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BLOOMBERG BASIC PORTFOLIO UPLOADER - BBU <GO> Upload File Specification

DOCS 2050932

March 2011

   

  

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Table of Contents  

 

 

ALPHA OVERVIEW 3

BBU Overview 4

BASIC UPLOAD Interactive and Scheduled Uploads (while logged in) 5

File Description 5

Data Requirements 5

Step 1: Minimum Inputs 7

Step 2: Set Your User Defaults 7

Step 3: Begin Basic Upload 9

Step 4: Upload your File 9

Step 5: Click to Map 10

Step 6: Spreadsheet Selection 10

Step 7: File-level Mapping 11

Step 8: Column Mapping 12

Step 9: Map unknown security identifiers 12

Step 10: Override Defaults 14

Step 11: Check for Errors and Schedule 15

Step 12: Schedule Basic Uploads 16

MANAGING YOUR MAPPINGS___________ ___ 17

BLOOMBERG SECURITY (FILE ENCRYPTION) 19

FTP UPLOADS 19

FREQUENTLY ASKED QUESTIONS (FAQs): 20

Appendix 1: Column Mapping Definitions 23

Appendix 2: Security Identifier Types 25

Appendix 3: Ticker Formatting 26

Equity Ticker 26 US and Canadian Listed Equity and Equity Index Option Tickers 26 Physical Index and Commodity Option Ticker 27 Index and Commodity Future Ticker 28 Cash 28 Foreign Exchange Ticker 28

Appendix 4: Additional Supporting Documentation 29

  

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ALPHA OVERVIEW ALPHA is Bloomberg’s Portfolio Analytics and Risk solution that offers an enhanced series of customizable tools for the desktop plus a new suit of products and services uniquely designed for a company-wide enterprise. In a world where your company’s performance depends on the ability to manage complexity and consistently out-think the market, Bloomberg ALPHA Desktop, and ALPHA Enterprise support portfolio managers and senior management with a series of new and enhanced tools for portfolio analytics and risk. ALPHA Desktop is the single user version of ALPHA that is part of the BLOOMBERG PROFESSIONAL service. ALPHA Enterprise was built from the ground up, extending the capabilities of ALPHA Desktop to include Enterprise Management tools and sophisticated Enterprise reporting.

  

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BBU OVERVIEW The Bloomberg Uploader function (BBU<GO>) enables you to: Interactively upload portfolio data to the Bloomberg terminal from your desktop Schedule basic uploads of portfolio data from your desktop Schedule uploads of portfolio data via FTP over the internet or over a private leased line

(see DOCS 2055407<GO> for more information on FTP account setup) The type of portfolio data BBU supports includes portfolio positions (current and historical), custom prices, custom benchmarks, and custom classifications. Input files can either conform to a specific format recognized by BBU, or users can take advantage of some basic mapping tools to instruct BBU on the layout and interpretation of their files. Once uploaded, portfolios can be viewed in any of the Bloomberg ALPHA functions for further definition and analysis. The remainder of this document will explain the process for uploading portfolio positions. Please see DOCS 2050935<GO> for examples of uploading custom benchmarks, and DOCS 2050958<GO> for examples of uploading custom classifications. ALPHA Desktop users can schedule the upload of a maximum of 50 portfolios per day (that is one scheduled upload file per portfolio, up to 50, or one file containing 50 portfolios). Any additional portfolios would have to be uploaded interactively. Users that need to schedule more than 50 portfolio uploads per day would need to subscribe to the ALPHA Enterprise service.

  

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BASIC UPLOAD Interactive and Scheduled Uploads (while logged in) File Description The position file to be uploaded can be either a Microsoft Excel file (.xls or .xlsx) or an ASCII text file. Users typically set up a one-time mapping of the columns of data in their file so that BBU<GO> knows the delimiter to use as a data separator, which columns of data to import, and what those respective columns represent. If the portfolio name is not supplied, it defaults to the name of the uploaded file. One import file can contain positions for multiple portfolios. In addition, one import file can contain positions for multiple historical dates. You only need to load historical positions if you are interested in using ALPHA’s performance-based analytics, such as HFA<GO> for historical fund analysis, or BBAT<GO> for return attribution. If you do choose to backfill history on a portfolio, note that you only need to upload those dates for which there is a change in your positions. ALPHA analytics will carry forward previously set positions if none are explicitly set on a given date. For those who maintain portfolios on an ongoing basis, today’s positions can be added to an existing portfolio. Data Requirements The minimum fields required to create a portfolio are the Portfolio Name, Base Currency and Asset Class Type (Balanced, Equity, Fixed Income or Fund of Funds), along with a listing of the positions: Security Identifier (e.g. Ticker, CUSIP, ISIN) and position size expressed as either a Weight (Fixed or Drifting) or Quantity (e.g. shares, par amount). Total Valuation for the portfolio is required when weights are entered. Optional position-level fields include:

1) (Additional) Security Identifier – A position file can contain multiple Security Identifier columns. They will be read left to right and the first match against the Bloomberg database is the one used to load the position. This kind of waterfall logic is useful for mixed portfolios that might contain CUSIP for US holdings but ISIN for non-US, or Tickers for equity vs. CUSIP/ISIN for fixed income holdings.

