Investment Accounting (Investone) System Manual - Table of Contents

INVESTMENT ACCOUNTING (INVESTONE) SYSTEM MANUAL - TABLE OF CONTENTS
System Manual Table of Contents
SECTION ONE - INTRODUCTION ................................................................................ 1

SECTION TWO - SYSTEM OVERVIEW .......................................................................... 1
SECTION THREE - REPORT FORMATS .......................................................................... 2
SECTION FOUR - INPUT FORMATS ............................................................................ 14
SECTION FIVE - USING THE SYSTEM ........................................................................ 15
SECTION SEVEN - FILE DESCRIPTIONS ..................................................................... 46
SECTION EIGHT - APPENDIX ................................................................................... 47
This document contains proprietary information of SunGard Asset Arena Investment Accounting.
No copy or other reproduction shall be made without written permission of SunGard.
SECTION ONE - INTRODUCTION
1.00 BACKGROUND
1.10 OBJECTIVES
1.20 SUMMARY OF FEATURES
1.30 DOCUMENTATION
SECTION TWO - SYSTEM OVERVIEW
2.00 INTRODUCTION
2.10 HOW CAN INVESTMENT ACCOUNTING (INVESTONE) HELP YOU?
2.20 SPECIAL FEATURES
2.30 SPECIAL OPTIONS
2.40 TECHNICAL ENVIRONMENT
2.50 PARTIAL LIST OF FEATURES AND CAPABILITIES
1
SECTION THREE - REPORT FORMATS
3.10 INVESTMENT ACCOUNTING (INVESTONE) STANDARD REPORTS
REPORTS BEGINNING WITH A - B

ACCOUNT ASSET HOLDINGS ANALYSIS R097
ACCOUNT SUMMARY STATISTICS VSAS
ACCOUNT VALUATION BALANCES VSVB
ACCOUNT VALUATION BALANCES - 2 VSVB2
ACCRUAL DETAIL VSACC
ADJUSTMENT ACTIVITY REPORT R209
ALTERNATE PRICING IDENTIFIER REPORT R236
ANALYSIS OF CASH FLOW R052
ANALYSIS OF CASH FLOWS R052
ASSET-BACKED SECURITIES - ADJUSTED FINAL TRANSACTIONS R229
BROKER MARGIN DEPOSIT REPORT R205
BROKER VOLUMES R056
REPORTS BEGINNING WITH C

CASH BALANCES VSCB
CASH DISBURSEMENTS JOURNAL R051
CASH RECEIPTS JOURNAL R050
CLASS ACTION TRANSACTION REPORT R239
CLOSED FUTURES POSITION REPORT R172
CLOSED OPTIONS POSITION REPORT: REQUEST ID PARMRP R182
COLLATERAL - PROJECTED EVENTS R208
COLLATERAL PRICING EXCEPTION REPORT R207
COLLATERALIZATION OF OPEN OPTIONS AND FUTURES REPORT R173
COMBINED PRICE VARIANCE/NAV IMPACT REPORT PARMX2
CORPORATE ACTION ANALYSIS REPORT
CORPORATE ACTION AUDIT REPORT
CORPORATE ACTION CONTROL REPORT R234
CORPORATE ACTION EXPOSURE/DERIVATIVE DETAIL REPORT
CORPORATE ACTION RECONCILIATION REPORT R222
CORPORATE ACTIONS BY SECURITY VSCAS
COST ROLL FORWARD R244
REPORTS BEGINNING WITH D E

DAILY CASH BALANCES VDBD
DATA ANALYSIS DANA
DATA ANALYSIS ORIGINAL FACE DANAO
DATA ANALYSIS TRANSACTIONS VSDT
DEBT ISSUANCE ACTIVITY REPORT R238
DEBT ISSUANCE EXPENSE REPORT R237
DEFERRED LOSSES RELIEVED REPORT R095
DEFERRED LOSSES RELIEVED DATA FILE R095
DETAIL OF EARNED AMORTIZATION/ACCRETION R223
DISTRIBUTION FACTORS REPORT R096
EARNED AMORTIZATION/ACCRETION R083
EARNED AMORTIZATION/ACCRETION CHANGE REPORT R251
EARNED INCOME R057
EARNED INCOME AUDIT BGEI
EARNED INCOME CHANGE REPORT R150
EXPENSE CAP ANALYSIS - WAIVER/REIMBURSEMENT R247
2
REPORTS BEGINNING WITH F - H

FEE SCHEDULE REPORT R029
FIXED INCOME MATURITY SCHEDULE FIMS
FUTURES EXPIRY CONTROL REPORT R170
FUTURES PURCHASES AND SALES JOURNAL R177
FUTURES VARIATION MARGIN V.S.
UNREALIZED G/L RECONCILIATION REPORT R174
GLOSSARY VIEW VSGL
GROUP/RPT ACCT SUB-ACCT SPEC EXTENDED AAASE
AASE SWEEP AND TRANSLATE CONDITIONS
HIERARCHICAL COMPARE REPORT R189
HOLDINGS EX-DATE SHARES VSHEX
HOLDINGS VIEW - LOCAL/BASE VSHB
HOLDINGS VIEW - LOCAL/BASE 2 VSHB2
REPORTS BEGINNING WITH I - L

INCOME EFFECT COMPARISON REPORT R233
INCOME RATE CHANGE JOURNAL R225
INCOME TRANSACTION LEDGER R077
INTERCOMPANY TRANSACTION REPORT R201
INTERFUND TRADING DETAIL REPORT R232
INVESTMENT SUMMARY INVS
REPORTS BEGINNING WITH M

MARKET VALUE EXCEPTION REPORT R248
MARK-TO-MARKET TRANSACTION JOURNAL R206
MRGT TAXLOT PROJECTION REPORT R033
MUNICIPAL AMORTIZATION/ACCRETION BY STATE R062
MUNICIPAL INTEREST/AMORTIZATION/ACCRETION BY STATE R087
MUNICIPAL INTEREST BY STATE R061
REPORTS BEGINNING WITH N - P

OPEN FUTURES EXPOSURE REPORT R176
OPEN FUTURES POSITION REPORT R171
OPEN OPTIONS EXPOSURE REPORT R184
OPEN OPTIONS POSITION REPORT: REQUEST ID PARMRP R181
OPTIONS - CLOSED POSITIONS R081
OPTIONS - OPEN POSITIONS R080
OPTIONS EXPIRY CONTROL REPORT R180
OPTIONS PURCHASES AND SALES JOURNAL R185
ORIGINAL FACE POSITION RECONCILIATION OFAC
ORIGINAL FACE TRANSACTION RECONCILIATION REPORT R191
PAYDOWN EFFECT REPORT R144
PORTFOLIO SUMMARY REPORT R128
PORTFOLIO VALUATION REPORT R249
PRICE VARIANCE REPORT R091
PRICING EXCEPTION REPORT PARMEX
PRICING NOTIFICATION PNOT
PURCHASES JOURNAL R055
3
REPORTS BEGINNING WITH Q - S

RATE CHANGE EXCEPTION REPORT R202
REPO COLLATERAL COMPARISON R203
REPORT SCHEDULE BROWSE MDRS
SALES JOURNAL R054
SCHEDULE OF INVESTMENTS (FUTURES) R175
SCHEDULE OF INVESTMENTS (OPTIONS) R183
SCHEDULE OF INVESTMENTS (POSITION LEVEL) R066
SCHEDULE OF INVESTMENTS (TAXLOTS) R082
SCHEDULE OF INVESTMENTS PURCHASED & SOLD OR MATURED
(BY ISSUER) R075
SCHEDULE OF INVESTMENTS PURCHASED & SOLD OR MATURED
(BY SECURITY) R074
SECURITY ACQUISITIONS R067
SECURITY AUDIT REPORT R220
SECURITY DISPOSITIONS R068
SECURITY EXPOSURE SECEXP
SECURITY HOLDINGS LEDGER R053
SECURITY SET UP AUDIT REPORT PARMIO
SECURITY SUMMARY REPORT R210
STALE PRICE REPORT R231
STATEMENT OF ASSETS AND LIABILITIES R065
STATEMENT OF ASSETS AND LIABILITIES STAL
SUMMARY OF NET ASSETS R059
SUMMARY OF OTHER ASSETS R213
SUMMARY OF OTHER LIABILITIES R063
SUMMARY OF RECEIVABLES AND PAYABLES R058
SUMMARY SCHEDULE OF INVESTMENTS R212
SWAPS CLOSED POSITIONS R149
CURRENCY SWAPS OUTSTANDING R121
SWAPS OUTSTANDING R145
SWAPS UNREALIZED GAIN / LOSS ON SWAPS R148
REPORTS BEGINNING WITH T - Z

TAXLOT AMORTIZATION/ACCRETION VSTA
TAXLOT AMORTIZATION/ACCRETION 2 VSTA2
TAXLOT HOLDINGS VIEW VSTH
TRADE THRU ZERO ACTIVITY VSTZ
TAXLOT RELIEF MAXIMA REPORT PARMIO
TAXLOT/POSITION VIEW MBS VSMBS
TAXLOT VIEW VSTV
TOTAL CONTRACTS OUTSTANDING TLCO
UNIT INCOME AND UNIT VALUATION R064
UNIT INCOME AND UNIT VALUATION UNUV
UNIT INVESTMENT INCOME R071
UNREALIZED GAIN/LOSS REPORT R060
VALUATION COMPARISON REPORT PARMEX
VARIABLE RATE RESET REPORT R219
OPEN VARIATION MARGIN REPORT R178
VARIATION MARGIN BY ADVISOR CODE R179
WASH SALE PROCESSING DETAIL REPORT R188
WASH SALE PROCESSING SUMMARY REPORT R187
4
WASH SALES REPORT R094

WASH SALE DATA FILE R094
YEAR-END CLEARDOWN REPORT R100
3.20 INVESTMENT ACCOUNTING (INVESTONE) MUTUAL FUND REPORTS
REPORTS BEGINNING WITH A - H

ACCOUNT VALUATION BALANCES MF VBMF
ACCOUNT YIELD CALCULATIONS R141
ANALYSIS OF CASH FLOW ANCF
AVERAGE COMMISSION REPORT R146
BROKER COMMISSIONS PAID ON PORTFOLIO TRANSACTIONS R022
CAPITAL STOCK RECEIVABLE/PAYABLE REPORT R028
CONVERTED NET ASSET VALUES CVNAV
CONVERTED NET ASSET VALUES REPORT R250
DAILY YIELD CHANGE ANALYSIS DYIELD
DETAIL UNSETTLED FUND TRANSACTIONS R021
EQUITY BALANCES EQUITY
EXPENSE SUMMARY R069
FORM 13F INFORMATION TABLE R024
HEDGE EXPOSURE REPORT R227
REPORTS BEGINNING WITH I

INCOME/GAIN(LOSS) (INGL) INGL
INVESTMENT INCOME DETAIL R072
INVESTMENT INCOME SUMMARY R070
INVESTMENT RESTRICTION REPORT - ASSET GROUP EXCEPTION LISTING R018
INVESTMENT RESTRICTION REPORT - CATEGORIZATION EXCEPTION LISTING R018
INVESTMENT RESTRICTION REPORT - GUARANTOR EXCEPTION LISTING R018
INVESTMENT RESTRICTION REPORT - INDUSTRY EXCEPTION LISTING R018
INVESTMENT RESTRICTION REPORT - ISSUER EXCEPTION LISTING R018
INVESTMENT RESTRICTION REPORT - OUTSTANDING SHARES/PAR
EXCEPTION LISTING R018
INVESTMENT RESTRICTION REPORT - QUALITY EXCEPTION LISTING R018
INVESTMENT RESTRICTION REPORT - STATE EXCEPTION LISTING R018
INVESTMENT RESTRICTION REPORT NAICS CODE EXCEPTION LISTING R018
REPORTS BEGINNING WITH J - O

LISTING OF QUALIFIED/UNQUALIFIED DIVIDENDS R215
MARK TO MARKET WORKSHEET R221
MASTER/FEEDER NAV IMPACT SUMMARY R044
MATURITY RANGE CROSS TABULATION R017
MATURITY SCHEDULE R026
NAV CHANGE ANALYSIS R235
NAV DISPLAY SCREEN (VNAVMV) VNAVMV
NAV IMPACT OF PRICE CHANGES ON HOLDINGS R085
NAV IMPACT SUMMARY R086
NAV IMPACT SUMMARY (TRANSACTION DETAIL) R086
NAV IMPACT SUMMARY (DAILY PRICE CHANGE LOG) R086
NAV IMPACT SUMMARY (TRANSACTION DETAIL) LOCAL PRICE % CHANGE R086
NAV IMPACT SUMMARY (NAVI) NAVI
NAV ASSET VALUE RECONCILIATION R019
5
REPORTS BEGINNING WITH P - R

PER-SHARE INCOME AND CAPITAL CHANGES R020
PORTFOLIO HOLDINGS - POSITION LEVEL R216
PORTFOLIO HOLDINGS - TAXLOT LEVEL R214
PORTFOLIO TRANSACTIONS WITH ENTITIES ACTING AS PRINCIPALS R023
PORTFOLIO TURNOVER REPORT R015
PREFERRED STOCK ISSUANCE EXPENSE REPORT R143
QDI REPORT R168
RULE 2A-7 MARK TO MARKET REPORT R228
REPORTS BEGINNING WITH S - Z

