Regulatory Reporting will fail validation if any of the properties marked with 
are missing.
Regulatory Reporting will provide a default value for those properties marked with 
.
For information on integrating via API, please see our GitHub repository.
An asset is the specific position a portfolio has in an instrument. Instrument properties are independent of portfolio, whereas asset properties are specific to the portfolio
| Property Name | Applies To | Description | Data type | Valid values & notes | |||
|---|---|---|---|---|---|---|---|
| AssetId | |
All | 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 | |
All | Name of the asset | String(255) | Used throughout Regulatory Reporting as the primary display name for the asset, so ensure this name is meaningful | ||
| ExecutionVenue | ADR, Convertible, Equity, PreferredEquity, Rights, Unit, Warrant | 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(255) | ISO 10383 code (MIC). Leave this field blank if not able to source at the position level. If a holding is composed of the same class (ISIN) having been executed on multiple venues, separate instruments and separate AssetIDs should be declared in the position file for each quantity of shares executed on each market. |
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| MarketValueAIFMD | All | Market value of a position in instrument currency | Decimal | 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. | |||
| PurchaseValue | All | Purchase value of a position in instrument currency | Decimal | For derivatives, this should represent the purchase value. | |||
| Quantity | All | Equities - Number of shares held Bonds (including Convertibles) - Total nominal value divided by face value (the multiple of the face value making up the nominal of the position) 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. CDS - For credit default swaps, use a negative quantity for protection buys (which is an effective short position) and a positive quantity for protection sells (which is an effective long position). |
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| SFTType | All | 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 |
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| AggregatedValueAIFMD | All | Aggregated Value of a position in instrument currency | Decimal | Calculation of a positions AUM as determined by the ESMA guidelines in Articles 2 and 10 of the Regulation 231/2013. This can either be provided or calculated. | |||
| AverageDailyTradingVolume | All | Average volume of daily trades. | Decimal | Used for the calculation of portfolio liquidity profiles. | |||
| DaysToLiquidate | All | LiquidationTimeframe | String(255) | Used for the calculation of portfolio liquidity profiles, allows override of specific assets. Accepted values are: '1DayOrLess', '2To7', '8To30', '31To90', '91To180', '181To365', '365OrMore' | |||
| Counterparty | All | Counterparty name | String(255) | Counterparty name | |||
| CounterpartyLEI | All | Counterparty LEI | String(255) | Required to have either counterparty LEI or BIC. Populate both if available. | |||
| CounterpartyBIC | All | Counterparty BIC | String(255) | Required to have either counterparty LEI or BIC. Populate both if available. | |||
| CountryOfEconomicExposure | All | Country where the economic activity occurs. For derivatives this is country of issue for the underlying asset. For Units this is the main area of investment of the Unit, ie if the fund is UK registered but is an S&P tracker, country of economic exposure should be US. If the Unit invests in more than one country, please indicate the smallest applicable area, eg Europe, North America, Global. For cash and equivalents use the instrument currency. Bloomberg's Risk Country field is viable. | String(255) | Valid values: ISO 3166-1 Alpha 2 country codes. |
An instrument is the portfolio independent information
| Property Name | Applies To | Description | Data type | Valid values & notes | ||||
|---|---|---|---|---|---|---|---|---|
| AssetClass | |
All | Asset class (e.g. Equity, Bond, CFD etc.) | String(255) | Valid values: Commodity, Future, Option, Swap. To ignore this asset during checking, set to 'Ignore' |
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| InstrumentCurrency |
ADR, Bond, CDS, CFD, Convertible, Equity, Future, Index , Option, PreferredEquity, Rights, StructuredProduct , Swap, Unit, Warrant
|
Currency the instrument is denominated in. | String(255) | Valid values: ISO 4217 currency codes. | ||||
| InstrumentId | |
All | Identifier to link assets to instruments and instruments to Underlying instruments | String(255) | Must be unique for every instrument in one upload | |||
| InstrumentName | |
All | Instrument name | String(255) | Used throughout Regulatory Reporting as the primary display name for the instrument, so ensure this name is meaningful | |||
| IsETF | Unit | If a unit fund is exchange traded. | Boolean | |||||
| IsGovernmentBacked | Bond | If the bond is government backed or guaranteed. For shareholding disclosure, required only if shorting European Government debt. | Boolean | |||||
