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Portfolio Turnover reports display the activity level for the fund, which is an indicator of the future effect of transaction costs on the returns for the fund. You can use exclude rules in Eagle Accounting to filter the Eagle data warehouse holdings and transactions used for reporting. You must set must set up portfolio turnover reports before reports before you can submit the reports for processing. You can then use the Portfolio Turnover Reporting panel to choose the type of portfolio turnover report output you want to create.

You can run the report for a group of portfolio turnover exclude rules defined for a report profile. This allows you to create multiple portfolio turnover calculations based upon different rule setups and allows you to generate multiple portfolio turnover calculations for a single entity. For example, one calculation can exclude all short security positions and transactions, while another calculation includes them. 

Portfolio Turnover Summary Report

The Portfolio Turnover Summary report displays the rate at which securities are bought and sold over a period of time. The report displays the turnover rate for a given period of time. The turnover rate is the lesser of the ratio of long term securities purchased to the fund's average long term month end market values and the ratio of long term securities sold to the fund's average long term month end market values.

To create the Portfolio Turnover Summary report:

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Advanced report views available for this report include:

  • Summary. This view displays summary results.

  • Government Breakdown. This view displays government securities included in the results, broken out into included buy and sell transactions.

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From the


To create the Portfolio Turnover Summary report:

  1. In Accounting Center

window

  1. ,

click Reporting in

  1. in the left navigation

.Double click Investment Accounting, Portfolio Turnover Reporting, and Portfolio Turnover Report.

  1. pane, click Reports > Compliance Reports > Portfolio Turnover > Portfolio Turnover Reporting. 
    You see the Portfolio Turnover

Report

  1. Reporting panel.

  2. Click the Select Report

 drop down

  1.  list and select Portfolio Turnover Summary.

  2. Complete the

fields

  1. options on the Portfolio Turnover

Report Click Advanced Report or Classic Grid Report for

  1. Reporting panel.

  • Click Submit.
    You see the Submit Query dialog box.

    1. Under Result Options, click Grid or Advanced Report for the report view you want.

    2. Click Submit.
      The report results appear on your desktop for the view selected.

    Portfolio Turnover Summary Panel Options

    A definition of the options on the Portfolio Turnover

    Report

    Reporting panel for the Portfolio Turnover Summary report follows.

    Option

    Description

    Portfolio Turnover Report

    Select Report

    . Displays

    Specifies the Portfolio Turnover report name. For example, Portfolio Turnover Summary.

    Entity ID

    .

    Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by the entity ID of the entity.

    Turnover Exclude Group Name

    Specifies the group name for the set of portfolio turnover exclude rules to use to exclude transactions from the selected Portfolio Turnover report. When the system runs the report, it uses the group of portfolio turnover exclude rules that you specify for the report. If you do not specify a group name, the system uses the portfolio turnover Group Name defined at the entity level to exclude transactions for the selected entity. If you do not specify an entity-level group, the system uses portfolio turnover exclude rules that are not assigned to a group.

    Value Short Positions

    Indicates whether to value short positions as negative. Options include Negative (Default) or Positive.

    Market Value Start Date

    .

    Specifies the monthly market value start date for your report results. The default is today's date. You can use a wider number of months than the date range of your positions. For example, you can specify a 13-month set of market value averages to compare to a 12-month range of trades.

    Trade Start Date

    .

    Specifies the starting trade date for your report results.

    Report End Date

    .

    Specifies the end date for your report results.

    Report Type

    .

    Specifies the type of monthly market value averages used for the report calculations.


    Options include:

    –  Accounting

    • Accounting Date (Default)

    –  Month

    • Month End Accounting Date

    Show Cancel

    .

    Allows you to show cancel transactions in your report results.

    The default is

    Options include Yes (Default) and No.

    Include Prior Period Transactions

    .

    Allows you to include prior period transactions in your report results.

    The default is Yes

    Options include Yes (Default) and No.

