Properties required for Shareholding Disclosure - Long Only

To ensure 100% disclosure coverage in all 102 jurisdictions for all asset classes, all of the following properties are required.
It is possible you might 'get away' with less e.g. if you are NOT trading in Hong Kong, US or Australian companies you don't need to provide ExecutionVenue. But obviously if you start trading there in the future you will need this data. Therefore we recommend trying to populate as much as possible.
The only way to be sure you are providing enough data is to go into the system ensure you have no Missing Data or Unknowns - see here.
Validation will fail if any of the properties marked with are missing. Additionally, incorrectly formatted input values can lead to validation failures, e.g. providing a blank value for a decimal property. A default value will be provided for those properties marked with . Please note; For rules that require netting, we will automatically do so, thus you should not net positions provided in the positions file. For more information on this please see here

For information on integrating via API, please see our technical documentation. For all other information please see our Zendesk HelpCentre

Asset Properties

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	Rules	Jurisdictions
AssetId				All	Unique identifier for the asset	String(255)	e.g. Use InstrumentId + AssetClass to signify the unique asset, or another significant unique combination such as ISIN + LocalTicker or ISIN + Execution Venue (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	All	All
AssetName				All	Name of the asset	String(255)	Used as the primary display name for the asset, so ensure this name is meaningful	All	All
AuthorisedLendingAgreement				All	Accounts for various exemptions, i.e. if the stock borrowing and lending arrangements are covered under and comply with the special requirements provided by the regulators.	List	Valid values: MY, PH, TH.	6	3
CustomerAssetId				All	Customer defined Id	String(255)	Only used in UI Optional field to be populated with a customer's own internal Id specification as reference. For example, an Id different to the AssetId used in FundApps.	-	-
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.	2	5
ExemptFromRuleIDs				All	The rules (indicated by RuleID) where the holder has a documented exemption for the asset. The assets will be excluded from the rule IDs listed.	List	Please note that a particular regime in a jurisdiction may have more than one rule that captures a regime (e.g. TDA). Ensure that you specify all RuleIDs in a regime for which you have an exemption.	41	6
HasIntentionToExerciseVotingRights				All	If set to True, indicates that a collateral taker/giver or borrower has the intention to exercise the voting rights attached to the securities transferred.	Boolean	Valid for the following SFTTypes: CollateralTaken, CollateralGiven, Borrowed.	163	30
HasTransferOfTitle				All	If set to True, indicates that the legal title of the security is transferred in the SFT transaction, as determined by the relevant legal agreements. Setting this to FALSE indicates the collateral includes no transfer of title (that which is just a pledge/lien of assets would fall into this category). Note: standard practice in securities lending agreements is that the title is transferred.	Boolean	Valid for the following SFTTypes: Lent, Borrowed, CollateralTaken, CollateralGiven.	334	82
HasTransferOfVotingPower				All	If set to True, indicates that the power to exercise the voting rights of the assets is transferred in the SFT transaction, as determined by the relevant legal agreement.	Boolean	Valid for the following SFTTypes: Lent, Borrowed, CollateralTaken, CollateralGiven.	256	57
HoldingType				All	Direct or Indirect holding. For more information see the Help Centre article on this topic.	String(255)	Only used in Forms Valid values: Direct, Indirect.	-	32
IsFlorangeApplicable				All	If set to true, this indicates that the asset quantity has been held for two or more years and the French Florange Law applies. This should only be set to true for assets relating to securities of issuers which are incorporated in France, which have shares listed on an EEA Regulated Market, and which have articles of association that do not specifically declare that the Florange law should not apply. See the aosphere memo for France, section A.1.8 for details. If undeclared or set to false, the Florange Law does not apply to the position.	Boolean	Please check the specific conditions outlined in the description and the Florange Help Centre article before declaring this property in a position file, including reviewing the issuer's articles of association.	239	66
MarketValue				All	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.	2	1
MarketValueInInstrumentCurrency				All	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.	2	1
Quantity				All	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. 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).	375	104
QuantitySettle				All	On settlement date: 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. 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).	All	All
QuantityStraddle				All	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. This can either be based on trade date (Quantity) or straddle date (QuantityStraddle) QuantityStraddle is the purchased quantity on trade date minus any settled sold positions for that given date.	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). For more information see the Help Centre article on this topic.	8	3
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	376	104