| GICSSubIndustries | Bond, ADR, Convertible, Equity, PreferredEquity | [Issuer Property] The list of 8-digit codes representing a sub-industry in the MSCI Global Industry Classification Standard (GICS). See the GICS website for more information. If an issuer genuinely has no GICS code, please use the value XXXXXXXX for this property. | List | Valid values: List of sub-industry level GICS and their corresponding sub-industry sector. | 148 | |||
| ISIN | ADR, Bond, CDS, CFD, Convertible, Equity, Future, Option, PreferredEquity, Swap, Unit, Warrant | ISIN of the instrument | String(255) | Used to look-up Instrument in many lists such as EU Short Selling Exempt, short selling black & white lists, Takeover lists etc. Please note that ISIN is not required for instruments with the following asset classes unless they happen to be listed on a South African exchange: Swap, Option, Future, and CFD. | ||||
| IssuerId | ADR, Bond, Convertible, Equity, PreferredEquity, Unit, Warrant | Unique identifier for the issuer of the instrument | String(255) | Do not use the LEI for this as for the foreseeable future not all issuers have an LEI. For Unit funds structured as an ETF, this should identify the ETF itself. | ||||
| IssuerName | ADR, Bond, Convertible, Equity, PreferredEquity, Unit, Warrant | [Issuer Property] Name of the issuer of the instrument | String(255) | For Unit funds structured as ETF, the IssuerName should be that of the ETFs itself. | ||||
| MarketsListedIn | ADR, Bond, CDS, CFD, Convertible, Equity, Future, Option, PreferredEquity, Rights, Swap, Unit, Warrant | 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 | Convertible, Future, Option, PreferredEquity, Rights, Swap, Warrant | Convertible, Right, Warrant: The 'maturity date' should be populated with the first date on which the instrument can be converted into the underlying equity. E.g. if a convertible bond can be converted into the reference security prior to the maturity of the bond then it is the date of when the conversion can take which should be provided. Physically settled derivative When the securities are to be delivered. Bond, Deposit: Maturity Date (for IR only). PreferredEquity (convertible): Convertible preferred equity doesn't have a 'maturity date' in the same sense that convertible debt does. Populate this field with: a) the first date on which the holder can convert into the underlying equity securities, if they hold control of conversion (this is usually found in the share issuance prospectus), or b) the date when the convertible preferred may first be callable (convertible) by the issuer, if the company controls the conditions of conversion. If it can be converted at any time, insert a past date or today's date. |
Date | Necessary for USA & Canada to determine if expiry is within next 60 days and for document generation in the UK, Hong Kong and Philippines. | ||||
| ExercisePrice | CFD, Future, Option, Forward | Price at which a derivative can be exercised. Also known as strike price. As futures do not have an exercise price, this is the futures price of the contract. | Decimal | |||||
| CreditRating | Bond, Convertible | The credit rating of a bond or convertible. Any SnP, Moodys or Fitch rating scales may be used. | String(255) | |||||
| LocalTicker | "ADR", Bond, Convertible, Equity, Future, Option, PreferredEquity, Rights, Unit, Warrant | The ticker or stock symbol which is an abbreviation used to uniquely identify traded shares of a stock on a particular stock market. | String(255) | |||||
| Delta | CDS, CFD, Convertible, Forward, Future, Option, Swap, Warrant | 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). | Decimal | Valid Values: -1 to 1. For instruments with negative delta (e.g. put options), the system will accept the absolute value (i.e. positive value) and this will not affect the rule calculations and results. So for a put option with delta -0.5, both 0.5 and -0.5 are accepted by FundApps. | ||||
| ContractSize | Forward, Future, Option, Warrant | Contract size of a derivative (i.e. number of the underlying that a single contract converts into). | Decimal | e.g. 1000 would mean every option represents 1000 of the underlying. | ||||
| CountryOfIssue | Bond, Equity, PreferredEquity, Unit | Country the stock was issued | String(255) | Valid values: ISO 3166-1 Alpha 2 country codes. | ||||
| IsCoveredWarrant | Warrant | If the warrant is covered | Boolean | |||||
| CallOrPut | Option, Warrant | If an option / warrant is call or put | String(255) | Valid values: Call, Put. | ||||
| FaceValue | Bond, Convertible | Denomination of a debt instrument at issuance. | Decimal | |||||
| Notional | CDS, Forward, Future, Option, Swap, Unit | 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 | We have further guidance on this property in Help Centre. | ||||
| Price | All | 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 |
A portfolio is the smallest unit that can hold assets (aka an account, fund etc.). The properties are generally set-up once and then only updated when changes occur. Portfolio properties can be entered directly into the Regulatory Reporting UI and do not need to be provided in an input file.
