Interest Income Report

The Interest Income report shows the accrued income of fixed income and swap securities for the positions held by an entity for a given date or date range. The reported accrual income is classified as interest accrual, amortization, OID income, and TIPS income. The report does not return income accrued by interest-only securities or the accrual income associated with interest rate caps and collars.

Grid and advanced report views available for this report include:

Interest Income. This view displays interest accruals and TIP income activity.
Amortization and OID. This view displays amortization and OID activity.
Swap Income. This view displays income activity for contracts and legs of swaps.

To create the Interest Income report:

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

The system generates the Interest Income 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.

Interest Income Report Panel Options

A definition of the options on the Interest Income 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
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 Date Range Fiscal Year to Date (Default) Life to Date Calendar Year to Date Month to Date Inception to Date
Report Start Date	Specifies the start date for your report results. 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.
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.
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: Asset Currency Long Short Investment Type Security Type Processing Security Type State-wise Income Reporting (Default is No)