Instrument Properties

An instrument is the portfolio independent information

Property Name				Applies To	Description	Data type	Valid values & notes	Rules	Jurisdictions
AssetClass				All	Asset class (e.g. Equity, Bond, CFD etc.)	String(255)	Valid values: ADR, Bond, CDS, CFD, Convertible, Equity, Forward, Future, Index, Option, PreferredEquity, Rights, StructuredProduct, Swap, Unit, Warrant. To ignore this asset during checking, set to 'Ignore'	378	104
AssetClassCustomer				All	Customer defined asset class	String(255)	Only used in UI Optional field to be populated with a customer's own internal asset class specification as reference	-	-
BlockerValueUS				Convertible, PreferredEquity, Rights, Warrant	The value of the blocker. For compliance with US Section 13 and Section 16A concerning beneficial ownership, instruments that can convert into a reportable underlying share class may have 'blocker provisions'. These represent set contractual conversion limits. For an instrument with a 4.99% blocker provision, populate a value of 4.99 on the instrument.	Decimal		4	1
CallOrPut				Option, Warrant	If an option / warrant is call or put	String(255)	Valid values: Call, Put.	373	104
ClassDebtOutstanding				Bond, Convertible	Outstanding principal amount of a debt issuance	Decimal	Required for UK takeover, New Zealand, China, and Botswana major shareholding calculations for convertibles and Short Australia rules for Bonds.	8	5
ClassPDRsOutstanding				ADR	Total quantity of Philippine Depositary Receipts in circulation for this class of PDRs. This value can be sourced from the company specific data sheet found here.	Decimal	Required for Major Philippines.	1	1
ClassSharesOutstanding				Equity, PreferredEquity, Unit	Total number of shares in circulation for this share class excluding shares held in treasury	Decimal	For Unit funds structured as ETFs this should reflect the number of units issued.	69	22
ContractSize				Forward, Future, Option, Warrant	Contract size of a derivative (i.e. number of the underlying that a single contract converts into). For Position Limits, please refer to the contract specifications.	Decimal	e.g. 1000 would mean every option represents 1000 of the underlying. For Shareholding Disclosure, ContractSize is not generally required for derivatives on bonds.	371	104
ConversionRatio				ADR, Convertible, PreferredEquity, Rights	Convertible: the number of equities one convertible converts into; DR: the number of underlying shares represented in one DR; Right: the number of underlying securities that one right gives entitlement to. Preferred Equity: the number of common shares one convertible preference share converts into.	Decimal		370	104
CountryOfIncorporation				Equity, PreferredEquity, Unit	[Issuer Property] Equity and Preferred Equity - Country where the issuer is incorporated. ETFs - Country where the collective investment scheme's (or other company structure's) legal personality is incorporated	String(255)	Valid values: ISO 3166-1 Alpha 2 country codes.	307	90
CountryOfIssue				Bond, Equity, PreferredEquity, Unit	Country the stock was issued	String(255)	Valid values: ISO 3166-1 Alpha 2 country codes.	17	7
CountryOfRCARegulatedMarkets				ADR, Bond, Convertible, Equity, PreferredEquity, Rights, Unit, Warrant	Country of Relevant Competent Authority (RCA) for securities trading on regulated markets in the European Economic Area (EEA). FundApps automatically populates this property by looking up the relevant instrument's ISIN (or underlying ISIN) in FIRDS, published by ESMA.	String(255)	There is an option to fill in this property with the respective Relevant Competent Authority (represented as a country code) directly in the positions file. Otherwise, FundApps looks it up in the FIRDS list.	2	1
CUSIP				ADR, Bond, CDS, CFD, Convertible, Equity, Future, Option, PreferredEquity, Rights, Swap, Unit, Warrant	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	2	1
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). 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: -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.	232	49
DRType				ADR	Type of depositary receipt	String(255)	Valid values: NVDR, PDR, P-Note, Sponsored, Unclassified, Unsponsored. Required for: Major Thailand and Major Philippines.	4	2
ExercisePrice				CFD, Forward, 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	-	6
ExerciseStyle				Option, Warrant	Exercise style of options and warrants, which is defined by when, and under what circumstances an option may be exercised.	String(255)	Valid values: American, Bermudan, European.	10	31