    Portfolio Turnover Trade Detail Report

    The Portfolio Turnover Trade Detail report displays the fund trade details that were included and excluded from the Portfolio Turnover Summary report results.

    To create the Portfolio Turnover Trade Detail report:

    From the

    1. In Accounting Center

    window

    1. ,

    click Reporting in

    1. in the left navigation

    .Double click Investment Accounting, Portfolio Turnover Reporting, and Portfolio Turnover Report.

    1. pane, click Reports > Compliance Reports > Portfolio Turnover > Portfolio Turnover Reporting. 
      You see the Portfolio Turnover

    Report

    1. Reporting panel.

    2. Click the Select Report

     drop down

    1.  list and select Portfolio Turnover Trade Detail.

    2. Complete the

    fields

    1. options on the Portfolio Turnover

    Report Click Advanced Report or Classic Grid Report for

    1. Reporting panel.

  • Click Submit.
    You see the Submit Query dialog box.

    1. Under Result Options, click Grid or Advanced Report for the report view you want.

    2. Click Submit.
      The report results appear on your desktop for the view selected.

    Portfolio Turnover Trade Detail Panel Options

    A definition of the options on the Portfolio Turnover

    Report

    Reporting panel for the Portfolio Turnover Trade Detail report follows.

    Option

    Description

    Portfolio Turnover Report

    Select Report

    . Displays

    Specifies the Portfolio Turnover report name. For example, Portfolio Turnover Trade Detail.

    Entity ID

    .

    Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by the entity ID of the entity.

    Turnover Exclude Group Name

    Trade Start Date.

    Specifies the group name for the set of portfolio turnover exclude rules to use to exclude transactions from the selected Portfolio Turnover report. When the system runs the report, it uses the group of portfolio turnover exclude rules that you specify for the report. If you do not specify a group name, the system uses the portfolio turnover Group Name defined at the entity level to exclude transactions for the selected entity. If you do not specify an entity-level group, the system uses portfolio turnover exclude rules that are not assigned to a group.

    Value Short Positions

    Indicates whether to value short positions as negative. Options include Negative (Default) or Positive.

    Trade Start Date

    Specifies the starting trade date for your report results.

    Report End Date

    .

    Specifies the end date for your report results.

    Report Type

    .

    Specifies the type of monthly market value averages used for the report calculations.


    Options include:

    –  Accounting

    • Accounting Date (Default)

    –  Month

    • Month End Accounting Date

    Show Cancel

    .

    Allows you to show cancel transactions in your report results.

    The default is

    Options include Yes (Default) and No.

    Include Prior Period Transactions

    .

    Allows you to include prior period transactions in your report results.

    The default is Yes

    Options include Yes (Default) and No.

    Portfolio Turnover Monthly Market Value Report

    The Portfolio Turnover Monthly Market Value report displays the average monthly market values calculated for the fund when you set up portfolio turnover reports.

    To create the Monthly Market Value report:

    From the

    1. In Accounting Center

    window

    1. ,

    click Reporting in

    1. in the left navigation

    .Double click Investment Accounting, Portfolio Turnover Reporting, and Portfolio Turnover Report.

    1. pane, click Reports > Compliance Reports > Portfolio Turnover > Portfolio Turnover Reporting. 
      You see the Portfolio Turnover

    Report

    1. Reporting panel.

    2. Click the Select Report

     drop down

    1.  list and select Monthly Market Value.

    2. Complete the

    fields

    1. options on the Portfolio Turnover

    Report Click Advanced Report or Classic Grid Report for

    1. Reporting panel.

  • Click Submit.
    You see the Submit Query dialog box.

    1. Under Result Options, click Grid or Advanced Report for the report view you want.

    2. Click Submit.
      The report results appear on your desktop for the view selected.

    Portfolio Turnover Monthly Market Value Panel Options

    A definition of the options on the Portfolio Turnover

    Report

    Reporting panel for the Monthly Market Value report follows.

    Option

    Description

    Portfolio Turnover Report

    Select Report

    . Displays

    Specifies the Portfolio Turnover report name. For example, Monthly Market Value.