2) Date – The date associated with the position. The date format is driven by your User Defaults setting (see Step 2 below), and can be changed as part of the mapping process. If no date is supplied, the mapping rules will allow you to make a default assumption, typically set to “Today” (see Step 9 below for other options).

3) Market Price – A client-supplied price to be used in valuing the position.

4) Exchange – Bloomberg 2 character exchange code, defaults to composite exchange

code of the owner of the portfolio. Alternatively, you can supply a custom exchange code string in this column and set up a mapping to the Bloomberg codes (an exchange code configuration screen will appear as part of the mapping process if you include this column).

  

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5) Cost Price and Cost FX Rate – The current day acquisition price and exchange rate. These are used to calculate intra-day performance in the PRT<GO> function. They are not used in performance-related functions that span a longer time period, such as BBAT<GO> and HFA<GO>.

In the following sections, we provide a step-by-step guide to the process of uploading your portfolios to the Bloomberg terminal. This includes setting some general user defaults, setting file-specific mapping instructions, and scheduling recurring uploads once the mapping rules are set.

  

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Step 1: Review your portfolio positions file for minimum required inputs

Figure 1 – Sample Position File

With BBU<GO>, it is easy to upload a position file from an accounting package, custodian, or an Excel Spreadsheet. Figure 1 above shows a sample spreadsheet with holdings for two portfolios: ‘Global Fund’ and ‘Tech Fund’. Global Fund contains positions for two dates, April 30, 2010 and May 28, 2010; the second portfolio, Tech Fund, has positions for June 1, 2010. For each of your holdings, you must supply these minimum fields:

Security ID (e.g. CUSIP, ISIN, SEDOL, ticker) Quantity (e.g. original face amount for mortgage-related bonds, current face for non-

mortgages, # shares for stocks), Portfolio Name (the upload file name becomes the portfolio name if not supplied)

Since this example includes historical positions, we also have a field indicating the Date of the position. (See Step 2 below for rules regarding Date formats.) Note that you do not have to provide column headings, or put the columns in any particular order. The column definitions will be identified by the mapping process. For global stock portfolios, if you supply ticker you must also provide the Exchange Code (see Appendix 3: Ticker Formatting). It is recommended that you use CUSIP, ISIN, or SEDOL rather than ticker as these are more accurate (e.g., “COP” is both the ISO currency code for the Columbian Peso and the equity ticker for ConocoPhillips. To distinguish the two, you need to supply the Bloomberg Yellow Key.) If you use CUSIP, ISIN, or SEDOL, you must include the check digit.

  

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Step 2: Set Your User Defaults

Figure 2 – Set Defaults

The first time you run BBU<GO> you must enter some default settings that will apply to each of your portfolio uploads. You can change these defaults at any time by clicking on the ‘3) User Defaults’ link at the top left of the screen. You can also override these defaults when setting up a specific file mapping. Doing so will not affect your default settings. The default setting choices are:

Date Format - Choose the date format used in your position file: o MM/DD/YYYY or MM/DD/YY o DD/MM/YYYY or DD/MM/YY o YYYY/MM/DD or YYYYMMDD or YY/MM/DD

Number Format - Choose the number format used in your position file:

o nnn,nnn.dd o nnn.nnn,dd

Currency - Choose the base currency of portfolio.

Asset Class - Choose the asset class of the portfolio:

o Balanced o Fixed Income o Equity o Fund of Funds

The Asset Class setting is used by ALPHA analytics and risk functions.

Bypass Blank Quantity - Choose ‘YES’ to bypass any holding with a blank quantity, or ‘NO” and produce an error for any holding with a blank quantity. Remember, uploads will fail with more than 2,000 errors, or when the file contains more than 50% errors.

Divide cash and bond positions by 1000 - Choose ‘YES’ to divide your cash and bond positions by 1,000 or ‘NO’ to process your cash and bond positions exactly as they appear in the upload file.

  

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Select ‘1) OK’ to save your defaults and continue the upload process.

  

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Step 3: Begin Basic Upload

Figure 3 – Basic Upload Step 3 of the process is to pull your position file into the Bloomberg terminal so it can be processed by BBU. Begin by selecting ‘1) Basic Upload’. This brings you to the file chooser screen, as shown in Figure 4 below. Step 4: Upload your file

Figure 4 – Find your Holdings File You can search for your position file by navigating through the folders on your computer, or you can drag and drop the file from your computer/desktop into the middle of this screen. Once you’ve selected your file, select ‘1) Upload’ to begin processing.

  

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Step 5: Click to Map ’ Figure 5 – Map your Holdings File

After selecting ‘1) Upload’, BBU will read your file. This step may take anywhere from several seconds to several minutes depending on the size of the file. After BBU has read the file, you will see either ‘Click to Map’ or ‘Fail’ under the ‘Status’ Column, select ‘Click to Map’. (‘Fail’ indicates we could not read the file, typically because the file name is misspelled or the file is not in the specified directory when doing scheduled uploads.)