FaceValue				Bond, Convertible	Denomination of a debt instrument at issuance.	Decimal		10	6
FIGI				ADR, Bond, CDS, CFD, Convertible, Equity, Future, Option, PreferredEquity, Rights, Swap, Unit, Warrant	Twelve-character FIGI	String(255)	Only used in Forms The Financial Instrument Global Identifier is an optional security identifier that can be used in the US 13F information table form to supplement the required CUSIP.	-	1
Has13GDisclosureRequirement				ADR, Convertible, Equity, PreferredEquity, Rights, Warrant	This property should be set to True if you have submitted a 13G filing for an Entity or Portfolio that did not trigger a disclosure on its own. If applicable, Has13GDisclosureRequirement should be set to True for the ISIN of the Class of equity security reported on the 13G filing submitted. For a derivative security (ADR, Option, Convertible) the property should be set on the reportable underlying equity ISIN.	Boolean		1	1
HasAlternateUSSection12Registration				ADR, Convertible, Equity, PreferredEquity, Rights, Warrant	Indicates if a security (or in some cases, the ADR for which it is an underlier) is registered under U.S. Section 12 by other means besides being listed on a U.S. National Securities Exchange. The aosphere memo for the United States describes alternate means of registration in Section 3.5(a), 'Section 12 Registration' and related footnotes. In addition, it is possible for a foreign security (even if it's not traded on a U.S. market) to be considered disclosable if the particular class is held on deposit underlying an ADR which is section 12 registered (See section 3.5(g) of the aosphere memo for the regulatory background). This property should be set to True for securities meeting that criteria.	Boolean	Populate this as True if a security is considered U.S. Section 12 registered as noted in the description. For more information on a security in this category which is also on deposit underlying an ADR in the United States, see Question 101.03 of the SEC's Q&A on 13D and 13G reporting	6	1
HomeMemberState_v2				ADR, Bond, Convertible, Equity, PreferredEquity, Rights, Unit, Warrant	The EU country of the competent authority to which an issuer of the security is assigned or registered with respect to the EU Transparency Directive. This property provides the Home Member State for bonds, equities, units and preferred equities. For all other asset classes, the Home Member State of the underlying asset is returned.	String(255)	Valid values: AT, BE, BG, CY, CZ, DE, DK, EE, ES, FI, FR, GR, HR, HU, IE, IS, IT, LI, LT, LU, LV, MT, NL, NO, PL, PT, RO, SE, SI, SK. For more information see the Help Centre article on this topic.	154	30
HomeMemberStateDRs				ADR	The EU country of the competent authority to which an issuer of the security is assigned or registered with respect to the EU Transparency Directive. This property provides the Home Member State for depository receipts themselves, and not the underlying shares. Please note that due to gold-plating of the Transparency Directive, most EU Member States require disclosure of depository receipts whether or not the issuer's securities that are represented by the depository receipts are admitted to trading on a EEA regulated market.	String(255)	If Home Member State is not provided, the country value is calculated using CalculatedHomeMemberStateDRs.	109	24
InControlOfConversion				Convertible, PreferredEquity, Rights, Warrant	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.	23	35
InstrumentCurrency				ADR, Bond, CDS, CFD, Convertible, Equity, Forward, Future, Index , Option, PreferredEquity, Rights, StructuredProduct , Swap, Unit, Warrant	Currency the instrument is denominated in.	String(255)	Valid values: ISO 4217 currency codes.	375	104
InstrumentId				All	Identifier to link assets to instruments and instruments to Underlying instruments	String(255)	Must be unique for every instrument in one upload	All	All
InstrumentName				All	Instrument name	String(255)	Used as the primary display name for the instrument, so ensure this name is meaningful	All	All
IsCashSettled				CFD , Forward, Future , Option , Swap , Warrant	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.	274	66
IsConvertiblePreferred				PreferredEquity	If the preferred equity has the option to be converted into ordinary shares.	Boolean		230	61