    Entity ID

    .

    Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by the entity ID of the entity.

    Turnover Exclude Group Name

    Specifies the group name for the set of portfolio turnover exclude rules to use to exclude transactions from the selected Portfolio Turnover report. When the system runs the report, it uses the group of portfolio turnover exclude rules that you specify for the report. If you do not specify a group name, the system uses the portfolio turnover Group Name defined at the entity level to exclude transactions for the selected entity. If you do not specify an entity-level group, the system uses portfolio turnover exclude rules that are not assigned to a group.

    Value Short Positions

    Indicates whether to value short positions as negative. Options include Negative (Default) or Positive.

    Report Start Date

    .

    Specifies the starting trade date for your report results.

    Report End Date

    .

    Specifies the end date for your report results.

    Report Type

    .

    Specifies the type of monthly market value averages used for the report calculations.


    Options include:

    –  Accounting

    • Accounting Date (Default)

    –  Month

    • Month End Accounting Date

    Show Detail

    .

    Allows you to show details in your report results.

    The default is Yes

    Options include No and Yes (Default).

    Portfolio Turnover Monthly Market Value Include Exclude Report

    The Portfolio Turnover Monthly Market Value Include Exclude report displays the included and excluded average monthly market values by security, as calculated for the fund when you set up portfolio turnover reports.

    To create the Monthly Market Value Include Exclude report:

    From the

    1. In Accounting Center

    window

    1. ,

    click Reporting in

    1. in the left navigation

    .Double click Investment Accounting, Portfolio Turnover Reporting, and Portfolio Turnover Report.

    1. pane, click Reports > Compliance Reports > Portfolio Turnover > Portfolio Turnover Reporting. 
      You see the Portfolio Turnover

    Report

    1. Reporting panel.

    2. Click the Select Report

     drop down

    1.  list and select Monthly Market Value Include Exclude.

    2. Complete the

    fields

    1. options on the Portfolio Turnover

    Report Click Advanced Report or Classic Grid Report for

    1. Reporting panel.

  • Click Submit.
    You see the Submit Query dialog box.

    1. Under Result Options, click Grid or Advanced Report for the report view you want.

    2. Click Submit.
      The report results appear on your desktop for the view selected.

    Portfolio Turnover Monthly Market Value Include Exclude Panel Options

    A definition of the options on the Portfolio Turnover

    Report

    Reporting panel for the Monthly Market Value Include Exclude report follows.

    Option

    Description

    Portfolio Turnover Report

    Select Report

    . Displays

    Specifies the Portfolio Turnover report name. For example, Monthly Market Value Include Exclude.

    Entity ID

    .

    Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by the entity ID of the entity.

    Turnover Exclude Group Name

    Specifies the group name for the set of portfolio turnover exclude rules to use to exclude transactions from the selected Portfolio Turnover report. When the system runs the report, it uses the group of portfolio turnover exclude rules that you specify for the report. If you do not specify a group name, the system uses the portfolio turnover Group Name defined at the entity level to exclude transactions for the selected entity. If you do not specify an entity-level group, the system uses portfolio turnover exclude rules that are not assigned to a group.

    Value Short Positions

    Indicates whether to value short positions as negative. Options include Negative (Default) or Positive.

    Effective Date

    .

    Specifies the effective date for your report results.

    Show/Hide Cash

    .

    Indicates whether to

    show/hide cash for

    include or exclude cash transactions in your report results.

    The default is Hide Cash

    Options include

    • Hide Cash. Default. Excludes cash transactions.

    • Show Cash. Includes cash transactions, including cash transactions associated with corporate actions.

    Report Type

    .

    Specifies the type of monthly market value averages used for the report calculations.


    Options include:

    –  Accounting

    • Accounting Date (Default)

    –  Month

    • Month End Accounting Date

    Show Detail

    .

    Allows you to show details in your report results.

    The default is Yes

    Options include No and Yes (Default).