Step 6: Spreadsheet Selection (for multi-sheet Excel workbooks)

Figure 6a – Choose the sheet with your data

If your file is an Excel workbook with multiple sheets, the next step is to select which sheet you’d like to import. Choose the name of the sheet from the dropdown list as shown in Figure 6a. If you choose the first sheet in the list, then you can click ‘1) Next’ and continue to Step 7.

If you choose a sheet other than the default, then you will get a pop-up message (Figure 6b) indicating that your selected sheet will be converted. Just click ‘1) Close’, the chosen Excel

  

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sheet will be converted to text and then you can ‘Click to Map’ that sheet.

Figure 6b

Step 7: File-level Mapping

Figure 7 – Set file-level attributes

In this step you specify some general information about how to process the file. Using Figure 7 as a guide, work from the top of the screen down. First, select Portfolio from the ‘Upload To’ drop-down list. Then, if you’ve previously mapped a file consistent with the format of the current file, you can select the name of that mapping from the ‘Use Existing Mapping’ drop-down list and skip the remaining inputs by selecting ‘2) Next’ at the bottom of the screen.

If this is a new mapping, leave this entry blank and choose your file delimiter. Next, indicate at what line to start the upload (e.g., if the first line is a header you want to skip, enter 2 in this field). And finally indicate which lines to ignore (e.g. comment lines that begin with #). Click ‘2) Next’ to continue to the next step.

  

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Step 8: Column Mapping Figure 8 – Map columns

In this step you are mapping the columns of data in your file so that BBU knows which columns of data to import and what those respective columns represent.

First choose the kind of security identifiers you will be supplying by selecting from the Security Identifier Type drop down list. The default (and most common) choice is: ISIN/CUSIP/SEDOL/Equity Ticker/Any ID with Yellow Key. If you are uploading security identifiers that are not of these types (e.g. Mortgage Pool Number), either select the appropriate value from the drop down or add a column to your file enabling BBU to recognize your security identifier (see Appendix 2 for a complete listing of Security Identifier Types). Then, use the pull downs over the columns of data to associate the column with the data it contains. In this example, the file contains columns for Security ID, Quantity, Portfolio Name and Historical Date. After you’ve mapped the columns, select ‘2) Next’ at the bottom of the screen to go to the next step. If you have already uploaded your portfolio and have entered this screen by editing your mapping, you may click on ‘Show Error Lines’ to display any holdings from your portfolio file that were not processed, and the reason why the holding could not be processed.

  

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Step 9: Map unknown security identifiers

Figure 9 – Security Mappings This step allows you to create a mapping from your custom security identifiers to ones recognized by Bloomberg.

The most common example is cash. The portfolio in Figure 1 contains a client’s ticker for US Dollars and Japanese Yen. However, the cash identifier recognized by Bloomberg is ISO currency code followed by the keyword Curncy. In Figure 9 above, on the left panel of the screen, we set the mapping so that these cash positions are not excluded. Another common problem is security identifiers containing characters that need to be replaced by other characters. This arises, for example, when clients use their own conventions for separating stock tickers from exchange codes. If a client’s identifier uses a “.” to separate a ticker from the exchange (e.g., MQF.BO), then the Replace panel on the right of Figure 9 above may be used to replace all occurrences of “.” with “+”, the separator used by Bloomberg (e.g., MQF+BO). Any security level mappings you set in this screen are applied after the file is uploaded, and are NOT made to your original Excel or text file. These mappings will be remembered and re-applied each time you upload the same file. Note: There may circumstances where you want to bypass most or all the unrecognized security identifiers in the holdings file. This may be done by checking the box next to ‘All’ directly above ‘Your ID’. Uncheck the box next to your security identifier for any security you want to map or produce an error (potentially for future correction). Remember, uploads with failures of > 2000 securities, or 50% of the file, will fail. Note: You can skip this step and then map these securities later when they appear in the error report which is generated after your upload is completed.

  

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Step 10: Override Defaults Figure 10 – Override Defaults

This step allows you to override any user defaults (set in Step 2) for this upload. The defaults are displayed at the top of the screen and may be overridden by selecting a different value from the seven pull downs at the top of the screen. BBU will apply that new value to all portfolios contained in this upload and subsequent scheduled uploads for this file.

Please use PRTU <GO> to change the currency or asset class for an existing portfolio as they cannot be changed in BBU. Note the last choice on the right, If No Date Assume. This is a new feature not in the main User Defaults page. Many clients receive their position files from their custodians with a day lag and without position dates specified. Rather than adding a column to set a previous date, you can choose one of the following options to apply to the whole file:

1) Today 2) Previous Settlement Day - Similar to previous business day, but takes into account that in

some markets a business day may not be a settlement day. This is determined by your calendar code setting in PDFU2<GO>.

3) Previous Weekday 4) Yesterday 5) Error – Treat the lack of a date column as an error.

