Portfolio Composition
Overview
The wallet_composition_by_composition report is the consolidated snapshot of the fund's portfolio at the end of the day. In a single spreadsheet, it brings together the net worth and the quota of each issuance series, the position by asset class (public securities, issues, credit operations, discounted credit rights, fund quotas, swaps and real estate), the payables and receivables, the cash balances and the profitability of the series — always with the percentage that each line represents of the net worth.
It is the report used by managers and administrators to check the closing of the day: the sum of the asset sections, minus the payables and plus the receivables, reconciles with the net worth reported in the header.
The report is generated from a portfolio composition already closed — confirmed or awaiting confirmation. By default the closing quota composition (final_quota) is used; by configuration, it can also be generated over the opening quota (opening_quota) or pre-quota (pre_quota) composition.
What you need to provide
| Variable | Required | Description |
|---|---|---|
fund_class_key | yes | Identifier of the fund class the report is generated for. |
reference_date | yes, if you do not provide composition_key | Reference date, in the YYYY-MM-DD format. |
composition_key | alternative to the date | Identifier of a specific composition. |
composition_type | no | final_quota (default), opening_quota or pre_quota. Any other value is refused. |
If there is no composition of the requested type on the reference date, the request is refused with the message "Não existe composition para esta 'reference_date'".
File Structure
| Attribute | Value |
|---|---|
| Format | XLSX |
| Tabs | Sheet (composition) and P&L (revenues and expenses of the day) |
| Naming | {short_fund_name}_wallet_composition_{YYYY-MM-DD}.xlsx |
The model to be requested is wallet_composition_by_composition, but the delivered file is named wallet_composition, without the suffix.
Each section is presented with a title in bold, a header line and, at the end, total lines per asset type and a general total of the section — those total lines appear in bold and with a gray background. Sections without a position on the date are not printed: a fund that has no real estate, for example, will not have the IMÓVEIS section.
The section titles and the column names are those of the delivered spreadsheet, which comes in Portuguese. They are reproduced here verbatim so you can locate them in the file; only the descriptions are in English.
By summing the % do PL column of the general totals of all the sections — assets, plus receivables, minus payables, plus cash — the result is 100% of the net worth in the header.
A small difference may appear when the fund has issues with a premium not yet deferred: in the EMISSÕES section the Valor D0 (R$) is computed by the accounting value of the security, while in the other classes it considers the fair value. The premium to be deferred, in that case, stays out of the sum of the sections, but it is inside the net worth.
Sheet tab
Fund header
| Field | Description |
|---|---|
| Data de referência | Date of the composition, in the YYYY-MM-DD format. |
| Nome da classe de fundo | Full name of the fund class. |
| CNPJ da classe de fundo | CNPJ of the fund class. |
| Nome da gestora | Name of the fund manager. |
| CNPJ da gestora | CNPJ of the fund manager. |
| Patrimônio bruto (R$) | Sum of the gross net worth of all the issuance series. |
| Patrimônio líquido (R$) | Sum of the net worth of all the issuance series. It is the denominator of the % do PL column in all the sections. |
| Número de cotas | Sum of the quotas of all the issuance series. |
SÉRIES DE EMISSÃO
| Column | Description |
|---|---|
| Nome | Name of the issuance series. |
| Patrimônio bruto (R$) | Gross net worth of the series, before the performance fee provision. |
| Cota bruta (R$) | Gross quota value of the series. |
| Patrimônio líquido (R$) | Net worth of the series. |
| Cota líquida (R$) | Net quota value of the series. |
| Número de cotas | Number of quotas of the series. |
TÍTULOS PÚBLICOS
One line per public security in stock (LFT, LTN, NTN-B and their repo versions).
