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 portfolio currency (AIFMD) | Decimal | If the market value can't be provided in portfolio currency, it should be provided in instrument currency (property MarketValueInInstrumentCurrencyAIFMD). For derivatives, the market value should be determined through a reliable and verifiable daily mark-to-market valuation, ensuring it reflects the fair value based on current market conditions. | |||
| PurchaseValue | All | Purchase value (in PortfolioCurrency) for AIFMD. | Decimal | For derivatives, this should represent the Purchase value (in PortfolioCurrency) for AIFMD. | |||
| 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 | Used for the calculation of portfolio liquidity profiles, allows override of specific assets. | String(255) | 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. | |||
| 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 | |||
|---|---|---|---|---|---|---|---|
| ReportingMemberStatesAIFMD | Both | List of countries in which the AIF or AIFM must report Annex IV. | String(255) | This is needed on both entity level and portfolio level. | |||
| 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 | AIFM reporting code if portfolio is type Entity, AIF reporting code if portfolio is type Portfolio. | String(255) | ||||
| AIFNationalCode | Portfolio | Unique reference identifying the AIF portfolio allocated by the national competent authority of the reporting Member State of the AIFM to which the AIFM reports under AIFMD. | String(255) | ||||
| AIFMNationalCode | Portfolio | National ID of the Entity in the register of the National Competent Authority of the Home Member State Firm Reference Number of the AIFM reporting. | String(255) | ||||
| 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. | String(255) | Valid values: HFND, PEQF, RESF, FOFS, OTHR, NONE | |||
| MasterFeederStatus | Portfolio | The status of the AIF indicating whether the AIF is: a master, a feeder, or neither. | String(255) | Valid values: MASTER, FEEDER, NONE. | |||
| TypicalPositionSize | Portfolio | Typical position size of the AIF. | String(255) | Valid values: V_SMALL, SMALL, LOW_MID_MKT, UP_MID_MKT, L_CAP, M_CAP | |||
| FirstFundingSourceCountry | Portfolio | The country of the first main funding source (counterparty of the liability) | String(255) | Valid values: ISO 3166-1 Alpha 2 country codes. | |||
| SecondFundingSourceCountry | Portfolio | The country of the second main funding source (counterparty of the liability) | String(255) | Valid values: ISO 3166-1 Alpha 2 country codes. | |||
| ThirdFundingSourceCountry | Portfolio | The country of the third main funding source (counterparty of the liability) | String(255) | Valid values: ISO 3166-1 Alpha 2 country codes. | |||
| 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 |
For certain fields, final answers need to be provided by the client, where the client provides the data that goes directly into the report. For other fields, final answers can optionally be provided, otherwise FundApps will calculate a default value - these fields are marked with . In both cases, final answers can be provided either via CSV upload or directly in the Regulatory Reporting UI (or a combination of the two). They should be provided per portfolio/entity
Some columns (ending _[Month] in the table below) are specific to the month. If providing via CSV, columns for the relevant months should be provided, with [Month] replaced with January, February, March, April, May, June, July, August, September, October, November or December. Other columns (ending _[n] in the table below) are specific to the row of the specified table. If providing via CSV, columns for each row of the table should be provided, with [n] replaced with 1, 2, 3, etc, as appropriate.
The following columns are available in the Additional Fund Data CSV. Properties marked with are required for validation to pass. Any other requirements/validations noted below are not enforced on the upload, and any errors or omissions will be flagged in the UI, not at the point of upload.