SEC ADVERTISING YIELD REQUEST PARMSY
SEC ADVERTISING YIELD - SECURITY INCOME DETAIL PARMSY
SEC ADVERTISING YIELD DATA FILE PARMSY
SEC ADVERTISING YIELD YIELD AT NAV PARMSY
SEC ADVERTISING YIELD CLOSED-END FUND PARMSY
SEC ADVERTISING YIELD MASTER/FEEDER PARMSY
SCHEDULE OF PORTFOLIO HOLDINGS R226
STATEMENT OF ASSETS AND LIABILITIES R089
STATEMENT OF ASSETS AND LIABILITIES STAS
STATEMENT OF CASH FLOWS R025
STATEMENT OF CHANGES IN NET ASSETS R088
STATEMENT OF INTERIM EARNINGS INTEA
STATEMENT OF OPERATIONS R076
SUBSCRIPTION/REDEMPTION JOURNAL R027
SUMMARY OF BROKER COMMISSIONS R084
SUMMARY OF PURCHASES AND SALES R014
SUMMARY OF REALIZED GAINS/LOSSES R013
TRANSACTION LEVEL GAIN/LOSS REPORT R186
UNSETTLED FUND TRANSACTIONS R016
WEEKLY FUND ACTIVITY SUMMARY R012
6
3.30 INVESTMENT ACCOUNTING (INVESTONE) GLOBAL REPORTS
REPORTS BEGINNING WITH A - F

BASE CURRENCY RETURNS BY COUNTRY R151
COMPOSITION OF NET ASSET VALUE BY CURRENCY R156
COMPOSITION OF TRUST EXPENSES R158
CURRENCY BALANCES - BASE AMOUNTS CBAL
CURRENCY BALANCES - BASE AMOUNTS CBAL2
CURRENCY CONTRACT REC/PAY VIEW VSRP
CURRENCY CONTRACT SETTLEMENT RECONCILIATION R125
CURRENCY CONTRACTS UNREALIZED FX GAINS/LOSSES RECONCILIATION R129
DETAIL TRIAL BALANCE R122
DETAIL TRIAL BALANCE FILE R122
EX-COUPON RECONCILIATION REPORT R124
FINANCIAL INFORMATION FOR INVESTMENT FUNDS R160
FORWARD EXCHANGE CONTRACTS MARKET VALUE REPORT R118
GLOBAL I
../../SECTION 3.30 (GLOBAL I)
GLOBAL AGED RECLAIM RECEIVABLE R115
GLOBAL EARNED AMORTIZATION/ACCRETION R114
GLOBAL EARNED INCOME R113
GLOBAL FUND - EQUITY BALANCES GLEQ
GLOBAL FUND - INCOME/GAIN-LOSS GLINGL
GLOBAL FUND - STATEMENT OF A & L GLSTAS
GLOBAL INCOME JOURNAL R103
GLOBAL INCOME RECEIVED JOURNAL R147
GLOBAL INVESTMENT RESTRICTION REPORT: R119
(ASSET GROUP EXCEPTION LISTING) R119
(CATEGORIZATION EXCEPTION LISTING) R119
(INDUSTRY EXCEPTION LISTING) R119
(NAICS CODE EXCEPTION LISTING) R119
(ISSUER EXCEPTION LISTING) R119
(OUTSTANDING SHARES/PAR EXCEPTION LISTING) R119
(QUALITY EXCEPTION LISTING) R119
GLOBAL LOCAL CASH FORECASTING REPORT R120
GLOBAL NET ASSET VALUE RECONCILIATION R108
GLOBAL PURCHASES JOURNAL R105
7
GLOBAL II
GLOBAL SALES JOURNAL R104
GLOBAL SECURITY HOLDINGS LEDGER R242
GLOBAL SECURITY HOLDINGS VSFH
GLOBAL STATEMENT OF 988 GAINS AND LOSSES R116
GLOBAL STATEMENT OF ASSETS AND LIABILITIES R112
GLOBAL STATEMENT OF CHANGES IN NET ASSETS R111
GLOBAL STATEMENT OF OPERATIONS R110
GLOBAL STATEMENT OF REALIZED CAPITAL GAINS AND LOSSES R102
GLOBAL STATEMENT OF REALIZED CAPITAL GAINS AND LOSSES
DATA FILE LAYOUT R102
GLOBAL STATEMENT OF UNREALIZED EXCHANGE GAINS AND LOSSES R117
DATA FILE LAYOUT R117
GLOBAL SUMMARY OF INVESTMENTS R101
GLOBAL SUMMARY OF RECEIVABLES AND PAYABLES R109
REPORTS BEGINNING WITH I - Z

INCOME FORECAST REPORT R190
SUMMARY REPORT - FILE FORMAT ONLY
INDEXATION REPORT R142
INVESTMENT SUMMARY INVS
MONTHLY FINANCIAL INFORMATION FOR UNDERTAKINGS FOR COLLECTIVE
INVESTMENT R159
NET ASSET VALUATION SUMMARY R157
NET WITHHOLDING TAX INCURRED BY COUNTRY R123
REALIZED EXCHANGE GAINS AND LOSSES - CURRENCY CONTRACTS R127
SCHEDULE OF GLOBAL INVESTMENTS - POSITION LEVEL R106
SCHEDULE OF GLOBAL INVESTMENTS - TAXLOT LEVEL R107
THE DATA FILE
STATEMENT OF NET ASSETS R152
STATEMENT OF OPERATIONS R153
SUMMARY OF TRUST PERFORMANCE R155
UNREALIZED EXCHANGE GAINS AND LOSSES - CURRENCY CONTRACTS R126
3.40 U.K. UNIT TRUST REPORTS
REPORTS BEGINNING WITH A - I

ACCOUNT VALUATION BALANCES U.K. VSVBUK
ACCOUNT VALUATION BALANCES 2 U.K. VSVBU2
BID/OFFER PRICE SPREAD EXCEPTION REPORT R241
CLASS OF SHARES EXPENSE BALANCES VBCLEX
CORPORATION TAX TRANSFER OVERRIDE DACTT
COST SHEET R133
CURRENCY BALANCES - BASE AMOUNTS CBALUK
CURRENCY BALANCES 2 - BASE AMOUNTS CBALU2
DAILY TRANSACTION IMPACT DETAIL REPORT R139
DAILY TRANSACTION IMPACT SUMMARY REPORT R138
DEALING EXPENSE TABLE RECALCULATION - PROJECTED R140
DTR RECONCILIATION REPORT R169
FEE INVOICE R137
HISTORIC NOTIONAL DEALING EXPENSE REPORT R140
INCOME ENTITLEMENT REPORT R135
8
INCOME RECONCILIATION REPORT R243

IRRECOVERABLE ACT PROVISION REPORT R245
REPORTS BEGINNING WITH N - V

NET UNINVESTED PRINCIPAL CASH RECONCILIATION REPORT R246
NOTIONAL DEALING EXPENSE TRANSACTION REPORT R140
NOTIONAL DEALING EXPENSES SUMMARY REPORT R140
OEIC FUND - EQUITY BALANCES OEEQ
OEIC FUND COST SHEET OECOST
OFFER POSITION ANALYSIS VSEPUK
PORTFOLIO VALUATION R132
PORTFOLIO VALUATION II R134
UNFRANKED INCOME DETAIL REPORT R193
UNCONFIRMED TRANSACTION BROWSE UNCONF
UNIT TRUST ACCUMULATION UNITS UTACC
UNIT TRUST COST SHEET UTCOST
VALUATION SUMMARY SHEET ON A BID BASIS R130
VALUATION SUMMARY SHEET ON AN OFFER BASIS R131
3.50 GENERAL LEDGER REPORTING

GENERAL LEDGER GENERATOR - OVERVIEW
GENERAL LEDGER PROCESSING EXAMPLE
GENERAL LEDGER PROFILE GLPRO
GENERAL LEDGER EXTENDED PROFILE GLPROX
ACCOUNT GENERAL LEDGER CONTROL DATES AAUG
GENERAL LEDGER POSTING CATEGORY GLPC
G/L TRANSACTION INQUIRY - LOCAL GLINL
G/L TRANSACTION INQUIRY - BASE GLIN
GENERAL LEDGER BALANCES GLBAL
GENERAL LEDGER T-ACCOUNT ANALYSIS GLTAC
GENERAL LEDGER EFFECTS INQUIRY GLEFF
GENERAL LEDGER ACTIVITY VIEWER GLACT
TRIAL BALANCE R092
GENERAL LEDGER SUMMARY LISTING R079
YEAR-END CLEARDOWN REPORT R100
3.60 GENERATOR REPORTS

GENERATED TRANSACTION AMENDMENT WARNING R230
SYSTEM GENERATED TRANSACTION REPORT BGTG, BGCAG
GNMA GENERATOR ORIGINAL FACE EXCEPTION REPORT
TRANSACTION GENERATION REPORT REGENERATION BGTGR, BGCAGR
VARIATION MARGIN GENERATOR BGVMG
SELL/COVER GENERATED TRANSACTIONS REPORTS BGSG
SELL/COVER GENERATED TRANSACTIONS - DELETED BGSGDL
9
3.70 CASH MANAGER REPORTS

ACCOUNT YIELDS AYIELD
ASSETS/EARNINGS LIST FOR STIF FUNDS BGCM
ASSET LIST FOR COLLECTIVE FUNDS BGCM
CASH FORECASTING REPORT - SHORT TERM BGCM
CASH FORECASTING REPORT R204
EARNED AMORTIZATION/ACCRETION BGCM
ISSUE SENSITIVITY (IN THOUSANDS) BGCM
MASTER NOTE STATUS (IN THOUSANDS) BGCM
MATURITY SCHEDULE - SHORT TERM BGCM
PRICING WORKSHEET BGCM
WEIGHTED YIELDS WYIELD
YIELD/DISCOUNT MATRIX MATRIX
3.80 MASTER/FEEDER ACCOUNTING REPORTS

ACCOUNT ALLOCATION DATE STATUS AADS
AAAL: BOOK AND TAX MASTER AAAL
ALLOCATION DIAGNOSTICS REPORT (FOR BOOK AND TAX MASTER) AAAL
AAAL: BOOK ONLY MASTER AAAL
ALLOCATION DIAGNOSTICS REPORT (FOR BOOK ONLY MASTER) AAAL
R240: BOOK ONLY ALLOCATION R240
MASTER/FEEDER (BOOK ONLY ALLOCATION) WORKSHEET R240
R240: BOOK/TAX ALLOCATION R240
MASTER/FEEDER (BOOK/TAX ALLOCATION) WORKSHEET R240
MASTER/FEEDER NAV IMPACT OF PRICE CHANGES ON HOLDINGS R042
RULE 2A-7 MARK TO MARKET MASTER/FEEDER REPORT R041
3.90 MULTIPLE CLASSES OF SHARES REPORTS

CLASS CURRENCY EQUITY BALANCES CLECQ
CLASS OF SHARES VALUATION BALANCES VBCL
GLOBAL CLASS OF SHARES VALUATION BALANCES GLVBCL
MULTIPLE CLASSES OF SHARES NAV WORKSHEET R211
NET ASSET VALUE PROOF VNAV
3.100 REVERSAL TRANSACTION REPORTS

REVERSAL TRANSACTION JOURNAL (REPORT)
REVERSAL TRANSACTION JOURNAL (BATCH VERSION) DARV
REVERSAL TRANSACTION JOURNAL DARV
REVERSAL TRANSACTION LISTING R224
REVERSAL CURRENCY CONTRACTS JOURNAL DARVC
3.110 INTEREST ONLY (IO)/PRINCIPAL ONLY (PO) REPORTING

EFFECTIVE YIELD HISTORY REPORT R217
INCOME AND COST ADJUSTMENT REPORT R218
10
3.120 INVESTMENT ACCOUNTING (INVESTONE) FINANCIAL STATEMENTS

INVESTMENT ACCOUNTING (INVESTONE) OPTIONAL FINANCIAL STATEMENT
REPORTS - VERSION 1
STATEMENT OF ASSETS AND LIABILITIES (MUTUAL FUND) FS01
STATEMENT OF ASSETS AND LIABILITIES (NON-MUTUAL FUND) FS01
STATEMENT OF OPERATIONS FS02
STATEMENT OF CHANGES IN NET ASSETS FS03
PER-SHARE INCOME AND CAPITAL CHANGES FS04
INVESTMENT ACCOUNTING (INVESTONE) OPTIONAL FINANCIAL STATEMENT
VERSION 2
STATEMENT OF ASSETS AND LIABILITIES (MUTUAL FUND) F201
STATEMENT OF ASSETS AND LIABILITIES (NON-MUTUAL FUND) F201
STATEMENT OF OPERATIONS F202
STATEMENT OF CHANGES IN NET ASSETS F203
PER-SHARE INCOME AND CAPITAL CHANGES F204
3.130 SEPARATE ACCOUNTS REPORTS

SEPARATE ACCOUNT CONTRACT HOLDER UNIT ACTIVITY R031
SEPARATE ACCOUNT DAILY SUMMARY REPORT R030
SEPARATE ACCOUNT RESERVE RECONCILIATION R032
SEPARATE ACCOUNT SHARES/NAV RECONCILIATION SASR
SEPARATE ACCOUNT UNIT VALUES VSUV
SEPARATE ACCOUNT VALUATION BALANCES SAVB
SEPARATE ACCOUNT VALUATION BALANCES 2 SAVB2
3.140 JAPANESE INSTITUTIONAL FUND (JIF) REPORTS

ACCOUNT VALUATION BALANCES - SETTLED VSVBS
ACCT SETTLED VIEW - ASSETS & LIABILITIES SVAL
ACCT SETTLED VIEW - EQUITY BALANCES SVEQ
ACCT SETTLED VIEW - REALIZED INCOME G/L SVINGL
CURRENCY BALANCES - SETTLED VIEW CBALS
CURRENCY BALANCES - SETTLED VIEW CBALS2
CURRENCY MOVEMENT R162
INVESTMENT STATUS SUMMARY R161
INVESTMENT SUMMARY R163
REALIZED INCOME AND EXPENSE DETAIL R166
TRANSACTIONS BY INVESTMENT R164
UNREALIZED INCOME AND EXPENSE DETAIL R165
ACCOUNT AVERAGE COST DATA AAVGC
AVERAGE DAILY COST PARMAC
AVERAGE DAILY COST - DATA FILE
3.150 CENTRAL PRICING SYSTEM REPORTS

CENTRAL PRICING SYSTEM EXCEPTIONS LISTING R039
REPURCHASED SECURITIES LISTING R037
SECURITIES PRICED AT COST R036
SECURITY PRICING FREQUENCY AUDIT R038
SECURITY PRICING FREQUENCY LISTING R035
UNCHANGED SECURITIES PRICES R040
11
3.160 INTERIM EARNINGS REPORTING

