AM.MDL/1

Asset Modeling Date and Frequency

MODELING

Data Tag: AM.MDL/1

Data Format: MM/DD/CCYY & Then Every

Required field.

Contains the next date on which to extract and process account for asset modeling.

Used to schedule agenda task MDLA (Modeling - Account Asset).

Accepts a date in standard format.

AM.MDL/2

Combine Principal and Income Assets

MODELING

Data Tag: AM.MDL/2

Choose from Combine Principal And Income Assets

Contains a code that specifies whether to combine principal and income portfolios for modeling.

Combines principal and income portfolios for asset modeling.

Keeps principal and income portfolios separate.

Default is N.

AM.MDL/3

Principal Asset Model Code

MODELING

Data Tag: AM.MDL/3

Data Format: 5(A)

Contains a code that specifies the principal asset model code to use.

Accepts a valid model code of up to 5 alphanumeric characters.

Required field if field MDL/2 equals Y (yes) or field MDL/6 is blank.

AM.MDL/4

Principal Cash Reserve

MODELING

Data Tag: AM.MDL/4

Data Format: 9.2(N)

Contains the required amount that must remain in principal cash until the expiration date in account master field MDL/5.

Accepts a dollar value in 9.2 format or a percentage value.

Default is 0.

Applies to Account Master only.

AM.MDL/5

Principal Cash Reserve Expiration Date

MODELING

Data Tag: AM.MDL/5

Data Format: MM/DD/CCYY

Contains the date on which the system no longer refers to the principal cash reserve amount in account master field MDL/4.

Accepts a date in standard format.

Applies to Account Master only.

AM.MDL/6

Income Asset Model Code

MODELING

Data Tag: AM.MDL/6

Data Format: 5(A)

Contains a code that specifies the income asset model code to use.

Accepts a valid model code of up to 5 alphanumeric characters.

Required field if field MDL/3 is blank.

AM.MDL/7

Income Cash Reserve

MODELING

Data Tag: AM.MDL/7

Data Format: 9.2(N)

Contains the required amount that must remain in income cash until the expiration date in account master field MDL/8.

Accepts a dollar value in 9.2 format or a percentage value.

Default is 0.

Applies to Account Master only.

AM.MDL/8

Income Cash Reserve Expiration Date

MODELING

Data Tag: AM.MDL/8

Data Format: MM/DD/CCYY

Contains the date on which the system no longer refers to the income cash reserve amount in account master field MDL/7.

Accepts a date in standard format.

Applies to Account Master only.

AM.MDL/9

Cash Modeling Date and Frequency

MODELING

Data Tag: AM.MDL/9

Data Format: MM/DD/CCYY & Then Every

Contains the next date on which to extract and process account for cash modeling.

Used to schedule agenda task MDLC (Modeling - Account Cash).

Accepts a date in standard format.

Applies to Account Master only.

NOTE: If you already scheduled account for asset modeling, the system suppresses agenda task MDLC.

AM.MDL/10

Combine Principal and Income Cash

MODELING

Data Tag: AM.MDL/10

Choose from Combine Principal And Income Cash

Contains a code that specifies whether to combine principal and income portfolios for modeling.

Combines principal and income portfolios for cash modeling.

Keeps principal and income portfolios separate.

Default is N.

Applies to Account Master only.

AM.MDL/11

Principal Cash Model Code

MODELING

Data Tag: AM.MDL/11

Data Format: 5(A)

Contains a code that specifies the principal cash model code to use.

Accepts a valid model code of up to 5 alphanumeric characters.

Required field if account master field MDL/9 contains a value and MDL/10 equals Y (yes) or account master field MDL/14 is blank.

Applies to Account Master only.

AM.MDL/12

Income Cash Model Code

MODELING

Data Tag: AM.MDL/12

Data Format: 5(A)

Contains a code that specifies the income cash model code to use.

Accepts a valid model code of up to 5 alphanumeric characters.

Required field if account master field MDL/9 contains a value and MDL/11 is blank.

Applies to Account Master only.

AM.MDL/13

Minimum Principal Cash

MODELING

Data Tag: AM.MDL/13

Data Format: 9.2(N)

Contains the minimum principal cash amount for cash modeling.

If account’s available principal cash is less than the value in this field, then agenda task MDLC (Modeling - Account Cash) acts as agenda task MDLA (Modeling - Asset Cash) and performs asset modeling. Otherwise, system suppresses agenda task MDLC and performs no cash modeling.

Accepts a positive or negative dollar value in 9.2 format or a positive percentage value.

Required field if account master field MDL/11 contains a value and account master field MDL/14 is blank.

Applies to Account Master only.

AM.MDL/14

Maximum Principal Cash

MODELING

Data Tag: AM.MDL/14

Data Format: 9.2(N)

Contains the maximum principal cash amount for cash modeling.

Accepts a positive dollar value in 9.2 format or a positive percentage value.

If account’s available principal cash is greater than the value in this field, then agenda task MDLC (Modeling - Account Cash) performs cash modeling. Otherwise, system suppresses agenda task MDLC and performs no cash modeling.

Required field if account master field MDL/11 contains a value and account master field MDL/13 is blank.

