Report on Intraday NAV Processing
- Nancy Cohn (Deactivated)
Several reports are available for use with intraday NAV processing.
They include the Intraday Shareholder Activity report, Intraday NAV History report, Intraday Holdings and Valuation report, Intraday Valuation Comparison report, and the Intraday NAV Reconciliation and Ledger Activity report.
Intraday Shareholder Activity Report
The Intraday Shareholder Activity report allows you to review capital stock transactions that occur for each intraday sequence. The NAV sequence is a required field for the report. The report returns all capital stock transactions that occur between each NAV sequence NAV calculation.Â
For example if you run the report for sequence 2, the report returns all capital stock processing after sequence 1 NAV was processed up to when the sequence 2 NAV was processed. If you want to see capital stock processed after the sequence 2 NAV was calculated, then you set the Ignore close (tag 1257) field to Yes. This field is useful if an intraday NAV was calculated, additional capital stock was processed, and you want to see the additional capital stock processed before recalculating the intraday NAV sequence NAV. For information on the report panel options, see Intraday Shareholder Activity Report.
A report sample follows.
Intraday NAV History Report
The Intraday NAV History report allows you to review the final calculated NAV for each NAV sequence when you use intraday NAV processing. You can run the report by share class, NAV sequence, or date range. For information on the report panel options, see Intraday NAV History Report.
A report sample follows.
Intraday Holdings and Valuation Report
The Intraday Holdings and Valuation report allow you to review the security holdings and valuation of a fund for each intraday NAV sequence when you use intraday NAV processing. You must enter a value for the intraday NAV source when running the report. For information on the report panel options, see Intraday Holdings and Valuation Report.
A report sample follows.
Intraday Valuation Comparison Report
The Intraday Valuation Comparison report utilizes the existing 2A – 7 process and allows you to review the amortized cost, actual valuation, and actual market value of each security held in a fund when you use intraday NAV processing. You can use this report to ensure securities are valued correctly. For information on the report panel options, see Intraday Valuation Comparison Report.
A report sample follows.
Intraday NAV Reconciliation and Ledger Activity Report
The Intraday NAV Reconciliation and Ledger Activity report can be run by ledger or by security if you use intraday NAV processing. Running the report by ledger displays all ledger activity by share class for an input NAV sequence. Running the report by security displays all ledger activity by security at the total fund level. Each version of the report calculates the NAV impact per share and basis point impact of each line item. For information on the report panel options, see Intraday NAV Reconciliation and Ledger Activity Report.
A sample of the Ledger format for the Intraday NAV Reconciliation and Ledger Activity report follows. It displays all ledger activity by share class for an input NAV sequence.
A sample of the Security format for the Intraday NAV Reconciliation and Ledger Activity report follows. It displays all ledger activity by security at the total fund level.
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