FundApps Adapptr requires a subset of data from the Shareholding Disclosure property list. It looks up data directly from your chosen data vendor and populates the fields required for Shareholding Disclosure where available.
If you wish to create a combined file for SD and PL, you will need to combine the field list here with the Adapptr PL properties list
Note: Not all fields required by FundApps may be available at your chosen data vendor for every asset class.
For information on:
| Asset Type | Refinitiv | Bloomberg |
|---|---|---|
| Equity | ✔ | ✔ |
| ADR | ✔ | ✔ |
| Preferred Equity | ✔ | ? |
| Units (including ETFs and open-ended funds) | ✔ | ✔*¹ |
| Rights | ✔ | X |
| Warrants | ✔ | ✔ |
| Convertible Bonds | ✔ | ✔ |
| Government Bonds | ✔ | ✔ |
| Single Name Equity Futures | ✔ | ✔ |
| Single Name Equity Option | ✔ | ✔ |
| Index Derivatives | ✔*² | ✔*² |
| OTC Swaps, CFDs, Options, Futures, Warrants, CDS No data is looked up from the vendor for OTCs |
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Multi Level Derivatives (MLDs)
Adapptr provides limited support for multi level derivatives (derivatives which contain multiple instrument levels, such as Options on ADRs on Equities). It is recommended to look these up via the DataProviderId property. Alternatively OTC instruments can be provided with the ComponentISIN property which will relate the OTC instrument to the specified component.
Listed below are the properties you can send to Adapptr in the CSV file for listed securities and derivatives.
ISIN, SEDOL, CUSIP (default is ISIN), and optionally a secondary identifierISIN, SEDOL, CUSIP and/or DataProviderId. The selection of an identifier will be based on the primary identifier, then secondary identifier if one is provided, falling back to DataProviderId if neither the primary or secondary identifier is provided.ISIN, SEDOL, or CUSIP in the CSV file, the same ISIN, SEDOL, or CUSIP will be populated in the generated XML file.InstrumentId property in the XML file that is sent to FundApps.ISIN, SEDOL, or DataProviderId are set as required below. | Property Name | Description | Data type | Valid values & notes | |||
|---|---|---|---|---|---|---|
| AssetId |  |
Unique identifier for the asset | String(255) | e.g. Use ISIN + LocalTicker or ISIN + ExecutionVenue if possible (these are also provided by the exchange-level FIGI or quote-level PermID). 1. Must be unique for every asset in the portfolio (but may be duplicated across portfolios) or else validation will fail and 2. Consistent across NAV dates or else HasActivity will not work and the UI will mark all assets as new |
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| AssetName | |
Name of the asset | String(255) | Used throughout Rapptr as the primary display name for the asset, so ensure this name is meaningful | ||
| MarketValue | Market value of a position in portfolio currency | Decimal | If the market value can't be provided in portfolio currency, it should be provided in instrument currency (property MarketValueInInstrumentCurrency). For derivatives, this should represent the fair market value and should be provided with accrued interest. For non-derivative assets, market value should be provided without accrued interest. For bonds, the regulation does not specify the method but we suggest using the face value multiplied by the bond's dirty price to calculate the market value. | |||
| ExecutionVenue | Market identification code (MIC) for the market that this position is traded and executed on. All shares of the position need to share this venue, otherwise split out the positions so they are venue-specific. | String | ||||
| MarketValueInInstrumentCurrency | Market value of a position in instrument currency | Decimal | Should only be provided if the market value can't be provided in portfolio currency (property MarketValue). For derivatives, this should represent the fair market value and should be provided with accrued interest. For non-derivative assets, market value should be provided without accrued interest. For bonds, the regulation does not specify the method but we suggest using the face value multiplied by the bond's dirty price to calculate the market value. | |||
| Quantity | |
Equities - Number of shares held Bonds (including Convertibles) - Total nominal value of the position, divided by the FaceValue of the (single) bond instrument. ETF - Number of units held Derivatives - Number of contracts held |
Decimal | Short sale positions - Insert a negative quantity for positions resulting from short sale transactions. Lending/Borrowing/Collateral (SFTType) - For any asset which does NOT have an SFTType set to 'Normal', insert only positive quantities. |
