Data dictionary
This page is the data dictionary for the SQXray fund files. The core files are fund liquidity, portfolio holdings, fund reference and fund parent reference. The analytics files extend them: fund fees, fund portfolio analytics, fund portfolio breakdown, fund analytics (the risk measures and the SQX Fund Rating) and fund class periods. The reference-data files carry the disclosed facts: fund profile, fund managers, fund advisers and fund proxy summary. Each file gets one table below listing every delivered field with its type, nullability, and definition; fields with a controlled vocabulary are collected in the appendix of canonical values. Each file also has its own page and a CSV field list, linked from its table.
How the files work together
All files are pipe-delimited .txt files, gzipped, and carry one header row followed by data. They join on the id columns named below: fund_isin, portfolio_id and fund_parent_id.
fund_isin is the share class's ISIN and the key of every share-class file: fund reference, fund liquidity, fund fees, fund analytics, fund class periods and fund profile. Every static fact about a fund lives on the reference file: its name, ticker, parent firm, vehicle type, currency, CUSIP and listing exchange. The liquidity file carries measured liquidity facts connected to its fund_isin.
Holdings are reported at the portfolio level, so one holdings book covers every share class of a fund, and the holdings file is keyed on portfolio_id. portfolio_id appears on the liquidity file and the reference file alike, so whichever class you hold reaches the same book. holding_isin on the holdings file is the position's own ISIN, blank where the source states none. The reference file also carries the SEC filer chain: series id, registrant name and registrant CIK. A home-market fund code rides in fund_ticker where a fund has no exchange ticker.
Enumerated values are listed in the appendix.
The analytics files key the same way. Share-class files (fund fees, fund analytics, fund class periods) key on fund_isin; portfolio files (fund portfolio analytics, fund portfolio breakdown) key on portfolio_id. Where a file carries several rows per key (a prospectus date, a period and comparand, a bucket family and bucket), the extra columns that complete the row's identity are named in its table. Every computed fixed-income measure carries a coverage column beside it: the share of the fixed-income sleeve, by weight, that had the input.
The reference-data files follow the same keys. Fund profile keys on fund_isin, one row per share class. Fund managers and fund proxy summary key on portfolio_id — one row per manager in each capacity, and one row per proxy year and vote category — and each carries fund_isin, the ISIN of the portfolio's representative share class. Fund advisers keys on regulator and regulator_ref, one row per firm per regulator; adviser_file_no on the profile and manager files joins to its SEC rows, and its fund_parent_id joins to the fund parent reference file.
Fund liquidity — fund_liquidity_YYYYMMDD.txt.gz
A daily compressed file that shows, for each fund share class, how it would be sold, how long it takes to fully exit at normal size, the estimated cost of exiting at various position sizes, and the identifier linking it back to the holdings data.
This file on its own page · Field list (.csv)
| Field | Type | Nullable | Description | Example |
|---|---|---|---|---|
analysis_date | DATE | never blank | The date for which the row was computed. | 2026-08-13 |
fund_isin | VARCHAR(12) | never blank (key) | The share class's ISIN and this file's key: one row per fund_isin. The JOIN key for the fund reference file and every other share-class file. | US31635T5424 |
portfolio_id | BIGINT UNSIGNED | never blank | The identifier for the portfolio the holdings attach to. The JOIN key for the portfolio holdings and fund reference files. | 20834 |
net_assets | DECIMAL(22,2) | may be blank | Net assets from the fund's newest N-PORT Part A or sponsor file, in the currency beside it. A portfolio figure repeated on every share class of the portfolio: deduplicate by portfolio_id before summing. | 895915673.56 |
monthly_sales | DECIMAL(22,2) | may be blank | Shares sold in the newest filed month (N-PORT Part B or the sponsor's flow record), in the currency beside it. A portfolio figure repeated on every share class. Blank where no monthly flow is filed. | 500000000.00 |
monthly_redemptions | DECIMAL(22,2) | may be blank | Shares redeemed in the newest filed month, in the currency beside it; over 21 trading days it is the fund's daily redemption capacity. A portfolio figure repeated on every share class. Blank where unfiled. | 400000000.00 |
net_flow | DECIMAL(22,2) | may be blank | monthly_sales less monthly_redemptions for the same month, in the currency beside it. Negative is a net outflow. Blank where either side is unfiled. | 100000000.00 |
currency | CHAR(3) | may be blank | ISO 4217 code of the currency net_assets, monthly_sales, monthly_redemptions and net_flow are stated in: the filing's reporting currency, not the class's trading currency. Blank where the row has no filing behind it. | USD |
fx_rate | DECIMAL(18,9) | may be blank | Units of currency per 1 U.S. dollar, the rate behind this row's *_usd columns. A native figure divided by it is dollars. Blank where currency is blank or USD, and where no rate was found. | 159.085000000 |
exit_channel | ENUM | never blank | How this holder exits: on the exchange, at NAV, into a sponsor's bid, through a tender window, or at termination. | nav_redemption |
liquidity_tier | ENUM | never blank | The liquidity bucket for this exit channel. | thin |
exit_days_typical | DECIMAL(12,2) | may be blank | Days to be flat where size does not bind. Empty on the exchange and terminal channels. | 1.00 |
exit_capacity_usd_per_day | DECIMAL(22,2) | may be blank | Dollars of exit the venue absorbs per trading day: mean daily volume over the class's trailing 90 venue days on its own venue, times the price, in U.S. dollars. Exchange channel only; a wider net than stress_adv_usd. | 852793.37 |
exit_cost_status | ENUM | may be blank | Whether a cost curve could be built, else which input was missing, in precedence order. no_composite_tape: no U.S. composite print; awaiting_adv_history: volume history too short; fx_unavailable fires on no row today. | no_curve |
stress_adv_usd | DECIMAL(22,2) | may be blank | Stressed dollar ADV: p20 of trailing composite-tape daily dollar volume (~90 trading days); the curve conditioning. | 318571.00 |
daily_return_vol | DECIMAL(10,6) | may be blank | Realized daily close-close log-return stdev over the same window (fraction, not %). | 0.009003 |
exit_cost_bps_10k | DECIMAL(10,2) | may be blank | Cost to liquidate a $10,000 position under stress, in basis points. Exchange channel only, where exit_dtl_10k is a day count. Never above 10,000 bps: past the position's own value the cell censors. | 0.00 |
exit_dtl_10k | VARCHAR(24) | may be blank | Trading days to liquidate a $10,000 position under stress. A day count, '>250d', 'n/a: exceeds fund size', or 'n/a: cost exceeds value'. | 1 |
exit_cost_bps_100k | DECIMAL(10,2) | may be blank | Cost to liquidate a $100,000 position under stress, in basis points. Exchange channel only, where exit_dtl_100k is a day count. Never above 10,000 bps: past the position's own value the cell censors. | 0.00 |
exit_dtl_100k | VARCHAR(24) | may be blank | Trading days to liquidate a $100,000 position under stress. A day count, '>250d', 'n/a: exceeds fund size', or 'n/a: cost exceeds value'. | 1 |
exit_cost_bps_1m | DECIMAL(10,2) | may be blank | Cost to liquidate a $1 million position under stress, in basis points. Exchange channel only, where exit_dtl_1m is a day count. Never above 10,000 bps: past the position's own value the cell censors. | 0.00 |
exit_dtl_1m | VARCHAR(24) | may be blank | Trading days to liquidate a $1 million position under stress. A day count, '>250d', 'n/a: exceeds fund size', or 'n/a: cost exceeds value'. | 1 |
exit_cost_bps_10m | DECIMAL(10,2) | may be blank | Cost to liquidate a $10 million position under stress, in basis points. Exchange channel only, where exit_dtl_10m is a day count. Never above 10,000 bps: past the position's own value the cell censors. | 0.00 |
exit_dtl_10m | VARCHAR(24) | may be blank | Trading days to liquidate a $10 million position under stress. A day count, '>250d', 'n/a: exceeds fund size', or 'n/a: cost exceeds value'. | 1 |
exit_cost_bps_100m | DECIMAL(10,2) | may be blank | Cost to liquidate a $100 million position under stress, in basis points. Exchange channel only, where exit_dtl_100m is a day count. Never above 10,000 bps: past the position's own value the cell censors. | 0.00 |
exit_dtl_100m | VARCHAR(24) | may be blank | Trading days to liquidate a $100 million position under stress. A day count, '>250d', 'n/a: exceeds fund size', or 'n/a: cost exceeds value'. | 1 |
exit_cost_bps_1b | DECIMAL(10,2) | may be blank | Cost to liquidate a $1 billion position under stress, in basis points. Exchange channel only, where exit_dtl_1b is a day count. Never above 10,000 bps: past the position's own value the cell censors. | 0.00 |
exit_dtl_1b | VARCHAR(24) | may be blank | Trading days to liquidate a $1 billion position under stress. A day count, '>250d', 'n/a: exceeds fund size', or 'n/a: cost exceeds value'. | n/a: exceeds fund size |
next_liquidity_window_date | DATE | may be blank | The date the next repurchase window is expected to open. | 2026-09-30 |
per_window_capacity_pct | DECIMAL(8,4) | may be blank | Share of net assets that has cleared per repurchase window, averaged over recent windows. | 2.2168 |
capacity_cadence | VARCHAR(13) | may be blank | How often the exit channel delivers capacity. | monthly |
sponsor_bid_observed | TINYINT(1) | may be blank | 1 where a sponsor bid was seen in the mark window, 0 where none was. | 0 |
days_to_termination | INT | may be blank | Days to the fund's scheduled termination. Negative once it has passed. | -252 |
data_source | VARCHAR(32) | may be blank | Where the holdings behind this row came from: SEC for a filing, edinet for a Japanese filing, structural for a book derived from the product's structure, or a sponsor file (web:ishares). Same value as the holdings file. | web:ishares |
data_source_date | DATE | may be blank | The date the source is as of. | 2026-06-30 |
staleness_days | SMALLINT | may be blank | How old the newest holdings filing behind this row is, in days: the age of data_source_date. Blank where no filing exists; never published without data_source. No maximum age is applied; a client gates on it. | 194 |
liquidity_status | VARCHAR(32) | may be blank | The state of the liquidity measures, one slot in precedence order (the worst applicable value); read exit_cost_status too. net_assets_unknown, negative_flow and fx_unavailable are defined but fire on no row today. | no_filing |
Portfolio holdings — portfolio_holdings_YYYYMMDD.txt.gz
Every position each portfolio's source states, ranked by as-filed weight and projected forward to today. A portfolio whose source states positions past the persisted depth carries one aggregate tail row, so the file sums to 100%; a full book carries no tail row. A portfolio whose newest book states no weight for any position is withheld for that analysis date rather than delivered at zero. The portfolio's name is a portfolio-grain fact and is not repeated here.
