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