Assets Wallet Composition

Overview

The assets_wallet_composition report presents the complete position of all assets that make up the fund's inventory on a given reference date. It is generated once a day and consolidates two categories of assets: credit operations (e.g., CCB) and discounted credit rights (e.g., commercial invoices). Managers and analysts use this report to track the inventory, assess provisions for doubtful debtors, and monitor the evolution of the portfolio.

File Structure

Attribute	Value
Format	CSV
Encoding	UTF-8
Delimiter	, (comma)
Header	Yes (first line)
Naming	{fund_short_name}_assets_wallet_composition_{YYYY-MM-DD}.csv

Columns

Column	Type	Format / Example	Description
FUND_NAME	string	"Example Fund FIC"	Fund class name.
FUND_DOCUMENT	string	"12.345.678/0001-99"	Fund class CNPJ.
REPORT_DATE	date	2024-01-15	Date the report was generated.
ORIGINATOR_NAME	string	"Originator S.A."	Name of the company that originated the operation. For securities, the value is "-".
ORIGINATOR_DOCUMENT	string	"12.345.678/0001-99"	Originator's CNPJ. For securities, the value is "-".
ASSIGNOR_NAME	string	"Assignor S.A."	Name of the assignor of the operation. For securities, the value is "-".
ASSIGNOR_DOCUMENT	string	"12.345.678/0001-99"	Assignor's CNPJ. For securities, the value is "-".
BORROWER_NAME	string	"Borrower Ltd."	Name of the debtor / asset issuer.
BORROWER_DOCUMENT	string	"123.456.789-00"	CPF or CNPJ of the debtor / issuer.
EXTERNAL_ID	string	"931e9437-d025-41ab-bb53-6b94e10fd361"	External identifier of the asset.
CONTRACT_NUMBER	string	"CCB-2024-001"	Contract number or order number associated with the operation.
ASSET_TYPE	string (enum)	"ccb"	Asset type. Examples: ccb, duplicata_mercantil, duplicata_servicos, among others.
FACE_VALUE	number	10000.00	Face value of the asset on the reference date (in BRL).
PRESENT_VALUE	number	9850.12	Present value of the asset on the reference date (in BRL).
PURCHASE_VALUE	number	9500.00	Value at which the fund acquired the asset (in BRL).
BAD_PROVISION_VALUE	number	0.00	Provision for doubtful debtors (PDD) constituted for the asset (in BRL).
BAD_PROVISION_RANGE	string (enum)	"AA"	PDD risk classification range. Possible values: AA, A, B, C, D, E, F, G, H.
FUND_DATE	date	2024-01-15	Portfolio reference date.
MATURITY_DATE	date	2025-06-30	Asset maturity date.
BUSINESS_MATURITY_DATE	date	2025-06-30	Maturity date in business days (calendar-adjusted).
ISSUE_DATE	date	2023-01-10	Contract issue date. For discounted credit rights, corresponds to the acquisition date.
PURCHASE_DATE	date	2023-01-10	Date the fund acquired the asset.
TOTAL_DURATION	number	535	Total duration of the operation in calendar days (from acquisition date to maturity).
PRESENT_DURATION	number	165	Remaining duration of the operation in days from the reference date.
ASSET_MATURITY_STATUS	string (enum)	"on_time"	Asset maturity status. "OVERDUE" when past due; "on_time" when within the term.
ASSIGNMENT_RATE_OF_RETURN	number	0.01820000	Internal rate of return (IRR) of the assignment (fund's purchase rate).
PURCHASE_RATE_OF_RETURN	number	0.01750000	Current internal rate of return of the operation at the time of acquisition. For securities, the value is "-".
HAS_ASSIGNOR_COOBLIGATION	string	"True"	Indicates whether the assignor has co-obligation on the asset. "True" when there is co-obligation; "False" otherwise. For securities, the value is "-".
INSTALLMENT_NUMBER	number	3	Installment number. For discounted credit rights and single-installment assets, the value is 1.
BAD_DEBT_TYPE	string	"individual"	Type of PDD classification applied to the asset.
nominal_rate	number	0.01500000	Pre-fixed monthly nominal rate of the operation. For discounted credit rights and securities, the field is empty.