STATEMENT OF INTERIM EARNINGS OVERVIEW
INTERIM EARNINGS BATCH INITIALIZATION
STATEMENT OF INTERIM EARNINGS INTEAG
STATEMENT OF INTERIM EARNINGS (INTEAG) (BATCH VERSION) R167
INTERIM EARNINGS ADJUSTMENTS (INTBAL) INTBAL
INTERIM EARNINGS ACCOUNT BALANCES VSVB4
3.170 TREASURY INFLATION INDEXED SECURITIES

EARNED INFLATION COMPENSATION R043
INFLATION INDEXED HOLDINGS VIEW VSHLI
3.180 INVESTMENT POOL FUND REPORTING

ACCOUNT VALUATION BALANCES VSVB3
CURRENCY CONTRACT VIEW - POOL FUNDS VSPHRP
FUND OWNERSHIP PERCENTAGES VSPH3
INCLUSIVE NAV INCNAV
POOL ALLOCATION REPORT R048
POOL ALLOCATION REPORT TRADING ACTIVITY R048
POOL ALLOCATION REPORT REBALANCING TRADES R048
POOL ALLOCATION REPORT INCOME & EXPENSE ACTIVITY R048
POOL ALLOCATION REPORT SUMMARY R048
POOL ASSOCIATIONS VIEW VSPH2
POOL COST SHEET PLCOST
POOLING ANALYSIS REPORTS POOLRP
TLF
TOP LEVEL FUND REBALANCING ANALYSIS REPORT
POOL
POOL ALLOCATION ANALYSIS REPORT POOL
POOLED FUND DATA ANALYSIS VSPHDA
POOL HOLDINGS VIEW VSPH
TOP LEVEL FUND RECONCILIATION R049
VIEW POOL TRANSACTION IMPACTS VSPLIM
3.300 OPERATING REPORTS

AUDIT TRAIL REPORT PARMAT
ERROR LISTING PARMO
OPERATOR SECURITY ACCESS REPORT: PARAMETER ENTRY SCREEN PARMIO
OUT OF BALANCE AUDIT REPORT PARMO
PARMO OPERATING REPORTS PARMO
BROKER MASTER LISTING PARMO
GLOSSARY MASTER LISTING PARMO
REDENOMINATION AND RENOMINALISED SECURITIES REPORT PARMO
REPORT LISTING BY TRANSACTION CODE PARMO
ROUTING CODE LISTING PARMO
SECURITY CATEGORY LISTING PARMO
SECURITY MASTER LISTING PARMO
SUB ACCOUNT MASTER LIST PARMO
TAXLOT MASTER LISTING PARMO
TAX WITHHOLDING AND RECLAIM RATES PARMO
TRANSACTION CODE LISTING PARMO
12
TRANSACTION CODES BY REPORT LISTING PARMO

TRANSACTION MASTER LISTING PARMO
TRANSACTION MEMO LISTING PARMO
3.310 MISCELLANEOUS REPORTS

ACCOUNT SWEEPS REPORT PARMIO
NOTICES OF CORPORATE ACTION EVENTS PARMIO
FAS 157 REPORT R194
13
SECTION FOUR - INPUT FORMATS
4.10 BATCH REPORT REQUEST

AUDIT TRAIL REPORT REQUEST
AVERAGE DAILY COST REQUEST (JIF)
BATCH REPORT REQUEST
CASH MANAGER REPORT REQUEST
COLLATERAL EVALUATION
COMBINED PRICE VARIANCE/NAV IMPACT REPORT REQUEST
EXCEPTION/VALUATION REPORT REQUEST
FINANCIAL STATEMENTS REQUEST - VERSION 1
FINANCIAL STATEMENTS REQUEST - VERSION 2
FOREIGN TRANSLATION
TRANSACTION/GNMA GENERATION AND REPORTING
ONLINE CAPTURE REQUEST
ONLINE TRANSACTION CAPTURE REQUEST
OPERATING REPORTS REQUEST
SEC ADVERTISING YIELD REQUEST
SUPER MESSAGE REPORT REQUEST
SELL/COVER TRANSACTION GENERATION AND REPORTING
4.20 BATCH CONTROL CARDS

AUDIT TRAIL ARCHIVE
AUDIT TRAIL REPORT
AVERAGE DAILY COST REQUEST (JIF)
CORPORATE ACTION ANALYSIS
CORPORATE ACTION AUDIT REPORT
CORPORATE ACTION ON TRADES REPORT
EXCEPTION VALUATION REPORTS
FILE ACCESS
FINANCIAL STATEMENTS - VERSION 1 AND VERSION 2
NOTICES OF CORPORATE ACTION EVENTS
OPERATING REPORTS
OPERATOR SECURITY ACCESS REPORT
REPORT CONTROL CARD
SEC ADVERTISING YIELD REPORT
SEC ADVERTISING YIELD REPORT RUN OPTIONS
SECURITY SET UP AUDIT REPORT
SWEEP COUNTER REPORT/RESET
USER REPORTS
USER REPORTS RUN OPTIONS
SYMBOLIC PRINTER DESIGNATION
4.30 UTILITY CONTROL CARDS

ACCOUNT DELETE UTILITY CONTROL CARD
COLLATERAL FILE COMPACTION CONTROL CARD
14
SECTION FIVE - USING THE SYSTEM
5.00 TECHNICAL ISSUES

SIGN-ON/SIGN-OFF PROCEDURES
SCREEN CONVENTIONS
SCREEN PROGRESSION
SCREEN FEATURES
HELP FACILITY
ACCOUNT LEVEL ACCESS SECURITY
WEB BROWSER ACCOUNT LEVEL ACCESS SECURITY
5.10 PRELIMINARY ACTIVITIES - MASTER DEFINITIONS

SECURITY CATEGORIZATION
INCOME AND EXPENSE CATEGORIES
BROKER DEFINITION
BROKER IRS NUMBER DEFINITION
BROKER COMMISSION REASON DEFINITION
BROKER COMMISSION SCHEDULE
GUARANTOR DEFINITION
INDUSTRY DEFINITION
NAICS CODE DEFINITION
ISSUER DEFINITION
HISTORICAL ISSUER RATINGS
TITLE OF CLASS DEFINITION
RECEIPT/DISBURSEMENT DESCRIPTION CODE
ADVISOR CODE DEFINITION
EXCHANGE DEFINITION
CURRENCY CODE DEFINITION
COUNTRY CODE DEFINITION
REGION CODE DEFINITION
REGION/CURRENCY CODES MAPPING
TRADE EXPENSE DEFINITION
ASSET GROUP DEFINITION
5.20 SECURITY SET UP ACTIVITIES

OVERVIEW
SECURITY DEFINITION
SECURITY DESCRIPTION
SECURITY DEFINITION - STOCK
SECURITY DEFINITION - BOND
MODEL SECURITY SET UP
SECURITY RESEARCH
SECURITY RESEARCH - HISTORICAL
SECURITY RESEARCH SNAPSHOT REQUEST
SECURITY MASTER OVERRIDE
SECURITY USER-DEFINED FIELDS
SECURITY USER-DEFINED FIELD NAMES
SECURITY BOND HISTORICAL RATINGS
HISTORICAL DIVIDEND AND SHARES OUTSTANDING
REPORTING SECURITIES
15
5.25 SECURITY DEFINITION REGULATORY DATA

SECURITY DEFINITION REGULATORY DATA
5.30 ACCOUNT SET UP ACTIVITIES

ACCOUNT DEFINITION
ACCOUNT DEFINITION II - MORE FEATURES
ACCOUNT/ASSET GROUP OVERRIDE: AAGO
ACCOUNT DESCRIPTION
ACCOUNT FISCAL YEAR-ENDS
ACCOUNT CHARACTERISTICS
ACCOUNT USER-DEFINED FIELDS 1
ACCOUNT USER-DEFINED FIELDS 2
ACCOUNT USER-DEFINED FIELD NAMES
ACCOUNT ADVISOR CODES
ACCOUNT SPECIAL PROCESSING DEFINITION
ACCOUNT INDEX ATTRIBUTION
ACCOUNT PRE-SCHEDULE
ACCOUNT REPORT SCHEDULE
ACCOUNT MULTI-CURRENCY NAV
SEC FEE FACTORS
5.35 ACCOUNT PROCESSING ACTIVITIES

ACCOUNT INITIALIZATION
SWEEPING
SWEEP - MONTH-TO-DATE LAG DAY PROCESSING
UPDATE VERIFICATION DATE
RECONFIGURE VALUATION PERIODS
MAINTAIN ACCOUNT LOCK DATE
SECURITY - UNLOCK
MAINTAIN ALTERNATE ACCOUNT LOCK DATE AND LEVEL
PROCESSING EXAMPLES
5.40 TRANSACTION ACTIVITIES

TRANSACTION ENTRY/CORRECTION
TRADE ENTRY/CORRECTION
TRADE ENTRY - INTERFUND TRADES
TRADE ENTRY - YIELD/MODEL
TRANSACTION ENTRY
TRANSACTION ENTRY - EXTENDED SECURITY DEFINITION CAPABILITIES
TRANSACTION ENTRY THROUGH DETI
TRANSACTION DESCRIPTION
TRADE EXPENSE ASSIGNMENT
TRANSACTION DATE DEFAULTS
TRANSACTION USER-DEFINED FIELDS
NON-ACCOUNTING TRANSACTION UPDATE
TRANSACTION ENTRY INVEST/REDEEM AMOUNT PARTIAL TRADES
COMMITMENT FLAGS AND RESTRICTED SALES
COMMITMENT FLAG RESET
COMMITMENT FLAG DISPLAY SCREENS
IN-KIND TRANSFERS: MESSAGING ONLY
16
5.50 PRICING
PRICES
MULTIPLE SECURITY PRICING
PRICE SCAN
PRICE SCAN II
PRICE SCAN III
PRICE SCAN IV
PRICE SCAN VI
UNIT TRUST PRICE SCAN
OTC PRICE SCAN AND INPUT
COLLATERAL PRICE INPUT
PRICE SCAN VII
PRICE SCAN VIII
SMDB PRICE REVIEW
PRICE SWEEPING FUNCTION
MULTI-ACCOUNT PRICE SWEEP
5.60 FUND REPORTING

ONLINE REPORTS
USER SCREENS
OPERATING SCREENS
BATCH REPORTS
OPERATING REPORTS
USER REPORTS
BATCH REPORTS SUBMISSION
REQUESTING AN AUDIT TRAIL REPORT
5.70 CORPORATE ACTIONS/RATES

ENTERING CORPORATE ACTIONS/RATES
RATE ENTRY RULES
5.73 TRANSACTION EX-DATE SHARES
5.75 HOLDINGS DEFINITIONS

HOLDINGS DEFINITION
EXTENDED HOLDINGS DEFINITION
MULTIPLE DIVIDEND REINVESTMENT UPDATE
5.80 ACCRUED INCOME ON CASH/CURRENCY
5.82 EXPLICIT TAXLOT RELIEF

MANUAL INPUT IN DAER SCREEN: EXPLICIT TAXLOT RELIEF
EXPLICIT TAXLOT RELIEFS THROUGH INBOUND MESSAGING INTERFACE
CORRECTIONS, CHANGES, SPECIAL CONDITIONS
5.84 STOCK DIVIDEND (IN ANOTHER STOCK) GENERATION

OVERVIEW
STOCK DIVIDEND GENERATION
PROCESSING EXAMPLES
17
5.86 SPECIAL TRANSACTION CODES

DIVIDEND REINVESTMENT
INTEREST REINVESTMENT
RETURN OF CAPITAL
INTER-COMPANY TRANSFERS
FREE DELIVERY/FREE RECEIPT
EX-DATED TRADES
REALIZED GAIN(LOSS)
BREAKAGE
VALUATION ADJUSTMENTS
TENDERS/REDEMPTIONS/LIQUIDATIONS
MERGERS/GENERAL CORPORATE ACTIONS/EXCHANGE OFFERS
SPIN-OFF DELIVERY/SPIN-OFF RECEIPT
CONVERSIONS/NAME CHANGES/ASSIMILATIONS/CUSIP RENUMBERS/EXCHANGES
PLAN OF REORGANIZATION
BOND RENUMBER WITH AVERAGE COST & TAXLOT ACCOUNT EXAMPLES
TRADE THRU ZERO PROCESSING
5.88 WASH SALE COST ADJUSTMENT

GENERAL LEDGER EFFECTS
TRANSACTION DATES
AMORTIZATION/ACCRETION
INFLATION COMPENSATION (TREASURY INFLATION INDEXED SECURITIES)
WASH SALE COST ADJUSTMENT
WASH SALE COST ADJUSTER (VIEW/CHANGE)
EXAMPLES
EXAMPLE 1 - WASH-/+
EXAMPLE 2 WASH-/+ WITH SUBSTANTIALLY IDENTICAL SECURITIES
EXAMPLE 3 - MULTIPLE WASH-/+ ADJUSTMENTS
EXAMPLE 4 - MULTIPLE WASH-/+ ADJUSTMENTS
EXAMPLE 5 - WSADJ-/+, GLOBAL HOLDING
EXAMPLE 6 - MULTIPLE WSADJ-/+, NON DOMESTIC HOLDING
EXAMPLE 7 - SWASH-/+
EXAMPLE 8 MULTIPLE SWASH-/+
EXAMPLE 9 MIXED WASH SALE SWASH-/+
5.90 CAPITAL SHARE ACCOUNTING

TRANSACTION PROCESSING
CAPITAL SHARES RECEIVABLE
SUBSCRIPTIONS
DIVIDEND RE-INVESTMENTS
REDEMPTIONS
REPORTING
CLOSING TRANSACTIONS
CLOSE SUBSCRIPTION EXCHANGES
CLOSE DIVIDEND RE-INVESTMENTS
CLOSE REDEMPTIONS
CLOSE REDEMPTION EXCHANGES
5.92 CAPITAL GAIN DISTRIBUTION