| Column | Description |
|---|---|
| Data de referência | Date of the composition. |
| Identificador / Código SELIC | SELIC code of the security. |
| Tipo do ativo | LFT, LTN, NTN-B, LFT COMPROMISSADA, etc. |
| Emissor | Tesouro Nacional. |
| Tipo de amortização | No vencimento (at maturity) or Juros semestrais (semiannual interest). |
| Data de emissão / Data de compra / Data de vencimento | Dates of the security and of the acquisition. |
| Unidades compradas / Unidades atuais | Number of securities acquired and in stock. |
| PU de compra (R$) / PU D0 (R$) | Unit price of acquisition and unit price on the reference date. |
| Valor de compra (R$) / Valor D0 (R$) | Financial value of acquisition and value on the reference date. |
| % de Tesouros | Share of the security in the total of public securities. |
| % do PL | Share of the security in the fund's net worth. |
EMISSÕES
One line per offered private security (debenture, CRI, CRA, CDB, financial bill). Commercial papers are presented in their own section, with equivalent columns, in their own order.
| Column | Description |
|---|---|
| Data de referência | Date of the composition. |
| Identificador | External code of the security. |
| Tipo do ativo | DEBENTURE, CRI, CRA, CDB, Letra Financeira, NOTA COMERCIAL. |
| Código ISIN / Código B3 | Identification codes of the security. |
| Emissor | Name of the issuer. |
| Data de emissão / Data de compra / Data de vencimento | Dates of the security and of the acquisition. |
| Unidades compradas / Unidades atuais | Quantity acquired and in stock. |
| PU de compra (R$) / PU do ativo (R$) / PU D0 (R$) | Unit price of acquisition, accounting unit price and unit price net of PDD. |
| Valor de compra (R$) / Valor do ativo (R$) / Valor D0 (R$) | Acquisition value, accounting value and value net of PDD. |
| PDD (R$) / PDD (%) | Allowance for doubtful accounts, in reais (negative) and as a percentage. |
| Valor vencido (R$) / Valor não vencido (R$) | Overdue and not overdue portion of the accounting value. |
| % de Emissões | Share of the security in the total of issues. |
| % do PL | Share of the security in the fund's net worth. |
OPERAÇÕES DE CRÉDITO
Credit operations (CCB, CCE, NCE and their structured versions). For the consolidated types — CCB, CCE, NCE — the portfolio is presented in a single line per type, identified as CCB CONSOLIDADO, and not operation by operation; the asset-by-asset breakdown is in the Assets Portfolio Composition report.
| Column | Description |
|---|---|
| Data de referência | Date of the composition. |
| Identificador | Contract number of the operation or {TYPE} CONSOLIDADO on the consolidated lines. |
| Tipo do ativo | CCB, CCB ESTRUTURADA, CCE, NCE ESTRUTURADA, etc. |
| Código IF | Code of the security at B3, when registered. |
| Data de emissão / Data de compra / Data de vencimento | Dates of the contract and of the acquisition. Empty on the consolidated lines. |
| Unidades atuais | Number of operations in stock. |
| PU de compra (R$) / PU em acruo (R$) / PU D0 (R$) | Unit prices. Empty on the consolidated lines. |
| Valor D0 (R$) | Value of the position net of PDD. |
| PDD (R$) / PDD (%) | Allowance for doubtful accounts. |
| Valor do ativo (R$) | Accounting value of the position. |
| Valor vencido (R$) / Valor em acruo (R$) | Overdue portion and accruing portion of the accounting value. |
| Ágio restante (R$) | Premium not yet deferred (fair value minus accounting value). |
| Juros pós-vencimento (R$) / Juros de mora (R$) / Multa por atraso (R$) | Late charges. These three columns only appear when there is some late charge in the CCB portfolio. |
| % de Operações de Crédito | Share of the line in the total of credit operations. |
| % do PL | Share of the line in the fund's net worth. |
DC DESCONTADOS
Discounted credit rights (commercial and service duplicatas, CT-e, discounted contracts). Always presented in a consolidated form, one line per type.