Applies to Account Master only.

AM.MDL/15

Minimum Income Cash

MODELING

Data Tag: AM.MDL/15

Data Format: 9.2(N)

Contains the minimum income cash amount for cash modeling.

If account’s available income cash is less than the value in this field, then agenda task MDLC (Modeling - Account Cash) acts as agenda task MDLA (Modeling - Asset Cash) and performs asset modeling. Otherwise, system suppresses agenda task MDLC and performs no cash modeling.

Accepts a positive or negative dollar value in 9.2 format or a positive percentage value.

Required field if account master field MDL/12 contains a value and account master field MDL/16 is blank.

Applies to Account Master only.

AM.MDL/16

Maximum Income Cash

MODELING

Data Tag: AM.MDL/16

Data Format: 9.2(N)

Contains the maximum income cash amount for cash modeling.

If account’s available income cash is greater than the value in this field, then agenda task MDLC (Modeling - Account Cash) performs cash modeling. Otherwise, system suppresses agenda task MDLC and performs no cash modeling.

Accepts a positive dollar value in 9.2 format or positive percentage value.

Required field if account master field MDL/12 contains a value and account master field MDL/15 is blank.

Applies to Account Master only.

AM.MDL/17

Include Cash Reserve in Total Market Value

MODELING

Data Tag: AM.MDL/17

Choose from Incl Cash Reserve In Total Market Value

Contains a code that specifies whether to create modeled trades based on the total market value of the account or the net market value of the account (total market value of the account minus any cash reserve amount).

Overrides installation master field MDL/10 (Include Cash Reserve in Total Market Value).

Considers reserve in total market value from which asset allocations are based.

Does not consider reserve in total market value.

Default is value from installation master field MDL/10.

Applies to Account Master only.

AM.MDL/18

Cash Modeling By Variance

MODELING

Data Tag: AM.MDL/18

Choose from Cash Modeling By Variance

Contains a code that specifies whether to base modeled trades created by cash modeling on the variances of the account’s current holdings.

Overrides installation master field MDL/11 (Cash Modeling by Variance).

Bases modeled trades on variances of account’s current holdings.

Bases modeled trades strictly on the model.

Default is value from installation master field MDL/11.

Applies to Account Master only.

AM.MDL/19

Automatically Promote Trades To Trading Systems

MODELING

Data Tag: AM.MDL/19

Choose from Auto Promote Trades

Contains a code that specifies whether to automatically promote modeled trades created by the date roll. Works with agenda task MDLP (Modeling-Data Purge and Promote Trades).

Applicable if installation master fields MDL/3, MDL/4, MDL/5 and/or MDL/6 equals Y (yes).

Overrides installation master field MDL/7 (Automatically Promote Trades to Trading Systems).

Modeled trades created by date roll modeling process automatically update appropriate trading systems during date roll.

Modeled trades created by date roll process remain in modeling until reviewed and promoted manually.

Default is value from installation master field MDL/7.

Applies to Account Master only.

AM.MDL/20

Promote No CUSIP Trades

MODELING

Data Tag: AM.MDL/20

Choose from Promote No Cusip Trades

Contains a code that specifies whether to promote no-CUSIP trades to Trade Order Entry processing.

Applicable only if installation master field MDL/6 equals Y (yes).

Overrides installation master field MDL/12 (Promote No CUSIP Trades).

Promotes no-CUSIP trades to Trade Order Entry.

Does not promote no-CUSIP trades to Trade Order Entry.

Default is value from installation master field MDL/12.

Applies to Account Master only.

AM.MDL/21

Days To Retain Promoted Trade Data

MODELING

Data Tag: AM.MDL/21

Data Format: 2(N)

Contains the number of calendar days to subtract from the posting date to define the purge through date. Works with agenda task MDLP (Modeling-Data Purge and Promote Trades).

Overrides installation master field MDL/2 (Days to Retain Data).

Accepts any number between 1-99.

Default is value from installation master field MDL/2.

Applies to Account Master only.

AM.MDL/22

Maintain Cash Balance

MODELING

Data Tag: AM.MDL/22

Choose from Maintain Cash Balance

Contains a code that specifies whether to consider cash goal in model when calculating available cash or recalculate holdings to avoid insufficient or excess cash.

Overrides installation master field MDL/13 (Maintain Cash Balance).

System funds the cash goal in a selected model first when calculating available cash, then invests the remaining cash in the securities defined in the model. Applies to Cash modeling.

System recalculates holdings.

Default is N.

Default is value from installation master field MDL/13.

Applies to Account Master only.

AM.MDL/23

Alternate Cash Modeling

MODELING

Data Tag: AM.MDL/23

Choose from Alternate Cash Modeling

Contains a code that specifies whether to enable Alternate Cash Modeling.

Overrides installation master field MDL/15 (Alternate Cash Modeling).

System uses Alternate Cash Modeling, which raises money by selling assets listed in Cash model according to the percentages defined in the model when requesting Cash modeling with negative available.

System uses standard Cash modeling, which only generates purchases.

Default is N.

Mutual Fund Interface (MFI) Group

Account Master

Mutual Fund Interface Group

Field

Name/Format

Description