INITIALIZATION
DISTRIBUTION
18
5.94 PRIOR PERIOD BALANCE ADJUSTMENTS
5.96 INCOME EQUALIZATION

ACCOUNT SET UP
EQUALIZATION BEGINNING BALANCES
TRANSACTIONS
SUBSCRIPTION RECEIVABLE
SUBSCRIPTION CANCELLATIONS
SUBSCRIPTION EXCHANGES
REDEMPTIONS PAYABLE
REDEMPTION CANCELLATIONS
REDEMPTION EXCHANGES
REPORTING
INCOME DISTRIBUTION
5.100 OPTIONS
OPTION SECURITY DEFINITION
OPTION TRANSACTION PROCESSING
OPTION EXERCISE ENTRY
OPTION PROCESSING EXAMPLES
OPTION REPORTING
5.102 RIGHTS
RIGHT SECURITY DEFINITION
RIGHT TRANSACTION PROCESSING
RIGHT PROCESSING EXAMPLES
5.104 WARRANTS
WARRANT SECURITY DEFINITION
WARRANT TRANSACTION PROCESSING
WARRANT PROCESSING EXAMPLE
5.106 FUTURES
FUTURES TABLE MAINTENANCE
FUTURES AND CONTRACTS FOR DIFFERENCE TRANSACTION PROCESSING
FUTURES TRANSACTION ENTRY
VARIATION MARGIN ENTRY
MARGIN DEPOSIT/WITHDRAWAL ENTRY
FUTURES PROCESSING EXAMPLES
VARIATION MARGIN GENERATOR
TRANSACTION/GNMA GENERATOR
FUTURES PROCESSING THROUGH MESSAGING CONSIDERATIONS
ONLINE INQUIRIES AND BATCH REPORTS
BATCH REPORTS
FUTURES PROCESSING CONVERSION PROCEDURES
5.110 TREASURY INFLATION INDEXED SECURITIES

GLOSSARY OF TERMS
INFLATION INDEX TABLE
PROCESSING
REPORTING
19
5.112 ACCRUED EXPENSES

FIXED FEES
MANAGEMENT FEES
MONTHLY FIXED FEES
TAXES ON CANADIAN FEES
5.115 AUTO EXPENSE CAP PROCESSING

ACCOUNT DEFINITION - AUTO EXPENSE CAP ANALYSIS
AUTO EXPENSE CAP CALCULATION
AUTO EXPENSE CAP REPORTING
MULTI-YEAR RECOUPMENT
5.116 PREPAID EXPENSES

ESTABLISHING PREPAID EXPENSES
PREPAID EXPENSES PROCESSING EXAMPLE
REPORTING PREPAID EXPENSES
5.120 AMORTIZATION/ACCRETION
ACCOUNT DEFINITION
SECURITY DEFINITION
AMORTIZATION ON CALLABLE BONDS
BOUNDARY PROCESSING
SECURITY LEVEL ISSUE PRICE OID PROCESSING
TAXLOT LEVEL OID PROCESSING
MARKET DISCOUNT AT POINT OF SALE
INSTALLMENT BONDS AND THE INSTALLMENT (NPV) AMORTIZATION METHOD
INSTALLMENT BOND PROCESSING
THE DE MINIMUS RULE
AMORTIZATION OF SHORT POSITIONS
FAS91 COMPLIANT AMORTIZATION FOR MORTGAGE BACK SECURITIES
AMORTIZATION METHODS FOR VARIABLE AND FLOATING RATE BONDS
CONVERSION, REPORTS AND AMORTIZATION/ACCRETION DECISION CHARTS
AMORTIZATION/ACCRETION DECISION CHARTS
5.125 STEPPED COUPON BONDS

GLOSSARY OF TERMS
PROCESSING
5.133 REVERSE REPURCHASE AGREEMENTS

REVERSE REPURCHASE AGREEMENT SECURITY DEFINITION
REVERSE REPURCHASE AGREEMENT INTEREST RATE ENTRY
REVERSE REPURCHASE AGREEMENT TRANSACTION ENTRY
REVERSE REPURCHASE AGREEMENT PROCESSING EXAMPLE
REVERSE REPURCHASE AGREEMENT REPORTING
5.135 TERM LOANS

GLOSSARY OF TERMS
SECURITY DEFINITION
TERM LOAN PROCESSING
20
5.136 REVOLVING LOANS

GLOSSARY OF TERMS
SECURITY DEFINITION
REVOLVING LOAN PROCESSING
5.137 LOAN NOTES

LOAN NOTE SECURITY DEFINITION
LOAN NOTE INTEREST RATE ENTRY
LOAN NOTE TRANSACTION ENTRY
LOAN NOTE PROCESSING EXAMPLE
LOAN NOTE REPORTING
5.140 ONLINE CAPTURE

ONLINE TRANSACTION CAPTURE
ONLINE CAPTURE (SECURITIES AND TRANSACTIONS)
5.150 ETF BASKET PROCESSING

GLOSSARY OF TERMS
ETF BASKET PROCESSING
SPECTRA DATA ITEMS
5.160 BENCHMARK RATES PROCESSING

BENCHMARK DEFINITION
ASSOCIATING A SECURITY WITH A BENCHMARK
BENCHMARK RATES MAINTENANCE
5.170 COLLATERAL PROCESSING

COLLATERAL ASSIGNMENT
COLLATERAL EVALUATION
REPORTING AND COMPACTION
5.180 PROCESSING SHORT AND SIMULTANEOUS LONG/SHORT POSITIONS

ACCOUNT DEFINITION
SHORT SALES TRANSACTION ENTRY
ACCOUNTING FOR SHORT POSITIONS
SIMULTANEOUS LONG/SHORT POSITIONS
INCOME EARNED ON SHORT POSITIONS
GENERAL LEDGER TREATMENT OF INCOME EARNED ON SHORT POSITIONS
WITHHOLDING AND RECLAIMS ON SHORT POSITIONS
REPORTING OF INCOME EARNED ON SHORT POSITIONS
PROCESSING EXAMPLES
CLASSIC SHORT SALE PROCESSING EXAMPLE
SIMULTANEOUS LONG/ SHORT POSITION PROCESSING EXAMPLE
CLASSIC SHORT SALE PROCESSING EXAMPLE
5.185 ISSUED DEBT SECURITY PROCESSING

ISSUED DEBT SECURITY DEFINITION
ISSUED DEBT TRANSACTION ENTRY
ISSUED DEBT SECURITY PROCESSING EXAMPLE
5.190 ALTERNATE SHORT POSITION PROCESSING
21
ALTERNATE SHORT POSITION TRANSACTION CODES

ALTERNATE SHORT POSITION PROCESSING EXPLANATION AND EXAMPLES
ALTERNATE SHORT POSITION REPORTING
5.195 SIMULTANEOUS LONG AND SHORT POSITION PROCESSING

../../SECTION 5.195 HAS BEEN ENHANCED AND COMBINED WITH ../../SECTION
5.180 SHORT POSITION PROCESSING.
5.196 TBA SHORT POSITION PROCESSING

SECURITY LEVEL
TRANSACTION CODES
5.200 TAXLOT ADJUSTMENTS

TAXLOT ADJUSTMENT TRANSACTION CODES
TAXLOT ADJUSTMENT TRANSACTION ACTIVITIES
TAXLOT ADJUSTMENT REPORTING
MANUAL INPUT OF AMORTIZATION/ACCRETION
5.205 AVERAGE COST ADJUSTMENT

AVERAGE COST ADJUSTMENTS FOR TRANSACTION CODES
5.210 MATRIX PRICING

YIELD/DISCOUNT RATES
PRICING FORMULAS
PRICE GIVEN YIELDS APPLICATION
REPORTING: PRICING WORKSHEET
5.212 WEIGHTED YIELDS
5.220 TRANSACTION/GNMA GENERATORS

PROCESSING SCENARIO
TRANSACTION & GNMA GENERATORS RESTRICTIONS AND DETAILS
GNMA POOL BALANCES AND FACTORS
5.225 SELL/COVER TRANSACTION GENERATOR

PROCESSING SCENARIO
SELL/COVER TRANSACTION GENERATOR REQUEST
SELL/COVER TRANSACTION GENERATOR DELETE REQUEST
5.230 MANAGER REPORTING

GROUP/REPORT - ACCOUNT DEFINITION
GROUP/REPORT - ACCOUNT DEFINITION II - MORE FEATURES
GROUP/REPORT ACCOUNT SUB-ACCT SPECIFICATION
REPORTING
5.240 REVERSALS
REVERSAL PROCESSING
REVERSAL TRANSACTION ENTRY
REVERSAL CURRENCY CONTRACTS ENTRY
TRADE THRU ZERO REVERSALS
REVERSAL PROCESSING EXAMPLE
GLOBAL REVERSAL PROCESSING EXAMPLE
REVERSALS VIA TRANSACTION MESSAGING
22
REVERSAL REPORTING
5.245 CONFIRMATION PROCESSING

ACCOUNT SETUP
MESSAGING FUNCTIONALITY
TRANSACTION PROCESSING VIA MESSAGING
ONLINE PROCESSING OF UNCONFIRMED TRANSACTIONS
REPORTING
5.250 INVESTMENT ACCOUNTING (INVESTONE) - MUTUAL FUNDS

FUND INITIALIZATION ACTIVITIES
INCOME EQUALIZATION
CAPITAL SHARE ACCOUNTING
CAPITAL GAIN DISTRIBUTION
PRIOR PERIOD BALANCE ADJUSTMENTS
5.265 LEVERAGED ASSET (ISSUED PREFERRED STOCK) SECURITY PROCESSING

LEVERAGED ASSET SECURITY DEFINITION
LEVERAGED ASSET TRANSACTION ENTRY
LEVERAGED ASSETS PROCESSING EXAMPLE
5.270 INVESTMENT ACCOUNTING (INVESTONE) - INSURANCE ACCOUNTING ACTIVITIES

PGAAP DATA MAINTENANCE
INTERCOMPANY TRADE ACTIVITIES
FREEDOM SCHEDULE D
5.280 BOND CALCULATOR
5.290 CORPORATE ACTIONS

DEFINING A CORPORATE ACTION
CORPORATE ACTION GENERATOR: BGCAG
CORPORATE ACTION REGENERATION: BGCAGR
CORPORATE ACTION GENERATION - RESTRICTIONS AND DETAIL
CORPORATE ACTION TYPES
CORPORATE ACTION ELECTIONS: DACAE
CORPORATE ACTION PARTIAL ELECTIONS: DACAPE
TAXLOT PARTICIPATION: DATLPC
TAXLOT INITIALIZATION: DATLCA
DECISION CAPTURE: DADCCA
CORPORATE ACTIONS ON TRADES
5.300 FLEXIBLE PRICING

ACCOUNT FLEXIBLE PRICING DEFINITION
FLEXIBLE PRICING - PRICES
FLEXIBLE PRICING - EXCHANGE RATES
FLEXIBLE PRICING SUMMARY
5.305 HIERARCHICAL PRICING

HIERARCHICAL PRICING DEFINITION
HIERARCHICAL PRICING ACCOUNT OVERRIDE
HIERARCHICAL PRICING SCHEME EXAMPLES
23
5.310 POSITION LEVEL PRICING

POSITION LEVEL PRICING DEFINITION
MULTIPLE POSITION LEVEL PRICE SCAN
5.311 FAIR VALUE PRICING

PRELIMINARY SET UP
FAIR VALUE PROCESSING DEFINITION
FAIR VALUE PROCESS
FAIR VALUE DECISION CHART
FAIR VALUE PRICE ANALYSIS
5.315 ACCOUNT REPAIR STATION RELEASE BLOCKING
5.320 ALTERNATE PRICING IDENTIFIERS DEFINITION
5.321 STALE PRICE PROCESSING

INTRODUCTION
COPYING PRICES, TO DATE, AND TRADE PRICE
SPLITS AND REVERSE SPLITS
CALENDAR SET OPTION
CENTRAL PRICING SYSTEM AND GENERATED SCORE CODES
5.325 PRICE TOLERANCE OVERRIDES
5.330 INVESTMENT ACCOUNTING (INVESTONE)/APOLLO CENTRAL PRICING SYSTEM
5.340 SEPARATE LONG/SHORT PRICING
5.350 THE AUTOMATED NASDAQ INTERFACE

PROCESSING SCENARIO
NAVMUT INTERFACE SCREEN
NASDAQ INTERFACE MONEY MARKET
NASDAQ INTERFACE CLOSED-END FUNDS
5.360 PENDING TRANSACTION FILE PROCESSING

TRANSACTION ACTIVITIES
PENDING TRANSACTION BROWSE SCREEN
PENDING TRANSACTION KEY CHANGE SCREEN
5.370 INTEREST RATE SWAPS (ASSET GROUP IW)

OVERVIEW: INTEREST RATE SWAPS ASSET GROUP IW
GLOSSARY OF TERMS
OPENING AN INTEREST RATE SWAP
CLOSING AN INTEREST RATE SWAP
SWAPS TRANSACTION ENTRY
BOSB/DEIRS COMPARISON
SECURITY DEFINITION GUIDELINES
VALUING A SWAP
INCOME PAYMENT/RECEIPTS FOR A SWAP
HOLDINGS DEFINITION: VSHO/HOLDINGS VIEW: VSHB
SWAP ASSOCIATION ENTRY: DESWAS
TRANSACTION PROCESSING CODES FOR SWAPS
GENERAL LEDGER ENTRIES FOR INTEREST RATE SWAPS
24
REPORTING AND MESSAGING

INTEREST RATE SWAPS PROCESSING EXAMPLES
5.372 CURRENCY SWAPS (ASSET GROUP CW)