Select ‘2) Finish’ at the bottom of the screen to upload the holdings file. Note: Overriding a default does not permanently change the defaults for other files/portfolios, just the current ones. To change the defaults for all of your files/portfolios, repeat Step 2, Set Your Default. If you wish to update an existing portfolio and this upload does not contain that existing portfolio name, you must check the ‘Select’ button which will turn the ‘Portfolio Name’ from Grey to Yellow, enabling you to choose the name of the portfolio you wish to update. Note: Portfolio names have a maximum length of 47 characters. Longer names than will be truncated from the right. If this creates duplicate portfolio name to a prior portfolio, BBU will assign a unique portfolio number enabling them to be differentiated in PRTU.

  

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Step 11: Check for Errors and Schedule Figure 11a – Check for Errors and Schedule Upload

After selecting ‘2) Finish’ in Step #10, your file will be processed. Look under the ‘Status’ column which indicates whether the upload ‘Completed’, ‘Failed’ or ‘Completed’ with errors. To the right of the ‘Status’ column, the number of positions successfully uploaded and the number of errors are displayed.

The upper right side of the screen contains a cumulative count of bypassed positions with either Unrecognized Security ID’s or Blank Quantities. If you click anywhere within the file name (e.g., line 14 in Figure 11a) the screen below (Figure 11b) will appear that will allow you to:

Schedule recurring uploads of this file: ‘1) Scheduling’ View errors in the current upload: ‘2) Show Errors’, Reset steps of the current mapping to correct errors: ‘3) Edit Mapping’

Figure 11b – Check for Errors, Edit Mapping and Schedule Upload In addition, there are two links at the top of the Results page that allow users to ’11) Export Reconciliation Report’ 12) Export Mapping’

  

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The reconciliation report can be exported as .csv or .xml. It is intended to reconcile the security identifiers used in your upload file against those used when displaying your portfolio in PRTU<GO>. The exported mapping is a .csv file containing all of the mapping rules used to process the file. This is convenient to have if you want to share a mapping with another user (mapping files can be imported). Learn more about creating and uploading mappings by clicking on the Sample Files link at the top of the BBU start page, and download the documents under the File-Based Mapping Specifications link. Step 12: Schedule Basic Uploads Figure 12 – Schedule a Basic Upload

Once you’ve successfully mapped your file, you may want to schedule a recurring upload of the file with new content. You can do so using Basic mode which is described below, and which assumes you are logged into the Bloomberg terminal. Alternatively, you may choose to be setup for FTP delivery of files. This method does not require you to be logged in.

See the section called FTP Uploads and DOCS 2055407<GO> for more information on this option. Both options are subject to the portfolio caps for ALPHA Desktop users described in the Overview section. You may schedule Basic uploads by day of the week, start time and frequency.

Select the days of the week you want the upload to occur. Choose a start time (e.g. 7:00AM). This indicates the time the upload will occur. The upload

will occur at your scheduled start time, only if you are logged into the Bloomberg terminal. In this example if you did not login until 8am, the upload will start when you login, instead of 7am. Again, to schedule your import to occur without being logged in, you must use the FTP delivery option.

For ALPHA Enterprise users only: Place a check in the “Repeat” Box to enable BBU<GO> to upload your file based on the interval chosen (15mins, 30mins, every hour). This is

  

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optional and files are uploaded provided there is difference between the current and previous file.

A status email can be sent to up to three specified email addresses. This will notify users when the file has been successfully processed and indicate if errors have occurred.

Suspend Button: Check this box to suspend your scheduled upload for any reason. The scheduled upload will not start again until this box is un-checked.

Select ‘2) OK’ at the bottom of the screen to schedule your upload. Note: If you re-install the Bloomberg software to another PC and your serial number changes, you must re-schedule each basic upload. This may be done by entering BBU <GO> and pressing the ‘7) Scheduled Uploads’ tab, then click on each upload you wish to re-schedule and then press 3) OK. The new PC must have access to the drive and directory in which the file is stored.

MANAGING YOUR MAPPINGS Frequent users of BBU may find that they’ve accumulated a long list of mappings, typically one per unique file name. If you prefer to delete inactive mappings so that it’s easier to navigate to the ones you plan to reuse, you can do so by clicking on the File Mappings tab. As shown in Figure 13 below, you will see a list of all mappings, along with the number of files linked to them, the dates they were created and last used. If you click on a row, you’ll get a pop-up window as shown in Figure 14. Here you have the opportunity to see the actual files linked to the mapping. You can then decide to either export it, or delete it.

Figure 13 – File Mappings

Figure 14 – Mapping Links

  

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BLOOMBERG SECURITY (FILE ENCRYPTION) Basic and FTP uploads are transmitted using industry standard secure protocols. Please download DOCS 2050937<GO>, ‘Bloomberg Uploader (BBU) Security’ for a description of the BBU security features. FTP Uploads Bloomberg also offers the ability to push files to BBU via FTP. This allows the upload to take place even if a user is not logged into the terminal. There is no need to explicitly schedule the upload. Once the file is placed in the FTP directory, it will be uploaded to BBU for further processing. Files can be transmitted either over a dedicated private line, or over the internet (with encryption). Clients need to work with their IT area to determine the best way to connect and send files. Please see DOCS 2055407<GO> for more information on account setup and usage of the FTP option.