| Column Name | Applies To | Description | Data type | Valid values & notes | |
|---|---|---|---|---|---|
| PortfolioId | |
Both | Unique identifier for the portfolio | String | Must match exactly with existing records in your system. |
| Aggregation | |
Both | Unique identifier of the aggregation structure | String | Must match exactly with existing records in your system. |
| PortfolioType | |
Both | Portfolio: a container that holds assets (Accounts, Funds, Portfolios etc.); Entity: an aggregation of portfolios (Management Company, Controlling Entity, etc.) |
String | Must match exactly with existing records in your system. |
| FilingType | Both | Whether it is the intial filing for this reporting period, or an amendment to a filing already made | String | Valid values: INIT, AMND | |
| GrossInvestmentReturnsRate_[Month] | Portfolio | Gross Investment Returns Rate for the AIF for that month | Decimal | ||
| NetInvestmentReturnsRate_[Month] | Portfolio | Net Investment Returns Rate for the AIF for that month | Decimal | ||
| NavChangeRate_[Month] | Portfolio | NAV Change Rate for the AIF for that month | Decimal | ||
| Subscription_[Month] | Portfolio | The monetary amount of subcriptions received by the AIF for that month (in Euros) | Integer | ||
| Redemption_[Month] | Portfolio | The monetary amount of redemptions distributed by the AIF for that month (in Euros) | Integer | ||
| RiskMeasureType_[n] | Portfolio | The risk measure type that corresponds to the equivalently numbered entries in RiskMeasureValue, LessFiveYearsRiskMeasureValue, FifteenYearsRiskMeasureValue, MoreFifteenYearsRiskMeasureValue, CurrentMarketRiskMeasureValue, LowerMarketRiskMeasureValue, HigherMarketRiskMeasureValue, VarValue, VARCalculationMethodCodeType, and RiskMeasureDescription. | String | Valid Values: NET_EQTY_DELTA, NET_DV01, NET_CS01, VAR, NET_FX_DELTA, NET_CTY_DELTA, VEGA_EXPO | |
| RiskMeasureValue_[n] | Portfolio | The value of the equivalently numbered risk measure specified in RiskMeasureType. | Decimal | This field is only authorised for risk measure type equal to "NET_EQTY_DELTA" and "NET_FX_DELTA" and "NET_CTY_DELTA" and forbidden otherwise. | |
| LessFiveYearsRiskMeasureValue_[n] | Portfolio | The Value for less than 5 years of the equivalently numbered risk measure specified in RiskMeasureType. | Decimal | This field is only authorised for risk measure type equal to "NET_DV01" and "NET_CS01" and forbidden otherwise. | |
| FifteenYearsRiskMeasureValue_[n] | Portfolio | The Value for 5 - 15 years of the equivalently numbered risk measure specified in RiskMeasureType. | Decimal | This field is only authorised for risk measure type equal to "NET_DV01" and "NET_CS01" and forbidden otherwise. | |
| MoreFifteenYearsRiskMeasureValue_[n] | Portfolio | The Value for greater than 15 years of the equivalently numbered risk measure specified in RiskMeasureType. | Decimal | This field is only authorised for risk measure type equal to "NET_DV01" and "NET_CS01" and forbidden otherwise. | |
| CurrentMarketRiskMeasureValue_[n] | Portfolio | The Current Market value of the equivalently numbered risk measure specified in RiskMeasureType. | Decimal | This field is only authorised for risk measure type equal to "VEGA_EXPO" and forbidden otherwise. | |
| LowerMarketRiskMeasureValue_[n] | Portfolio | The Lower Market value of the equivalently numbered risk measure specified in RiskMeasureType. | Decimal | This field is only authorised for risk measure type equal to "VEGA_EXPO" and forbidden otherwise. | |
| HigherMarketRiskMeasureValue_[n] | Portfolio | The Higher Market value of the equivalently numbered risk measure specified in RiskMeasureType. | Decimal | This field is only authorised for risk measure type equal to "VEGA_EXPO" and forbidden otherwise. | |
| VarValue_[n] | Portfolio | The VaR value of the equivalently numbered risk measure specified in RiskMeasureType. | Decimal | This field is only authorised for risk measure type equal to "VAR" and forbidden otherwise. | |
| VarCalculationMethodCodeType_[n] | Portfolio | The VaR calculation method code for the equivalently numbered risk measure specified in RiskMeasureType. | String | This field is only authorised for risk measure type equal to "VAR" and forbidden otherwise. Valid Values: HISTO, CARLO, PARAM | |
| RiskMeasureDescription_[n] | Portfolio | Free description or notes for the equivalently numbered risk measure specified in RiskMeasureType. | String(300) | The field is mandatory for risk measure values equal to 0 and optional otherwise. | |
| FinancingLiquidity_TotalFinancingAmount | Portfolio | The amount of borrowing by and cash financing available to the AIF (including all drawn and undrawn, committed and uncommitted lines of credit as well as any term financing). Amount expressed in base currency filled in without decimal places. | Integer | ||