IsCoveredConvertible				Convertible	This property defines whether a convertible bond references shares already in issue or shares to be issued by the issuer upon conversion of the bond. Should this information not be possible to provide, please use the value 'Undetermined'. This value is allowed because the IsCoveredConvertible property, when set to True without certain knowledge, may be conservative in one context (Major rules), but less conservative in another (EU short selling).	String(255)	Valid values: False, True, Undetermined.	187	57
IsCoveredWarrant				Warrant	If the warrant is covered	Boolean		182	54
IsETF				Unit	If a unit fund is exchange traded.	Boolean		135	41
ISIN				ADR, Bond, CDS, CFD, Convertible, Equity, Future, Option, PreferredEquity, Rights, 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. ISIN is only required for Rights for Short US 13f-2 and Takeover GB & IE.	263	55
IsNarrowBasedIndexUS				Index, StructuredProduct, Unit	If an index or basket is 'narrow-based' as set out in the SEC Definitions (and the Exchange Act).	Boolean	This is only used in the rule 'Major: US - Section 16(A) - Insider - Issuer'. This allows clients to optionally determine whether certain reference indices or baskets are considered 'narrow-based' per B.1.7(a) of the US memo. If the property is not set, it will conservatively default to true (i.e. assuming that the index is 'narrow-based').	1	1
IsQIIEligible				All	If a share class is eligible for the Qualified Institutional Investor (QII) exemption based on the fact that the non-QII subsidiaries or affiliates of a QII parent do not hold over 1% as per Section 240.13d1(b)(1)(ii)(G) of the Securities Exchange Act of 1934	Boolean		3	1
IsREIT				Equity, PreferredEquity	[Issuer Property] Set to True if a share of a Real Estate Investment Trust (REIT)	Boolean		2	1
IsRNVRegisteredMX				Equity, PreferredEquity, Unit	[Issuer Property] Whether or not the issuer has securities that are registered with the Registro Nacional de Valores (RNV) in Mexico. FundApps is not able to provide an automatic match to issuers registered with the RNV (the primary inclusion criteria). A default value is supplied by IsRNVRegisteredMXCalculated as a proxy when a value is not supplied. This property may also be declared as an override input.	Boolean	This can be provided optionally where security holders can make such a determination. The source for RNV registrations can be found here.	4	1
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.	365	104
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. For EU government bonds, insert the exact sovereign issuer name from ESMA's list of sovereign issuers. For the SSR EU Bonds: United Kingdom rule insert 'United Kingdom' as the issuer name. For issuers that are disclosable under the nominal share capital rules in The Netherlands, insert the exact issuer name outlined by the Dutch AFM here if you want the system to automatically populate the official value for TotalIssuedNominalCapital.	365	104
LEI				All	[Issuer Property] Legal Entity Identifier of an issuer	String(255)	This property should be provided for as many issuers as possible, as it will allow the system to make an exact match with issuers in the Global Company Database. If LEI is not provided then the system must rely on 'fuzzy matching' on the issuer name which can be unreliable.	All	All
LocalTicker				ADR, Bond, Convertible, Equity, 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)	If a holding is composed of the same class (ISIN) having been traded on multiple venues, separate instruments and separate AssetIDs should be declared in the position file for each quantity of shares traded on each market. A traded instrument can be identified by exchange using SEDOL, exchange-level FIGI or quote-level PermID). (For Singapore) This property is required for disclosure forms, and will allow the Singapore Short selling rule to run on only the quantity of shares traded on SGX-ST (i.e. in scope for disclosure.) (For Hong Kong) This property will allow certain Hong Kong-listed securities without an ISIN assigned to be picked up by the Hong Kong Takeover and Hong Kong short selling Rules. Please ignore the zero prefix (leading zeros) when providing the local ticker. For example, please provide '5' instead of '00005' for HSBC holdings shares listed in Hong Kong.	5	3
Market				ADR, Bond, CDS, CFD, Convertible, Equity, Future, Option, PreferredEquity, Rights, Swap, Unit, Warrant	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.	6	5