  

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FREQUENTLY ASKED QUESTIONS (FAQs) Q: I have an equity portfolio with short positions and stock index futures that I want to

analyze in BBAT<GO>. How do I load those securities? A: In order to calculate a return on positions with 0 market value (e.g. futures), or negative market

value (e.g., shorts), margin assumptions are used to indicate the investment made in these securities. Margin assumptions can be entered as either special cash positions or they can be calculated by Bloomberg given a percentage. Please see DOCS 2058650<GO> to learn more about managing margins and to set a percentage assumption. When uploading a portfolio with BBU, you can provide the special cash positions. The identifiers are CASHSHORTS and CASH FUTURES. You can map your margin identifiers to these under the ‘Replace with…’ column on the ‘Security Mappings’ step in BBU as shown in Figure 13 below.

Figure 13 – Mapping short cash margin and futures margin cash

Q: Does BBU<GO> accept Microsoft 2007 Excel files (.xlsx)? A: Yes Q: How do I enter multiple positions of the same security with different cost prices? A: We cannot currently accommodate multiple positions in the same security in a portfolio. If you

import 100 shares of IBM at a cost price of 115 and another 100 shares of IBM at a cost price of 110 in the same portfolio for the same day, BBU will automatically combine the positions and your portfolio will show a single line of 200 shares in IBM with a weighted average cost price of 112.5.

Q: Are there any file size limitations in BBU<GO>? A: You can upload up to 80,000 records (e.g., rows in an excel file or lines in a text file) each

record may not exceed 2,000 characters. The data required for your upload must be in the first 45 columns and the total size of your file may not exceed 10 Megabytes.

  

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Q: Are there any limitations to the number of unique portfolios that may be uploaded in a single day? A: There are no limits on the number of interactive uploads. ALPHA Desktop users are limited to

one scheduled upload per day, per portfolio, for up to 50 portfolios. This may be one file with 50 portfolios or 50 files with one portfolio (or something in between). To schedule the upload of more than 50 portfolios (or more than one per day for any given portfolio), you need to subscribe to the ALPHA Enterprise package.

Q: My Excel Workbook has multiple tabs/worksheets. Which worksheet in my workbook

gets imported in BBU? A: If you have multiple worksheets in an Excel workbook, we import the worksheet ranked lowest

alphanumerically. For example, if I have an Excel workbook with a ‘Test Portfolio’ tab and an ‘Alpha Fund’ tab, BBU<GO> will import the ‘Alpha Fund’ worksheet only. You cannot upload multiple worksheets nor specify a specific tab/worksheet to upload.

Q: My Date format for historical positions is not YYYYMMDD. Can I use another date

format? A: Yes. On the ‘Defaults’ screen, specify the date format in your holdings file which may be

overridden on a case by case basis for any upload, or portfolio within an upload. The supported date formats are MMDDYYYY, DDMMYYYY and YYYYMMDDD, see ‘Step 2 Set Your Defaults’ for complete information.

Q: My number format for is 123.456,00. Can I use this currency format? A: Yes. On the ‘Defaults’ screen, specify the currency format in your holdings file which may be

overridden on a case by case basis for any upload, or portfolio within an upload. The supported number formats are nnn,nnn.dd and nnn.nnn,dd, see ‘Step 2 Set Your Defaults’ for complete information.

Q: How does BBU determine the exchange code for equity securities listed on multiple exchanges when I don’t provide it in my upload?

A: It is recommended you always provide the exchange code for securities listed on multiple exchanges. If you do not provide the exchange code and you enter a SEDOL, CUSIP, CINS or ISIN number and you provide the ‘yellow key market sector’ (e.g. IBM EQUITY), your CNDF<GO> default setting(s) are used to provide the exchange code. If you provide a SEDOL, CUSIP, CINS or ISIN number and you do not provide the ‘yellow key market sector, then the primary exchange on which the security is listed will be used.

  

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Q: I’ve moved the file I scheduled to another folder or disk drive and my BBU Basic

schedule no longer works, how can I fix it? A: The schedule entry can be changed by the following:

Upload the file manually using "Basic Upload" on the terminal serial number on which the new schedule should be in effect. This may be the same or a different terminal. Make sure the file has changed since the last time it was uploaded, otherwise the status will be "Unchanged" and you will not be able to re-schedule it. When the file has finished processing, click on the file on the main BBU page, then click on "Scheduling" and the new folder should appear. Click on OK and a confirmation message will appear that your schedule has been changed.

Q: I’ve scheduled BBU Basic uploads and I need to move to another terminal, how can I re-

schedule from the new terminal? A: The schedule entry can be changed by the following: On the main BBU page, click on the file you wish to reschedule on the new terminal. Then click on

"Scheduling" and click on OK, a confirmation message will appear that your schedule has been changed.