| FinancingLiquidity_0to1Rate | Portfolio | Breakdown of the total financing amount divided among the 1 day or less period depending on the longest period for which the creditor is contractually committed to provide such financing. | Decimal | The percentages over all time periods must add up to 100 | |
| FinancingLiquidity_2to7Rate | Portfolio | Breakdown of the total financing amount divided among the “2 to 7 days” period depending on the longest period for which the creditor is contractually committed to provide such financing. | Decimal | The percentages over all time periods must add up to 100 | |
| FinancingLiquidity_8to30Rate | Portfolio | Breakdown of the total financing amount divided among the “8 to 30 days” period depending on the longest period for which the creditor is contractually committed to provide such financing. | Decimal | The percentages over all time periods must add up to 100 | |
| FinancingLiquidity_31to90Rate | Portfolio | Breakdown of the total financing amount divided among the “31 to 90 days” period depending on the longest period for which the creditor is contractually committed to provide such financing. | Decimal | The percentages over all time periods must add up to 100 | |
| FinancingLiquidity_91to180Rate | Portfolio | Breakdown of the total financing amount divided among the “91 to 180 days” period depending on the longest period for which the creditor is contractually committed to provide such financing. | Decimal | The percentages over all time periods must add up to 100 | |
| FinancingLiquidity_181to365Rate | Portfolio | Breakdown of the total financing amount divided among the “181 to 365 days” period depending on the longest period for which the creditor is contractually committed to provide such financing. | Decimal | The percentages over all time periods must add up to 100 | |
| FinancingLiquidity_365MoreRate | Portfolio | Breakdown of the total financing amount divided among the “more than 365 days” period depending on the longest period for which the creditor is contractually committed to provide such financing. | Decimal | The percentages over all time periods must add up to 100 | |
| ShareClassNationalCode_[n] | Portfolio | Where available, unique reference allocated by the national competent authority to which the AIFM reports under AIFMD identifying each share class. | String | All identifiers provided for the same share class must be numbered equivalently | |
| ShareClassIdentifierIsin_[n] | Portfolio | Where available, the ISIN code (ISO 6166 standard) identifying each share class. | String | All identifiers provided for the same share class must be numbered equivalently | |
| ShareClassIdentifierCusip_[n] | Portfolio | Where available, the CUSIP code identifying each share class. | String | All identifiers provided for the same share class must be numbered equivalently | |
| ShareClassIdentifierSedol_[n] | Portfolio | Where available, the SEDOL code identifying each share class. | String | All identifiers provided for the same share class must be numbered equivalently | |
| ShareClassIdentifierTicker_[n] | Portfolio | Where available, the Bloomberg ticker symbol identifying each share class. | String(255) | All identifiers provided for the same share class must be numbered equivalently | |
| ShareClassIdentifierRic_[n] | Portfolio | Where available, the Reuters Identifier Code (RIC) identifying each share class. | String | All identifiers provided for the same share class must be numbered equivalently | |
| InvestorLiquidity_0to1Rate | Portfolio | Breakdown of the NAV divided among the 1 day or less period depending on the shortest period within which the invested funds could be withdrawn or investors could receive redemption payments. | Decimal | The percentages over all time periods must add up to 100 | |
| InvestorLiquidity_2to7Rate | Portfolio | Breakdown of the NAV divided among the “2 to 7 days” period depending on the shortest period within which the invested funds could be withdrawn or investors could receive redemption payments. | Decimal | The percentages over all time periods must add up to 100 | |
| InvestorLiquidity_8to30Rate | Portfolio | Breakdown of the NAV divided among the “8 to 30 days” period depending on the shortest period within which the invested funds could be withdrawn or investors could receive redemption payments. | Decimal | The percentages over all time periods must add up to 100 | |
