Fund portfolio analytics — fund_portfolio_analytics_YYYYMMDD.txt.gz
One file of the SQXray data dictionary. Field list (.csv)
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.
| 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 |