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.	316	87
MaturityDate				Convertible, Forward, 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. 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 many other countries.	13	33
NextExerciseDate				Option	Next date where an option is exercisable. For American options: Maturity date	Date	Defaults to MaturityDate if not provided.	9	29
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.	4	2
ParValue				Equity, PreferredEquity, Unit	Price of an equity security when originally issued and bearing no relation to the market price. The value will be stated in the company's articles of incorporation/association. The price must be in the same currency as the TotalIssuedNominalCapital property.	Decimal	Only required for a handful of jurisdictions.	13	5
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		375	104
SwissShareType				ADR, Equity, PreferredEquity	Type of share (Registered or Bearer) as required for Major Switzerland forms.	String(255)	Only used in Forms Valid values: Bearer, Registered.	-	1
TitleOfClass				ADR, Bond, Convertible, Equity, PreferredEquity, Rights, Unit, Warrant	Title of the class of the security (e.g. 1p ORD). Used in disclosure forms	String(255)	Only used in Forms	-	5
TotalEquivalentSharesFromAllConvertibles				Equity, PreferredEquity, Unit	[Issuer Property] Total number of equivalent shares which all convertibles issued by an issuer convert into.	Decimal	Property only required when convertibles are disclosable in China. In such a case, the total shares outstanding denominator should be increased by this value which is the total number of equivalent shares that all convertibles (those held universally) issued by the issuer can convert into. (See A3.3.2(b)(i) of the China memo.) FundApps is not aware of any publicly available source for this figure but have included it for regulatory accuracy. If you are unable to source this information, default to 0.	2	1
TotalIssuedNominalCapital				Equity, PreferredEquity, Unit	[Issuer Property] Total amount of issued nominal share capital across all share classes in instrument currency	Decimal	Property required for jurisdictions such as the Netherlands, Denmark, Czech Republic and Egypt, where the calculation of holdings is based on nominal share capital in an issuer. The TotalIssuedNominalCapital must be in the same currency as the ParValue property. If TotalIssuedNominalCapital is not provided, the rules which use it cannot run. Please note that we have an automated solution for the Dutch Issuer Data in our Regulatory Data.	22	5
TotalSharesInTreasury				Equity, PreferredEquity, Unit	[Issuer Property] Total amount of shares held in treasury by the issuer. Excludes outstanding shares (held by investors).	Decimal	This value is used for regulations that require a calculation using the total shares outstanding including treasury shares. If this data can not be sourced, please set value to zero.	35	11
TotalSharesOutstanding				Equity, PreferredEquity, Unit	[Issuer Property] Total amount of issued shares in circulation (held by investors) for an issuer. Includes the outstanding shares from all share classes. Excludes treasury stock.	Decimal	For Unit funds structured as ETFs this should reflect the number of units issued. Please note that we have heard from clients that some of the values sourced from major data providers can include Treasury Shares for certain countries in which case your denominator can be overstated, leading to inaccurate holding calculations.	83	49
TotalVotingRights				Equity, PreferredEquity, Unit	[Issuer Property] Total amount of voting rights in circulation for an issuer	Decimal		239	66
TotalVotingRightsInTreasury				Equity, PreferredEquity, Unit	[Issuer Property] Total amount of voting rights held in treasury by the issuer.	Decimal	This value is used for regulations that require a calculation using the total voting rights including treasury shares. If this data can not be sourced, please set value to zero.	127	36
TotalVotingShares				Equity, PreferredEquity, Unit	[Issuer Property] Total amount of outstanding shares with voting rights attached in circulation	Decimal		17	12
TotalVotingSharesInTreasury				Equity, PreferredEquity, Unit	[Issuer Property] Total amount of voting shares held in treasury by the issuer.	Decimal		3	1
VotesPerShare				Equity, PreferredEquity, Unit	Number of votes attached to a single share	Decimal	Allowed value range: 0 .. 1000000	284	79

