I would like to analyze portfolios of institutional investors based in a given location (e.g. country) using the built-in formula in excel or by downloading the data from the web.
For a list of investors (could exceed 1000 Perm Ids) -> for each investor find all/major equity holdings by firm ID (RIC, ISIN, and or any other id), detailed sectors of the firm (GICS and or TBR Sector - as detailed as possible), percentage of the investment portfolio of the investor held in each firm, the market value of the firm, the value held by this investor in the firm as fields. If the list is too big, I would like to focus on holdings only above a certain threshold by % of the portfolio (e.g. all holdings larger than 0.1%).
I found two ways of doing it: by getting investors from the firm side using the "Single Security level Consolidated Ownership Overview" template and from the side of investors using the "Investor Holdings Analysis with Sector Summary" template.
What I would like to have in the formula is a combination of both, based on the description above. The problem is that I am not sure when certain commands pull the information for the investor or the firm.
For example, I would like to use the following formula as a start:
=TR($A$4:$A$836,"TR.SecurityOwnedRIC;TR.InvestorValueHeld;TR.InvestorSharesHeld;TR.SecurityName","Curn=USD CH=Fd SORTD=TR.InvestorValueHeld Null=ZERO",$C$4)
Regarding this, the following questions arise:
1) I would like to add to this formula the percentage of the investor's portfolio invested in this firm. Using your template, I found "TR.ConsHoldPctPortfolio".
If I insert it in the formula (there is no specification of "Investor"), how do I know it corresponds to the original identifier of the investor and to the respective firm by its id?
3) I would also like to add Granular sector information on the firms (constituents of the portfolio) and the market cap of each firm in the portfolio
4) In addition, I would like the formula to repeat ID numbers during the call to see which firms correspond to which investors' IDs.
5) Also, I would like to request the information as of a specific date in the formula.
Does the function TR.HoldingDate corresponds to the investor or the firm?
I would very much appreciate your help!