This file on its own page · Field list (.csv)
| Field | Type | Nullable | Description | Example |
|---|---|---|---|---|
analysis_date | DATE | never blank | The date to which the weights are projected. | 2026-08-13 |
portfolio_id | BIGINT UNSIGNED | never blank (key) | The identifier for the portfolio these positions belong to, and this file's key. The JOIN key to the fund liquidity and fund reference files. | 1717 |
holding_rank | INT | never blank (key) | Order within the portfolio by as-filed weight, not re-sorted after projection. Ranks run over the positions filed, and the aggregate tail row, where one exists, ranks one past the last named position. | 33 |
holding_name | VARCHAR(255) | may be blank | Position name as filed, the fuller of the filing's name and title. Blank where the filing states no name or only a placeholder (N/A, Unknown). 'All other holdings' names the aggregate tail row. | Nvidia |
holding_isin | VARCHAR(64) | may be blank | The position's ISIN, and only an ISIN: a value must pass the ISIN check digit to publish here. Blank where the source states none or an ISIN-shaped code that fails the check digit, and always on the aggregate tail row. | US67066G1040 |
holding_weight | DECIMAL(14,9) | may be blank | Projected weight as of analysis_date, in percent of net assets. Negative on a short position. A book whose source states no weight for any position is not delivered for that analysis date rather than published at zero. | 0.792146804 |
holding_value | DECIMAL(22,2) | may be blank | Position value in holding_value_currency, updated for price changes through analysis_date. Empty where the value currency or price evidence is unavailable. | 1786284.44 |
holding_value_currency | CHAR(3) | may be blank | ISO 4217 currency of holding_value. Distinct from the currency in which the held instrument trades. Empty wherever holding_value is empty: a currency is published only beside the value it denominates. | USD |
fx_rate | DECIMAL(18,9) | may be blank | Units of holding_value_currency per U.S. dollar: the latest rate on or before data_source_date within a seven-day lookback; holding_value / fx_rate is USD. Empty for USD, with no qualifying rate, or no holding_value. | 158.795000000 |
num_shares | DECIMAL(22,6) | may be blank | Share count as filed. Populated where the source states the position in shares; blank where it states a principal amount, a contract count or another unit, and on the tail row. | 43360.000000 |
num_shares_change_percent | DECIMAL(18,6) | may be blank | Percent change in num_shares from the portfolio's second-most-recent filing to its most recent. Blank where either filing states no share count, or no earlier filing exists. | 0.000000 |
asset_category | ENUM | may be blank | Asset category for the holding. | asset-backed |
issuer_category | ENUM | may be blank | The entity type of the holding’s issuer. | US government agency |
projection_method | ENUM | may be blank | The method for projecting the weight of the holding; one value per file. | drift |
data_source | VARCHAR(32) | may be blank | Where the holdings came from: SEC for Form N-PORT, nmfp for Form N-MFP, edinet for a Japanese filing, structural for a physically-backed trust holding itself, web:<sponsor> for the sponsor's site. A closed vocabulary. | SEC |
data_source_date | DATE | may be blank | The ‘as of’ date of the source. Never later than analysis_date. | 2026-04-27 |
Fund reference — fund_reference_YYYYMMDD.txt.gz
The static reference data of the funds. Each share class is treated as a separate fund.
This file on its own page · Field list (.csv)
| Field | Type | Nullable | Description | Example |
|---|---|---|---|---|
analysis_date | DATE | never blank | The date for which the row was computed. | 2026-08-13 |
fund_isin | VARCHAR(12) | never blank (key) | The share class's ISIN and this file's key: one row per fund_isin. The JOIN key for the fund liquidity file and every other share-class file. | US31635T5424 |
fund_ticker | VARCHAR(12) | may be blank | Exchange ticker, where available. | FWSBCX |
fund_name | VARCHAR(255) | may be blank | The fund's name as filed. Where the source filed a filler token in its place, the portfolio's registrant name; blank where neither states one. | Innovator U.S. Small Cap Power Buffer ETF |
fund_parent_id | BIGINT UNSIGNED | may be blank | The identifier for the firm that manages the fund. The JOIN key for the fund parent reference file. | 133 |
vehicle_type | VARCHAR(12) | may be blank | What kind of vehicle the class is: OEF open-end fund, UIT unit investment trust, ETF exchange-traded fund, IF interval fund, CEF closed-end fund, MMF money-market fund, ETP exchange-traded product. Blank until evidenced. | OEF |
currency | CHAR(3) | may be blank | The currency the class trades in. | USD |
cusip | VARCHAR(10) | may be blank | The class's CUSIP | 35472P364 |
listing_exchange | VARCHAR(6) | may be blank | The vendor's (EDI) exchange code for the venue the class is listed on, not a MIC: USNASD is Nasdaq, USPAC is NYSE Arca. Blank where the class is not exchange-listed; an open-end fund or unit trust has no listing. | USNASD |
portfolio_id | BIGINT UNSIGNED | may be blank | The portfolio whose positions this class shares. The JOIN key to portfolio holdings file. | 20834 |
series_id | VARCHAR(12) | may be blank | The portfolio's SEC series id, for looking it up on EDGAR. Blank where the portfolio is not an SEC filer. | S000025644 |
registrant_name | VARCHAR(255) | may be blank | Name of the SEC registrant that files for this portfolio, as the SEC's entity record spells it. Blank where there is none. | Columbia Acorn Trust |
registrant_cik | VARCHAR(10) | may be blank | CIK of the registrant that files for this portfolio. Blank where there is none. | 0001005020 |
Fund parent reference — fund_parent_reference_YYYYMMDD.txt.gz
This file identifies the firm that manages each fund, and the group each adviser rolls up to: its legal identity as the Global LEI Foundation records it, where it is incorporated and headquartered, and its lifecycle. Every fund_parent_id on the fund reference and fund adviser files has a row here.
This file on its own page · Field list (.csv)
| Field | Type | Nullable | Description | Example |
|---|---|---|---|---|
analysis_date | DATE | never blank | The date for which the row was computed. | 2026-08-13 |
fund_parent_id | INT UNSIGNED | never blank (key) | The stable identifier for the managing entity. | 406 |
parent_name | VARCHAR(255) | never blank | Legal name of the firm as the Global LEI Foundation records it. A firm registered under a non-Latin name is published under its own English name, which GLEIF also records. | Highland Opportunities and Income Fund |
parent_lei | CHAR(20) | may be blank | 20-character Legal Entity Identifier for the firm, for joining to GLEIF and to any other LEI-keyed source. Blank where the firm has none on record. | 549300H7BXP5EUEHOJ64 |
lei_status | ENUM | may be blank | GLEIF's registration status of the LEI record, in lower case: issued or lapsed for a renewing or stopped registration, the other values as the LEI-CDF schema defines them. | issued |
incorporation_country | CHAR(2) | may be blank | ISO-2 code for the country whose law the firm is incorporated under. Often differs from hq_country. | US |
hq_city | VARCHAR(128) | may be blank | The city in which the firm's operational headquarters is located, one casing per city. | New York |
hq_state | VARCHAR(64) | may be blank | The state, province, or other region in which the firm's operational headquarters is located, as the ISO 3166-2 subdivision name. Blank for countries where not applicable. | Massachusetts |
hq_country | CHAR(2) | may be blank | ISO-2 code for the country of the operational headquarters. | US |
entity_status | VARCHAR(8) | never blank | Whether GLEIF records the legal entity as live. unknown only for a firm minted from an adviser register whose GLEIF record has not been read. | active |
incorporation_date | DATE | may be blank | The date the legal entity was formed. Blank where GLEIF records none, or a placeholder date it gives to many unrelated firms at once. | 2004-11-23 |
dissolution_date | DATE | may be blank | The date GLEIF records the legal entity as dissolved or merged away. Blank while the entity is active. |
Fund fees — fund_fees_YYYYMMDD.txt.gz
One row per share class per prospectus date: the fee stack as filed in the Risk/Return summary, the peer fee rank on the current SEC-sourced row, and the share-class type. is_current marks the newest prospectus per class.
