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Portfolio Valuation Report

Portfolio Valuation Report

Owned by Copy Page Tree (Unlicensed)
Last updated: Jan 09, 2025 by Kinga Huszno
3 min read

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

Advanced report views available for this report include:

  • Summary. 

  • Detail 1. 

  • Detail 2. 

  • Detail 3. 

  • Futures. Displays the notional values for futures. 

  • Custody Cash Details. Reports the currency balance and under it the cash account balance details that make up the balance. Used with cash segregation.

  • Detail 1 with ECL. Displays additional Expected Credit Loss related fields.

  • Summary LSL. Displays sub-ledger balances for ledger reconciliation.

  • Detail LSL. Displays underlying sub-ledger details broken out at the position or lot level.

  • Private Equity. Displays base and local private equity costs and commitments.

To create the Portfolio Valuation report:

  1. In Accounting Center, in the left navigation pane, click Reports > Investment Accounting Reports > Positions > Portfolio Valuation Report. 
    You see the Portfolio Valuation Report panel.

  2. Complete the options on the Portfolio Valuation Report panel.

  3. Under Result Options, click Grid or Advanced Report for the report view you want.

  4. Click Submit.
    The report appears on your desktop for the view selected.

Portfolio Valuation Report Panel Options

A definition of the options on the Portfolio Valuation 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 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

Data Effective Date

Determines which date the report uses to pull the Eagle data warehouse data. This option applies to weekend/holiday report runs. If you set Report Type to Accounting Date or to Month End Date, the field becomes available and you can select either value. However, if you set Report Type to another value, the system hides this field and assigns it a value of Most Recent Warehouse Date. Options include:

  • Last Business/ Earn Thru Date (E). Default. The report uses the last business / earn thru date to pull Eagle data warehouse data. You can select this value only if you set Report Type to Accounting Date or to Month End Date.

  • Most Recent Warehouse Date (W). The report uses the most recent Eagle data warehouse push date to pull Eagle data warehouse data.

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).

  • Performance Traded Cash. Provides custody cash details for each position cash balance reported. Used with cash segregation.

Entity Base Currency

Displays the base currency of the selected entity.

Report Base Currency

Specifies the base currency for your report results.

Syncsend Engine Router

(Hidden) Indicates whether the system uses the Accounting engine or a report service to process the report results. Options include:

  • RPT. Default. If you enable use of report services, the system processes the panel using the related report service. Report services offer improved report performance. Otherwise, if you do not enable use of report services, the system processes the panel using the Accounting engine.

  • Null value or a value other than RPT. The system processes the panel using the Accounting engine.

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

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