OVERVIEW: CURRENCY SWAPS ASSET GROUP CW
GLOSSARY OF TERMS
OPENING A CURRENCY SWAP
CURRENCY SWAP OPEN TRANSACTION ENTRY
EXPIRATION OF A CURRENCY SWAP
CURRENCY SWAP CLOSE TRANSACTION ENTRY: DECSWC
HOLDINGS DEFINITION: VSHO / HOLDINGS VIEW: VSVB
TRANSACTION PROCESSING CODES FOR CURRENCY SWAPS
GENERAL LEDGER ENTRIES FOR CURRENCY SWAPS: ASSET GROUP CW
5.374 CREDIT DEFAULT SWAPS (ASSET GROUP DW)

OVERVIEW: CREDIT DEFAULT SWAPS: ASSET GROUP DW
GLOSSARY OF TERMS
OPENING A CREDIT DEFAULT SWAP
CREDIT DEFAULT SWAPS OPEN TRANSACTION ENTRY: DECDSO
EXERCISING A CREDIT DEFAULT SWAP
CLOSING A CREDIT DEFAULT SWAP
CREDIT DEFAULT SWAPS CLOSE TRANSACTION ENTRY: DECDSC
VALUING A SWAP
PAYMENT/RECEIPTS FOR A CREDIT DEFAULT SWAP
TRANSACTION PROCESSING CODES FOR SWAPS
GENERAL LEDGER ENTRIES FOR CREDIT DEFAULT SWAPS
5.376 TOTAL RETURN SWAPS (ASSET GROUP TW)

OVERVIEW: TOTAL RETURN SWAPS ASSET GROUP TW
GLOSSARY OF TERMS
TOTAL RETURN SWAPS
TOTAL RETURN SWAP VS. CFD CONTRACT
SECURITY SET UP OF A TOTAL RETURN SWAP
TOTAL RETURN SWAP TRANSACTION SET UP: DETRSC
OPENING A TOTAL RETURN SWAP
EXPIRATION OF A TOTAL RETURN SWAP
TOTAL RETURN SWAP TRANSACTION ENTRY: DETRT
VALUING A TOTAL RETURN SWAP
PAYMENTS/RECEIPTS FOR A TOTAL RETURN SWAP
TAX WITHHOLDING AND RECLAIM PROCESSING
IMPACT OF UNDERYING SECURITY: CORPORATE ACTIONS/INTEREST PAYMENT
TRANSACTION PROCESSING CODES FOR TOTAL RETURN SWAPS

GENERAL LEDGER ENTRIES
25
5.378 CLEARED SWAPS

OVERVIEW: CLEARED SWAPS
GLOSSARY OF TERMS
OPENING A CLEARED SWAP
CLOSING A CLEARED SWAP
MARGIN DEPOSITS & WITHDRAWALS
CLEARED SWAP VARIATION MARGIN PROCESSING
VALUING A CLEARED SWAP
CLEARED SWAPS INCOME PROCESSING: SINT+/-
AMORTIZATION/ACCRETION OF CLEARED SWAPS
SWAPS HOLDING VIEW: VSHLS
CURRENCY BALANCES BASE AMOUNT3: CBAL3
ACCOUNT VALUATION BALANCES: VSVB3
TRANSACTION PROCESSING CODES FOR CLEARED SWAPS
GENERAL LEDGER ENTRIES FOR CLEARED SWAPS
5.400 MASTER/FEEDER ACCOUNTING

IMPORTANT CONSIDERATIONS
GLOSSARY OF TERMS
MASTER ACCOUNT DEFINITION CHARACTERISTICS
FEEDER ACCOUNT DEFINITION CHARACTERISTICS
UNDERLYING (AND RELATED) SECURITY DEFINITION
RELATED UNDERLYING SECURITY DEFINITIONS
CONVERSION OF A MASTER/FEEDER FUND STRUCTURE TO INVESTMENT ACCOUNTING
(INVESTONE)
CONVERSION EXAMPLE
PROCESSING A BOOK ONLY MASTER/FEEDER FUND STRUCTURE
BOOK ONLY MASTER/FEEDER PROCESSING EXAMPLE
SUMMARY OF ALLOCATION RESULTS
UNDERLYING, RELATED UNDERLYING, AND SUSPENSE SECURITIES
UNDERLYING, RELATED UNDERLYING, & SUSPENSE SECURITIES THROUGH ACCOUNT
ALLOCATION
TONTINE METHODOLOGY
ALLOCATION DIAGNOSTICS REPORT (FOR BOOK ONLY MASTER)
ACCOUNT ALLOCATION PROCESSING WALKTHROUGH
PROCESSING A BOOK AND TAX MASTER/FEEDER FUND STRUCTURE
BOOK AND TAX MASTER/FEEDER PROCESSING EXAMPLE
REVIEW OF THE ACCOUNT ALLOCATION RESULTS
SUMMARY OF BOOK ALLOCATION RESULTS
BOOK ALLOCATION UNDERLYING, RELATED UNDERLYING, AND SUSPENSE SECURITIES
BOOK ALLOCATION USE OF UNDERLYING, RELATED UNDERLYING, AND SUSPENSE
SECURITIES
BOOK ALLOCATION TONTINE METHODOLOGY
SUMMARY OF TAX ALLOCATION RESULTS
TAX ALLOCATION UNDERLYING, RELATED UNDERLYING, AND SUSPENSE SECURITIES
TAX ALLOCATION USE OF UNDERLYING, RELATED UNDERLYING, AND SUSPENSE
SECURITIES
TAX ALLOCATION TONTINE METHODOLOGY
MARKET DISCOUNT AT POINT OF SALE
ALLOCATION DIAGNOSTICS REPORT (FOR BOOK AND TAX MASTER)
26
BOOK AND TAX ACCOUNT ALLOCATION PROCESSING WALKTHROUGH

INVESTMENT FROM FEEDER TO MASTER
MASTER/FEEDER ACCOUNTING TRANSACTION CODES
MASTER/FEEDER ACCOUNTING REPORTING
5.500 MULTIPLE CLASSES OF SHARES

ACCOUNT CLASS OF SHARES (AASL) ACTIVITIES
UNITS SECURITY DEFINITIONS
EXPENSE SECURITY DEFINITIONS
IMPORTANT CONSIDERATIONS
INVESTMENT ACCOUNTING (INVESTONE) ACCOUNT CONVERSION: GLOBAL MUTUAL FUND
TO GLOBAL MCS
PROCESSING A GLOBAL MULTIPLE CLASSES OF SHARES ACCOUNT
PROCESSING A DOMESTIC MULTIPLE CLASSES OF SHARES ACCOUNT
ALLOCATION METHOD 9
MULTIPLE CLASSES OF SHARES INITIALIZATION TRANSACTION CODES
MULTIPLE CLASSES OF SHARES REPORTING
5.510 MULTI CURRENCY - MULTI CLASS

MULTI-CURRENCY MCS PROCESSING
CLASS CURRENCY EQUITY BALANCES
5.550 MULTI-MANAGER-MCS FUND PROCESSING

GLOSSARY OF TERMS
ACCOUNT DEFINITION CHARACTERISTICS
MULTI-MANAGER/MCS ALLOCATION PERCENTAGES
MULTI-MANAGER/MCS FUND - DOMESTIC TRAN ENTRY
MULTI-MANAGER/MCS FUND GLOBAL TRAN ENTRY
MULTI-MANAGER GENERATED TRANSACTIONS
MULTI-MANAGER/MCS FUND SUMMATION
MANAGER (S) ACCOUNT NAV
CONVERTING A GROUP (G) ACCOUNT TO A MULTI-MANAGER/MCS FUND
PROCESSING A MULTI-MANAGER/MCS FUND
PROCESSING A MULTI-CURRENCY MULTI-MANAGER/MCS FUND
MULTI-MANAGER/MCS FUND TRANSACTION ACTIVITIES
MULTI-MANAGER/MCS FUND REPORTING
5.600 INTEREST ONLY/PRINCIPAL ONLY (IO/PO) SECURITIES PROCESSING

IO/PO/IOETTE SECURITY DEFINITION ACTIVITIES
EFFECTIVE YIELDS MAINTENANCE ACTIVITIES
IO/PO/IOETTE TRANSACTION CODES
IO/PO/IOETTE EXPLANATION AND PROCESSING EXAMPLES
EXAMPLE 1: INTEREST ONLY (IO)
EXAMPLE 2: PRINCIPAL ONLY (PO)
EXAMPLE 3: IOETTE, WHERE PART OF POSITION IS SOLD
EXAMPLE 4: MULTI-LOT, FLOATING RATE, TAXLOT LEVEL EFFECTIVE YIELD IO
5.610 INVESTMENT CONTRACTS PROCESSING

INVESTMENT CONTRACT SECURITY DEFINITION ACTIVITIES
VARIABLE RATES MAINTENANCE ACTIVITIES
INVESTMENT CONTRACT TRANSACTION CODES
INVESTMENT CONTRACT PROCESSING EXPLANATION AND EXAMPLES
INVESTMENT CONTRACT REPORTING
27
5.620 INSTALLMENT RECEIPT PROCESSING

INSTALLMENT RECEIPT - SECURITY DEFINITION ACTIVITIES
SECURITY DEFINITION
SECURITY DEFINITION - OPTION
INSTALLMENT RECEIPT - CORPORATE ACTION ACTIVITIES
CORPORATE ACTIONS
INSTALLMENT RECEIPT - TRANSACTION CODES
INSTALLMENT RECEIPT PROCESSING EXPLANATION AND EXAMPLES
INITIAL SUBSCRIPTION OF PURCHASE OF INSTALLMENT RECEIPT CERTIFICATES
SALE OF INSTALLMENT RECEIPT CERTIFICATES PRIOR TO EXPIRATION
EXERCISE OF INSTALLMENT RECEIPT CERTIFICATES
EXPIRATION OF INSTALLMENT RECEIPT CERTIFICATES
EXAMPLE OF A DOMESTIC INSTALLMENT RECEIPT
EXAMPLE OF A FOREIGN INSTALLMENT RECEIPT
INSTALLMENT RECEIPT REPORTING
5.630 STAMP DUTY TAX PROCESSING

STAMP DUTY TAX PROCESSING DEFINITION
STAMP DUTY TAX MAINTENANCE ACTIVITIES
COUNTRY CODE DEFINITION
SECURITY DEFINITION
GLOBAL TRANSACTION ENTRY WITH STAMP DUTY
STAMP DUTY PAYABLE CLEARING
GENERAL LEDGER - STAMP DUTY TAX PAYABLE (L065) AND TAX EXPENSE (E076)
VALUATION SUMMARY BALANCES - STAMP DUTY TAX PAYABLE AND TAX EXPENSE
STAMP DUTY TAX PROCESSING EXPLANATION AND EXAMPLES
TRANSACTION PROCESSING
PAYABLE PROCESSING
EXAMPLES OF STAMP DUTY CLEARING PAYMENTS (EQUAL PAYMENT AND OVER PAYMENT)
EXAMPLE 1
EXAMPLE 2
STAMP DUTY TAX PROCESSING REPORTING
ONLINE REPORTING
BATCH REPORTING
5.700 HIERARCHICAL VALUATION PROCESSING

OVERVIEW
HIERARCHICAL VALUATION ACCOUNT SET UP
HIERARCHICAL DEALING VALUATION ACCOUNT SET UP
HIERARCHICAL VALUATION UNDERLYING SECURITY SET UP
HIERARCHICAL VALUATION PROCESSING PRICES
HIERARCHICAL VALUATION PROCESSING DIVIDEND FACTORS
HIERARCHICAL VALUATION TIME
HIERARCHICAL VALUATION SWING PRICING
5.750 ADVISOR ACCOUNTING PROCESSING

ADVISOR ACCOUNTING ACCOUNT AND ADVISOR CODE SET UP
ADVISOR ACCOUNTING - PROCESSING EXPLANATION AND EXAMPLES
ADVISOR ACCOUNTING - TRANSACTION GENERATION PROCESSING
ADVISOR ACCOUNTING - REPORTING
5.800 GLOBAL FUNDS

OVERVIEW
28
GLOBAL ACCOUNT DEFINITION: ACCOUNT SET UP

TAX WITHHOLDING AND RECLAIM PROCESSING
CONVERSION TO AVERAGE COST RELIEF
GLOBAL SECURITY / CURRENCY DEFINITIONS
SPOT AND FORWARD EXCHANGE RATES
CROSS CURRENCY EXCHANGE RATE INQUIRY
ACCRUED INCOME ON CURRENCY BALANCES
CURRENCY TAXLOT / POSITION COST ADJUSTMENT
INDEXATION TABLE
GLOBAL TRANSACTION ENTRY
FORWARD CURRENCY CONTRACT CALENDAR-BASED INTERPOLATION
FORWARD CURRENCY CONTRACT SPECIFIC HEDGE
CURRENCY CONTRACTS PROCESSING
ENHANCED CURRENCY CONTRACTS PROCESSING
GLOBAL TRANSACTION CODES
REALIZED GAIN(LOSS) AND REALIZED EXCHANGE GAIN(LOSS) TRANSACTIONS
TRANSACTION GENERATOR FOR GLOBAL FUNDS

TRANSLATION FROM LOCAL TO BASE CURRENCY
ONLINE REPORT BALANCING
GLOSSARY OF TERMS
FREQUENTLY ASKED QUESTIONS
5.850 MARK-TO-MARKET GENERATOR (DELTA TRANSACTIONS)

INTRODUCTION
BACKGROUND
REVALUED BOOK COST / DELTA
ACCOUNT SET UP
INCLUSIONS / EXCLUSIONS
AUTOMATED M2MG CALCULATION and PROCESSING
TRANSACTIONS
DELTA RELIEF
DELTA REPORTING
DELTA LIMITATIONS & NOTES
DELTA EXAMPLES
APPENDIX A
5.855 DISPOSAL COST (NET MARKET VALUE)

OVERVIEW
DISPOSAL COST / NMV
MESSAGING
EXCEPTIONS & LIMITATIONS
EXAMPLES
APPENDIX A
5.900 UNITED KINGDOM/UNIT TRUST FUND PROCESSING OVERVIEW
5.901 GLOSSARY OF TERMS
5.903 EXCHANGE GAIN/LOSS ON INCOME
29
5.904 AMORTIZATION/ACCRETION IN A U.K. FUND
5.907 INVESTMENT ACCOUNTING (INVESTONE) U.K. UNIT TRUST PRICING
5.910 SECURITY DEFINITION REQUIREMENTS