  If you haven’t uploaded the file in the past two weeks, it will not appear on the BBU main page. You will need to upload the file manually using Basic Upload on the new terminal and then click on the file you wish to reschedule. Then click on "Scheduling" and click on OK, a confirmation message will appear that your schedule has been changed

  

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Appendix 1: Column Mapping Definitions

Column Heading

Description General Upload Requirements

Skip Column*

Indicates column should not be included in upload. Examples of commonly skipped columns: Security Name/Short Name, Security Type, Cost price, Total Assets

Not Required

Portfolio Name Name of portfolio to which position will be added.

Required for Portfolios. File name will be used as Portfolio Name if not provided. N/A for Custom Benchmarks and Classifications

Security ID Security Identifier, typically CUSIP/ISIN/SEDOL/Ticker or Any ID followed by a yellow sector market key

Required for all uploads. (Shorts and Futures require a margin position, use Security ID "CASH SHORTS" or "CASH FUTURES")

Quantity* The position size (e.g. # shares for equities, # contracts for futures, par amount/original face for bonds)

Required for Portfolios and Benchmarks(unless Drifting or Fixed Weights are supplied); N/A for Classifications

Exchange

Bloomberg 2 character exchange code, defaults to composite exchange code of the owner of the portfolio. Can also supply custom exchange codes and map them to the Bloomberg value. See EPR<GO> for complete list of exchange codes.

Recommended if supplying Tickers that trade on multiple exchanges.

Asset Type

Allows you to characterize each position as a particular asset type, so that different Security ID types can be given for different asset types.

Optional

Cost Price Current day acquisition price Optional

Cost FX Rate Current day acquisition exchange rate Optional

Market Price Client’s price to be used in valuing the position.

Optional

Date The date of the position, used to backfill history.

Required for historical positions**

ID Type See Appendix 2. Defaults to "0" if not specified

Optional

Portfolio # Bloomberg assigned unique Portfolio ID. Open your portfolio in PRTU<GO> to see the number in the upper right on the red tool bar.

Optional for Portfolios N/A for Benchmarks and Classifications

Benchmark Name See DOCS 2050935<GO> N/A for Portfolios and Classifications Required for Custom Benchmark

Fixed Weight*** See DOCS 2050893<GO>

Required (unless Quantity or Drifting Weight is supplied) TOTAL MKT-VALUE must be entered as a Security ID with the corresponding value, if not default value is 100,000,000. Weights must equal 100%; N/A for Classifications

Drifting Weight*** See DOCS 2050893<GO>

Required (unless Quantity or Fixed Weight is supplied) TOTAL MKT-VALUE must be entered as a Security ID with the corresponding value, if not default value is 100,000,000. Weights must equal 100%; N/A for Classifications

New Classification See DOCS 2050958<GO> Optional for Portfolios N/A for Benchmarks Required for Classifications

  

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*Check that default "Divide cash and bond positions by 1000" is marked appropriately in fixed income and balanced portfolios; short positions will be negative. ** Security types supported for historical uploads: Equity: Common Stock, Limited Partnership, Preference, Preferred O, Receipt, Certificate, REIT, Right, Royalty Trust, Tracking Stock, Unit. Fund: Open-End Fund, Closed-End Fund, Exchange Traded Products, Hedge Funds, Fund of Funds. Future (not supported for historical weighted uploads with exception of single stock future): Financial Commodity Future, Financial Index Future, Physical Commodity Future, Physical Index Future, Single Stock Future. Index: Equity Index Option: Equity Option, Commodity Option, Index Option Warrant: Equity Warrant Currency: Spot, Currency Forwards (Hedging Only) ***Uploading weighted portfolios is not supported for Fixed Income and Short Positions

  

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Appendix 2: Security Identifier Types Security Identifier Types (ID_TYPE) are used to explicitly allow Bloomberg to recognize the format of your security identifier. ID_TYPE values available for use in position records and the description of the security identifier associated with each type are displayed in Table 1. Table 1: Security Identifier Types Value Value  Security Identifier used with the ID_TYPE column 

0   CUSIP or ISIN or SEDOL or Bloomberg 2 line format WITH yellow key included in description. This is the default if ID_TYPE field is not included in the file.  

Value  Security Identifier used with the 

ID_TYPE column  

Value Security Identifier used with the ID_TYPE 

column  

3   CEDEL   23  French 

4   AIBD   26  Singapore 

5   EuroClear Number   27  Belgian Loan 

6   WPK   28  U.K. Epic 

7   RGA   29  Hong Kong 

9   EuroClear/CEDEL Common Code  30  Bloomberg Identifier ** 

10   Valoren   31  Bloomberg Unique Identifier  

11   Belgian   69  Reserved 

12   Dutch   70  Cash 

13   Danish   71  Short Cash 

14   Austrian   72  Futures margin cash 

15   Luxembourg   93  Mortgage pool number 

16   Misc. Domestic   94  FX Ticker 

17   Norway   95  Mortgage/Synthetic Mortgage Ticker  

18   Japan   96  Merrill Lynch Identifier 

19   Spain   97  Money Market Ticker 

20   Italy   98  Equity Ticker 

21   Sweden   99  Future/Option Ticker 

22   Japanese Company Number  

Value  Security Identifier used with the ID_TYPE column 

Govt   Same as matching yellow key in Bloomberg terminal. 