| Column | Description |
|---|---|
| Data de referência | Date of the composition. |
| Identificador | {TYPE} CONSOLIDADO. |
| Tipo do ativo | DUPLICATA MERCANTIL, DUPLICATA SERVIÇOS, CTE, CONTRATO. |
| Valor D0 (R$) | Value of the position net of PDD. |
| Valor do ativo (R$) | Accounting value of the position. |
| Valor vencido (R$) / Valor em acruo (R$) | Overdue portion and accruing portion of the accounting value. |
| PDD (R$) | Allowance for doubtful accounts (negative). |
| % de Direitos Creditórios Descontados | Share of the line in the total of discounted credit rights. |
| % do PL | Share of the line in the fund's net worth. |
COTAS DE FUNDOS
| Column | Description |
|---|---|
| Data de referência | Date of the composition. |
| Tipo do ativo | FIDC, RENDA FIXA, MULTIMERCADO, FIA, FIP, FII. |
| Nome do Fundo / Documento do Fundo | Name and CNPJ of the invested fund. |
| Senioridade | SÊNIOR, MEZANINO or SUBORDINADA. |
| Código Interno | Internal code of the invested class. |
| Data de compra | Always empty in this section. |
| Valor de compra (R$) / Unidades compradas / PU de compra (R$) | Acquisition data. |
| Unidades atuais / Valor D0 (R$) / PU D0 (R$) | Position on the reference date. |
| % de Cotas | Share of the line in the total of fund quotas. |
| % do PL | Share of the line in the fund's net worth. |
SWAP and IMÓVEIS
Presented only for funds that hold these assets. SWAP carries the counterparty, nominal values and updated asset and liability values; IMÓVEIS carries the registration number, appraisal value and date and the next scheduled appraisal.
VALORES A PAGAR
| Column | Description |
|---|---|
| Data de referência | Date of the composition. |
| Tipo de a pagar | Description of the expense (e.g. TAXA DE ADMINISTRAÇÃO). |
| Total provisionado | Total provisioned value of the expense. |
| Valor reconhecido | Value already recognized in the result, presented as negative. |
| Valor restante | Difference between the total provisioned and the recognized value. |
| Inicio da provisão / Fim da provisão / Data do pagamento | Dates of the provision and of the scheduled payment. |
| % do PL | Share of the recognized value in the net worth (negative). |
VALORES A RECEBER
The same structure as the previous section, with the Total a diferir, Valor diferido, Valor restante, Inicio do diferimento and Fim do diferimento columns.
CONTAS CAIXA
| Column | Description |
|---|---|
| Data de referência | Date of the composition. |
| Nome da conta | Financial institution and accounting identification of the account. |
| Dados da conta | Branch and account in the Ag.: {branch} | Cc.: {account}-{digit} format. |
| Entrada a conciliar / Saída a conciliar | Values credited or debited not yet reconciled. |
| Saldo | Balance of the account on the reference date. |
| % do PL | Share of the balance in the fund's net worth. |
RENTABILIDADE
One block per issuance series, with one line per calculation window.
| Column | Description |
|---|---|
| Tipo | Diária (daily), Mensal (monthly), Anual (yearly) or D-N (window of N calendar days). |
| Data de Referência | Start date of the calculation window. |
| Cota de Referência | Quota value on the start date of the window. |
| Cota Benchmark | Quota value of the benchmark (DI) on the start date of the window. |
| Cota Atual | Net quota value on the date of the composition. |
| Rendimento Total | Profitability of the quota in the window, as a percentage. |
| Rendimento (%CDI) | Profitability as a percentage of the CDI. - when there is no benchmark in the window. |
| Rendimento (CDI+) | Profitability expressed as CDI plus an annualized spread (252 business days). - when the result is negative or there is no benchmark. |
P&L tab
It compares the balances of the result accounts (accounting groups 07 — revenues — and 08 — expenses) between the previous business day and the reference date.
RESUMIDO
| Column | Description |
|---|---|
| Data de Referência | Date of the composition. |
| Tipo | Receitas (revenues), Despesas (expenses) or Resultado (result). The classification uses the sign of the closing balance of each account, not the group of the chart of accounts: a revenue account with a negative balance goes into Despesas. |
| Valor (R$) | Variation of the day. Resultado is the sum of revenues and expenses. |
DETALHES
| Column | Description |
|---|---|
| Nome da Conta | Name of the accounting result account. |
| Data Inicial / Valor Inicial (R$) | Previous business day and balance of the account on that date. |
| Data Final / Valor Final (R$) | Reference date and balance of the account on that date. |
| Resultado (R$) | Variation of the balance in the day. |
| Variação (%) | Percentage variation in relation to the initial balance. |
Only accounts with a variation in the day appear in the section.