Income Rollforward Report

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:

In Accounting Center, in the left navigation pane, click Reports > Investment Accounting Reports > Rollforward > Income Rollforward Report.
You see the Income Rollforward Report panel.
Complete the options on the Income Rollforward Report panel.
Under Result Options, click Grid or Advanced Report for the report view you want.
Click Submit.
The report appears on your desktop for the view selected.

The system generates the Income Rollforward report and notes any errors in the results. When the system encounters an error, it does not display the income for that position or lot and instead marks it with an output flag (tag 834), visible only in the report’s Show All version. You need to check the Show All tab for reported errors and work on resolving the data.

Income Rollforward Report Panel Options

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

Option	Description

Option	Description
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
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)