- In Accounting Center, in the left navigation pane, click Processing and Exceptions > Global Processes > STAR to PACE Direct Processing > Transfer Data - Batch.
You see the Transfer Data - Batch panel. - Click the Date Type list and select the type of date for the data transfer.
Options include:
– Accounting Date. Select this option to calculate market values by accounting date.
– Month End Accounting Date. Select this option to calculate market values by month end date. - Click the Position Valuation Election list and select Valuation Price.
- Complete the remaining options on the Transfer Data - Batch panel.
For example, you can specify entity and security filters to restrict the scope of processing. Click Submit.
When calculating market value monthly averages for both date types, you must submit the panel twice, that is, you must transfer holdings and transactions for each Date Type selection.
Create Portfolio Turnover Exclude Rules
Portfolio Turnover exclude rules allow you to filter the Eagle data warehouse holdings and transactions used for Portfolio Turnover reporting, including the calculation of monthly market value averages. You can set up a group of exclude rules in Eagle Accounting and then set the portfolio entity or the master fund entity to reference this group.
To set up a group of Portfolio Turnover exclude rules:
- In Accounting Center, in the left navigation pane, click Reports > Compliance Reports > Portfolio Turnover > Create Portfolio Turnover Exclude Rules.
You see the Create Portfolio Turnover Exclude Rules panel. - Click the Group Name box and select the name of the group.
You must use a value already stored on the Code Values table under code category, PTGROUP. - Complete the options on the Create Portfolio Turnover Exclude Rules panel.
- Click Submit to add the exclude rule.
- Repeat for each exclude rule you want to add to the group.
Create Portfolio Turnover Exclude Rules Panel Options
A definition of the options on the Create Portfolio Turnover Exclude Rules panel follows.
| Option | Description |
|---|---|
| Add Portfolio Turnover Exclude Rules | |
| Group Name | Specifies the group for this exclude rule. You must use a value listed in the Code Values table under code category PTGROUP. NOTE: You can add additional values for code category PTGROUP and source Eagle PACE using the Codes workspace. |
| Turnover Exclude Type | Specifies the filter type to use for excluding records. Options include:
|
| Turnover Exclude Subtype | Specifies the filter subtype to use for excluding records. To use this option, you must select Security Type or Message Type as your turnover exclusion type. For example, you can filter messages by several subtypes, including MTOPEN, MTADJUST, MTACTION, and MTCLOSE. |
| Turnover Exclude Type Value | Specifies the value for the filter type and subtype combination. To use this option, you must select Process Security Type or Primary Asset ID as your turnover exclusion type. For example, you can exclude the BUY sub message type for MTOPEN message type records. |
| Broker Name | Specifies the broker name to use for excluding records. To use this option, you must select Broker as your turnover exclusion type. |
| Broker Code | Specifies the broker code to use for excluding records. Specifies the broker name to use for excluding records. To use this option, you must select Broker as your turnover exclusion type. |
| Exclude from Market Value | Indicates whether to filter report results for the Portfolio Turnover Summary, Monthly Market Value, and Market Value Detail reports. Default is Yes. |
| Exclude from Trade | Indicates whether to filter report results for the Portfolio Turnover Trade Detail report. Default is Yes. |
| Report End Date | Specifies the ending date for your report results. |
Assign Portfolio Turnover Exclude Rules to an Entity
You can assign the group of Portfolio Turnover exclude rules to your portfolio entity and master fund entity for Portfolio Turnover reporting.
The following defines the option on the Create/Edit Entity panel and the Create Master Fund panel that assigns a group of exclude rules to an entity.
Group name (tag 5336). Specifies the group name of the Portfolio Turnover reporting rules used to exclude transactions from the Portfolio Turnover reports for the entity. You can add additional code values using the Codes workspace for the PTGROUP code category under the source Eagle PACE, and then use the Portfolio Turnover Exclude Rules panels to manage the transactions to exclude for this group. If you do not specify a group name, the system uses portfolio turnover exclude rules that are not assigned to a group.
Calculate Monthly Market Value Averages
The Calculate Monthly Averages panel allows you to compute the market value averages to use in monthly Portfolio Turnover reporting. You can perform this task only after the holdings and transactions have transferred from Eagle Accounting to the Eagle data warehouse using STAR to PACE Direct global processing. The portfolio turnover exclude rules filter the transactions used for the calculations.
To calculate monthly market value averages:
- In Accounting Center, in the left navigation pane, click Fund Accounting > Valuation > Month End Valuations > Calculate Monthly Averages.
You see the Calculate Monthly Averages panel. - Complete the options on the Calculate Monthly Averages panel.
- Click Submit.
Calculate Monthly Averages Panel Options
The following table describes each option on the Calculate Monthly Averages panel.
| Option | Description |
|---|---|
| Entity ID | Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by the entity ID of the entity. |
| Effective Date | Specifies the effective date for your report results. The default is today's date. |
| Report Type | Specifies the type of date for controlling your report results. This option matches the value that select as the Date Type (tag 1257) option on the STAR to PACE Direct Processing panel, Transfer Data - Batch. Options include:
|
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