SECURITY DEFINITION
CURRENCY SECURITIES
UNITS SECURITIES
HIERARCHICAL VALUATIONS UNDERLYING SECURITIES
5.915 ACCOUNT DEFINITION REQUIREMENTS

ACCOUNT DEFINITION
ACCOUNT DEFINITION II MORE FEATURES
ACCOUNT CLASS OF SHARES
ACCOUNT/ASSET GROUP OVERRIDES
5.920 CALENDAR DEFINITION REQUIREMENTS
5.925 PURCHASED/SOLD INTEREST IN A U.K. FUND

EXAMPLE 1
PURCHASED SOLD INTEREST OPTION
TRANSACTIONS COVERED BY THE PURCHASED SOLD INTEREST OPTION
INCOME TO CAPITAL AND CAPITAL TO INCOME TRANSFER TRANSACTIONS
GENERAL LEDGER EFFECTS OF INCTR AND CAPTR TRANSACTIONS
EXAMPLE 2
5.930 U.K. FUND MANAGEMENT FEES

UNIT TRUST ACCOUNT FEE SCHEDULE
5.935 CORPORATION TAX IN A U.K. FUND

OVERVIEW
CORPORATION TAX RATE DEFINITION
CORPORATE TAX RATES BY ACCOUNT DEFINITION
CORPORATION TAX OVERRIDE
EXAMPLES
REALLOCATION OF CORPORATION TAX AND DTR ACROSS SHARE CLASSES
30
5.940 PERIOD END REVALUATION

PERIOD END PROCESSING STEPS
REPORTING ON PERIOD END DATES
PERIOD END DEFINITION
5.945 HIERARCHICAL VALUATIONS IN U.K. FUNDS

HIERARCHICAL VALUATION SECURITY SET UP
SECURITIES REQUIRED
PROCESSING EXAMPLES
5.950 U.K. FUND TRANSACTION ACTIVITY

TRANSACTION ENTRY
TRANSACTION DATE/TIME ENTRY
U.K. FUND TRANSACTION CODES
5.952 U.K. FUND PARTICIPANT UNIT TRANSACTION ACTIVITY

APPROPRIATIONS AND EXPROPRIATIONS OF PARTICIPANT UNITS
INCOME DISTRIBUTION AND EQUALIZATION CLOSE-OUT TRANSACTIONS
5.954 U.K. FUND CASH TRANSFER ACTIVITY

CASH TRANSFER TRANSACTIONS
SYSTEM GENERATED
PURCHASED SOLD INTEREST OPTION
INTEREST AND DIVIDEND REINVESTMENTS
MANUALLY ENTERED TRANSACTIONS
5.955 CAPITAL EXPENSES

INTRODUCTION TO CAPITAL EXPENSES
GLOSSARY OF TERMS
CAPITAL EXPENSE SECURITY DEFINITION
CAPITAL EXPENSE SCHEDULE DEFINITION
CAPITAL EXPENSE ACCRUALS
CAPITAL EXPENSE TRANSACTION ENTRY AND GENERAL LEDGER EFFECTS
BROWSER CAPITAL EXPENSE TRANSACTION ENTRY AND GENERAL LEDGER EFFECTS
CORPORATION TAX TRANSFER (CTT)
ONLINE AND BATCH REPORTING FOR CAPITAL EXPENSES
CAPITAL EXPENSE PROCESSING EXAMPLES
5.956 CAPITAL ASSET ACCOUNTS

CAPITAL ASSET ACCOUNTS - SECURITY CATEGORIZATION
CAPITAL ASSET ACCOUNTS - GENERAL LEDGER PROFILE
CAPITAL ASSET ACCOUNTS - SECURITY DEFINITION
CAPITAL ASSET ACCOUNTS - TRANSACTIONS
CAPITAL ASSET ACCOUNTS REPORTING
31
5.957 CAPITAL EXPENSE PROCESSING ON MUTUAL/HEDGE FUNDS

CAPITAL EXPENSE SECURITY DEFINITION
CAPITAL EXPENSE SCHEDULE DEFINITION
CAPITAL EXPENSE PAYMENT TRANSACTION ENTRY & GENERAL LEDGER EFFECTS
IMPACT OF RECEIVABLE AND PAYABLES ON CAPITAL EXPENSES
IMPACT OF REALIZED AND UNREALIZED EXCHANGE G/L ON ACCRUED CAPITAL EXPENSES
FOR MUTUAL FUNDS AND HEDGE FUNDS
MCS INITIALIZATION ON CAPITAL EXPENSE
ONLINE & BATCH REPORTING FOR CAPITAL EXPENSES
SPECTRA CODES
CAPITAL EXPENSE PROCESSING BATCH, BROWSER & HYBRID REPORTS EXAMPLE
5.958 ACCUMULATED DIVIDEND TRANSACTIONS
5.962 UNIT TRUST PRICING

BID PRICE CALCULATION
OFFER PRICE CALCULATION
PRICE SCAN III SCREEN
PRICING EXCEPTION REPORT (PARMEX)
5.964 UNIT TRUST ACCUMULATION UNITS

UNIT TRUST HIGHLIGHTS
UNITS IN ISSUE
5.966 EFFECTIVE DATE DEALING EXPENSE TABLE

UNIT TRUST/DUAL PRICED OEIC HIGHLIGHT
CORRECTIONS/DELETIONS/CHANGES ON MDDE
5.968 UNIT TRUST REVALUATIONS

UNIT TRUST REVALUATION
PERIOD END REVALUATION
UNIT TRUST REVALUATION REQUEST
PRICE AND RATE UPDATE REQUEST
5.970 MULTIPLE CLASSES OF SHARES - OEIC FUNDS

OVERVIEW OF MULTIPLE CLASSES OF SHARES (MCS) PROCESSING
MULTIPLE CLASSES OF SHARES OEIC ACCOUNT DEFINITION
MCS UNITS SECURITY DEFINITION
MCS EXPENSE SECURITY DEFINITION
5.975 CORPORATION TAX IN AN MCS FUND
5.980 DUAL PRICING FOR OEIC FUNDS

DUAL PRICING ACCOUNT SET UP
DUAL PRICING SECURITY SET UP
NOTIONAL DEALING EXPENSES
MCS INITIALIZATION CODES
OFFER BASED UNREALIZED GAIN/LOSS
CAPITAL ADJUSTMENT TRANSACTIONS
DUAL PRICE CONVERSION
32
PRICING CALCULATIONS
DUAL PRICE REPORTING
5.982 CONVERSION OF A UNIT TRUST TO AN OEIC FUND

UNIT TRUST TO OEIC CONVERSION PROCEDURE
5.984 CONVERTING TO A MULTIPLE CLASSES OF SHARES OEIC: IMPORTANT CONSIDERATIONS
5.986 CONVERSION OF AN OEIC FUND TO AN MCS OEIC FUND

VALUATION OF EACH CLASS OF SHARES WITHIN AN MCS FUND
5.988 OEIC FUND MCS INITIALIZATION TRANSACTION CODES
5.990 UNIT TRUST REPORTING
33
5.1000 SEPARATE ACCOUNTS - SEPARATE ACCOUNTS PROCESSING

Documents 5.1010 5.1170 are related to Separate Accounts Processing. 5.1000 provides
an overview of this type of processing and a list of the following documents:
ACCOUNTING STRUCTURE
PROPRIETARY MUTUAL FUND VERSUS NON-PROPRIETARY MUTUAL FUND
HIERARCHICAL VALUATION
MORE ON SEPARATE ACCOUNTS PROCESSING

PROPRIETARY MUTUAL FUND BASIC REQUIREMENTS
NON-PROPRIETARY MUTUAL FUND BASIC REQUIREMENTS
SEPARATE ACCOUNTS BASIC REQUIREMENTS
PROPRIETARY MUTUAL FUND
BASE CURRENCY
NON-PROPRIETARY MUTUAL FUND
SEPARATE ACCOUNTS
DAILY VALUATION SCHEDULE
FLEXIBLE PRICING - SEPARATE ACCOUNT
SEPARATE ACCOUNTS - ADDITIONAL SET UP
DEFINE SEPARATE ACCOUNTS AS SUB-ACCOUNTS
ESTABLISH AN ACCUMULATION UNIT VALUE AND ANNUITY UNIT VALUE
5.1030 SWEEP/TRANSLATE/SUMMATION PROCESSING

ACCOUNT SWEEP - ONLINE
ACCOUNT TRANSLATION - ONLINE
ACCOUNT SUMMATION ONLINE
ACCOUNT SWEEP/TRANSLATE - BATCH
5.1040 PRICING AND DIVIDENDS

PROPRIETARY MUTUAL FUNDS
OVERVIEW OF HIERARCHICAL VALUATION PROCESSING
UNDERLYING SECURITY DEFINITION REQUIREMENTS
GENERATION OF DIVIDEND FACTORS
NON-PROPRIETARY MUTUAL FUNDS
PRICING
DIVIDEND FACTORS
CORPORATE ACTION/RATES
5.1050 TRANSACTION CODES
5.1055 GENERAL LEDGER

GENERAL LEDGER GENERATOR OVERVIEW
GENERAL LEDGER PROFILE SET UP - SEPARATE ACCOUNTS
5.1060 PREMIUM/DEDUCTION TRANSACTION ENTRY

TRANSACTION
TRANSACTION ENTRY
34
5.1070 CONTRACT HOLDER TRANSACTION ENTRY

TRANSACTION ENTRY
CHANGING TRANSACTIONS
DELETING TRANSACTIONS
AUTO-POPULATION OF PRINCIPAL FOR EXPSL TRANSACTIONS
TRANSACTION CODE SETS
MANUAL OVERRIDE REQUIREMENTS: SHARES/UNITS, PRINCIPAL AND COST
MODIFYING DATE DEFAULTS
5.1080 PENDING TRANSACTIONS

SEPARATE ACCOUNT PENDING TRANSACTION BROWSE
RELEASE ALL TRANSACTIONS
RELEASE INDIVIDUAL TRANSACTIONS
5.1090 GENERATED TRANSACTIONS

TRANSACTION SETS
GENERATING TRANSACTION SETS
GENERATED TRANSACTION SETS
TRANSACTION DATES AND AMOUNTS
LINKING OF TRANSACTIONS
MAINTENANCE OF GENERATING TRANSACTIONS
MAINTENANCE OF GENERATED TRANSACTIONS
ERROR CONDITIONS
SHARES LESS THAN ZERO IN UNDERLYING SECURITY
SPEQRD TRANSACTION ERROR
5.1100 SYSTEMATIC RESERVE ACCOUNT ENTRIES

OVERVIEW
UPDATE RESERVES ACCOUNTS FOR NET INVESTMENT PERFORMANCE
UPDATE SPONSORS EQUITY ACCOUNT FOR NET INVESTMENT PERFORMANCE
BALANCE TOTAL RESERVES ACCOUNTS TO CALCULATED NET ASSETS
5.1110 ADJUSTING ENTRIES

SPECIAL ADJUSTMENT TRANSACTION CODES
WORKED EXAMPLES
5.1120 VARIABLE EXPENSE

VARIABLE EXPENSE EXAMPLE
TRANSACTION ENTRY SEQUENCE
MANUAL ENTRY OF TOTAL ACCRUAL AND/OR ADJUSTMENT ACCRUAL BALANCES
5.1130 EXCEPTION PROCESSING

MANUAL ENTRY OF MARKET AND ACCRUED INCOME
AUTOMATED ADJUSTMENT OF MARKET VALUE AND ACCRUED INCOME
EXAMPLE 1: PERFORM ROUNDING ADJUSTMENTS
EXAMPLE 2: PERFORM EXCEPTIONAL ADJUSTMENTS
EXAMPLE 3: AUTO-ADJUSTMENT OF MARKET VALUE AND ACCRUED INCOME
35
5.1140 FUND REPORTING AND INQUIRY

ONLINE REPORTS
SEPARATE ACCOUNT SPECIFIC REPORTS:
INVESTMENT ACCOUNTING (INVESTONE) INQUIRY REPORTS AVAILABLE FOR SEPARATE ACCOUNTS
BATCH REPORTS
BATCH REPORTS SPECIFIC TO SEPARATE ACCOUNTS ACTIVITY
INVESTSMENT ACCOUNTING (INVESTONE) BATCH REPORTS THAT CAN BE REQUESTED FOR SEPARATE
ACCOUNTS
5.1150 CONVERSION PROCEDURES

INITIALIZATION TRANSACTION CODES
GENERAL LEDGER
CONVERSION GUIDE
CONVERSION STEPS
5.1160 DAILY PROCESSING WORK FLOW

DAILY PROCESSING OUTLINE
5.1165 BATCH TRANSACTION GENERATOR FOR DVDRE

BATCH TRANSACTION GENERATOR SET UP
5.1170 CONVERSION FROM NON-MCS TO MCS FUND STRUCTURE

MCS CONVERSION GUIDE
5.1175 APPENDICES OVERVIEW

APPENDIX A - SEPARATE ACCOUNTS PROCESSING TRANSACTION GRID
APPENDIX B - SEPARATE ACCOUNTS PROCESSING TRANSACTION GRID DETAIL
APPENDIX C - SEPARATE ACCOUNTS GENERAL LEDGER ACCOUNTS
APPENDIX D - LOCATION CODE TABLE
APPENDIX E - FORMULAS
APPENDIX F - INTERFACES
APPENDIX G - ACCESS SECURITY
5.1198 MBA DROP

DROP OVERVIEW
REPLICATION DATE (REPL DATE)
TRANSACTION EXTRACT AND UPDATE
BYPASSED TRANSACTIONS
GENERATED TRANSACTIONS
SOURCE/DUAL/TARGET RECONCILIATION
MBA SHARES/AMORTIZED COST/MARKET VALUE RECONCILIATION
MBA SECURITIES RECEIVABLE/PAYABLE
MBA INCOME RECONCILIATION
MBA RECLAIM RECONCILIATION
MBA CURRENCY CONTRACT RECONCILIATION
5.1199 DUAL ACCOUNTING TO MBA CONVERSION PROCESS