| InvestorLiquidity_31to90Rate | Portfolio | Breakdown of the NAV divided among the “31 to 90 days” period depending on the shortest period within which the invested funds could be withdrawn or investors could receive redemption payments. | Decimal | The percentages over all time periods must add up to 100 | |
| InvestorLiquidity_91to180Rate | Portfolio | Breakdown of the NAV divided among the “91 to 180 days” period depending on the shortest period within which the invested funds could be withdrawn or investors could receive redemption payments. | Decimal | The percentages over all time periods must add up to 100 | |
| InvestorLiquidity_181to365Rate | Portfolio | Breakdown of the NAV divided among the “181 to 365 days” period depending on the shortest period within which the invested funds could be withdrawn or investors could receive redemption payments. | Decimal | The percentages over all time periods must add up to 100 | |
| InvestorLiquidity_365MoreRate | Portfolio | Breakdown of the NAV divided among the “more than 365 days” period depending on the shortest period within which the invested funds could be withdrawn or investors could receive redemption payments. | Decimal | The percentages over all time periods must add up to 100 | |
| DominantInfluence_CompanyName_[n] | Portfolio | Name of the company over which the AIF has a dominant influence. | String | The field is mandatory if AIF predominant type is 'Private Equity fund' and forbidden otherwise. | |
| DominantInfluence_CompanyBic_[n] | Portfolio | BIC of the company over which the AIF has a dominant influence. | String | The field is mandatory if AIF predominant type is 'Private Equity fund' and forbidden otherwise. | |
| DominantInfluence_CompanyLei_[n] | Portfolio | LEI of the company over which the AIF has a dominant influence. | String | The field is mandatory if AIF predominant type is 'Private Equity fund' and forbidden otherwise. | |
| DominantInfluence_TransactionType_[n] | Portfolio | Transaction type for the company over which the AIF has a dominant influence. | String | The field is mandatory if AIF predominant type is 'Private Equity fund' and forbidden otherwise. | |
| DominantInfluence_OtherTransactionTypeDescription_[n] | Portfolio | If Transaction Type of the company over which the AIF has a dominant influence is Other, description of the transaction. | String | The field is mandatory if AIF predominant type is 'Private Equity fund' and forbidden otherwise. | |
| DominantInfluence_VotingRightsRate_[n] | Portfolio | Percentage of voting rights held in the company over which the AIF has a dominant influence. | Decimal | The field is mandatory if AIF predominant type is 'Private Equity fund' and forbidden otherwise. | |
| InvestorIlliquidAssetArrangement_SidePocketRate | Portfolio | The NAV percentage of the AIF's assets that are currently subject to side pockets arrangements. | Decimal | ||
| InvestorIlliquidAssetArrangement_GatesRate | Portfolio | The NAV percentage of the AIF's assets that are currently subject to gates arrangements. | Decimal | ||
| InvestorIlliquidAssetArrangement_DealingSuspensionRate | Portfolio | The NAV percentage of the AIF's assets that are currently subject to suspension of dealing arrangements. | Decimal | ||
| InvestorIlliquidAssetArrangement_OtherArrangementRate | Portfolio | The NAV percentage of the AIF's assets that are currently subject to other arrangements for managing illiquid assets. | Decimal | ||
| InvestorIlliquidAssetArrangement_OtherArrangementType | Portfolio | If assets are subject to "other arrangements for managing illiquid assets", a description of the arrangement. | String | ||
| InvestorIlliquidAssetArrangement_TotalArrangementRate | Portfolio | The NAV percentage of the AIF's assets that are currently subject to the special arrangements arising from their illiquid nature under Article 23.4 of the AIFMD. | Decimal | ||
| AifIdentifierIsin | |
Portfolio | Where available, the ISIN of the AIF. | String | |
| AifIdentifierCusip | |
Portfolio | Where available, the CUSIP of the AIF. | String | |
| AifIdentifierSedol | |
Portfolio | Where available, the SEDOL of the AIF. | String | |
| AifIdentifierTicker | |
Portfolio | Where available, the Bloomberg Ticker of the AIF. | String | |
| AifIdentifierRic | |
Portfolio | Where available, the Reuters Identification Code (RIC) of the AIF. | String | |
| CCP_Ranking_[n] | Portfolio | The ranking of the CCP in the top three CCPs for which the AIF has exposure. | Integer | ||
| CCP_CounterpartyName_[n] | Portfolio | The name of the CCP in the top three CCPs for which the AIF has exposure. | String | ||
| CCP_CounterpartyLei_[n] | Portfolio | The LEI of the CCP in the top three CCPs for which the AIF has exposure. | String | ||