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| SFTType | Type of securities financing transaction (SFT) | String(255) | Valid values: Borrowed, CollateralGiven, CollateralTaken, Lent, Normal. This property accounts for various kinds of transactions such as lending, borrowing, repos, reverse repos, while also allowing for general collateral taken and collateral given. See here for more details on populating | |||
| CUSIP | Optional - Nine-character CUSIP | String(255) | Only used for US 13F regulation (to match the SEC list). Either nine-character CUSIP or CINS (CUSIP International Numbering System) must be provided for securities that are reportable under 13F. For assets with no CUSIP (e.g. those not traded in the US), default to: NONE. A CUSIP must be unique to the Sedol or ISIN that it is uploaded for (depending on the identifier you select to query market data). | |||
| ISIN | ISIN of the instrument | String(255) | Used to query data from your data vendor. Used to look-up Instrument in many lists such as EU Short Selling Exempt, short selling black & white lists, Takeover lists etc. | |||
| SEDOL | Optional - Seven-character SEDOL of the instrument | String(255) | Used to query data from your data vendor. Note this property is not required for any Shareholding Disclosure rules. It is purely for data collection. | |||
| DataProviderId | Optional - Lookup code for your chosen Market Data provider | String(255) | Used to query data from your data vendor. Provide either Bloomberg or RIC codes (for Bloomberg and Refinitiv respectively). If using a Bloomberg code you can optionally specify a yellowkey for lookups e.g. "S X3 Comdty". Note this property is not required for any Shareholding Disclosure rules. It is purely for data collection. |
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| ComponentDataProviderId | Optional - Component lookup code for your chosen Market Data provider. An alternative to ComponentISIN | String(255) | Similar to DataProviderId, used to query data from your data vendor for the component. Provide either Bloomberg or RIC codes (for Bloomberg and Refinitiv respectively). If using a Bloomberg code you can optionally specify a yellowkey for lookups e.g. "S X3 Comdty". Note this property is not required for any Shareholding Disclosure rules. It is purely for data collection. |
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| PortfolioId | |
Unique identifier for the portfolio / entity | String(255) | This Id should NOT change over time (even during implementation). If it does a new portfolio / entity will be created. | ||
| Price | Price of the instrument in instrument currency. For bonds and convertibles, the price must be stated as a percentage of the face value of an individual bond (since this is the way bonds are quoted on the market). | Decimal | ||||
| InstrumentCurrency | Currency the instrument is denominated in | String(255) | Valid values: ISO 4217 currency codes. | |||
| VotesPerShare | Number of votes attached to a single share | Decimal | Allowed value range: 0 .. 1000000 |
Listed below are the properties you can send to Adapptr in the CSV file for unlisted securities and derivatives, in addition to the properties defined above for listed products.
For unlisted products, FundApps are unable to get all the required data from the data vendor so we ask the client to provide more data than what would usually be required for listed products.
| Property Name | Applies To | Description | Data type | Valid values & notes | |
|---|---|---|---|---|---|
| AssetClass | Required if no identifier (e.g.ISIN) has been provided |
All | Asset class (e.g. Equity, Bond, CFD etc.) | String(255) | Valid values: CFD, Future, Option, Swap, Warrants, CDS. |
| IsCashSettled | Required if no identifier (e.g.ISIN) has been provided |
CFD, Future, Option, Swap, Warrants | If the derivative is cash settled (as opposed to requiring physical delivery) | Boolean | Most countries capture physically settled derivatives, many (but less) are interested in cash settled derivatives. |
| Market | All | Market identification code (MIC) for the primary market that this instrument is traded on. | String(255) | ISO 10383 code (MIC). Insert the MIC of the primary market that the instrument is traded on. Where a specific market segment is different than the Operating MIC, please use the specific market segment since the Operating MIC is the parent market venue only. For instruments which are truly over-the-counter (OTC), use the value recommended by the ISO standard: XXXX For instruments where the market is completely unknown, use the value: XMIC (which is not an ISO code but a suggested default value in such cases). It is critical that for any market, segment MICs are provided. Please see ISO's official FAQs for the MIC standard under the section 'MIC LEVELS', making note of the definitions for 'market segment MIC' and 'operating MIC' including the point that 'The use of market segment MICs provides more accuracy.' FundApps is unable to validate whether our clients are providing the MICs at the granularity of segment MIC; we strongly recommend that you re-confirm with your data provider(s) that MICs are provided at segment MICs level. |