Corp   Same as matching yellow key in Bloomberg terminal. 

Mtge   Same as matching yellow key in Bloomberg terminal. 

M‐mkt   Same as matching yellow key in Bloomberg terminal. 

Muni   Same as matching yellow key in Bloomberg terminal. 

Pfd   Same as matching yellow key in Bloomberg terminal. 

Equity   Same as matching yellow key in Bloomberg terminal. 

Comdty   Same as matching yellow key in Bloomberg terminal. 

Index   Same as matching yellow key in Bloomberg terminal. 

Curncy   Same as matching yellow key in Bloomberg terminal. 

Cash   Portfolio Cash, ID should be 3 character ISO code. 

  

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Appendix 3: Ticker Formatting BBU will use the default composite exchange code of the owner of the portfolio if they are not specified in the upload for ID_TYPE values 94/Curncy (Foreign Exchange Ticker), 97/m-mkt (Money Market Ticker), 98/Equity (Equity Ticker), and 99 (Future/Option Ticker). Personal defaults are established for a user under the Bloomberg PDF<GO>. Note: A value of 94 or curncy equally identifies currency, a value of 97 or m-mkt equally identifies a money market instrument and a value of 98 and equity equally identifies an equity. A complete and up-to-date list of money market program types and money market issuers is available on any BLOOMBERG terminal by running PGM <GO> Equity Ticker Equity tickers (ID_TYPE of 98) should be formatted as follows:

<TICKER><SPACE><EXCH> …where:

<TICKER> is the stock ticker followed by a space <EXCH> is a two-character exchange code (see note above).

For example, the security identifier for Daimler-Benz under the German Composite exchange code is DAI GR.

US and Canadian Listed Equity and Equity Index Option Tickers

There are industry initiatives changing the format for US and Canadian listed equity and equity index option security identifiers in two phases:

replacing the current OPRA-6 format (six characters) with a longer OPRA-17 format to more accurately identify the option on 2/12/10 and

a rolling set of changes from March through June 2010 to consolidate multiple roots per underlying that currently exists to a single unique root per underlying The current short OPRA format (e.g., IBM+DC) may continue to be uploaded in BBU until 2/11/2010. It is strongly recommended to change to the Bloomberg long form as soon as possible. Starting on 2/12/2010, all US and Canadian listed equity and equity index options must be submitted using the Bloomberg long form or the long OPRA format for both current day and historical uploads.

  

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Example: An April 17 call on IBM Corporation under the US Composite exchange code with a strike price of 115.00 may be loaded using the short OPRA format, IBM+DC, until February 11, 2010. It is highly recommended to immediately switch to the Bloomberg long form or use the long OPRA format. The format for the Bloomberg long form is:

<ROOT><SPACE><EXCH><SPACE><MM/DD/YY><SPACE><T><P> …where:

<ROOT> is the current OPRA root followed by a space <EXCH> is a two-character exchange code followed

by a space <MM/DD/YY> is the month/day/year followed by a space <T> is either “C” for Call or “P” for Put immediately followed by <P> is the strike price.

The Bloomberg long form for this option is IBM US 04/17/10 C115.00. The long OPRA format for this option is IBM D1710C115000. As of 2/12/10, clients must upload options using either the Bloomberg long form or OPRA-17 format. Clients may use these new formats immediately and are encouraged to change well in advance of 2/12/10 when the OPRA-6 format cannot be processed in BBU for both active and expired options. Clients may continue to upload expired options using the OPRA-6 format until 2/11/10. Clients may immediately provide the new OPRA-17 format for options that expire after 12/1/2009 and must use the Bloomberg long form (IBM US 04/17/09 C115.00) to load options with an expiration prior to 12/1/2009.

The second industry initiative, ticker consolidation, affects the root portion of both the OPRA-17 and Bloomberg long form format. Multiple option roots are issued when more than 26 strikes are issued for a given maturity, for example, IBM+DC and XBY+AC were issued in 2009 for IBM Corporation. The consolidation will move all option roots issued for an underlying to one unique root. In this case the root will be IBM after the consolidation. This is occurring between March and June, 2010 (alphabetic based on long form formats on a rolling weekly basis as specified by this industry initiative. During this conversion and thereafter, clients must supply the active root within either format. For expired options, they must provide the root that was active when the option expired. Physical Index and Commodity Option Ticker Non-equity options (ID_TYPE of 99) should be formatted as follows:

<UNDERLYING TICKER><T><SPACE><P> …where:

<UNDERLYING TICKER> is the ticker of the physical index or commodity option <T> is either “C” for Call or “P” for Put followed by a space <P> is the strike price.

