Page Comparison

Entity Details

Calculate Based On

Allows you to show/hide additional query filters. The system displays additional fields depending on your selection. Options include:

• One Entity/One Security

• Entity List/One Security

• All Entities/One Security

Entity ID

Specifies the unique identifier of the entity. This field appears if you set the Calculate Based On field to a value for one entity.

Entity Name

Specifies the name of the entity. This field appears if you set the Calculate Based On field to a value for one entity.

Accounting Basis

Specifies the accounting basis for the entity.

Entity List Name

Specifies the name of the entity list. This field appears if you set the Calculate Based On field to a value for an entity list.

Entity List ID

Specifies the unique identifier of the entity list. This field appears if you set the Calculate Based On field to a value for an entity list.

Base Currency

Displays the base currency of the entity.

Primary Amortization Rule

Displays the identifier of the amortization/accretion rule for the primary accounting basis that the system uses to process earnings.

Primary Amortization/Accretion Rule

Displays the amortization/accretion rule for the primary accounting basis that the system uses to process earnings.

Run Report Based On

Determines whether the report reflects the original or current holding amounts. Options include:

• Original Holding Amounts. The report reflects the original acquisition quantity and projected amortization related to the quantity.

• Current Holding Amounts. The report reflects the quantity and amortization as of the run date. It projects from the current date.

View Historical Data

Determines whether the results include historical amortization projections. When you project from the current date, you can include historical values that occurred that occurred from settlement date. This field appears if you set the Run Report Based On field to a value of Current Holding Amounts. Options include Yes and No.

Amort Start Date

Specifies the beginning date for the historical amortization projection data to include in the report results. This field appears if you set the View Historical Data field to a value of Yes.

Hypothetical Mode

Indicates whether you want to calculate hypothetical retrospective amortization for pending transactions, enabling you to calculate retrospective amortization for securities not held by the entity. This field appears if you set the Calculate On field to a value of One Entity - One Security. Options include:

• Yes. Calculates hypothetical retrospective amortization. Allows you to include pending transactions for the calculation.

• No. Default. Does not calculate hypothetical retrospective amortization.

Third Party Cash Flow Status

Indicates whether to generate amortization schedule data based on third-party cash flows with a released or pending status. This field appears if you set the Calculate On field to a value of One Entity - One Security. Options include:

• Released (Default)

• Pending

Time Series Release Status

Indicates whether to generate amortization schedule data based on prepayment time series information with a released or pending status. Options include:

• Released (Default)

• Pending

Show Cashflows

Indicates whether to show the cash flow projection used to calculate the retrospective amortization yield and values. Options include No (Default) and Yes.

Alternative Amort Rule Projection

Determines whether the report uses an amortization rule that differs from the entity's primary amortization/accretion rule. Options include Yes and No.

Alternative Amort Accr Rule

Identifies the amortization rule that the report uses in place of the entity's primary amortization/accretion rule. This field appears if you set the Alternative Amort Rule Projection field to a value of Yes.

Issue Details

Issue Name

Specifies the name of the security. This field appears if you set the Calculate Based On field to a value for one security.

Ticker

Specifies the trade ticker of the security. This field appears if you set the Calculate Based On field to a value for one security.

Primary Asset ID

Specifies the identification number of the primary asset ID type for the security. This field appears if you set the Calculate Based On field to a value for one security.

Pool Number

Specifies the pool number of the security. This field appears if you set the Calculate Based On field to a value for one security.

Sub Security Type

Displays the sub security type of the security. This field appears if you set the Calculate Based On field to a value for one security.

Issue Description

Displays the description of the security. This field appears if you set the Calculate Based On field to a value for one security.

Security Alias

Displays the asset identifier of the selected security. This field appears if you set the Calculate Based On field to a value for one security.

Trade Details

Position or Lot Level

Specifies the level of the holdings. This field appears if you set the Calculate On field to a value of One Entity - One Security. While you can run this report for entities that use an average or identified cost method, you cannot view this report at the lot level for average cost positions. Options include:

• Lot Level. Default Displays results at the lot level. If you view the report in hypothetical model for a pending transaction, you view results at lot level.

• Position Level. Displays results at the position level.

Open Event ID

Specifies the open event ID for the open lot.

Original Quantity

Displays the original quantity for the open lot.

Purchase Price

Displays the purchase price for the open lot.

Original Cost Local

Displays the total cost of the executed trade.

Currency Quantity

Displays the current quantity for the open lot.

Current Cost Local

Displays the current identified cost basis in local currency.

Adjusted OID Price

Displays the adjusted OID price.

Amortization Method

Displays the amortization/accretion method for the open lot.

Post Date

Displays the post date of the trade.

Trade Date

Displays the effective date of the trade.

Accounting Date

Displays the date the trade is reported and has an effect on the entity's holdings and cash balances.

Settlement Date

Displays the date the trade is settled.

Purchase Yield

Displays the purchase yield for the open lot.

Select Pending Trade

Specifies the event ID of the pending transaction for which you are calculating retrospective amortization. If you track pending transactions, a pending transaction requires evaluation before you release it to the STAR accounting engine for processing. The lookup displays the event ID/trade ticket number/units/event type for pending transactions associated with the selected security. This field appears if you set the Hypothetical Mode field to a value of Yes.

Pending Trade ID

Specifies the unique identifier of the pending transaction for which you are calculating retrospective amortization. This field appears if you set the Hypothetical Mode field to a value of Yes.

Default Values

Partition

Displays the entity partition code. This field appears if you set the Calculate Based On field for an entity list or all entities.