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| MarketsListedIn | All | List of all market identification codes (MICs) where the instrument is listed - should be a list of all markets that the instrument is listed on, and should include the primary market. | List | ISO 10383 code (MIC). Insert the MICs of all markets that the instrument is listed on (should include the primary market). Where a specific market segment is different than the Operating MIC, please use the specific market segment since the Operating MIC is the parent market venue only. For instruments which are truly over-the-counter (OTC), use the value recommended by the ISO standard: XXXX For instruments where the market is completely unknown, use the value: XMIC (which is not an ISO code but a suggested default value in such cases). It is critical that for any market, segment MICs are provided. Please see ISO's official FAQs for the MIC standard under the section 'MIC LEVELS', making note of the definitions for 'market segment MIC' and 'operating MIC' including the point that 'The use of market segment MICs provides more accuracy.' FundApps is unable to validate whether our clients are providing the MICs at the granularity of segment MIC; we strongly recommend that you re-confirm with your data provider(s) that MICs are provided at segment MICs level. |
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| MaturityDate | Future, Option, Swap | Physically settled derivative When the securities are to be delivered. | String(255) | Necessary for USA & Canada to determine if expiry is within next 60 days and for document generation in the UK, Hong Kong and Philippines. | |
| Notional | Future, Option, Swap | The reference value of the derivative/bond-fund instrument (in instrument currency) in terms of the underlying debt instruments. Applies to derivatives on bonds, derivatives on bond indices or holdings of sovereign bond funds. This may be the face value or a multiple of the face value of underlying debt. For bond funds or bond indices, this will be the sum of the individual bond constituent holding values (not market values), in a common currency. | Decimal | ||
| ExercisePrice | CFD, Future, Option | Price at which a derivative can be exercised. Also known as strike price. Futures - As futures do not have an exercise price, this is the futures price of the contract. Forwards - These would be modelled similarly to futures, and for these derivatives populate this property with the forward price. |
Decimal | Only used in Forms | |
| Delta | CFD, Future, Option, Swap | The Delta measures the degree to which the derivative is exposed to shifts in the price of the underlying asset (price sensitivity with relation to the underlying). Under the European Transparency Directive (TDA) cash settled instruments should be Delta weighted. All cash settled instruments (where IsCashSettled=True) must have a Delta value. Under the Short-Selling Regulation (SSR) all derivatives (including convertibles) should be delta weighted regardless of settlement and therefore a delta must be provided. | Decimal | Valid Values: 0 to 1 | |
| ContractSize | CFD, Future, Option | Contract size of a derivative. If relevant, this should be in instrument currency | Decimal | e.g. 1000 would mean every option represents 1000 of the underlying. | |
| CallOrPut | Required for options, warrants |
Option, Warrant | If an option is call or put | String(255) | Valid values: Call, Put. |
| ExerciseStyle | Option, Warrant | Exercise style of the asset, which is defined by when, and under what circumstances it may be exercised. | String(255) | Valid values: American, Bermudan, European. | |
| NextExerciseDate | Option | Next date where an option is exercisable. For American options: Maturity date | Date | Defaults to MaturityDate if not provided. | |
| ComponentISIN | The ISIN of the underlying or component to the instrument | String(255) | Use this property to tell Adapptr what the underlying security is. A lookup will be attempted using the provided ISIN. | ||
| IsCoveredWarrant | If the warrant is covered | Boolean | |||
| InControlOfConversion | If the holder has control over the conditions of conversion (for convertibles) or exercise (for warrants). | Boolean | Some countries require convertibles & warrants to be counted if the conditions for conversion are within the control of the parties. |
A portfolio is the smallest unit that can hold assets (aka an account, fund etc.), an entity is a grouping of portfolios. The properties are generally set-up once and then only updated when changes occur. Portfolio properties can be entered directly into the Rapptr UI and do not need to be provided in an input file.