This file on its own page · Field list (.csv)
| Field | Type | Nullable | Description | Example |
|---|---|---|---|---|
analysis_date | DATE | never blank | The date the file was published for. Only prospectuses and peer cross-sections dated on or before it are read. | 2026-08-27 |
fund_isin | VARCHAR(12) | never blank (key) | The share class's ISIN — the same key, under the same name, as every other share-class file. Always an ISIN; a class without one is not in this file. | US0014191342 |
portfolio_id | BIGINT UNSIGNED | never blank | The portfolio this class belongs to: the same portfolio_id the reference, liquidity and holdings files carry, so the fee stack joins the portfolio-grain files directly. Every class of a portfolio carries the same value. | 20834 |
prospectus_date | DATE | never blank (key) | The date of the prospectus that states this row's fee table. One class has one row per prospectus, so the rows are the class's expense-ratio history. | 2026-06-26 |
is_current | TINYINT(1) | never blank | 1 on the class's newest prospectus on or before analysis_date, 0 on every older one. Filter on it to read one fee table per class. | 1 |
share_class_type | VARCHAR(16) | may be blank | Share class designation read from the class name, one of the share_class_type values in the appendix. Blank where the name states none, or one outside that list. | Retirement |
fee_source | VARCHAR(32) | never blank | Where this row's fee facts come from, as <domain>:<source>: sec:rr_xbrl for a Risk/Return prospectus fee table, else the web/EMT/KID source stating the class's fees. Peer columns ride sec:rr_xbrl rows only. | sec:rr_xbrl |
gross_er_pct | DECIMAL(9,4) | may be blank | Total annual fund operating expenses before any waiver or reimbursement, as a percent of assets (0.95 means 0.95%). | 0.8100 |
net_er_pct | DECIMAL(9,4) | may be blank | Total annual fund operating expenses after waivers and reimbursements, percent of assets. Equals gross_er_pct where the prospectus states no waiver, and never exceeds it. | 0.8100 |
mgmt_fee_pct | DECIMAL(9,4) | may be blank | The management fee, percent of assets. | 0.5200 |
fee_12b1_pct | DECIMAL(9,4) | may be blank | Distribution and service (12b-1) fees, percent of assets. | 0.0000 |
other_expenses_pct | DECIMAL(9,4) | may be blank | Other expenses, percent of assets. Stated by SEC prospectus fee tables only: blank on a web/EMT/KID-sourced row. | 0.2900 |
acquired_fund_fees_pct | DECIMAL(9,4) | may be blank | Acquired fund fees and expenses (the cost of underlying funds held), percent of assets. Stated by SEC prospectus fee tables only: blank on a web/EMT/KID-sourced row. | 0.0100 |
fee_waiver_pct | DECIMAL(9,4) | may be blank | Fee waiver or expense reimbursement, percent of assets; a waiver is negative, never positive, and gross_er_pct + fee_waiver_pct = net_er_pct. A waiver filed as a positive magnitude is restated to this sign. | -0.0600 |
max_front_load_pct | DECIMAL(9,4) | may be blank | Maximum sales charge on purchases, percent of the offering price. | 0.0000 |
max_deferred_load_pct | DECIMAL(9,4) | may be blank | Maximum deferred sales charge, percent of the offering price (or of the other base the filer states). | 0.0000 |
redemption_fee_pct | DECIMAL(9,4) | may be blank | Redemption fee, percent of the amount redeemed; carried negative on every row, as SEC filers report it. | 0.0000 |
exchange_fee_pct | DECIMAL(9,4) | may be blank | Exchange fee, percent of the amount exchanged. Stated by SEC prospectus fee tables only: blank on a web/EMT/KID-sourced row. | 0.0000 |
turnover_pct | DECIMAL(9,4) | may be blank | Portfolio turnover rate for the most recent fiscal year, percent. A portfolio-level figure, so every class of a portfolio carries the same value. Blank where the filing states a rate above 10,000%, a tagging error. | 27.0000 |
expense_example_1y | DECIMAL(12,2) | may be blank | Dollars an investor pays over 1 year on the SEC's $10,000 illustration. Always on the $10,000 base and non-decreasing across the four horizons; a cell filed on another base or out of order is restated or blank. | 83.00 |
expense_example_3y | DECIMAL(12,2) | may be blank | Dollars over 3 years on the $10,000 illustration. Always on the $10,000 base and non-decreasing across the four horizons; a cell filed on another base or out of order is restated or blank. | 259.00 |
expense_example_5y | DECIMAL(12,2) | may be blank | Dollars over 5 years on the $10,000 illustration. Always on the $10,000 base and non-decreasing across the four horizons; a cell filed on another base or out of order is restated or blank. | 450.00 |
expense_example_10y | DECIMAL(12,2) | may be blank | Dollars over 10 years on the $10,000 illustration. Always on the $10,000 base and non-decreasing across the four horizons; a cell filed on another base or out of order is restated or blank. | 1002.00 |
net_er_pct_rank | TINYINT UNSIGNED | may be blank | Percentile rank of net_er_pct within the class's category cohort, 1 cheapest to 100 most expensive. Present on the current sec:rr_xbrl row only. | 91 |
net_er_quintile | TINYINT | may be blank | Fee level of net_er_pct within its cohort, 1 (cheapest fifth) to 5 (most expensive fifth). Derived from net_er_pct_rank. | 5 |
net_er_peer_median | DECIMAL(18,6) | may be blank | The cohort's median net expense ratio, percent. | 0.650000 |
net_er_peer_count | SMALLINT UNSIGNED | may be blank | Distinct portfolios in the cohort net_er_pct was ranked against. | 481 |
gross_er_pct_rank | TINYINT UNSIGNED | may be blank | Percentile rank of gross_er_pct within the cohort, 1 cheapest to 100 most expensive. Present on the current sec:rr_xbrl row only. | 84 |
gross_er_quintile | TINYINT | may be blank | Fee level of gross_er_pct within its cohort, 1 to 5. | 5 |
gross_er_peer_median | DECIMAL(18,6) | may be blank | The cohort's median gross expense ratio, percent. | 0.766750 |
gross_er_peer_count | SMALLINT UNSIGNED | may be blank | Distinct portfolios in the cohort gross_er_pct was ranked against. | 480 |
turnover_pct_rank | TINYINT UNSIGNED | may be blank | Percentile rank of turnover_pct within the cohort, 1 lowest turnover to 100 highest. Present on the current sec:rr_xbrl row only. | 27 |
turnover_quintile | TINYINT | may be blank | Turnover level within its cohort, 1 (lowest fifth) to 5 (highest fifth). | 2 |
turnover_peer_median | DECIMAL(18,6) | may be blank | The cohort's median portfolio turnover, percent. | 48.000000 |
turnover_peer_count | SMALLINT UNSIGNED | may be blank | Distinct portfolios in the cohort turnover_pct was ranked against. | 398 |
peer_category | VARCHAR(24) | may be blank | The SQX category the peer statistics were computed within. Blank where the class has no peer rank. | FI-US |
peer_rank_asof | DATE | may be blank | The date of the peer cross-section the peer columns come from. Blank where the class is in no peer cohort. A cohort too small to rank still publishes its size here with the rank blank. | 2026-08-27 |
Fund portfolio analytics — fund_portfolio_analytics_YYYYMMDD.txt.gz
One row per portfolio: the stated benchmark (its one delivered home), the shape of the newest book, where it is invested, the trailing twelve months of flows, and the fixed-income measures of that same book — each measure beside the share of the bond sleeve that carried its input. Every weight is the position's delivered holding_weight on the same analysis_date, so every book fact recomputes from the portfolio holdings file's rows for the portfolio.