InstrumentComponent Properties

An InstrumentComponent is a component of an index / basket / structured product

Property Name				Applies To	Description	Data type	Valid values & notes	Rules	Jurisdictions
InstrumentId				All		String(255)		All	All
Weighting				ADR, Bond, Convertible, Equity, Index , PreferredEquity, StructuredProduct, Unit	Non-bond asset classes: Weighting of the component in the Index / Structured Product / Unit, where weighting represents the component's market value or capitalisation as a percentage of the total Index / Structured Product / Unit value. If not specified, we will default this to a value of 1. Bonds: Weighting of the component in the Index / Structured Product / Unit, where weighting represents the bond component's notional (currency) value as a percentage of the total (sum of bond holding notionals) bond fund/index.	Decimal	Allowed value range: -1 .. 1	375	104
WeightingQuantity				ADR, Convertible, Equity, Index, PreferredEquity, StructuredProduct, Unit	Weighting of the component in the Index/ Structured Product / Unit, where weighting represents the component's equivalent shares per unit of the Structured Product. If not specified, we will default this to a value of 1.	Decimal	Minimum allowed value: 0 If providing WeightingQuantity instead of Weighting, one should ensure that the sum of all components in the Index/ Structured Product / Unit represented by each component's WeightingQuantity multiplied its price equals the Structured Index/ Structured Product / Unit's price. If not, any look through values will be under or over stated.	375	104

Properties valid for ALL AssetClasses

AssetClass, AssetClassCustomer, AssetId, AssetName, AuthorisedLendingAgreement, CustomerAssetId, ExemptFromRuleIDs, HasIntentionToExerciseVotingRights, HasTransferOfTitle, HasTransferOfVotingPower, HoldingType, InstrumentCurrency, InstrumentId, InstrumentName, IsFlorangeApplicable, IsQIIEligible, LEI, MarketValue, MarketValueInInstrumentCurrency, Price, Quantity, QuantitySettle, QuantityStraddle, SFTType

Properties valid for each AssetClass

Asset classes which require exactly one underlying asset to pass validation are marked with
Asset classes which can have multiple underlying assets are marked with

