daily Activity (Default)
  –  Date Range
  –  Fiscal Year to Date
  –  Life to Date
• Report Start Date. Specifies the start date for your report results. The default is first day of the current month. To use this option, you must select Date Range as your report period.
• Report End Date. Specifies the ending date for your report results. The default is today's date.
• Show Cancels?. Allows you to show cancel events in your report results. The default is No.

Selection Criteria

• Report Filters. Allows you to show/hide additional report and security filters. The default is No.
• Advanced Report Options. Allows you to show/hide advanced report group, sort, and format options. The default is No.
• Filter Security By. Allows you to show/hide additional report filters.
  Options include:
  –  Security Cross Reference (Default). If you select this option the panel unhides the Xref Type and Xref Security ID fields for data entry.
  –  Issue Name. If you select this option, the panel unhides the Issue Name field for data entry.
  –  Primary Asset ID. If you select this option, the panel unhides the Primary Asset ID field for data entry.
• Other Filters. You can filter results using other filters.
  Options include:
  –  Long Short
  –  Transaction Type
  –  Cash Event Type
  –  Investment Type
  –  Security Type
• –  Processing Security Type