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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 more information, see Report on Intraday NAV Processing.

Advanced report views available for this report include:

  • Summary. This view displays position/lot information and local and base amortized and original cost values.

To create the Intraday Holdings and Valuation report:

  1. In Accounting Center, in the left navigation pane, click Reports > Fund Accounting Reports > Intraday Valuation > Intraday Holdings and Valuation Report. 
    You see the Intraday Holdings and Valuation Report panel.

  2. Complete the options on the Intraday Holdings and 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.

Intraday Holdings and Valuation Report Panel Options

A definition of the options on the Intraday Holdings and Valuation Report panel follows.

Option

Description

Search Criteria


Intraday NAV Sources

Identifies the intraday NAV source to use for the report. This applies to the source from the NAV sequence from the intraday NAV processing rule. Options include:

  • 1st Intra-day NAV

  • 2nd Intra-day NAV

  • 3rd Intra-day NAV

  • 4th Intra-day NAV

  • 5th Intra-day NAV

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.

Select View

Allows you to select the entity view for your report results. Options include:

  • Total Fund (Default)

  • Sector

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 Date

Specifies the position date for your report results. The default is today's date.

Display Zero Holdings

Allows you to filter zero holdings. 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

Entity Base Currency

Displays the base currency of the entity.

Report Base Currency

Specifies the base currency for your report results.

Selection Criteria


Report Filters

Allows you to show/hide additional report and securities filters. The default is No.

Advanced Report Options

Allows you to show/hide advanced report, group, sort, and format options. The default is No.

Detail Tab Selection

Allows you to select additional views for your report results. Options include:

  • Summary (Default is Yes)

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. Is 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.

Others Filters

You can filter results using other filters. Options include:

  • Long Short

  • Asset Currency

  • Investment Type

  • Security Type

  • Processing Security Type

  • Issue Country

  • No labels