Asset Class	Description	Valid Underlyings	Properties
ADR	Depositary Receipts. Certificates that represent an ownership interest in shares of a (usually foreign-listed) company. Only NVDRs, which are identified by the DRType 'NVDR', are permitted to have 'Convertible', 'Warrant', or 'Rights' as their underlying assets. This specification is exclusive to NVDRs due to their unique structure.	Convertible, Equity, PreferredEquity, Rights, Warrant	ClassPDRsOutstanding, ConversionRatio, CountryOfRCARegulatedMarkets, CUSIP, DRType, ExecutionVenue, FIGI, Has13GDisclosureRequirement, HasAlternateUSSection12Registration, HomeMemberState_v2, HomeMemberStateDRs, ISIN, IssuerId, IssuerName, LocalTicker, Market, MarketsListedIn, SwissShareType, TitleOfClass, Weighting, WeightingQuantity
Bond	A fixed income instrument where the issuer owes the holder a debt and pays them interest on it		ClassDebtOutstanding, CountryOfIssue, CountryOfRCARegulatedMarkets, CUSIP, FaceValue, FIGI, HomeMemberState_v2, ISIN, IssuerId, IssuerName, LocalTicker, Market, MarketsListedIn, TitleOfClass, Weighting
CDS	Credit Default Swap. A financial derivative contract that allows an investor to swap the credit risk of an issuer, country or another entity with another counterparty	Bond, Index, StructuredProduct	CUSIP, Delta, FIGI, ISIN, Market, MarketsListedIn, Notional
CFD	Contract For Difference	ADR, Bond, Convertible, Equity, Index, PreferredEquity, Rights, StructuredProduct, Unit, Warrant	CUSIP, Delta, ExercisePrice, FIGI, IsCashSettled, ISIN, Market, MarketsListedIn
Convertible	A type of bond which can be converted to a specific number of equity shares of the issuing company (or another company in the case of an exchangeable bond)	ADR, Equity	BlockerValueUS, ClassDebtOutstanding, ConversionRatio, CountryOfRCARegulatedMarkets, CUSIP, Delta, ExecutionVenue, FaceValue, FIGI, Has13GDisclosureRequirement, HasAlternateUSSection12Registration, HomeMemberState_v2, InControlOfConversion, IsCoveredConvertible, ISIN, IssuerId, IssuerName, LocalTicker, Market, MarketsListedIn, MaturityDate, TitleOfClass, Weighting, WeightingQuantity
Equity	Also called: Common Stock. A stock or other security representing an ownership interest in a company		ClassSharesOutstanding, CountryOfIncorporation, CountryOfIssue, CountryOfRCARegulatedMarkets, CUSIP, ExecutionVenue, FIGI, Has13GDisclosureRequirement, HasAlternateUSSection12Registration, HomeMemberState_v2, ISIN, IsREIT, IsRNVRegisteredMX, IssuerId, IssuerName, LocalTicker, Market, MarketsListedIn, ParValue, SwissShareType, TitleOfClass, TotalEquivalentSharesFromAllConvertibles, TotalIssuedNominalCapital, TotalSharesInTreasury, TotalSharesOutstanding, TotalVotingRights, TotalVotingRightsInTreasury, TotalVotingShares, TotalVotingSharesInTreasury, VotesPerShare, Weighting, WeightingQuantity
Forward	A contract or agreement to buy or sell an asset at a certain date at a certain price, where the contract provisions are not standardised	ADR, Bond, Convertible, Equity, Index, PreferredEquity, Rights, StructuredProduct, Unit, Warrant	ContractSize, Delta, ExercisePrice, IsCashSettled, MaturityDate, Notional
Future	A contract or agreement to buy or sell an asset at a certain date at a certain price	ADR, Bond, Convertible, Equity, Index, PreferredEquity, Rights, StructuredProduct, Unit, Warrant	ContractSize, CUSIP, Delta, ExercisePrice, FIGI, IsCashSettled, ISIN, Market, MarketsListedIn, MaturityDate, Notional
Index	A collection or basket of securities which usually track the basket's performance and serve as reference values for a financial derivative	ADR, Bond, CDS, Convertible, Equity, PreferredEquity, Rights, Warrant	IsNarrowBasedIndexUS, Weighting, WeightingQuantity
Option	Financial derivatives that give the buyer the right to buy or sell the underlying asset at a stated price within a specified period.	ADR, Bond, Convertible, Equity, Future, Index, PreferredEquity, Rights, StructuredProduct, Swap, Unit, Warrant	CallOrPut, ContractSize, CUSIP, Delta, ExercisePrice, ExerciseStyle, FIGI, IsCashSettled, ISIN, Market, MarketsListedIn, MaturityDate, NextExerciseDate, Notional