The following are required for the Regulatory Reporting to function correctly
| Property Name | Applies To | Description | Data type | Valid values & notes | |||
|---|---|---|---|---|---|---|---|
| ReportingMemberStateAIFMD | Portfolio | String(255) | |||||
| PortfolioId | |
Portfolio | Unique identifier for the portfolio | String(255) | This Id should NOT change over time (even during implementation). If it does a new portfolio will be created. | ||
| PortfolioName | Portfolio | Name of the portfolio | String(255) | ||||
| PortfolioCurrency | Portfolio | Base currency of the portfolio / currency entity should use for calculations | String(255) | Valid values: ISO 4217 currency codes. | 5 | 3 | |
| PortfolioType | Portfolio | Portfolio: a container that holds assets (Accounts, Funds, Portfolios etc.); Entity: an aggregation of portfolios (Management Company, Controlling Entity, etc.) |
String(255) | Valid values: Entity, Portfolio, Umbrella. Click here for more information on umbrellas | |||
| PortfolioCompany | Portfolio | 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 | |||
| DefaultParentId | Portfolio | 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 | |||
| 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 | |||
| LiquidationDate | Portfolio | When the portfolio / entity was / will be liquidated | Date | ||||
| FundDomicile | Portfolio | Country where the fund or entity is domiciled. | String(255) | Valid values: ISO 3166-1 Alpha 2 country codes. | |||
| 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. | |||
| AIFReportingCode | Portfolio | Fund reporting code | String(255) | ||||
| AIFNationalCode | Portfolio | To be considered for every portfolio. This is the unique fund identifier per filing jurisdiction | String(255) | ||||
| AIFMNationalCode | Portfolio | Unique identifier for the portfolio / entity | String(255) | This Id should NOT change over time. | |||
| PortfolioLEI | Portfolio | Fund LEI Code | String(255) | More information is available here | |||
| BicCode | Portfolio | Bank Identifier Code used in disclosure documents | String(255) | ||||
| PredominantAIFType | Portfolio | Predominant type of the AIF. Accepted values: HFND, PEQF, RESF, FOFS, OTHR, NONE | String(255) | ||||
| MasterFeederStatus | Portfolio | The status of the AIF indicating whether the AIF is: a master, a feeder, or neither. Possible values: MASTER, FEEDER, NONE | String(255) | ||||
| TypicalPositionSize | Portfolio | Typical position size of the AIF, possible values are: V_SMALL, SMALL, LOW_MID_MKT, UP_MID_MKT, L_CAP, M_CAP | String(255) | ||||
| FirstFundingSourceCountry | Portfolio | The country of the first main funding source (counterparty of the liability) | String(255) | ||||
| SecondFundingSourceCountry | Portfolio | The country of the second main funding source (counterparty of the liability) | String(255) | ||||
| ThirdFundingSourceCountry | Portfolio | The country of the third main funding source (counterparty of the liability) | String(255) | ||||
| MainBeneficialOwnersRate | Portfolio | For AIFs with several units or shares classes, AIFMs should consider the percentage of these units or shares in relation to the NAV of the AIF in order to be able to aggregate the five beneficial owners that have the largest equity interests in the AIF. Investors that are part of the same group should be considered as a single investor. | String(255) | ||||
| ProfessionalInvestorsConcentrationRate | Portfolio | Investor concentration for professional investors. | Decimal | ||||
| RetailInvestorsConcentrationRate | Portfolio | Investor concentration for retail investors. | Decimal | ||||