DUAL ACCOUNTING TO MBA PROCESS CONVERSION
CONVERSION PROGRAM
POST CONVERSION
36
5.1200 MULTIPLE BOOK ACCOUNTING

GLOSSARY OF TERMS
TARGET USER BANK
SOURCE / TARGET BANK
5.1201 IFRS INVESTMENT INTENT ON TRANSACTIONS

GLOSSARY OF TERMS
CREATING IFRS INTENT DEFAULT
ACCOUNT INTENT PROCESSING OVERRIDES
TRANSACTION INPUTS
APPENDIX A: IFRS INTENT CODES
APPENDIX B: MEASUREMENT AND RECOGNITION
APPENDIX C: CORPORATE ACTION TRAN CODES THAT CARRY IFRS INTENT CODES
5.1202 IFRS ACCOUNTING PROCESS

GLOSSARY OF TERMS
INPUTS
PROCESSES
5.1203 MBA CONVERSION PROCESS

MULTIPLE BOOK ACCOUNTING SCREEN - MULTBK
CONVERSION PROGRAM
VALUATION PERIODS
POSITION EXTRACT
FUTURES
EXPENSES
SHAREHOLDER ACTIVITY
CONVERSION DATE PLUS ONE VALUATION PERIOD
POST CONVERSION
TRANSACTION GENERATORS
CONVERSION RE-RUN
5.1204 ASSET GROUP DEFINITION AND USER-DEFINED ASSET GROUPS

GLOSSARY
ASSET GROUP DEFINITION
ASSET GROUP CLASSIFICATION
ASSET GROUP PRICE CODES
ASSET GROUP COST ASSIGNMENT METHODS
ASSET GROUP ACCRUAL METHODS
ASSET GROUP AMORT/ACCRET METHODS
ASSET GROUP PROCESSING OPTIONS
REPORTING
5.1205 ACCOUNT/ASSET GROUP OVERRIDES

ACCOUNT/ASSET GROUP OVERRIDE SCREEN
COST ASSIGNMENT OVERRIDE CONVERSION
CONVERSION OF TAXLOT POSITIONS TO AVERAGE COST POSITIONS
CONVERSION FROM AVERAGE COST POSITIONS TO TAXLOT POSITIONS
EDITS DURING THE CONVERSION PROCESS
CONVERSION REPORT
37
5.2000 JAPANESE INSTITUTIONAL FUNDS

5.2010 JIF Processing Limitations
5.2020 Multiplier FX Rates for Increase Exchange Rate Precision
5.2030 Account Definition Requirements
5.2040 Trust Bank Definition and Assignment
5.2050 Accrue Dividends Based on 90% Rule
5.2060 Transaction Processing
5.2070 Base Cost Override
5.2080 Settled View Cash Basis Accounting
5.2090 Online Reporting Screens
5.2100 Conversion to a Japanese Institutional Fund
5.2110 JIF Phase Conversion from Release 00.030 to 00.210
5.2010 JIF PROCESSING LIMITATIONS
5.2020 MULTIPLIER FX RATES FOR INCREASE EXCHANGE RATE PRECISION

DIVISOR (INVERSE) FX RATE METHODOLOGY
MULTIPLIER FX RATE METHODOLOGY
EXAMPLES

ACCOUNT DEFINITION
ACCOUNT DEFINITION II MORE FEATURES
FX DATE OPTION FIELD
5.2040 TRUST BANK DEFINITION AND ASSIGNMENT

TRUST BANK DEFINITION
TRUST BANK DEFINITION
SHARE BASIS
CALCULATION SELECTION
COST RELIEF CALCULATION METHODS
BASE CURRENCY EQUIVALENT CALCULATIONS
TRUST BANK ASSIGNMENT
5.2050 ACCRUE DIVIDENDS BASED ON 90% RULE

ACCRUE DIVIDENDS SET UP
ACCRUING DIVIDENDS AT 90%
GLOBAL SECURITY HOLDINGS
5.2060 TRANSACTION PROCESSING

EDITS
TRANSACTION IMPACTS
5.2070 BASE COST OVERRIDE
5.2080 SETTLED VIEW CASH BASIS ACCOUNTING

ACCOUNTING EFFECTS
SETTLED HOLDINGS
GLOBAL SECURITY HOLDINGS
38
5.2090 JAPANESE INSTITUTIONAL FUND REPORTING AND INQUIRY

REPORTS SPECIFIC TO JAPANESE INSTITUTIONAL FUNDS ACTIVITY
5.2100 CONVERSION TO A JAPANESE INSTITUTIONAL FUND

PHASE I
PHASE II
5.2110 JIF PHASE CONVERSION FROM RELEASE 00.030 TO 00.210
5.3000 INVESTMENT POOL FUND PROCESSING

5.3001 OVERVIEW
5.3010 SCOPE LIMITATIONS
5.3015 POOLED FUND STRUCTURE
5.3040 TOP-LEVEL FUND ACTIVITY
5.3050 POOL ALLOCATION / RECONCILIATION
5.3060 TOP-LEVEL FUND VALUATION
5.3070 SECURITY PROCESSING
5.3080 CASH PROCESSING
5.3090 CURRENCY PROCESSING
5.3100 AMORTIZATION / ACCRETION
5.3110 CORPORATE ACTIONS PROCESSING
5.3120 CURRENCY CONTRACT PROCESSING
5.3130 OPTIONS PROCESSING
5.3140 WARRANTS PROCESSING
5.3150 RIGHTS PROCESSING
5.3160 FUTURES PROCESSING
5.3170 INCOME PROCESSING
5.3175 INCOME PROCESSING AUTOMATIC REINVESTMENT
5.3180 EXPENSE PROCESSING
5.3190 ADJUSTMENT PROCESSING
5.3195 TAXLOT PROCESSING
5.3200 MULTI-CLASS / MULTI-CURRENCY MCS
5.3205 INCLUSIVE NAV
5.3215 POOLED FUNDS INTERIM EARNINGS REPORTING
5.3220 TRANSACTION CODE REQUIREMENTS
5.3230 TRANSACTION CODES GENERAL LEDGER ACCOUNTING EFFECTS
5.3240 OTHER FUNCTIONS
5.3001 OVERVIEW
5.3010 SCOPE OF LIMITATIONS
5.3015 POOLED FUND STRUCTURE

INVESTMENT POOL ACCOUNT SET UP
TOP-LEVEL FUND ACCOUNT SET UP
39

UNDERLYING SECURITY OF THE POOL
POOL CURRENCY SECURITIES
5.3040 TOP-LEVEL FUND ACTIVITY

VALID TOP-LEVEL FUND ACTIVITIES
SUBSCRIPTIONS/REDEMPTIONS
EQUALIZATION
TRANSFERS IN/OUT OF TOP-LEVEL FUND
INCOME ON CASH AND CURRENCIES
FUND EXPENSES
ACTIVE CASH MANAGEMENT
TOP-LEVEL FUND AND INVESTMENT POOL WITH SAME BASE CURRENCIES
TOP-LEVEL FUND AND INVESTMENT POOL WITH DIFFERENT BASE CURRENCIES
PASSIVE CASH MANAGEMENT
INVESTMENT ALLOCATIONS
TOP-LEVEL FUND INVESTMENT ALLOCATION
TOP-LEVEL FUND DISBURSEMENT
TOP-LEVEL FUND AND INVESTMENT POOL EXAMPLES
5.3050 POOL ALLOCATION/RECONCILIATION

SUBMISSION BY MEANS OF THE AAPLAR SCREEN
ALLOCATION PROCESS
BATCH ALLOCATION
ALLOCATION CRITERIA
ALLOCATION OF TRANSACTIONS
ALLOCATION OF NEGATIVE VALUES
SPECIAL TRANSACTION CODES
CORPORATE ACTIONS
RECEIVABLES AND PAYABLES
ALLOCATION OF POSITIONS
ALLOCATION OF CASH AND CURRENCY
ALLOCATION OF FORWARD AND SPOT CURRENCY CONTRACTS
INCOME AND AMORTIZATION
EXPENSES
EXCHANGE GAIN/LOSS
POOL (ACCOUNT) RECORD UPDATES
WHEN A FUND LEAVES A POOL
RECONCILIATION PROCESS
RECEIVABLES AND PAYABLES RECONCILIATION
UNIT RECONCILIATION
OUTPUTS
5.3060 TOP-LEVEL FUND VALUATION

TOP-LEVEL FUND VALUATION
VALUATION PROCESS
PASSIVE CASH MANAGEMENT
5.3070 SECURITY PROCESSING

INVESTMENT POOL ACTIVITY
ALLOCATION METHODOLOGY
REBALANCING TRADES DUE TO A CHANGE IN FUNDS OWNERSHIP OF THE POOL
SPECIAL CONSIDERATION FOR REVERSALS AND REBOOKS
40
TOP-LEVEL FUND SELLS OUT COMPLETELY FROM A POOL

RECONCILIATION OF TOP-LEVEL FUNDS TO THE POOL
5.3080 CASH PROCESSING

5.3090 CURRENCY PROCESSING

RECONCILIATION OF BOND AMORTIZATION
5.3110 CORPORATE ACTIONS PROCESSING

MANUAL RECEIPT/DELIVERY CORPORATE ACTIONS
EXAMPLES
5.3120 CURRENCY CONTRACT PROCESSING

5.3130 OPTIONS PROCESSING

OPTIONS
REBALANCING FOR PURCHASED OPTIONS
REBALANCING FOR WRITTEN OPTIONS
EXERCISE OF AN OPTION
OPTION PROCESSING EXAMPLES
41
5.3140 WARRANTS PROCESSING

OVERVIEW
TRADE REBALANCING DUE TO A CHANGE IN FUNDS OWNERSHIP OF THE POOL
REBALANCING FOR PURCHASED WARRANTS
EXERCISE OF A WARRANT
EXAMPLE - WARRANT PROCESSING (WARRANTS ISSUE, REBALANCING, EXERCISE,
EXPIRATION)
5.3150 RIGHTS PROCESSING

REBALANCING FOR PURCHASED WARRANTS
EXERCISE OF A RIGHT
RIGHTS PROCESSING OUTCOMES
5.3160 FUTURES PROCESSING

RECONCILIATION OF TOP LEVEL FUNDS TO THE POOL
FUTURES EXAMPLE
5.3170 INCOME PROCESSING

INTEREST PROCESSING
POOLED FUND ACTIVITY
INTEREST ALLOCATION
TOP-LEVEL FUND ACTIVITY
DIVIDEND PROCESSING
POOLED FUND ACTIVITY
DIVIDEND ALLOCATION
TOP-LEVEL FUND ACTIVITY
INTEREST ON POOL CASH
DISTRIBUTION AND ACCUMULATION OF INCOME
5.3175 INCOME PROCESSING AUTOMATIC REINVESTMENT

AASP
PASSED NOTIONAL INCOME
TOP LEVEL FUND ACTIVITY
42
REINVESTMENT OF NOTIONAL INCOME

TOP LEVEL FUND REINVESTMENT
REINVESTMENT AT THE POOL FUND
REBALANCING
RECONCILIATION
EXAMPLES
SETTLED DIVIDEND FOREIGN
SETTLED DIVIDEND DOMESTIC
SETTLED INTEREST FOREIGN
SETTLED INTEREST DOMESTIC
SETTLED SELL FOREIGN
SETTLED MATURITY FOREIGN
DIVIDEND TOP-LEVEL FUND AND POOL HAVING DIFFERENT BASE CURRENCIES
UNSETTLED SELL FOREIGN
5.3180 EXPENSE PROCESSING

INCOME EXPENSE PROCESSING
CAPITAL EXPENSE PROCESSING
5.3190 ADJUSTMENTS PROCESSING

TOP LEVEL FUND ADJUST HOLDINGS
TOP LEVEL FUND ADJUSTMENTS
5.3195 TAXLOT PROCESSING

ACCOUNT SET UP
TAXLOT ADJUSTMENT PROCESSING
5.3200 MULTI-CURRENCY MCS FOR TOP LEVEL FUNDS

MCS TOP LEVEL FUND PROCESSING
CLASS CURRENCY EQUITY BALANCES
5.3205 INCLUSIVE NAV

GLOSSARY OF TERMS
PROCESSING COMPONENTS
ONLINE REPORT OUTPUT
OTHER OUTPUT
APPENDIX

MODIFICATIONS AND EXCEPTIONS TO EXISTING BATCH REPORTS
INVESTMENT POOL FUND REPORTING
OEEQ OEIC FUND EQUITY BALANCES
GLSTAS GLOBAL STATEMENT OF ASSETS AND LIABILITIES
ADDITIONAL SCREEN ACCOMMODATIONS
ADDITIONAL ONLINE AND BATCH REPORTS
5.3215 POOLED FUNDS INTERIM EARNINGS REPORTING

STATEMENT OF INTERIM EARNINGS OVERVIEW
ACCOUNT SET UP
POOLED FUND SPECIAL CONSIDERATIONS
STATEMENT OF INTERIM EARNINGS (INTEAG)
43
INTERIM EARNINGS ADJUSTMENTS (INTBAL)

INTERIM EARNINGS ACCOUNT BALANCES (VSVB4)
STATEMENT OF INTERIM EARNINGS (INTEAG) BATCH VERSION
5.3220 TRANSACTION CODE REQUIREMENTS

TRANSACTION CODES
TRAN CODE PROCESSING REQUIREMENTS POOLED FUNDS
5.3230 TRANSACTION CODES GENERAL LEDGER ACCOUNTING EFFECTS

INVESTMENT ACCOUNTING (INVESTONE) POOLED FUND ACCOUNTS GENERAL LEDGER
ENTRIES
INVESTMENT POOL ACCOUNT: GENERAL LEDGER CHANGES FOR EXISTING TRANSACTION
CODES
TOP LEVEL FUND ACCOUNT: GENERAL LEDGER CHANGES FOR EXISTING TRANSACTION
CODES
5.3240 OTHER FUNCTIONS