  

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For example the security identifier for the S&P 500 Future Opt Nov03C Ind is SPX3C 1065 Index and Commodity Future Ticker Futures (ID_TYPE 99) should be formatted as follows:

<TICKER> However, the exact ticker for a given contract will change over time. During the year the ticker is active, the expiration year is typically represented by one digit – e.g., SPU0 is the ticker for the S&P 500 Futures contract that settles in September 2010. Sometime in 2011, SPU0 will no longer be recognized, and the users who need to upload this contract should use the new ticker SPU10. If you are uploading history which requires inclusion of a settled contract, the best way to insure that your upload completes successfully would be to use both, taking advantage of the multiple Security Identifier feature of BBU (see page 4). Simply put the 5 character ticker in a column to the left of the 4 character ticker, and when it becomes the new ticker, it will be used. If it is not yet available, BBU will fall through to the second one, the 4 character ticker. Cash Cash should be formatted as follows:

<ISO><SPACE>Curncy …where:

<ISO> is the 3-digit currency code of the from currency followed by a space Curncy is the literal used by Bloomberg to identify currency

For example, the security identifier for a cash position in Great British Pounds is GBP Curncy

Foreign Exchange Ticker Foreign Exchange tickers (ID_TYPE of 94) should be formatted as follows:

<ISO1>/<ISO2><SPACE><Date><SPACE>Curncy …where:

<ISO1> is the 3-digit currency code of the “from” currency / is the delimiter separating the “from” and “to” currencies <ISO2> is the 3-digit currency code of the “to” currency followed by a space Curncy is the literal used by Bloomberg to a foreign exchange ticker followed by a

space DATE is the maturity date, formatted as MM/DD/YY

For example, the security identifier for a foreign exchange between US Dollars and Euros on May 5, 2010 is USD/EUR 05/05/10 Curncy.

  

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Appendix 4: Additional Supporting Documentation Upload Documentation 1. Balanced Portfolio

a. BBU Instructions to Load a Sample Balanced Portfolio, See DOCS 2050889<GO> b. BBU Sample File Containing a Balanced Portfolio, See DOCS 2050230<GO>

2. Fixed Income Portfolio

a. BBU Instructions to Load a Sample File Fixed Income Portfolio, See DOCS 2050888<GO> b. BBU Sample File Fixed Income Portfolio, See DOCS 2050229<GO>

3. Multiple Portfolios

a. BBU Instructions to Load a Sample File Containing Multiple Portfolios, See DOCS 2050887<GO>

b. BBU Sample File Containing Multiple Portfolios, See DOCS 2050228<GO>

4. Equity Historical Portfolios a. BBU Sample File Instruction to Load an Equity Portfolio with History, See b. DOCS 2050882<GO> c. BBU Sample File Equity Portfolio with History, See DOCS 2050223<GO> or d. DOCS 2050483<GO>

5. Equity Historical Portfolio by Weight

a. BBU Instructions to Load a Sample File Equity Portfolio by Weight with History, See DOCS 2050893<GO>

b. BBU Sample File Equity Portfolio by Weight with History, See DOCS 2050890<GO> or DOCS 2050892<GO>

6. Long Short Portfolio

a. BBU Instructions to Load a Sample File for Long/Short Portfolio, See b. DOCS 2050886<GO> c. BBU Sample File Long/Short Portfolio, See DOCS 2050227<GO> or d. DOCS 2050482<GO>

7. Fund of Funds Portfolio

a. BBU Instructions to Load a Sample File for Fund of Funds Portfolio, See DOCS 2050883<GO> b. BBU Sample File Fund of Funds, See DOCS 2050224<GO>

8. Custom Benchmark

a. BBU Custom Benchmarks, See DOCS 2050935<GO> b. BBU Instructions to Load Sample File Containing Benchmark with History, See DOCS

2050881<GO> c. BBU Sample File Benchmark with History, See DOCS 2050221<GO> or d. DOCS 2050484<GO>

  

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9. Custom Classifications a. BBU Custom Classifications, See DOCS 2050958<GO> b. BBU Instructions to Load a Sample File with Global Classifications, See c. DOCS 2050885<GO> d. BBU Sample File Global Classifications, See DOCS 2050226<GO>

10. Custom Classifications with Portfolio

a. BBU Instructions to Load a Sample File for Global Classifications with Portfolio, See DOCS 2050884<GO>

b. BBU Sample File Global Classifications with Portfolio, See DOCS 2050225<GO>

11. Custom Index Expression (CIX) a. BBU Instructions to Load a Sample File for CIX, See DOCS 2055405<GO> b. BBU Sample File for CIX Upload, See DOCS 2055406<GO>

12. Portfolio with Options

a. BBU Sample File: Portfolio with Options, See DOCS 2056679<GO>

13. File-Based Mapping Specifications a. BBU File-Based Mapping Specifications, See DOCS 2060394<GO> b. BBU File-Based Mapping Specifications Sample File, See DOCS 2060395<GO> c. Managing Margins, See DOCS 2058650<GO>

14. Automatic Portfolio Uploads

a. Description of the Basic and Automatic Upload Security Features, See DOCS 2050937<GO>

b. BBU FTP Client Manual, See DOCS 2055407<GO>