| DominantInfluence_CompanyName | Portfolio | Company name that the fund exercises dominant influence over. | String(255) | ||||
| DominantInfluence_CompanyBic | Portfolio | Company BIC that the fund exercises dominant influence over. | String(255) | ||||
| DominantInfluence_CompanyLei | Portfolio | Company LEI that the fund exercises dominant influence over. | String(255) | ||||
| DominantInfluence_TransactionType | Portfolio | Transaction type of the company that the fund exercises dominant influence over. | String(255) | ||||
| DominantInfluence_OtherTransactionTypeDescription | Portfolio | Other details of the company that the fund exercises dominant influence over. | String(255) | ||||
| DominantInfluence_VotingRightsRate | Portfolio | Voting rights in the company that the fund exercises dominant influence over. | Decimal | ||||
| StressTestInvestments | Portfolio | Stress tests results carried out under Article 15. | String(255) | ||||
| StressTestLiquidity | Portfolio | Stress tests results carried out under Article 16. | String(255) | ||||
| InvestorLiquidity_0to1Rate | Portfolio | Percentage of investor liquidity in 0 to 1 day | Decimal | ||||
| InvestorLiquidity_2to7Rate | Portfolio | Percentage of investor liquidity in 2 to 7 days | Decimal | ||||
| InvestorLiquidity_8to30Rate | Portfolio | Percentage of investor liquidity in 8 to 30 days | Decimal | ||||
| InvestorLiquidity_31to90Rate | Portfolio | Percentage of investor liquidity in 31 to 90 days | Decimal | ||||
| InvestorLiquidity_91to180Rate | Portfolio | Percentage of investor liquidity in 91 to 180 days | Decimal | ||||
| InvestorLiquidity_181to365Rate | Portfolio | Percentage of investor liquidity in 181 to 365 days | Decimal | ||||
| InvestorLiquidity_365MoreRate | Portfolio | Percentage of investor liquidity in 181 to 365 days | Decimal | ||||
| IRR | Portfolio | Annualised investment return rate | Decimal | ||||
| SubscriptionsJan | Portfolio | Subscriptions received in January | Decimal | ||||
| SubscriptionsFeb | Portfolio | Subscriptions received in February | Decimal | ||||
| SubscriptionsMar | Portfolio | Subscriptions received in March | Decimal | ||||
| SubscriptionsApr | Portfolio | Subscriptions received in April | Decimal | ||||
| SubscriptionsMay | Portfolio | Subscriptions received in May | Decimal | ||||
| SubscriptionsJun | Portfolio | Subscriptions received in June | Decimal | ||||
| SubscriptionsJul | Portfolio | Subscriptions received in July | Decimal | ||||
| SubscriptionsAug | Portfolio | Subscriptions received in August | Decimal | ||||
| SubscriptionsSep | Portfolio | Subscriptions received in September | Decimal | ||||
| SubscriptionsOct | Portfolio | Subscriptions received in October | Decimal | ||||
| SubscriptionsNov | Portfolio | Subscriptions received in November | Decimal | ||||
| SubscriptionsDec | Portfolio | Subscriptions received in December | Decimal | ||||
| RedemptionsJan | Portfolio | Redemptions received in January | Decimal | ||||
| RedemptionsFeb | Portfolio | Redemptions received in February | Decimal | ||||
| RedemptionsMar | Portfolio | Redemptions received in March | Decimal | ||||
| RedemptionsApr | Portfolio | Redemptions received in April | Decimal | ||||
| RedemptionsMay | Portfolio | Redemptions received in May | Decimal | ||||
| RedemptionsJun | Portfolio | Redemptions received in June | Decimal | ||||
| RedemptionsJul | Portfolio | Redemptions received in July | Decimal | ||||
| RedemptionsAug | Portfolio | Redemptions received in August | Decimal | ||||
| RedemptionsSep | Portfolio | Redemptions received in September | Decimal | ||||
| RedemptionsOct | Portfolio | Redemptions received in October | Decimal | ||||
