Holdings Report and Cash Segregation

The Holdings report displays the position records for a given entity and date for securities and underlying securities. For entities that use cash segregation, the report results can include the custodian bank name, code, and bank account alias associated with a custody location. The report profile also allows you to group and sort report results by custodian bank code and cash account number.

Portfolio Valuation Report and Cash Segregation

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

For entities that use cash segregation, the report results can include the custodian bank name, code, and bank account alias associated with a custody location. The report profile also allows you to group and sort report results by custodian bank code and cash account number. The report also includes the Performance Traded Cash option in the Report View field, which provides custody cash details for each position cash balance reported.

For Advanced reports, you can set the Custody Cash Details field to Yes to display the Custody Cash Details tab in the report results. This tab reports the currency balance, and below it, the cash account balance details that comprise the balance.

About Cash Reports and Cash Segregation

The following cash reports can provide information for entities that use cash segregation. The report results can include the custodian bank name, code, and bank account alias associated with a custody location. The report profile also allows you to group and sort report results by custodian bank code and cash account number.

• Custodial Cash Journal (detailed description follows)
• Past Due Receivables
• Settled Cash Activity
• Suspense Activity
• Trade Date to Settlement Date Gain Loss
• Traded Cash Activity
• Unsettled Transactions

Custodial Cash Journal Report

The Custodial Cash Journal report displays the settled and traded cash records and cash balances stored in a custody basis for a given date range or type of date for entities. Cash segregation allows the system to track and store transaction activity by custody location and settlement cash account in the custody basis, which is a separate accounting basis from that used for core accounting. Grid and advanced report views available for this report include:

• Summary. This view displays basic cash information with the net amount local.
• Settled Detail. This view displays additional information, including accounting date and transaction code.

To create the Custodial Cash Journal report:

1. From any Eagle window, click the Eagle Navigator button to access the Eagle Navigator.
2. Enter Custodial Cash Journal in the Start Search text box.
3. Click the Custodial Cash Journal link to access the panel. You see the Custodial Cash Journal panel.
4. Complete the fields on the Custodial Cash Journal panel.
5. Click Submit and then click Advanced Report or ClassicGrid Report. The report appears on your desktop for the view selected. An example follows.

Custodial Cash Journal Panel Options

A definition of the options on the Custodial Cash Journal panel follows.

Entity/Custodian Selection 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.
• Custody Bank Name. Specifies the name of the custodian bank. The lookup displays the entity bank relationships established between the entity or the entity's reporting composite and the custodian bank, showing the custodian bank name, custodian bank code, and custodian bank account number.
• Custody Bank Code. Specifies the code value, or short name, used to identify the custodian bank holding the assets.
• Custody Bank Account Number. Specifies the custodian bank account number for the entity that is held in custody.
• Cash Account Name. Specifies the name of the cash account for the custodian. The lookup displays the available cash accounts based on the cash account relationships defined for the selected custodian's entity bank relationship.
• Cash Account Number. Specifies the account number of the cash account for the custodian.

Search Criteria

• Accounting Basis. Specifies the accounting basis for the entity. By default, the panel displays the entity's custody basis. For example, CUST.
• 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 –  Calendar Year to Date –  Inception 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.
• View. Indicates whether to show settled or traded report results. The default is Settled.
• Cash Balance Grouping. Specifies the level for grouping the cash balances. Options include: –  Entity Level. Default. Groups cash balances by entity and currency. You must specify an entity in the selection criteria. –  Entity/Custodian Level. Groups cash balances by entity and cash account. You must specify an entity in the selection criteria. –  Cash Account Level. Groups cash account balances by currency with all activity for the date range across all related entities. A grouping can apply to multiple entities; so you do not need to specify an entity in the selection criteria.
• Show Cancels?. Allows you to show cancel events in your report results. The default is No.
• Show Zero Balances?. Allows you show zero balances in your report results. The default is Yes.

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

Cost of Investment Rollforward Report and Cash Segregation

The Cost of Investments Rollforward report displays the position records for a given entity and date range. You can display beginning the cost balances per holding, the cost changes during the reporting period, the ending costs, and the cost variances for cost changes not reflected in the tables. You can display lot level and position level holdings.

For entities that use cash segregation, the report results allow you to compare starting and ending unit balances per position in the custody accounting basis. The results display open, close, adjustment, and miscellaneous activity. If you select a custody accounting basis, you can additionally filter the results by custodian bank name, custodian bank code, and custody bank account number.

For Advanced reports, if you select a custody accounting basis, a single detail tab option, Unit Rollforward, is available. You can set the Unit Rollforward field to Yes to display the Custodial Units Rollforward tab in the report results. This tab displays units rollforward details for a custody basis. In the Report Groups section, the report profile also allows you to group report results by custody bank. If you select a custody basis, the default report groupings displayed are Group 1) Account/Sector, Group 2) Custody Bank, and Group 3) Asset Currency.

Query ESTAR Cash Balance Tables

In the ESTAR Cash Balances Tables panel, you can query the traded or settled cash balances for all STAR date types stored in the ESTAR_TRADED_CASH_BALANCE table and the ESTAR_SETTLED_CASH_BALANCE table in the ESTAR database. If you use cash segregation, you can use the cash balance tables to break out traded or settled cash balances by custodian cash account in the custody basis. 

The query displays the traded or settled cash balance records for a given entity and date range. You can use several filters, including Security, Asset Currency, Long Short indicator, Custodian Bank, and Cash Account. You can also use the Position Viewer tool to display traded and settled cash balances for a position.

To query the ESTAR cash balance tables:

1. From any Eagle window, click the Eagle Navigator button to access the Eagle Navigator.
2. Enter ESTAR Cash Balance Tables in the Start Search text box.
3. Click the ESTAR Cash Balance Tables (Accounting Center) link to access the panel. You see the ESTAR Cash Balance Tables panel.
4. Complete the fields on the ESTAR Cash Balance Tables panel.
5. Click Submit.

ESTAR Cash Balance Tables Panel Options

A definition of key options on the ESTAR Cash Balance Tables 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, IFRS, or CUST.
• Position Cash Segregation Basis. Indicates whether the selected accounting basis is used for segregating cash balances. For example, a value of Y identifies the CUST accounting basis used for cash segregation.
• Acct Currency. Displays the base currency of the selected entity.
• Process Center. Specifies the entity's process center.
• Conversion Status. Indicates the current status of the entity. Options include Converting, Live, and Parallel.
• Event Type. Specifies the type of cash balances to include in your report results. Options include: –  Traded Cash Balances –  Settled Cash Balances (Default)
• Balance Type. Specifies the type of cash balances to include in your report results. Options include: –  Actual. Includes cash balances based on the date provided. –  Recent. Default. Includes the most recent balances based on the date provided. A zero balance is a valid balance.
• Date Type. Specifies the type of date for controlling your report results. Options include: –  Post Date –  Effective Date –  Accounting Date (Default) –  Settlement Date –  Month End Date
• Balance Date. Specifies the date for your report result. The default is today's date.
• Display Zero Cash Balances. Allows you to show cash balances with a zero balance in report results. The default is No.

Selection Criteria

• Report Filters. Allows you to show/hide additional report and security filters. The default is No.
• Filter Security By. Allows you to show/hide additional security 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 –  Custodian Bank Name –  Custodian Bank Code –  Custody Bank Account Number –  Cash Account Name –  Cash Account Number