This file on its own page · Field list (.csv)
| Field | Type | Nullable | Description | Example |
|---|---|---|---|---|
analysis_date | DATE | never blank | The date the file was published for. Every fact is the newest on or before it. | 2026-08-27 |
portfolio_id | BIGINT UNSIGNED | never blank (key) | The portfolio the row describes — the same key the holdings feed is keyed on and the reference feed carries for every share class of the portfolio. | 51277 |
portfolio_name | VARCHAR(128) | may be blank | The portfolio's name, published once here for the whole family of files; the holdings feed carries positions under portfolio_id alone. The filed series name where one exists, else the name derived from the share classes. | Vanguard 500 Index Fund |
stated_benchmark | VARCHAR(255) | may be blank | The index or indexes the newest prospectus performance table shows for the portfolio, or the web/EMT layer's benchmark where no prospectus states one; several joined with a semicolon. Never a column label. | SP 500 Index |
stated_benchmark_asof | DATE | may be blank | The date stated_benchmark is read as of — the prospectus date for an SEC row, the source's stated as-of for a web/EMT row (blank where that source states none). Never after analysis_date. | 2026-05-01 |
stated_benchmark_source | VARCHAR(32) | may be blank | Where stated_benchmark comes from: sec:rr_xbrl for a parsed prospectus performance table, else the web/EMT source stating it for the portfolio's classes. Blank exactly when stated_benchmark is. | sec:rr_xbrl |
holdings_asof | DATE | may be blank | The as-of date of the newest book the book facts are measured on — the same book the holdings feed publishes for this portfolio. Blank where no book is inside the publication window. | 2026-06-30 |
n_holdings | INT | may be blank | Positions in that book, including any past the persisted depth — never fewer than the rows the holdings feed ships for the book. | 2064 |
top10_weight_pct | DECIMAL(9,4) | may be blank | Combined delivered weight of the ten largest positions by weight (not the first ten filed), percent of net assets: the sum of the ten largest holding_weight values the holdings feed publishes for the book. | 21.1068 |
holdings_coverage_pct | DECIMAL(9,6) | may be blank | Share of net assets the book's named positions account for, percent — the delivered weight of the named rows; the "All other holdings" tail row is the rest. The disclosure to read before the book facts. | 100.0000 |
top_country_1 | VARCHAR(2) | may be blank | ISO 3166 code of the country with the largest summed position weight in the book. | US |
top_country_1_pct | DECIMAL(9,4) | may be blank | Summed delivered weight of positions in top_country_1, percent of net assets. | 29.9924 |
top_country_2 | VARCHAR(2) | may be blank | The second-largest country by summed weight. | IE |
top_country_2_pct | DECIMAL(9,4) | may be blank | Summed delivered weight of positions in top_country_2, percent of net assets. | 13.4902 |
top_country_3 | VARCHAR(2) | may be blank | The third-largest country by summed weight. | FR |
top_country_3_pct | DECIMAL(9,4) | may be blank | Summed delivered weight of positions in top_country_3, percent of net assets. | 10.9973 |
country_attributed_pct | DECIMAL(9,4) | may be blank | Share of the book's delivered weight that resolves to a country through the published chain, percent of net assets. The denominator behind the top-country columns; 0 means nothing could be placed. | 100.0000 |
geo_code | VARCHAR(8) | may be blank | The category engine's geography verdict: an ISO 3166 code where one country dominates, else a region (JPN, CHN, IND, EUR, APX, LAT), XUS (non-US) or GL (global). Blank where nothing could be placed. | GL |
geo_share_pct | DECIMAL(9,4) | may be blank | The dominant geography's share, percent of country-attributed weight. | 100.0000 |
geo_attributed_pct | DECIMAL(9,4) | may be blank | Share of the newest book that resolves to a country through the published chain (EDI fixed-income reference, issuer listing, incorporation, filer country, ISIN prefix), percent; low values make geo_code weak evidence. | 100.0000 |
geo_asof | DATE | may be blank | The as-of date of the newest book in the window geo_code was measured over. | 2026-06-30 |
ttm_net_flow | DECIMAL(22,2) | may be blank | Sales minus redemptions summed over the trailing twelve months ending at ttm_flow_through, in ttm_flow_currency. Reinvested distributions are excluded. Blank where the months mix currencies. | 0.00 |
ttm_flow_months | TINYINT UNSIGNED | may be blank | Months of flow data present in that window, 1 to 12. Fewer than 12 means a short series, not zero flow in the missing months. | 3 |
ttm_flow_currency | CHAR(3) | may be blank | ISO 4217 currency of ttm_net_flow. | USD |
ttm_flow_through | DATE | may be blank | First day of the newest month in the flow window. | 2026-06-01 |
holdings_source | VARCHAR(32) | may be blank | Where the holdings book came from, in the holdings feed's own data_source vocabulary — the same value that feed carries for the book. {values}. | web:amundi |
book_weight_pct | DECIMAL(9,4) | may be blank | Sum of the delivered position weights in the book (each taken as a magnitude), percent of net assets; how much of the fund the named positions describe. | 100.0000 |
fixed_income_weight_pct | DECIMAL(9,4) | may be blank | Bond-shaped positions as a percent of net assets: the sleeve every measure below describes. | 34.8393 |
fixed_income_inferred_pct | DECIMAL(9,4) | may be blank | Part of the sleeve admitted on a bond reference table knowing the security, with no asset category stated by the source. Percent of net assets. | 34.8393 |
government_weight_pct | DECIMAL(9,4) | may be blank | US government and agency paper as a percent of the fixed-income SLEEVE — not of net assets, unlike the three columns beside it. Multiply by fixed_income_weight_pct / 100 for the net-asset share. | 0.5075 |
fi_status | VARCHAR(16) | may be blank | Whether the book carries a fixed-income sleeve. measured, no_fixed_income, engine_unavailable, no_book. no_book: no book in the window; engine_unavailable: the book's measures were not published. Never blank. | measured |
modified_duration | DECIMAL(12,4) | may be blank | Weighted modified duration of the sleeve, years. | 7.0064 |
modified_duration_coverage_pct | DECIMAL(9,4) | may be blank | Percent of the sleeve weight that carried a duration. | 91.8254 |
convexity | DECIMAL(12,4) | may be blank | Weighted convexity of the sleeve. | 0.0035 |
convexity_coverage_pct | DECIMAL(9,4) | may be blank | Percent of the sleeve weight that carried a convexity. | 91.8254 |
avg_price | DECIMAL(12,4) | may be blank | Weighted price of the sleeve, per 100 par. | 106.5688 |
avg_price_coverage_pct | DECIMAL(9,4) | may be blank | Percent of the sleeve weight that carried a price. | 0.5075 |
yield_to_maturity_pct | DECIMAL(12,4) | may be blank | Weighted yield to maturity of the sleeve, percent. | 3.6637 |
yield_to_maturity_coverage_pct | DECIMAL(9,4) | may be blank | Percent of the sleeve weight that carried a yield to maturity. | 91.8254 |
yield_to_worst_pct | DECIMAL(12,4) | may be blank | Weighted yield to worst of the sleeve, percent. | 3.6637 |
yield_to_worst_coverage_pct | DECIMAL(9,4) | may be blank | Percent of the sleeve weight that carried a yield to worst. | 91.8254 |
avg_coupon_pct | DECIMAL(12,4) | may be blank | Weighted coupon of the sleeve, percent. | 4.1259 |
avg_coupon_coverage_pct | DECIMAL(9,4) | may be blank | Percent of the sleeve weight that carried a coupon. | 26.8628 |
avg_maturity_years | DECIMAL(12,4) | may be blank | Weighted years to maturity of the sleeve from holdings_asof. A bullet bond counts at its stated maturity; an ABS-MBS pool or TBA at its weighted average life at 6% CPR, not its filed final maturity. | 11.7960 |
avg_maturity_coverage_pct | DECIMAL(9,4) | may be blank | Percent of the sleeve weight that carried a maturity term: a stated maturity date, or for an amortizing pool its 6% CPR weighted average life. | 100.0000 |
maturity_wal_pct | DECIMAL(9,4) | may be blank | Percent of the sleeve weight whose maturity term is a 6% CPR weighted average life (amortizing mortgage pools and TBAs) rather than a stated maturity date: the share of the maturity figures resting on that assumption. | 17.8900 |
avg_credit_score | DECIMAL(9,4) | may be blank | Weighted credit quality of the rated sleeve on a 1 (AAA) to 7 (below B) scale; lower is higher quality. | 3.3487 |
rating_coverage_pct | DECIMAL(9,4) | may be blank | Percent of the sleeve weight carrying an agency rating, US government status, the majority agency rating of the same issuer's other bonds, or the fund engine's model band at or above its confidence floor. | 60.8486 |
duration_style | VARCHAR(4) | may be blank | The interest-rate coordinate of the style box, from modified_duration against published breakpoints. ltd, mod, ext. Blank where no duration could be measured. | ext |
credit_style | VARCHAR(4) | may be blank | The credit coordinate of the style box, from avg_credit_score against published breakpoints. high, med, low. Blank where no rating could be measured. | med |
analytics_asof_min | DATE | may be blank | Oldest pricing date among the bond prices and analytics used. | 2025-06-23 |
analytics_asof_max | DATE | may be blank | Newest pricing date among the bond prices and analytics used. | 2025-06-23 |
fixed_income_methodology_version | VARCHAR(24) | may be blank | The version of the published methodology the fixed-income rows were computed under. | fixed-income-1.1 |
fixed_income_engine_version | VARCHAR(16) | may be blank | The version of the fixed-income engine that computed the row. | fim-1.1 |
Fund portfolio breakdown — fund_portfolio_breakdown_YYYYMMDD.txt.gz
One row per portfolio per bucket family per bucket: the equity sector mix, the fixed-income distributions (credit quality, coupon, maturity, duration by credit, bond sector) and the whole-book families (country, country_source, currency, country_incorp). Every row names the sleeve its weight is a share of and how much of the book that sleeve is; coverage_pct says how much of the sleeve the real buckets cover. A whole-book row's weights are the holding_weight values the portfolio holdings file publishes for the book on the same day, so a country or currency split recomputes from that file and its denominator is the whole delivered book (100). A sleeve family emits only buckets carrying weight; a family with coverage_pct 0 is its residual bucket alone. On a maturity row an amortizing mortgage pool or TBA counts at its weighted average life at 6% CPR, not its filed final maturity.