| RedemptionsNov | Portfolio | Redemptions received in November | Decimal | ||||
| RedemptionsDec | Portfolio | Redemptions received in December | Decimal | ||||
| NAVChangeJan | Portfolio | Change in NAV received in January | Decimal | ||||
| NAVChangeFeb | Portfolio | Change in NAV received in February | Decimal | ||||
| NAVChangeMar | Portfolio | Change in NAV received in March | Decimal | ||||
| NAVChangeApr | Portfolio | Change in NAV received in April | Decimal | ||||
| NAVChangeMay | Portfolio | Change in NAV received in May | Decimal | ||||
| NAVChangeJun | Portfolio | Change in NAV received in Jun | Decimal | ||||
| NAVChangeJul | Portfolio | Change in NAV received in July | Decimal | ||||
| NAVChangeAug | Portfolio | Change in NAV received in August | Decimal | ||||
| NAVChangeSep | Portfolio | Change in NAV received in September | Decimal | ||||
| NAVChangeOct | Portfolio | Change in NAV received in October | Decimal | ||||
| NAVChangeNov | Portfolio | Change in NAV received in November | Decimal | ||||
| NAVChangeDec | Portfolio | Change in NAV received in December | Decimal | ||||
| GIRRJan | Portfolio | Gross Investment Rate of Return received in January | Decimal | ||||
| GIRRFeb | Portfolio | Gross Investment Rate of Return received in February | Decimal | ||||
| GIRRMar | Portfolio | Gross Investment Rate of Return received in March | Decimal | ||||
| GIRRApr | Portfolio | Gross Investment Rate of Return received in April | Decimal | ||||
| GIRRMay | Portfolio | Gross Investment Rate of Return received in May | Decimal | ||||
| GIRRJun | Portfolio | Gross Investment Rate of Return received in June | Decimal | ||||
| GIRRJul | Portfolio | Gross Investment Rate of Return received in July | Decimal | ||||
| GIRRAug | Portfolio | Gross Investment Rate of Return received in August | Decimal | ||||
| GIRRSep | Portfolio | Gross Investment Rate of Return received in September | Decimal | ||||
| GIRROct | Portfolio | Gross Investment Rate of Return received in October | Decimal | ||||
| GIRRNov | Portfolio | Gross Investment Rate of Return received in November | Decimal | ||||
| GIRRDec | Portfolio | Gross Investment Rate of Return received in December | Decimal | ||||
| NIRRJan | Portfolio | Net Investment Rate of Return received in January | Decimal | ||||
| NIRRFeb | Portfolio | Net Investment Rate of Return received in Feb | Decimal | ||||
| NIRRMar | Portfolio | Net Investment Rate of Return received in March | Decimal | ||||
| NIRRApr | Portfolio | Net Investment Rate of Return received in April | Decimal | ||||
| NIRRMay | Portfolio | Net Investment Rate of Return received in May | Decimal | ||||
| NIRRJun | Portfolio | Net Investment Rate of Return received in Jun | Decimal | ||||
| NIRRJul | Portfolio | Net Investment Rate of Return received in July | Decimal | ||||
| NIRRAug | Portfolio | Net Investment Rate of Return received in August | Decimal | ||||
| NIRRSep | Portfolio | Net Investment Rate of Return received in September | Decimal | ||||
| NIRROct | Portfolio | Net Investment Rate of Return received in October | Decimal | ||||
| NIRRNov | Portfolio | Net Investment Rate of Return received in November | Decimal | ||||
| NIRRDec | Portfolio | Net Investment Rate of Return received in November | Decimal | ||||
| InvestorGroupBANK | Portfolio | Percentage of the funds investors that are Banks | Decimal | ||||
| InvestorGroupNFCO | Portfolio | Percentage of the funds investors that are Insurance companies | Decimal | ||||
| InvestorGroupINSC | Portfolio | Percentage of the funds investors that are Non Financial Corporations | Decimal | ||||