| CCP_CounterpartyBic_[n] | Portfolio | The BIC of the CCP in the top three CCPs for which the AIF has exposure. | String | ||
| InvestorPreferentialTreatmentFlag | Portfolio | Flag indicating whether there are any investors who obtain preferential treatment or the right to preferential treatment. | Boolean | ||
| DisclosureTermsPreferentialTreatmentFlag | Portfolio | Flag indicating whether there are any different disclosure/reporting to investors. | Boolean | ||
| LiquidityTermsPreferentialTreatmentFlag | Portfolio | Flag indicating whether there are any different investor liquidity terms. | Boolean | ||
| FeeTermsPreferentialTreatmentFlag | Portfolio | Flag indicating whether there are any different fee terms for investors. | Boolean | ||
| OtherTermsPreferentialTreatmentFlag | Portfolio | Flag indicating whether there are any other preferential treatment. | Boolean | ||
| HedgeFundStrategyType_[n] | Portfolio | An investment sub strategy that the fund pursues, completed where the predominant AIF strategy is Hedge Fund. | String | ||
| HedgeFundPrimaryStrategyFlag_[n] | Portfolio | Indicates whether the enumerated sub strategy is the primary sub strategy of the hedge fund. | Boolean | ||
| HedgeFundStrategyNAVRate_[n] | Portfolio | The NAV Rate for the enumerated sub strategy. Expressed as a percentage. Not required for multi strategy types. | Decimal | ||
| HedgeFundStrategyTypeOtherDescription_[n] | Portfolio | Where the enumerated sub strategy type is "Other", indicate details of the investment strategy. | String | ||
| OtherFundStrategyType_[n] | Portfolio | An investment sub strategy that the fund pursues, completed where the predominant AIF strategy is Other. | String | ||
| OtherFundPrimaryStrategyFlag_[n] | Portfolio | Indicates whether the enumerated sub strategy is the primary sub strategy of the fund. | Boolean | ||
| OtherFundStrategyNAVRate_[n] | Portfolio | The NAV Rate for the enumerated sub strategy. Expressed as a percentage. Not required for multi strategy types. | Decimal | ||
| OtherFundStrategyTypeOtherDescription_[n] | Portfolio | Where the enumerated sub strategy type is "Other", indicate details of the investment strategy. | String | ||
| RealEstateFundStrategyType_[n] | Portfolio | An investment sub strategy that the fund pursues, completed where the predominant AIF strategy is Real Estate Fund. | String | ||
| RealEstateFundPrimaryStrategyFlag_[n] | Portfolio | Indicates whether the enumerated sub strategy is the primary sub strategy of the fund. | Boolean | ||
| RealEstateFundStrategyNAVRate_[n] | Portfolio | The NAV Rate for the enumerated sub strategy. Expressed as a percentage. Not required for multi strategy types. | Decimal | ||
| RealEstateFundStrategyTypeOtherDescription_[n] | Portfolio | Where the enumerated sub strategy type is "Other", indicate details of the investment strategy. | String | ||
| FundOfFundsStrategyType_[n] | Portfolio | An investment sub strategy that the fund pursues, completed where the predominant AIF strategy is Other Fund. | String | ||
| FundOfFundsPrimaryStrategyFlag_[n] | Portfolio | Indicates whether the enumerated sub strategy is the primary sub strategy of the fund. | Boolean | ||
| FundOfFundsStrategyNAVRate_[n] | Portfolio | The NAV Rate for the enumerated sub strategy. Expressed as a percentage. Not required for multi strategy types. | Decimal | ||
| FundOfFundsStrategyTypeOtherDescription_[n] | Portfolio | Where the enumerated sub strategy type is "Other", indicate details of the investment strategy. | String | ||
| PrivateEquityFundStrategyType_[n] | Portfolio | An investment sub strategy that the fund pursues, completed where the predominant AIF strategy is Private Equity Fund. | String | ||
| PrivateEquityFundPrimaryStrategyFlag_[n] | Portfolio | Indicates whether the enumerated sub strategy is the primary sub strategy of the fund. | Boolean | ||
| PrivateEquityFundStrategyNAVRate_[n] | Portfolio | The NAV Rate for the enumerated sub strategy. Expressed as a percentage. Not required for multi strategy types. | Decimal | ||
| PrivateEquityFundStrategyTypeOtherDescription_[n] | Portfolio | Where the enumerated sub strategy type is "Other", indicate details of the investment strategy. | String | ||
| ControlledStructure_Name_[n] | Portfolio | The name of the legal structure controlled by the AIF | String | Optional, but ideally the full name as provided by Swift. If a name is entered, one or both of BIC or the LEI must be entered. | |
| ControlledStructure_Lei_[n] | Portfolio | The LEI of the legal structure controlled by the AIF | String | ||
| ControlledStructure_Bic_[n] | Portfolio | The BIC of the legal structure controlled by the AIF | String | ||