This file on its own page · Field list (.csv)
| Field | Type | Nullable | Description | Example |
|---|---|---|---|---|
analysis_date | DATE | never blank | The date the file was published for. The sector mix is the newest cross-section on or before it. | 2026-08-27 |
portfolio_id | BIGINT UNSIGNED | never blank (key) | The portfolio the row describes — the same key the holdings and portfolio facts feeds are keyed on. | 100001130 |
bucket_family | VARCHAR(16) | never blank (key) | The row's distribution: sector (equity), a fixed-income family (credit_quality, coupon, maturity, duration_credit, bond_sector), or a whole-book family (country, country_source, currency, country_incorp). | sector |
bucket | VARCHAR(24) | never blank (key) | The family member: a sector name (up to 24 characters), a fixed-income bucket label, an ISO 3166 alpha-2 country, an ISO 4217 alpha-3 currency, a country_source rung, or unattributed. Codes only, never filler. | Technology |
weight_pct | DECIMAL(9,4) | never blank | The bucket's share of the sleeve named in denominator, percent; negative where the bucket is net short. A family sums to 100, a whole-book family to denominator_pct; only buckets carrying weight are rows. | 6.6588 |
denominator | VARCHAR(20) | never blank | What the weight is a share of: equity_sleeve on a sector row, fixed_income_sleeve on a fixed-income row, book on a country or currency row. | equity_sleeve |
denominator_pct | DECIMAL(9,4) | may be blank | That sleeve as a share of the whole book, percent: how much of the portfolio the row's weights describe. On a book row it is the delivered book's total, the whole book by the holdings feed's construction. | 59.9621 |
coverage_pct | DECIMAL(9,4) | may be blank | Share of the sleeve that landed in a real bucket, percent: classified to a named sector, holding the input, or stating the axis. On a sleeve row 0..100; 0 marks a family with no content. | 60.8486 |
holdings_asof | DATE | may be blank | The report date of the holdings book the row was measured from — inside the holdings feed's publication window, so the book is in that day's holdings file. | 2026-06-30 |
measured_asof | DATE | never blank | The date the row's engine measured the mix: the sector cross-section's date, the fixed-income engine's date, or analysis_date for a whole-book row. Compare with analysis_date to tell a fresh mix from a stale one. | 2026-08-27 |
Fund analytics — fund_analytics_YYYYMMDD.txt.gz
One row per share class with a return series: the computed measures — trailing returns, growth of 10,000, deviation, Sharpe, drawdown, investor return — and the SQX Fund Rating computed from them in the same run, with a status naming why a class is unrated. Methodology: /fund-rating-methodology/.
This file on its own page · Field list (.csv)
| Field | Type | Nullable | Description | Example |
|---|---|---|---|---|
fund_isin | VARCHAR(12) | never blank (key) | The share class's ISIN, always an ISIN, and the key of every share-class file. Join the fund reference file on it for name, ticker, family and portfolio; the fund class periods file for the periods behind these measures. | JP90C00000B4 |
portfolio_id | BIGINT UNSIGNED | never blank | The portfolio the class belongs to - the same number the fund reference and portfolio holdings files carry, so a class reaches its book in one join. A stable number, not a code to parse. | 20834 |
analysis_date | DATE | never blank | The date the row was computed for. | 2026-08-27 |
return_source | VARCHAR(16) | never blank | Where the one-day to year-to-date returns come from. nav_daily is a change in NAV, which does not add distributions back; nport_monthly is a filed total return. Horizons of a year or more are always filed total returns. | nav_daily |
nav_asof | DATE | may be blank | The NAV close the short-horizon returns are measured to; blank when they come from monthly returns. | 2026-08-27 |
latest_return_month | DATE | may be blank | First day of the newest filed month of total return the row is measured to. | 2026-06-01 |
history_start_month | DATE | may be blank | First month of the unbroken run of monthly returns ending at latest_return_month. | 2026-01-01 |
months_available | SMALLINT UNSIGNED | never blank | Months in that unbroken run; a horizon longer than this is blank. | 0 |
return_1d | DECIMAL(12,6) | may be blank | One-day change to nav_asof, percent. | -0.204841 |
return_1w | DECIMAL(12,6) | may be blank | Change over the trailing 7 calendar days to nav_asof, percent. | -0.148489 |
return_1m | DECIMAL(12,6) | may be blank | Trailing one-month return, percent. | 1.754012 |
return_3m | DECIMAL(12,6) | may be blank | Trailing three-month return, percent. | 1.537611 |
return_ytd | DECIMAL(12,6) | may be blank | Return since the prior year end, percent. On the NAV channel it needs a close in the last week of the prior year, which the NAV history reaches from 2027; on the filed channel every month since January. | 5.933394 |
return_1y | DECIMAL(12,6) | may be blank | Trailing 1-year total return, percent, annualised where the window exceeds one year; from monthly filed returns. | 2.913488 |
return_3y | DECIMAL(12,6) | may be blank | Trailing 3-year total return, percent, annualised where the window exceeds one year; from monthly filed returns. | |
return_5y | DECIMAL(12,6) | may be blank | Trailing 5-year total return, percent, annualised where the window exceeds one year; from monthly filed returns. | |
return_since_start | DECIMAL(12,6) | may be blank | Total return over the unbroken run from history_start_month, percent, annualised where the run exceeds one year; since inception only where the fund is younger than our series. | 1.472153 |
growth_10k_1y | DECIMAL(14,2) | may be blank | Value today of 10,000 invested 1 year(s) ago, from the same filed monthly returns. | 10291.348825 |
growth_10k_3y | DECIMAL(14,2) | may be blank | Value today of 10,000 invested 3 year(s) ago, from the same filed monthly returns. | |
growth_10k_5y | DECIMAL(14,2) | may be blank | Value today of 10,000 invested 5 year(s) ago, from the same filed monthly returns. | |
stdev_1y | DECIMAL(12,6) | may be blank | Annualised standard deviation of monthly total returns over the trailing 1 year(s), percent. | 2.600875 |
stdev_3y | DECIMAL(12,6) | may be blank | Annualised standard deviation of monthly total returns over the trailing 3 year(s), percent. | |
stdev_5y | DECIMAL(12,6) | may be blank | Annualised standard deviation of monthly total returns over the trailing 5 year(s), percent. | |
sharpe_1y | DECIMAL(12,6) | may be blank | Annualised mean monthly return over the risk-free rate divided by the annualised deviation of that excess, trailing 1 year(s). | -0.463620 |
sharpe_3y | DECIMAL(12,6) | may be blank | Annualised mean monthly return over the risk-free rate divided by the annualised deviation of that excess, trailing 3 year(s). | |
sharpe_5y | DECIMAL(12,6) | may be blank | Annualised mean monthly return over the risk-free rate divided by the annualised deviation of that excess, trailing 5 year(s). | |
max_drawdown_3y | DECIMAL(12,6) | may be blank | Worst peak-to-trough decline of the compounded monthly path over the trailing 3 years, negative percent; 0 when the path never fell below a prior high. | |
drawdown_peak_month_3y | DATE | may be blank | The month the trailing 3-year worst drawdown fell from. | |
drawdown_valley_month_3y | DATE | may be blank | The month the trailing 3-year worst drawdown bottomed. | |
drawdown_months_3y | SMALLINT UNSIGNED | may be blank | Months from that peak to that valley in the trailing 3-year window. | |
max_drawdown_5y | DECIMAL(12,6) | may be blank | Worst peak-to-trough decline of the compounded monthly path over the trailing 5 years, negative percent; 0 when the path never fell below a prior high. | |
drawdown_peak_month_5y | DATE | may be blank | The month the trailing 5-year worst drawdown fell from. | |
drawdown_valley_month_5y | DATE | may be blank | The month the trailing 5-year worst drawdown bottomed. | |
drawdown_months_5y | SMALLINT UNSIGNED | may be blank | Months from that peak to that valley in the trailing 5-year window. | |
investor_return_1y | DECIMAL(12,6) | may be blank | Money-weighted (dollar-weighted) annualised return over the trailing 1 year(s): the IRR of the portfolio. | 20.192248 |
