Home/Available fields for Mass Portfolio Composition Import
Search Knowledge Base by Keyword

Available fields for Mass Portfolio Composition Import

Stock Sectors

Stock.Materials, Stock.Materials.Long, Stock.Materials.Short
Stock.Energy
Stock.Industrials
Stock.HealthCare
Stock.Financials
Stock.InformationTechnology
Stock.TelecommunicationServices
Stock.ConsumerStaples
Stock.ConsumerDiscretionary
Stock.RealEstate
Stock.Utilities
Stock.Others

Credit Rating

CreditRating.AA+
CreditRating.AA-
CreditRating.A+
CreditRating.A-
CreditRating.BBB+
CreditRating.BBB-
CreditRating.BB+
CreditRating.BB-
CreditRating.B+
CreditRating.B-
CreditRating.CCC+
CreditRating.CCC-
CreditRating.CC
CreditRating.C
CreditRating.NotRanked

Asset Class Exposure

AssetClass.Equities
AssetClass.FixedIncome
AssetClass.ForeignExchange
AssetClass.Commodities
AssetClass.Other
AssetClass.Cash

+ custom fields:
AssetClass.MultiAsset
AssetClass.Alternatives
AssetClass.EquitySweden
AssetClass.EquityEurope
AssetClass.EquityUS
AssetClass.EquityEM
AssetClass.EquityGlobal
AssetClass.MultiStrategy
AssetClass.CreditLongShort
AssetClass.EquityLongShort
AssetClass.EventDriven
AssetClass.StructuredProduct
AssetClass.EquityLongOnly
AssetClass.Distressed
AssetClass.GlobalMacro
AssetClass.Systematic
AssetClass.DistributionIncome

Duration / Maturity Profile

Duration.TwoMonths
Duration.ThreeMonths
Duration.FourMonths
Duration.SixMonths
Duration.OneYear
Duration.TwoYears
Duration.ThreeYears
Duration.FourYears
Duration.FiveYears
Duration.TenYears
Duration.FifteenYears
Duration.TwentyYears
Duration.TwentyFiveYears
Duration.ThirtyYears
Duration.ThirtyFiveYears
Duration.Others

Geographic Exposure

Use either names or ISO_3 values from this file.

Next Calculate portfolio composition from trades or instruments

Need help? Feel Free to Ask

Go to Top