Income Rollforward Report

Owned by Former user (Deleted)
Oct 27, 2016
2 min read

The Income Rollforward report displays the beginning balance, accrued income of fixed income and swap securities, and ending balance for positions, for a given entity and date. Accrual income is classified as interest accrual, amortization, OID income, and TIPS income. The report does not return the income accrued by interest-only securities or the accrual income associated with interest rate caps and collars.

Advanced report views available for this report include:

  • Interest Income. This view displays local and base interest income with interest accruals and TIP income activity classifications.
  • Amortization OID. This view displays local and base interest income with amortization and OID income activity classifications.

To create the Income Rollforward report:

  1. From the Accounting Center window, click Reporting in the left navigation.
  2. Double click Investment Accounting, Rollforward Reports, and Income Rollforward.
    You see the Income Rollforward panel.
  3. Complete the fields on the Income Rollforward panel.
    See the Income Rollforward Panel Options section.
  4. Click Submit and then click Advanced Report or Classic Grid Report.
    The report appears on your desktop for the view selected.

Income Rollforward Panel Options

You can use the Income Rollforward panel to generate the Income Rollforward report. A definition of the options on the Income Rollforward panel follows. 

Search Criteria

The following are the options for 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 whether the holdings are at the Position Level or Lot Level. The default is Position Level.
  • Report Type. Specifies the type of report date used for report results.
    Options include:
    –  Accounting Date (Default)
    –  Month End Accounting Date
  • Report Period. Specifies the type of date or date range for controlling your report results.
    Options include:
    –  Daily Activity (Default)
    –  Date Range
    –  Fiscal Year to Date
    –  Life to Date
    –  Calendar Year to Date
    –  Month to Date
    –  Inception 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.

Selection Criteria

The following are the options for selection criteria:

  • Report Filters. Allows you to show/hide additional security and other filters. The default is No.
  • Advanced Report Options. Allows you to show/hide advanced report detail tab selection, 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. Allows you to filter by Asset Currency, Long Short, Investment Type, Security Type, and Processing Security Type.
  • Detail Tab Selection. Allows you to select additional views for your report results.
    Options include:
    –  Interest Income (Default is Yes)
    –  Amortization OID Only (Default is Yes)