investor_return_3y | DECIMAL(12,6) | may be blank | Money-weighted (dollar-weighted) annualised return over the trailing 3 year(s): the IRR of the portfolio. | |
investor_return_5y | DECIMAL(12,6) | may be blank | Money-weighted (dollar-weighted) annualised return over the trailing 5 year(s): the IRR of the portfolio. | |
investor_return_status | VARCHAR(24) | never blank | Why investor_return_1y is blank when it is: no_flows, gap_in_flows, no_net_assets, insufficient_history, no_solution, ok. | no_flows |
stated_benchmark | VARCHAR(255) | may be blank | The benchmark index the newest prospectus names, else the one the sponsor's web disclosure names; stated_benchmark_source says which. Blank where neither names one that reads as an index name. | S&P 500 Index |
stated_benchmark_source | VARCHAR(24) | may be blank | Where stated_benchmark comes from: sec:rr_xbrl for a parsed prospectus, else the web/EMT source stating it for the portfolio's classes (the portfolio analytics file's vocabulary). Blank exactly when stated_benchmark is. | sec:rr_xbrl |
benchmark_proxy | VARCHAR(24) | may be blank | The index key the stated_index rows of the class periods file are measured against, where the stated benchmark resolves to a return series we hold - a name fact, whatever the history depth. Blank where it does not. | US_AGG |
risk_status | VARCHAR(24) | never blank | Why the one-year block is blank when it is, in one value. ok means return_1y and everything a twelve-month window supports are published. | no_monthly_returns |
risk_methodology_version | VARCHAR(24) | never blank | The version of the published methodology the risk-measures rows were computed under. | risk-1.0 |
risk_engine_version | VARCHAR(16) | never blank | The version of the risk-measures engine that computed the row. | risk-1.1 |
category_code | VARCHAR(24) | may be blank | The peer category the rating is ranked inside, from the SQX fund category taxonomy. Blank where the portfolio has no measured category, in which case rating_status says so. | XX-THIN |
cohort | VARCHAR(24) | never blank | The partition of that category the class is compared within. | pooled |
risk_adjusted_return_1y | DECIMAL(12,6) | may be blank | One-year total return less the volatility penalty (gamma/2 x stdev squared / 100), percent; the provisional composite is this alone. | |
risk_adjusted_return_3y | DECIMAL(12,6) | may be blank | Three-year annualised return less the volatility penalty (gamma/2 x stdev squared / 100), percent. | |
risk_adjusted_return_5y | DECIMAL(12,6) | may be blank | Five-year annualised return less the same volatility penalty, percent. | |
composite_score | DECIMAL(12,6) | may be blank | The rated measure: the weighted mean of the risk-adjusted returns over horizons_used, percent. | |
composite_pct_rank | TINYINT UNSIGNED | may be blank | Percentile rank of composite_score inside the cohort, 1 best to 100 worst; blank where the cohort is too small. | |
rating | TINYINT | may be blank | The SQX Fund Rating, 1 to 5: 5 is the best fifth of the cohort by composite_score, 1 the worst fifth. | |
rating_tier | VARCHAR(16) | may be blank | The history behind the composite: provisional (1y alone, 12 to 35 gap-free months) or full (3y or 3y,5y); blank where there is no composite. | provisional |
horizons_used | VARCHAR(16) | may be blank | Which horizons the composite weighs: 3y,5y when both exist, 3y alone for a shorter record, 1y alone for a provisional rating; blank where none. | 1y |
n_portfolios | SMALLINT UNSIGNED | may be blank | Distinct portfolios in the cohort carrying a composite score: the denominator of the rank. | |
rating_status | VARCHAR(24) | never blank | Why the rating is blank when it is, one value in precedence order: unclassified_category, insufficient_history, cohort_below_minimum, provisional, rated. | provisional |
rating_methodology_version | VARCHAR(24) | never blank | The version of the published methodology the rating rows were computed under. | sqx-rating-1.1 |
rating_engine_version | VARCHAR(16) | never blank | The version of the rating engine that computed the row. | rating-1.1 |
Fund class periods — fund_class_periods_YYYYMMDD.txt.gz
One row per share class per period: completed calendar-year returns (the fund alone) and trailing windows measured against a comparand — the peer category, or the stated index through a proxy fund. period_kind names which; n_months says how many months the row rests on. The population is the classes with filed N-PORT monthly returns: a trailing row needs twelve consecutive filed months (fund_analytics.risk_status = ok), a calendar_year row a complete filed year; classes carried on a NAV close alone have no row here.
This file on its own page · Field list (.csv)
| Field | Type | Nullable | Description | Example |
|---|---|---|---|---|
fund_isin | VARCHAR(12) | never blank (key) | The share class's ISIN, always an ISIN. The fund analytics file, keyed on the same fund_isin, carries the trailing windows these rows sit beside; the fund reference file carries the class's identity. | US7467634819 |
portfolio_id | BIGINT UNSIGNED | never blank | The portfolio the class belongs to - the same number the fund reference and portfolio holdings files carry, so a class reaches its book in one join. A stable number, not a code to parse. | 20834 |
analysis_date | DATE | never blank | The date the row was computed for. | 2026-08-27 |
period_kind | VARCHAR(16) | never blank (key) | Which kind of period the row is: calendar_year (a completed calendar year, the fund alone) or trailing (a trailing window measured against a comparand). | trailing |
period | VARCHAR(8) | never blank (key) | The period: the four-digit year of a calendar_year row, or the trailing horizon (1y, 3y, 5y) of a trailing row. | 1y |
comparand_type | VARCHAR(16) | may be blank (key) | What the fund is measured against: category is its own peer group, stated_index is the prospectus benchmark through a proxy series. Blank on a calendar_year row. | category |
comparand_id | VARCHAR(48) | may be blank (key) | The peer category code, or the index key of the proxy. Blank on a calendar_year row. | FI-US |
window_start | DATE | never blank | The first month of the period. | 2025-03-01 |
window_end | DATE | never blank | The last month of the period. | 2026-02-01 |
n_months | SMALLINT UNSIGNED | never blank | Months inside the period: twelve for a calendar year; for a trailing row, the months both series had — the depth every statistic on the row rests on. | 12 |
return_pct | DECIMAL(12,6) | may be blank | The class's total return over the calendar year, percent. Blank on a trailing row (the trailing returns are on the fund analytics file). | 9.572871 |
alpha | DECIMAL(12,6) | may be blank | Annualised return in excess of what beta times the comparand explains, both over the risk-free rate, percent. Blank on a calendar_year row. | -1.251937 |
beta | DECIMAL(12,6) | may be blank | Sensitivity of the fund's monthly return to the comparand's. Blank on a calendar_year row. | 0.124112 |
r_squared | DECIMAL(9,6) | may be blank | Share of the fund's monthly variance the comparand explains, 0 to 1. Blank on a calendar_year row. | 0.010082 |
upside_capture | DECIMAL(12,6) | may be blank | The fund's average return in the comparand's up months as a percent of the comparand's; blank below three such months. Blank on a calendar_year row. | 67.154193 |
downside_capture | DECIMAL(12,6) | may be blank | The fund's average return in the comparand's down months as a percent of the comparand's; blank below three such months. Blank on a calendar_year row. | 13.881621 |
risk_methodology_version | VARCHAR(24) | never blank | The version of the published methodology the risk-measures rows were computed under. | risk-1.0 |
risk_engine_version | VARCHAR(16) | never blank | The version of the risk-measures engine that computed the row. | risk-1.1 |
Fund profile — fund_profile_YYYYMMDD.txt.gz
A daily compressed file with one row per fund share class: the disclosed facts about the fund — its minimum investment, whether it tracks an index, its adviser and sub-advisers, its stated objective, and its portfolio managers. Fee facts live in fund fees; the stated benchmark lives in fund portfolio analytics; the proxy-voting posture (share of matters voted with and against management, ESG support) lives in fund proxy summary on the portfolio's ALL row for each proxy year.