GENERAL LEDGER
ADDITIONAL FUNCTIONALITY CONSIDERATIONS
TRANSACTION/GNMA GENERATOR
CORPORATE ACTION GENERATOR
ACCOUNT/SECURITY RENUMBER
USER BANK CONSOLIDATION/ACCOUNT COPY
COMPACTION
5.4000 MBS ORIGINAL FACE PROCESSING

SECURITY DEFINITION - BOND
TRANSACTION ENTRY
HOLDINGS DEFINITION
TAXLOT ADJUSTMENT ENTRY
DEXA EXAMPLE: TAXLOT MBS ORIGINAL FACE ADJUSTMENT
TAXLOT/POSITION VIEW MBS (VSMBS)
EXPLICIT TAXLOT RELIEF
PAYDOWN PROCESSING
INITIALIZATION/CONVERSION TO MBS
5.5000 HEDGE FUNDS PROCESSING

GLOSSARY OF TERMS
STRATEGY CODE MASTER DEFINITION
SIDE POCKET CODE MASTER DEFINITION
RELIEF BY STRATEGY
HEDGE FUND TAXLOT P&L
GENERAL LEDGER FOR HEDGE FUNDS
5.5100 RELIEF BY STRATEGY

RELIEF BY STRATEGY
5.6000 INVESTMENT BOOK OF RECORD (IBOR)
44
NEW USERBANK OPTION

IBOR REFERENCE ACCOUNT SETUP
IBOR CONVERSION
IA ERROR AUDIT AND TRANSACTION RECONCILIATION
IA VERSIONS ON EXISTING FA SCREENS
FA TO IA FLOW FOR INVESTMENT BOOK
IA REVERSAL PROCESSING RULES
TFIA SCREEN-TO IGNORE TRANSACTIONS IN IA
POSITION PLUGS IN IA ACCOUNTS
GROUP (M) ACCOUNT STRUCTURE
PRICING IN IA
IA EXPENSES TO EQUAL FA
CORPORATE ACTIONS FUNCIONALITY FOR IA
SPECTRA DATA ITEMS FOR INVESTMENT BOOK
IA REPORTING
UTILITITY/ARCHITECTURAL FUNCTIONS
ADDITIONAL CONSIDERATIONS FOR EDW FEED OF CHANGE
5.6010 CASH AS CURRENCY

OVERVIEW
ACCOUNT OPTION
TRANSACTION ACTIVITY
GLOBALIZED UNIT TRANSACTION CODES
CURRENCY CONTRACTS
5.6020 MULTIPLE BOOKS OF RECORD (MBOR)

OVERVIEW
BASIC FUNCTIONS
ACCOUNT SETUP
MULTI-GAAP VIEW DEFINITION SCREEN
USER INTERFACE SCREENS (ENTERPRISE DA ACCESSIBLE ONLY)
MBOR SWEEP/VERIFY SCREENS
MBOR ACCOUNTING PRICING
TRANSACTION MAINTENANCE
MBOR ACCOUNTING LIMITATIONS
5.6030 MIL RATES AND DISTRIBUTION YIELDS

OVERVIEW
BASIC FUNCTIONS
ACCOUNT SETUP
INVESTMENT BOOK REFERENCE ACCOUNT SETUP
MIL RATE ADDITIONAL ACCOUNT SETUP
INVESTMENT BOOK CONVERSION
MIL RATE USER INTERFACE SCREENS (ENTERPRISE DA ACCESSIBLE ONLY)
MULTI-VIEW SWEEP/VERIFY SCREENS
MULTI-VIEW ACCOUNTING PRICING
DAILY NET DISTRIBUTABLE INCOME DISTRIBUTION GENERATOR
ENTERPRISE REPORTING
5.6040 AUSTRALIAN FUNDS

AUSTRALIAN MAX LOSS FUNDS
45
OVERVIEW
BASIC FUNCTIONS
ACCOUNT SETUP
MULTI-GAAP ACCOUNT OVERRIDES
MAX LOSS RELIEF
GST AUSTRALIAN GOODS AND SERVICES TAX
OVERVIEW
BASIC FUNCTIONS
ACCOUNT STRUCTURE
ACCOUNT TYPES
ESTABLISHING ACCOUNT GST
GST TRANSACTION ACTIVITY
5.7000 SECURITY CURRENCY REDENOMINATION

OVERVIEW
AUTOMATED SECURITY CURRENCY REDENOMINATION
MANUAL SECURITY CURRENCY REDENOMINATION
EUROPEAN MONETARY UNION (EURO)
5.9000 ACCOUNT/SECURITY MAINTENANCE ACTIVITIES

SCHEDULE ACCOUNT RENUMBER
SCHEDULE ACCOUNT DELETE
ACCOUNT RETRIEVAL REQUEST
PENDING ACCOUNT REQUESTS
SECURITY RENUMBER REQUEST
PENDING SECURITY RENUMBER
SECTION SEVEN - FILE DESCRIPTIONS
7.00 APPLICATION FILES OVERVIEW
7.10 FILE SEGMENTS
7.20 FILE LAYOUTS
7.30 RELATIONAL TABLES
7.40 RELATIONAL TABLES
46
SECTION EIGHT - APPENDIX

8.00 TRANSACTION CODES
MUTUAL FUND ACCOUNTS
OPTIONS
FUTURES: OLD
FUTURES: ASSET GROUP F
FUTURES: ASSET GROUP FT
SHORT POSITION
GLOBAL
UNIT TRUST
CURRENCY CONTRACTS
TAXLOT ADJUSTMENTS
MULTIPLE CLASSES OF SHARES INITIALIZATION
MULTI-MANAGER / MCS FUND
INTEREST ONLY / PRINCIPAL ONLY (IO/PO) SECURITIES PROCESSING
INVESTMENT CONTRACTS PROCESSING
ALTERNATE SHORT POSITIONS
MASTER / FEEDER ACCOUNTING
SEPARATE ACCOUNTS
POOLED FUND ACCOUNTS
INTEREST RATE SWAPS: ASSET GROUP IW
IFRS MULTIPLE BOOK COST ADJUSTMENTS
CURRENCY SWAPS: ASSET GROUP CW
CREDIT DEFAULT SWAP: ASSET GROUP DW
TOTAL RETURN SWAP: ASSET GROUP TW
TRADE THROUGH ZERO PROCESSING
8.01 TRAN CODE PROCESSING REQUIREMENTS

GENERAL LISTING
MUTUAL FUND ACCOUNTS
OPTIONS
FUTURES: OLD
FUTURES: ASSET GROUP F AND FT
SHORT POSITION
ISSUED DEBT
GLOBAL ACCOUNTS
UNIT TRUST ACCOUNTS
CROSS CURRENCY SPOT CONTRACTS
SPOT CONTRACTS
ENHANCED CURRENCY CONTRACTS
CURRENCY CONTRIBUTIONS/WITHDRAWALS
TAX LOT ADJUSTMENTS
MULTIPLE CLASSES OF SHARES INITIALIZATION
MULTI-MANAGER/MCS FUNDS
INTEREST ONLY/PRINCIPAL ONLY (IO/PO) SECURITIES PROCESSING
ALTERNATE SHORT POSITIONS
POOLED FUNDS
MASTER/FEEDER ACCOUNTING
47
IFRS MULTIPLE BOOK

CREDIT DEFAULT SWAPS: ASSET GROUP DW
TOTAL RETURN SWAPS: ASSET GROUP TW
8.02 TRAN CODES FOR SYSTEM GENERATED TRANSACTIONS
8.10 SECURITY AND INCOME/EXPENSE CATEGORY CODES

SECURITY CATEGORY CODES
INCOME/EXPENSE CLASSIFICATION CODES
8.20 ACCRUED EXPENSES

FIXED AMOUNT EXPENSES
FEE SCHEDULED EXPENSES
FEE BASIS TYPE R
FEE BASIS TYPE R EXAMPLE
8.30 ACCRUED INCOME

STOCKS
BONDS
LONG/SHORT FIRST COUPON
DAILY FUNDS AND 30/360
ONE-DAY PERIOD LAG
CALCULATE YIELD EQUATION
FUND VALUATION ON A LIQUIDATION BASIS
8.40 PRICING
OVERVIEW OF PRICING/DIVIDEND NOTIFICATION SERVICE
PRICING REPORTS
8.50 61-DAY RULE
8.60 COST YIELD TO MATURITY CALCULATION
STRAIGHT LINE - TAXLOTS
STRAIGHT LINE - AVERAGE COST
CONSTANT YIELD (SCIENTIFIC) - TAXLOTS
CONSTANT YIELD TO CALL - TAXLOTS
CONSTANT YIELD TO EFFECTIVE MATURITY - TAXLOTS
LEVEL-YIELD TAXLOTS: FORMULAS BY NUMBER AND YEAR AS APPLICABLE
CATCH-UP - TAXLOTS
YIELD TO BEST/WORST
BOUNDARY PROCESSING
INSTALLMENT (NPV) - TAXLOTS
FAS91 EFFECTIVE INTEREST METHOD SIA FORMULA 2 MODIFIED FOR CLEAN PRICE
8.80 PRICE GIVEN YIELD/DISCOUNT
8.90 ACCOUNT YIELDS/WEIGHTED YIELDS
48
8.100 STANDARD INDUSTRIAL CLASSIFICATION CODES
8.110 GENERAL LEDGER ENTRIES

GENERAL LEDGER ENTRIES
INVESTMENT ACCOUNTING (INVESTONE) MUTUAL FUND ACCOUNTS
OPTIONS
FUTURES: OLD
INVESTMENT ACCOUNTING (INVESTONE) GLOBAL ACCOUNTS
INVESTMENT ACCOUNTING (INVESTONE) UK UNIT TRUST AND OEIC ACCOUNTS
CROSS CURRENCY SPOT CONTRACT PROCESSING
ENHANCED CURRENCY CONTRACTS PROCESSING
INTEREST ONLY PRINCIPAL ONLY (IO/PO) SECURITIES PROCESSING
ALTERNATE SHORT POSITION PROCESSING
IFRS MULTIPLE BOOK ACCOUNTING
MASTER/FEEDER ACCOUNTING
MULTI-MANAGER/MCS FUNDS
INSTALLMENT RECEIPT PROCESSING
SEPARATE ACCOUNTS
POOLED FUND ACCOUNTS
CREDIT DEFAULT SWAPS: ASSET GROUP DW
TOTAL RETURN SWAPS: ASSET GROUP TW
SWAPS INTEREST PAYMENT TRANSACTIONS: ASSET GROUPS CW, DW, IW, TW
8.120 GLOBAL FORMULAS
8.130 SEC YIELD CALCULATION
8.140 MERGER BY TAXLOT (MRGT CORPORATE ACTION) FORMULAS
8.150 PROGRAM DEFINITIONS
8.300 IMPOWER
49

Investment Accounting (Investone) System Manual - Table of Contents

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INVESTMENT ACCOUNTING (INVESTONE) SYSTEM MANUAL - TABLE OF CONTENTS

System Manual Table of Contents

SECTION ONE - INTRODUCTION ................................................................................ 1

SECTION ONE - INTRODUCTION

1.20 SUMMARY OF FEATURES

SECTION TWO - SYSTEM OVERVIEW

2.10 HOW CAN INVESTMENT ACCOUNTING (INVESTONE) HELP YOU?

2.20 SPECIAL FEATURES

2.30 SPECIAL OPTIONS

2.40 TECHNICAL ENVIRONMENT

2.50 PARTIAL LIST OF FEATURES AND CAPABILITIES

SECTION THREE - REPORT FORMATS

3.10 INVESTMENT ACCOUNTING (INVESTONE) STANDARD REPORTS

REPORTS BEGINNING WITH A - B

REPORTS BEGINNING WITH C

REPORTS BEGINNING WITH D E

REPORTS BEGINNING WITH F - H

REPORTS BEGINNING WITH I - L

REPORTS BEGINNING WITH M

REPORTS BEGINNING WITH N - P

REPORTS BEGINNING WITH Q - S

REPORTS BEGINNING WITH T - Z

WASH SALES REPORT R094

3.20 INVESTMENT ACCOUNTING (INVESTONE) MUTUAL FUND REPORTS

REPORTS BEGINNING WITH A - H

REPORTS BEGINNING WITH I

REPORTS BEGINNING WITH J - O

REPORTS BEGINNING WITH P - R

REPORTS BEGINNING WITH S - Z

3.30 INVESTMENT ACCOUNTING (INVESTONE) GLOBAL REPORTS

REPORTS BEGINNING WITH A - F

REPORTS BEGINNING WITH I - Z

3.40 U.K. UNIT TRUST REPORTS

REPORTS BEGINNING WITH A - I

INCOME RECONCILIATION REPORT R243

REPORTS BEGINNING WITH N - V

3.50 GENERAL LEDGER REPORTING

3.60 GENERATOR REPORTS

3.70 CASH MANAGER REPORTS

3.80 MASTER/FEEDER ACCOUNTING REPORTS

3.90 MULTIPLE CLASSES OF SHARES REPORTS

3.100 REVERSAL TRANSACTION REPORTS

3.110 INTEREST ONLY (IO)/PRINCIPAL ONLY (PO) REPORTING

3.120 INVESTMENT ACCOUNTING (INVESTONE) FINANCIAL STATEMENTS

3.130 SEPARATE ACCOUNTS REPORTS

3.140 JAPANESE INSTITUTIONAL FUND (JIF) REPORTS

3.150 CENTRAL PRICING SYSTEM REPORTS

3.160 INTERIM EARNINGS REPORTING

3.170 TREASURY INFLATION INDEXED SECURITIES

3.180 INVESTMENT POOL FUND REPORTING

3.300 OPERATING REPORTS

TRANSACTION CODES BY REPORT LISTING PARMO

3.310 MISCELLANEOUS REPORTS

SECTION FOUR - INPUT FORMATS