| ControlledStructure_ExposureValue_[n] | Portfolio | Gross exposure of the AIF to the legal structure controlled by the AIF | Decimal | ||
| MasterAifName_[n] | Portfolio | Name of the enumerated master fund which is fed by this feeder fund | String | Only relevant to feeder funds | |
| MasterAifNatonalCode_[n] | Portfolio | Unique reference identifying the master AIF allocated by the national competent authority of the enumerated master fund which is fed by this feeder fund | String | Only relevant to feeder funds | |
| MasterAifReportingMemberState_[n] | Portfolio | Reporting Member State of the enumerated master fund which is fed by this feeder fund | String | Only relevant to feeder funds | |
| PrimeBrokerName_[n] | Portfolio | Name of the enumerated prime broker used by the fund | String | ||
| PrimeBrokerLEI_[n] | Portfolio | LEI of the enumerated prime broker used by the fund | String | ||
| PrimeBrokerBIC_[n] | Portfolio | BIC of the enumerated prime broker used by the fund | String | ||
| TurnoverSubAssetType_[n] | Portfolio | Enumerated sub-asset type for which turnover is being reported | String | Must be a valid Sub-Asset Type | |
| TurnoverMarketValue_[n] | Portfolio | Total market value of the turnover in the reporting period for the enumerated sub-asset type | Integer | ||
| TurnoverNotionalValue_[n] | Portfolio | Total notional value of the turnover in the reporting period for the enumerated sub-asset type | Integer | Only valid for derivative sub-asset types | |
| ClearedRepos_CcpRate | Portfolio | Percentage of repos cleared by a CCP | Decimal | ||
| ClearedRepos_BilateralClearingRate | Portfolio | Percentage of repos cleared bilaterally | Decimal | ||
| ClearedRepos_TriPartyRepoClearingRate | Portfolio | Percentage of repos cleared via tri-party arrangements | Decimal | ||
| StressTestsResultArticle15 | Portfolio | Free text to indicate the results of the stress tests performed in accordance with point (b) of Article 15(3) of AIFMD | String | ||
| StressTestsResultArticle16 | Portfolio | Free text to indicate the results of the stress tests performed in accordance with the second subparagraph of Article 16(1) of AIFMD | String | ||
| TradedDerivatives_RegulatedMarketRate | Portfolio | Estimated percentage of trade volume of derivatives traded on a regulated exchange | Decimal | Percentages must sum to 100 | |
| TradedDerivatives_OtcRate | Portfolio | Estimated percentage of trade volume of derivatives traded OTC | Decimal | Percentages must sum to 100 | |
| TradedSecurities_RegulatedMarketRate | Portfolio | Estimated percentage of market value of securities traded on a regulated exchange | Decimal | Percentages must sum to 100 | |
| TradedSecurities_OtcRate | Portfolio | Estimated percentage of market value of securities traded OTC | Decimal | Percentages must sum to 100 | |
| ClearedDerivatives_CcpRate | Portfolio | Estimated percentage of trade volume of derivatives transactions cleared by a CCP | Decimal | Percentages must sum to 100 | |
| ClearedDerivatives_BilateralClearingRate | Portfolio | Estimated percentage of trade volume of derivatives transactions cleared bilaterally | Decimal | Percentages must sum to 100 | |
| InvestorGroupType_[n] | Portfolio | Enumerated type of investor (based on ultimate beneficial ownership of the AIF units) for which data is being provided | String | Valid values: NFCO, BANK, INSC, OFIN, PFND, GENG, OCIU, HHLD, UNKN, NONE | |
| InvestorGroupRate_[n] | Portfolio | Percentage of the NAV held by the enumerated investor group type. | Decimal | Percentages must sum to 100 | |
| HftTransactionNumber | Portfolio | The total number of transactions carried out using a high frequency algorithmic trading technique | Integer | ||
| HftBuySellMarketValue | Portfolio | The market value of buys and sells over the reporting period corresponding to the HFT transactions above | Integer | ||
| CommitmentMethodRate | Portfolio | Leverage of the AIF as calculated under the commitment method | Decimal | ||
| GrossMethodRate | Portfolio | Leverage of the AIF as calculated under the gross method | Decimal | ||
| UnsecuredBorrowingAmount | Portfolio | Unsecured cash borrowing in base currency | Integer | ||
| SecuredBorrowingPrimeBrokerageAmount | Portfolio | Collateralised/secured cash borrowing via Prime Broker in base currency | Integer | ||
| SecuredBorrowingReverseRepoAmount | Portfolio | Collateralised/secured cash borrowing via (reverse) repo in base currency | Integer | ||
| SecuredBorrowingOtherAmount | Portfolio | Collateralised/secured cash borrowing via Other in base currency | Integer | ||
| AnnualInvestmentReturnRate | Portfolio | Target annual investment return (IRR) in normal market conditions (in %) | Decimal |
Last generated: 2025-07-03 09:28:03 UTC