Holdings Panel Options

A definition of the options on the Holdings 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
  –  Post Date
  –  Settlement Date
  –  Trade Date
• Report Date. Specifies the position date for your report results. The default is today's date.
• Display Zero Holdings. Allows you to filter zero holdings. Default is No.
• Report View. Allows you to select the report view for your report results.
  Options include:
  –  Traded Cash View (Default)
  –  Settled Cash View
  –  Exclude Cash View
• Report Base Currency. Specifies the base currency for your report results.

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.

Report Filters / Security Filter

• 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
  –  Asset Currency
  –  Investment Type
  –  Security Type
  –  Processing Security Type
  –  Issue Country

Portfolio Valuation Report

The Portfolio Valuation report displays the position records for a given entity and date. You can select position level or lot level information.

To create the Portfolio Valuation report:

1. From the Accounting Center window, click Reporting in the left navigation.
2. Double click Investment Accounting, Position Reports, and Portfolio Valuation.
   You see the Portfolio Valuation panel.
3. Complete the options on the Portfolio Valuation panel.
4. Click Submit and then click Advanced Report or Classic Grid Report.
   The report appears on your desktop for the view selected.

Portfolio Valuation Panel Options

A definition of the options on the Portfolio Valuation 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 Date. Specifies the ending date for your report results. The default is today's date.
• Display Zero Holdings. Allows you to filter zero holdings. The default is No.
• Report View. Allows you to select the report view for your report results.
  Options include:
  –  Traded Cash View
  –  Settled Cash View
  –  Exclude Cash View (Default)
• Report Base Currency. Specifies the base currency for your report results.

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.

Report Filters / Security Filter

• 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
  –  Asset Currency
  –  Investment Type
  –  Security Type
  –  Processing Security Type
  –  Issue Country

Average Net Assets Report

The Average Net Assets report is used by fund accounting, fund reporting, fund treasury, and outside auditors for calculations of expense ratios and caps. You can view fund level and class level information with several calculations of average net assets, including:

• Month to Date and Year to Date Average Net Assets
• Ending Daily Net Assets
• Month to Date and Fiscal Year to Date Days
• Month to Date and Fiscal Year to Date Cumulative Assets
• Fiscal Year to Date Cumulative since Cap Change
• Fiscal Year to Date Days since Cap Change
• Fiscal Year to Date Average Net Assets since Cap Change

Using report options you can run multiple date ranges for both fund level and class level information and you can set stale net assets over the weekend to be included in all average calculations.

To create the Average Net Assets report:

1. From the Accounting Center window, click Reporting in the left navigation.
2. Double click Investment Accounting, Position Reports, and Average Net Assets.
   You see the Average Net Assets panel.
3. Complete the options on the Average Net Assets panel.
4. Click Submit and then click Advanced Report or ClassicGrid Report.
   The report appears on your desktop for the view selected.

Average Net Assets Panel Options

A definition of the options on the Average Net Assets panel follows.

• 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.
• Select View. Specifies the entity view for your report results.
  Options include:
  –  Class
  –  Total Fund (Default)
• Select Share Class. Allows you to filter by share class. To use this option, you must select Class as your view.
  Options include:
  –  All (Default)
  –  Individual
• Share Class. Allows you to filter by share class. To use this option, you must select Individual as your share class selection.
• 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 (Default)
  –  Fiscal Year to Date
  –  Life to Date
  –  Calendar Year to Date
  –  Inception to Date
  –  Month to Date
• Beginning Balance Date. Specifies the start date for a date range report results. To use this option, you must select Date Range as your report period.
• Ending Balance Date. Specifies the ending date for your report results. The default is today's date.
• Include ANA Since Cap Change. Allows you to include or exclude Average Net Assets (ANA) from your report results. The default is Yes.

Weighted Average Report

The Weighted Average report identifies government securities defined by the Investment Company Act of 1940 as part of the 2A-7 processing for money market funds to determine if a demand feature exists for a security. The report has two versions, the Weighted Average Life (WAL) report and the Weighted Average Maturity (WAM) report. The reports include several calculations:

• Days to Maturity. The calculation date minus the report run date.
• Weighted Maturity. The days to maturity multiplied by the shares.
• Weighted Average Days to Maturity. The total weighted maturity divided by the total shares.
• Weighted Average Years to Maturity. The weighted Average Days to Maturity divided by 365.

The WAM report calculates the next reset date for variable and floating rate securities while the WAL report uses the stated maturity date. The WAM report allows the overriding of dates using the STAR_SECURITY_TIME_SERIES table in the SECURITY database for storing the days to maturity.

To create the Weighted Average report:

1. From the Accounting Center window, click Reporting in the left navigation.
2. Double click Investment Accounting, Position Reports, and Weighted Average Reporting.
   You see the Weighted Average Report panel.
3. Complete the options on the Weighted Average Report panel.
4. Click Submit and then click Advanced Report or ClassicGrid Report. The report appears on your desktop for the view selected.

Weighted Average Report Panel Options

A definition of the options on the Weighted Average Report panel follows.

Required Parameters

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