PreferredEquity	Also called: Preference Shares or Preferred Shares. A type of stock in which holders have a higher claim to the dividends or assets of a company and which may contain features of debt instruments, including convertibility into common stock	Equity	BlockerValueUS, ClassSharesOutstanding, ConversionRatio, CountryOfIncorporation, CountryOfIssue, CountryOfRCARegulatedMarkets, CUSIP, ExecutionVenue, FIGI, Has13GDisclosureRequirement, HasAlternateUSSection12Registration, HomeMemberState_v2, InControlOfConversion, IsConvertiblePreferred, ISIN, IsREIT, IsRNVRegisteredMX, IssuerId, IssuerName, LocalTicker, Market, MarketsListedIn, MaturityDate, ParValue, SwissShareType, TitleOfClass, TotalEquivalentSharesFromAllConvertibles, TotalIssuedNominalCapital, TotalSharesInTreasury, TotalSharesOutstanding, TotalVotingRights, TotalVotingRightsInTreasury, TotalVotingShares, TotalVotingSharesInTreasury, VotesPerShare, Weighting, WeightingQuantity
Rights	Subscription Rights. A certificate issued to existing shareholders giving them the right to purchase a certain number of shares from the issuer at a specific price	Equity	BlockerValueUS, ConversionRatio, CountryOfRCARegulatedMarkets, CUSIP, ExecutionVenue, FIGI, Has13GDisclosureRequirement, HasAlternateUSSection12Registration, HomeMemberState_v2, InControlOfConversion, ISIN, LocalTicker, Market, MarketsListedIn, MaturityDate, TitleOfClass
StructuredProduct	A customised collection or basket of securities which may be pre-packaged as an investment, usually track the basket's performance and may serve as reference values for a financial derivative	ADR, Bond, CDS, Convertible, Equity, Forward, Future, Index, Option, PreferredEquity, Rights, StructuredProduct, Unit	IsNarrowBasedIndexUS, Weighting, WeightingQuantity
Swap	A derivative contract in which two parties exchange the cash flows or liabilities of two different financial instruments. Excludes Credit Default Swaps	ADR, Bond, Convertible, Equity, Index, PreferredEquity, Rights, StructuredProduct, Unit, Warrant	CUSIP, Delta, FIGI, IsCashSettled, ISIN, Market, MarketsListedIn, MaturityDate, Notional
Unit	A collective investment scheme or fund (set of pooled investments) which issues units or shares giving rights to the scheme's assets and associated income	ADR, Bond, CDS, Convertible, Equity, Forward, Future, Option, PreferredEquity, Rights, StructuredProduct	ClassSharesOutstanding, CountryOfIncorporation, CountryOfIssue, CountryOfRCARegulatedMarkets, CUSIP, ExecutionVenue, FIGI, HomeMemberState_v2, IsETF, ISIN, IsNarrowBasedIndexUS, IsRNVRegisteredMX, IssuerId, IssuerName, LocalTicker, Market, MarketsListedIn, Notional, ParValue, TitleOfClass, TotalEquivalentSharesFromAllConvertibles, TotalIssuedNominalCapital, TotalSharesInTreasury, TotalSharesOutstanding, TotalVotingRights, TotalVotingRightsInTreasury, TotalVotingShares, TotalVotingSharesInTreasury, VotesPerShare, Weighting, WeightingQuantity
Warrant	A certificate providing a right, but not an obligation to buy or sell a certain number of shares of a company at a specific price in the future; or a financial derivative that gives the buyer the right to receive payment, or the seller the obligation to deliver payment based on a reference composite's value at a particular time or within a period of time specified.	ADR, Equity, Index, StructuredProduct, Unit	BlockerValueUS, CallOrPut, ContractSize, CountryOfRCARegulatedMarkets, CUSIP, Delta, ExecutionVenue, ExerciseStyle, FIGI, Has13GDisclosureRequirement, HasAlternateUSSection12Registration, HomeMemberState_v2, InControlOfConversion, IsCashSettled, IsCoveredWarrant, ISIN, IssuerId, IssuerName, LocalTicker, Market, MarketsListedIn, MaturityDate, TitleOfClass

Portfolio & Entity Properties

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 UI and do not need to be provided in an input file.

The following are required for the rules / system 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)		All	All
PortfolioCurrency		Top Entity	Base currency of the portfolio / currency entity should use for calculations	String(255)	Valid values: ISO 4217 currency codes.	2	1
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, A disclosure will be triggered 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		Portfolio	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, US-QII-Parent. See description of possible values here	33	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.	5	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 the system 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

Last generated: 2024-11-18 10:02:35 UTC