The following are required for the rules / Rapptr to function correctly
| Property Name | Applies To | Description | Data type | Valid values & notes | Rules | Jurisdictions | |
|---|---|---|---|---|---|---|---|
| PortfolioId | |
Both | Unique identifier for the portfolio / entity | String(255) | This Id should NOT change over time (even during implementation). If it does a new portfolio / entity will be created. | All | All |
| PortfolioName | |
Portfolio | Name of the portfolio / entity | String(255) | 64 | 47 | |
| PortfolioCurrency | |
Both | Base currency of the portfolio / currency entity should use for calculations | String(255) | Valid values: ISO 4217 currency codes. | 5 | 3 |
| PortfolioType | |
Both | Portfolio: a container that holds assets (Accounts, Funds, Portfolios etc.); Entity: an aggregation of portfolios (Management Company, Controlling Entity, etc.) Umbrella: If a portfolio's direct parent is an umbrella and a portfolio level disclosure is required, Rapptr will trigger the disclosure on the parent umbrella, aggregating all portfolios underneath that specific umbrella |
String(255) | Valid values: Entity, Portfolio, Umbrella. Click here for more information on umbrellas | All | All |
| PortfolioCompany | |
Both | If a Chinese wall, or similar, exists, you will be able to limit the visibility to specific areas of the business. | String(255) | More information is available here | All | All |
| DefaultParentId | Both | Identifier (PortfolioId) of the Entity that a portfolio or (sub)Entity aggregates to | String(255) | Must match a PortfolioId of an Entity in the file. This is used to define the aggregation structure. In this case, an aggregation structure named 'Default' is used. For Entities which are at the top of the tree, the DefaultParentId will be its own PortfolioId. For clients with multiple aggregation structures, additional columns named 'XParentId' can be added, where X is the name of the tree (e.g. Voting, Legal, Management). More information here | All | All | |
| RuleFolders | Portfolio | Defines which rules run on the system. | List | Valid values all folders active in your system see bottom left panel in the rules page | All | All | |
| LiquidationDate | Both | When the portfolio / entity was / will be liquidated | Date | All | All | ||
| BaseDate | Top Entity | Values that indicate the base date to disclose against given as day of the month (1-28) or LastDay-(1-27). | List | Valid values: Valid base dates that can be used to determine when in a month to disclose. | 8 | 1 | |
| CompanyType | Both | Values that indicate classifications for a portfolio/entity that have effect on the application of certain rules | List | Valid values: CA-AMRS, ITFM, JP-FFI, JP-GenInv, JP-StOw, KRPassiveInvestor, None, NotJPAggExempt, NotZA, PH-EligibleII, UKIM, US16AExempt, USPassiveInvestor, US-QII. See description of possible values here |
31 | 8 | |
| DisqualifiedFrom13GIssuerIDs | Both | List of Issuer Ids disqualified from the US 13G regime and to be populated for an entity (or portfolio) at the discretion of a client where the issuer should be checked under 13D instead of 13G based on certain portfolio strategy considerations. See the description for important information on its justification here. | List | See a description of how to populate this field here. | 4 | 1 | |
| DisqualifiedFromAMRSIssuerIDs | Both | List of Issuer Ids disqualified from the Canada AMRS regime and to be populated for an entity (or portfolio) at the discretion of a client where the issuer should be checked under Canada's Early Warning regime instead of AMRS based on certain portfolio strategy considerations. See the description for important information on its justification here. | List | See a description of how to populate this field here. | 2 | 1 | |
| DisqualifiedFromSRSIssuerIDs | Top Entity | List of Issuer Ids disqualified from Japan's Special Reporting System (SRS) regime and to be populated for an entity at the discretion of a client where the issuer should be checked under Japan's normal disclosure regime instead of SRS based on certain portfolio strategy considerations. See the description for information on its justification here. | List | See a description of how to populate this field here. | 8 | 1 | |
| FundDomicile | Both | Country where the fund or entity is domiciled. Required for Spanish major shareholding rules to determine if the fund or entity is domiciled in a tax haven. If not provided Rapptr will conservatively run both tax haven and non-tax haven rules | String(255) | Valid values: ISO 3166-1 Alpha 2 country codes. | 6 | 1 | |
| InvestmentManager13F | Portfolio | The name of the 'institutional investment manager' under U.S. Section 13F(1)(b), which holds 'investment discretion' over the portfolio. In case there is more than one investment management entity involved with shared investment discretion, please provide the name of the manager. Ensure to set the exact same value/name across all portfolios that share the same 13F investment manager. If the reporting entity is your top-level entity, it must be provided in this field for each portfolio as well. |
String(255) | See the SEC FAQ Question 6 for detail on 'investment discretion.' | 1 | 1 | |
| IsAIF | Portfolio | To be considered for every portfolio. If set to True, indicates that the portfolio is either an EU AIF under Article 4.1.k of the AIFMD or a non-EU AIF which is marketed in the EU. | Boolean | This property is required to be set for all portfolios. It is not necessary that all portfolios in the same aggregation tree share the same property. | 1 | 1 | |
| ShortSGReportingType | Portfolio | Indication of which Singapore Short Selling rules are evaluated for a portfolio based on certain attributes described in the regulation, or if another party (e.g. the underlying investor) has taken the disclosure obligation. | String(255) | Valid values: Exclude, NoThreshold, Threshold. See this Help Centre article for the full meaning of each of these values and instructions on which selection to make. |
3 | 1 |
Last generated: 2023-03-24 18:05:00 UTC