This file on its own page · Field list (.csv)
| Field | Type | Nullable | Description | Example |
|---|---|---|---|---|
analysis_date | DATE | never blank | The date the row was computed for. | |
fund_isin | VARCHAR(12) | never blank (key) | The share class's ISIN and this file's key: one row per fund_isin. The JOIN key for the fund reference, fund liquidity and every other share-class file. | |
class_id | VARCHAR(12) | may be blank | SEC class identifier (C000...) of the share class. Blank for a vehicle the SEC does not assign one to. | |
portfolio_id | BIGINT | may be blank | The portfolio (SEC series or umbrella fund) the class belongs to, as published in the fund reference and portfolio holdings files. | |
series_id | VARCHAR(12) | may be blank | SEC series identifier (S000...) of the portfolio. Blank for a non-SEC vehicle. | |
min_initial_investment | DECIMAL(14,2) | may be blank | Minimum initial investment in the share class, in US dollars. 0 when the prospectus states there is no minimum. | |
min_initial_investment_source | VARCHAR(32) | may be blank | The source of min_initial_investment. | |
min_subsequent_investment | DECIMAL(14,2) | may be blank | Minimum subsequent (additional) investment in the share class, in US dollars. 0 when the prospectus states there is no minimum. | |
min_subsequent_investment_source | VARCHAR(32) | may be blank | The source of min_subsequent_investment. | |
min_investment_method | VARCHAR(8) | may be blank | How the minimum-investment amount was read: table or regex for a prospectus parse, web for a sponsor page, EMT or KID value (min_initial_investment_source names the sponsor). | |
is_index_fund | TINYINT(1) | may be blank | 1 when the fund seeks to track an index, 0 when it does not, blank when no source states it; an N-CEN filing with no fund-type census states nothing. | |
is_index_fund_source | VARCHAR(32) | may be blank | The source of is_index_fund. | |
adviser_name | VARCHAR(512) | may be blank | Name of the portfolio's longest-serving current adviser (earliest start; ties to the lowest file number), spelt as the fund adviser file spells the firm under adviser_file_no. Every adviser is a row of fund_manager. | |
adviser_name_source | VARCHAR(32) | may be blank | The source of adviser_name. | |
adviser_file_no | VARCHAR(128) | may be blank | SEC investment-adviser file number (801-...) of the adviser named in adviser_name. The join to the fund adviser file; the portfolio's full adviser roster is in fund_manager, one row per adviser. | |
adviser_since | DATE | may be blank | The earliest date the current adviser is known to have served from. Read with adviser_since_is_exact. | |
adviser_since_is_exact | TINYINT(1) | may be blank | 1 when a filing stated the adviser's start date, 0 when adviser_since is the first annual census the adviser appears in and the appointment began on or before it. | |
sub_adviser_names | VARCHAR(512) | may be blank | Names of the sub-advisers currently appointed to the portfolio, semicolon-separated. | |
objective | VARCHAR(1000) | may be blank | The fund's stated investment objective, as the prospectus summary states it, truncated to 1,000 characters. | |
objective_source | VARCHAR(32) | may be blank | The source of objective. | |
pm_names | VARCHAR(1024) | may be blank | Names of the portfolio managers currently named in the prospectus, semicolon-separated. | |
pm_names_source | VARCHAR(32) | may be blank | The source of pm_names. | |
pm_count | INT | may be blank | Number of portfolio managers in pm_names. | |
pm_longest_since | DATE | may be blank | The earliest stated tenure start among the current portfolio managers. |
Fund managers — fund_manager_YYYYMMDD.txt.gz
A daily compressed file with one row per portfolio, capacity and manager — the portfolio managers the prospectus names, the advisers and sub-advisers the annual census lists, and the roles a register records — with tenure published as bounds that state exactly what a filing disclosed.
This file on its own page · Field list (.csv)
| Field | Type | Nullable | Description | Example |
|---|---|---|---|---|
analysis_date | DATE | never blank | The date the row was computed for. | 2026-09-01 |
fund_isin | VARCHAR(12) | never blank | ISIN of the portfolio's representative share class, under the name every share-class file keys on. Not unique in this file; a portfolio with no publishable class has no row here. | US7839803035 |
portfolio_id | BIGINT | never blank (key) | The portfolio (SEC series or umbrella fund) the manager serves, as published in the fund reference and portfolio holdings files. | 100002948 |
series_id | VARCHAR(12) | may be blank | SEC series identifier (S000...) of the portfolio. Blank for a non-SEC vehicle. | S000006763 |
manager_kind | VARCHAR(24) | never blank (key) | The capacity the row describes. portfolio_manager is a person the prospectus names; adviser and sub_adviser are census firms; manco is the management company a register names. | sub_adviser |
manager_key | VARCHAR(64) | never blank (key) | A stable identifier for the manager within its kind. A normalised name for a person; the SEC file number (801-856) for an SEC firm; regulator:reference for another register's firm. | 801-856 |
manager_name | VARCHAR(255) | never blank | The person or firm. For an SEC firm, the name the fund adviser file publishes; one spelling per manager_key. | T. ROWE PRICE ASSOCIATES, INC. |
title | VARCHAR(128) | may be blank | The person's title as printed in the prospectus. Blank for a firm. | Managing Director of BlackRock, Inc. |
adviser_file_no | VARCHAR(20) | may be blank | SEC investment-adviser file number (801-856) of a firm, populated on every SEC firm row. The join to the fund adviser file's sec_file_no. | 801-856 |
adviser_lei | VARCHAR(20) | may be blank | Legal Entity Identifier of a firm. The fund adviser file's value for an SEC firm; blank where none is filed or the filed value fails the ISO 17442 check digits. | 7HTL8AEQSEDX602FBU63 |
from_date | DATE | may be blank | The date the tenure is known from. Read with from_kind. | 2025-10-30 |
from_kind | VARCHAR(16) | may be blank | stated: a filing gave the start date. at_least_since: the first filing naming the manager, who started on or before it. not_before: the fund's register authorisation date; the appointment began on or after it. | at_least_since |
from_precision | VARCHAR(8) | may be blank | How much of from_date the filing stated. day, month or year; a month or year start is published as the first day of that period. | day |
end_after | DATE | may be blank | Lower bound of the departure. The last filing that named the manager. Blank while current. | 2025-10-30 |
end_before | DATE | may be blank | Upper bound of the departure. The first later filing that did not name the manager, or the stated termination date. Blank while current. | 2025-10-30 |
is_current | TINYINT(1) | never blank | 1 when the manager is named in the portfolio's latest filing and not terminated, 0 otherwise. | 0 |
first_seen | DATE | may be blank | The earliest filing date the manager appears in for this portfolio and capacity. SEC filings only; a register states no filing history. | 2026-05-31 |
last_seen | DATE | may be blank | The latest filing date the manager appears in for this portfolio and capacity. SEC filings only. Never later than analysis_date. | 2026-05-31 |
snapshots | INT | may be blank | Number of filings the manager appears in for this portfolio and capacity. SEC filings only. | 1 |
data_source | VARCHAR(32) | never blank | The source that stated the row, as domain:source. sec:rr_html for a prospectus, sec:ncen for the annual census, reg:gleif for a management-company relationship GLEIF records on the fund's LEI. | sec:ncen |
Fund advisers — fund_adviser_YYYYMMDD.txt.gz
A daily compressed file with one row per investment-management firm per regulator, as the regulator registers it, with the contact details the regulator publishes. Contact details are delivered here and in no other fund file.
This file on its own page · Field list (.csv)
| Field | Type | Nullable | Description | Example |
|---|---|---|---|---|
analysis_date | DATE | never blank | The date the row was computed for. | 2026-09-01 |
regulator | VARCHAR(5) | never blank (key) | The regulator whose register the row comes from. | SEC |
regulator_ref | VARCHAR(40) | never blank (key) | The regulator's own reference for the firm. SEC 801- file number, FCA firm reference number, CSSF entity code; the LEI for a firm known only through GLEIF (data_source reg:gleif). | 801-107734 |
sec_file_no | VARCHAR(20) | may be blank | SEC investment-adviser file number as the SEC spells it (801-856, no leading zeros on the serial). Equal to regulator_ref on SEC rows, blank otherwise. | 801-107734 |
crd | VARCHAR(12) | may be blank | FINRA CRD number of the adviser organisation. | 283720 |
cik | VARCHAR(10) | may be blank | CIK the adviser itself files under with the SEC, where it has one. Blank where the filed value is not a CIK (above the issued range, or the adviser's own file number typed into the CIK box). | 1697233 |
adviser_name | VARCHAR(255) | never blank | Legal name as the regulator records it. The same vocabulary the fund parent reference file uses for its firm (parent_name), and the name the fund manager file carries for this firm. | GQG PARTNERS LLC |
adviser_lei | CHAR(20) | may be blank | Legal Entity Identifier of the firm. Blank where the register states none, or a value that fails the ISO 17442 check digits. | 254900HGNGXGEITFPI44 |
hq_city | VARCHAR(128) | may be blank | Main office city. From Form ADV for an SEC row; read from the register's postal address for a CSSF or FCA row. Blank where the SEC withholds a private-residence address. | FORT LAUDERDALE |
hq_state | VARCHAR(64) | may be blank | Main office state as the ISO 3166-2 subdivision name (New York, not NY). Form ADV files a state for US offices only, so the field is blank outside the US. | Florida |
hq_country | CHAR(2) | may be blank | Main office country as an ISO 3166-1 alpha-2 code. The filed country for an SEC row; the regulator's jurisdiction for a CSSF, FCA or other register row. | US |
business_name | VARCHAR(255) | may be blank | Primary business name where it differs from the legal name (Form ADV). | GQG PARTNERS |
auth_status | VARCHAR(32) | may be blank | Authorisation or registration status in the regulator's own vocabulary (Approved, Authorised, active). For an SEC row this is the IAPD roster's status. | Approved |
auth_date | DATE | may be blank | Date the authorisation or registration took effect. For an SEC row, the effective date of auth_status on the IAPD roster. | 2016-04-22 |
auth_end_date | DATE | may be blank | Date the authorisation ended, where the regulator states one. Blank while it is live. | 2023-03-31 |
address | VARCHAR(512) | may be blank | Postal address of the main office as one line, as the regulator publishes it. | 350 EAST LAS OLAS BOULEVARD, 18TH FLOOR, FORT LAUDERDALE FL 33301, United States |
postal_code | VARCHAR(20) | may be blank | Main office postal code (Form ADV). | 33301 |
phone | VARCHAR(40) | may be blank | Main office telephone number, as the regulator publishes it. Blank where the filed value is not a dialable number. | 754-218-5500 |
fax | VARCHAR(40) | may be blank | Main office facsimile number, as filed (Form ADV). Blank where the filed value is not a dialable number. | 754-218-5519 |
email | VARCHAR(255) | may be blank | Contact email, as the regulator publishes it. | |
website | VARCHAR(255) | may be blank | The firm's own website, scheme and host in lower case. A social-media address filed in its place is delivered in social_url instead. | www.columbiathreadneedle.com |
social_url | VARCHAR(255) | may be blank | The firm's social-media profile where Form ADV Item 1.I files one (LinkedIn, Facebook, X, Instagram, YouTube). Blank where the filed address is the firm's own website. | https://www.linkedin.com/company/tower-arch-capital/ |
cco_name | VARCHAR(255) | may be blank | Chief compliance officer name (Form ADV Item 1J). | |
cco_phone | VARCHAR(40) | may be blank | Chief compliance officer telephone (Form ADV Item 1J). | |
cco_email | VARCHAR(255) | may be blank | Chief compliance officer email (Form ADV Item 1J). | |
employees | INT UNSIGNED | may be blank | Approximate number of employees (Form ADV Item 5A). | 227 |
raum_usd | DECIMAL(20,2) | may be blank | Regulatory assets under management in US dollars (Form ADV Item 5F). The adviser's own figure, which may include affiliates' assets. | 163856880870.00 |
raum_date | DATE | may be blank | Fiscal year-end the regulatory assets under management are stated as of. | |
adv_filing_date | DATE | may be blank | Date of the latest Form ADV filing the row reflects. | 2026-03-30 |
as_of | DATE | never blank | The date the register data is current as of. The roster month for the SEC, the download date for a register pull. | 2026-09-01 |
fund_parent_id | INT | may be blank | The ultimate-parent firm in the fund parent reference file the firm rolls up to, resolved by LEI. Blank when unresolved. | 1871 |
data_source | VARCHAR(32) | never blank | The register the row was written from, as domain:source. reg:iapd for the SEC roster, reg:cssf and reg:fca for those registers, reg:gleif for a firm known only by its LEI. | reg:iapd |
Fund proxy summary — fund_proxy_summary_YYYYMMDD.txt.gz
A daily compressed file with one row per portfolio, proxy year and vote category, summarising the fund's Form N-PX voting record: how many matters it voted on, how often it voted with and against management, its support on ESG proposals (ALL row), and how many were shareholder proposals.