| InvestorGroupOFIN | Portfolio | Percentage of the funds investors that are other financial companies | Decimal | ||||
| InvestorGroupPFND | Portfolio | Percentage of the funds investors that are pension funds | Decimal | ||||
| InvestorGroupGENG | Portfolio | Percentage of the funds investors that are governments. | Decimal | ||||
| InvestorGroupOCIU | Portfolio | Percentage of the funds investors that are fund of funds or masters | Decimal | ||||
| InvestorGroupHHLD | Portfolio | Percentage of the funds investors that are households or individual investors | Decimal | ||||
| InvestorGroupUNKN | Portfolio | Percentage of the funds investors that are not known | Decimal | ||||
| InvestorGroupNONE | Portfolio | If there are no investors. | Decimal | ||||
| FinancingAmount0to1 | Portfolio | Percentage of financing amount in 0 to 1 day | Decimal | ||||
| FinancingAmount2to7 | Portfolio | Percentage of financing amount in 2 to 7 days | Decimal | ||||
| FinancingAmount8to30 | Portfolio | Percentage of financing amount in 8 to 30 days | Decimal | ||||
| FinancingAmount31to90 | Portfolio | Percentage of financing amount in 31 to 90 days | Decimal | ||||
| FinancingAmount91to180 | Portfolio | Percentage of financing amount in 91 to 180 days | Decimal | ||||
| FinancingAmount181to365 | Portfolio | Percentage of financing amount in 181 to 365 days | Decimal | ||||
| FinancingAmountMoreThan365 | Portfolio | Percentage of financing amount in more than 365 days | Decimal | ||||
| AssumptionField | Portfolio | Indicate the field that the assumption statement applies to | String(255) | ||||
| Assumption | Portfolio | Statement of the applicable assumption made | String(255) | ||||
| ShareclassName | Portfolio | Name of shareclass | String(255) | ||||
| shareClassIdentifierIsin | Portfolio | Primary Shareclass identifier | String(255) | ||||
| shareClassIdentifierCusip | Portfolio | Primary Shareclass identifier | String(255) | ||||
| shareClassIdentifierSedol | Portfolio | Primary Shareclass identifier | String(255) | ||||
| shareClassIdentifierTicker | Portfolio | Primary Shareclass identifier | String(255) | ||||
| shareClassIdentifierRic | Portfolio | Primary Shareclass identifier | String(255) | ||||
| StrategyType | Portfolio | The portfolios main investment strategy | String(255) | ||||
| PrimaryStrategy | Portfolio | Flag to indicate the primary fund strategy | String(255) | ||||
| StrategyPercentage | Portfolio | Percentage of the fund invested in the strategy | Decimal | ||||
| OtherFundStrategyType | Portfolio | Investment strategy type when StrategyType is set as Other | String(255) | ||||
| RiskMeasureType | Portfolio | Type of risk measure used | String(255) | ||||
| RiskMeasureValue | Portfolio | Value at risk, for the NET_EQTY_DELTA risk type | Decimal | ||||
| LessFiveYearsRiskMeasureValue | Portfolio | Value at risk, less than 5 years | Decimal | ||||
| FifteenYearsRiskMeasureValue | Portfolio | Value at risk, between 5 and 15 years | Decimal | ||||
| MoreFifteenYearsRiskMeasureValue | Portfolio | Value at risk, greater than 15 years. | Decimal | ||||
| VARValue | Portfolio | Value at risk, VAR calculation method | Decimal | ||||
| VARCalculationMethodCodeType | Portfolio | VAR calculation method used. | String(255) | ||||
| PrimeBroker | Portfolio | Main prime broker used, if applicable | String(255) | ||||
| CCP_CounterpartyName | Portfolio | Central Clearing Counterparty Name | String(255) | ||||
| CCP_CounterpartyLei | Portfolio | CCP LEI | String(255) | ||||
| CCP_CounterpartyBic | Portfolio | CCP BIC | String(255) | ||||
| CCP_ExposureValue | Portfolio | Exposure to CCP | String(255) |
Last generated: 2025-03-18 16:37:03 UTC