This file on its own page · Field list (.csv)
| Field | Type | Nullable | Description | Example |
|---|---|---|---|---|
analysis_date | DATE | never blank | The date the row was computed for. | |
fund_isin | VARCHAR(12) | never blank | ISIN of the portfolio's representative share class, under the name every share-class file keys on. The key of this file; a portfolio with no publishable class has no row here. | |
portfolio_id | BIGINT | never blank (key) | The portfolio (SEC series) whose votes the row summarises, as published in the fund reference and portfolio holdings files. | |
series_id | VARCHAR(12) | may be blank | SEC series identifier (S000...) of the portfolio. | |
proxy_year | SMALLINT UNSIGNED | never blank (key) | The proxy year the row covers, the twelve months to June 30 of that year. | |
category | VARCHAR(48) | never blank (key) | The vote category as filed on Form N-PX Item 1(g), or ALL for every matter voted. | |
display_name | VARCHAR(64) | never blank | The category's display label. | |
description | VARCHAR(255) | never blank | A one-sentence description of what proposals the category covers. | |
vote_count | INT UNSIGNED | never blank | Number of matters the fund voted on in the category during the proxy year. | |
votes_for | INT UNSIGNED | never blank | Matters on which the fund cast shares for. | |
votes_against | INT UNSIGNED | never blank | Matters on which the fund cast shares against. | |
votes_abstain_withhold | INT UNSIGNED | never blank | Matters on which the fund abstained or withheld. | |
pct_support | DECIMAL(5,2) | may be blank | votes_for as a percentage of votes_for plus votes_against. Blank when the fund neither supported nor opposed any matter in the category. | |
pct_against | DECIMAL(5,2) | may be blank | votes_against as a percentage of votes_for plus votes_against. Blank when the fund neither supported nor opposed any matter in the category. | |
pct_with_mgmt | DECIMAL(5,2) | may be blank | Share of matters voted in line with management's recommendation, in percent of the matters where management made one and the fund voted for or against; abstentions, withheld and split votes are outside the base. | |
pct_against_mgmt | DECIMAL(5,2) | may be blank | Share of matters voted against management's recommendation, in percent, on the same base as pct_with_mgmt (abstentions, withheld and split votes excluded); the two sum to 100. Blank on an empty base. | |
pct_support_esg | DECIMAL(5,2) | may be blank | ALL row only: share of environmental, social, human-capital and diversity proposals in proxy_year voted for, in percent of those voted for or against. Blank on category rows and on an empty base. | |
shareholder_proposals | INT UNSIGNED | never blank | How many of vote_count were proposals brought by a shareholder rather than by the company. | |
filing_date | DATE | never blank | Filing date of the Form N-PX the counts come from. | |
is_amendment | TINYINT(1) | never blank | 1 when the counts come from an amended filing (N-PX/A), 0 otherwise. |
Appendix: canonical values
These fields carry a controlled vocabulary. A consumer branching on one should cover every value listed here.
Fund liquidity — fund_liquidity_YYYYMMDD.txt.gz
| Field | Values |
|---|---|
liquidity_tier | deep, normal, thin, impaired, active, stressed, dormant, n/a, unrated |
capacity_cadence | daily, monthly, quarterly, discretionary, terminal |
exit_channel | exchange, nav_redemption, periodic_tender, sponsor_market, terminal |
exit_cost_status | no_curve, net_assets_unknown, fx_unavailable, no_composite_tape, awaiting_adv_history, awaiting_vol_history, ok |
liquidity_status | matured, no_filing, net_assets_unknown, awaiting_adv_history, no_flow_data, negative_flow, fx_unavailable, no_current_mark, sponsor_priced, ok |
Portfolio holdings — portfolio_holdings_YYYYMMDD.txt.gz
| Field | Values |
|---|---|
asset_category | asset-backed (collateralized bond/debt obligation), asset-backed (commercial paper), asset-backed (mortgage-backed), asset-backed (other), commodity, debt, derivative (commodity), derivative (credit), derivative (equity), derivative (foreign exchange), derivative (interest rate), derivative (other), equity (common), equity (preferred), loan, real estate, repurchase agreement, short-term investment vehicle, structured note |
issuer_category | US government agency, US government-sponsored enterprise, US treasury, corporate, municipal, non-US sovereign, private fund, registered fund |
projection_method | drift, filing |
Fund reference — fund_reference_YYYYMMDD.txt.gz
| Field | Values |
|---|---|
vehicle_type | OEF, UIT, ETF, IF, CEF, MMF, ETP |
listing_exchange | USNASD Nasdaq, USPAC NYSE Arca, USBATS Cboe BZX, USNYSE New York Stock Exchange, USAMEX NYSE American, USOTC OTC Markets, CATSE Toronto Stock Exchange, CANEO Cboe Canada, MXMSE Mexican Stock Exchange, GBLSE London Stock Exchange, GBCBOE Cboe Europe London, IEISE Euronext Dublin, NLENA Euronext Amsterdam, NLCBOE Cboe Europe Amsterdam, FRPEN Euronext Paris, ITMSE Borsa Italiana, DEXETR Xetra, DEFSX Frankfurt Stock Exchange, DEMSE Munich Stock Exchange, DEDSE Duesseldorf Stock Exchange, DEBSE Tradegate Berlin, DESSE Stuttgart Stock Exchange, DEHSE Hamburg Stock Exchange, DEHNSE Hanover Stock Exchange, CHSSX SIX Swiss Exchange, CHBRN BX Swiss, LULSE Luxembourg Stock Exchange, CZPSE Prague Stock Exchange, JPTSE Tokyo Stock Exchange, JPNSE Nagoya Stock Exchange, SGSSE Singapore Exchange |
Fund parent reference — fund_parent_reference_YYYYMMDD.txt.gz
| Field | Values |
|---|---|
entity_status | active, inactive, unknown |
lei_status | issued, lapsed, pending_transfer, pending_archival, merged, retired, annulled, duplicate |
Fund profile — fund_profile_YYYYMMDD.txt.gz
| Field | Values |
|---|---|
min_investment_method | table, regex, web |
Fund managers — fund_manager_YYYYMMDD.txt.gz
| Field | Values |
|---|---|
from_kind | stated, at_least_since, not_before |
manager_kind | portfolio_manager, adviser, sub_adviser, manco |
data_source | sec:rr_html, sec:ncen, reg:gleif |
Fund advisers — fund_adviser_YYYYMMDD.txt.gz
| Field | Values |
|---|---|
regulator | SEC, FCA, CSSF, CBI, AMF, BaFin, ASIC, MAS, SFC, JFSA, SEBI, CVM, CNBV, CSA |
data_source | reg:iapd, reg:cssf, reg:fca, reg:gleif |